Add to Chrome
Add to Firefox
Add to EdgeParticle Filter SLAM for Vehicle Localization
Feb 20, 2024
Simultaneous Localization and Mapping (SLAM) presents a formidable challenge in robotics, involving the dynamic construction of a map while concurrently determining the precise location of the robotic agent within an unfamiliar environment. This intricate task is further compounded by the inherent "chicken-and-egg" dilemma, where accurate mapping relies on a dependable estimation of the robot's location, and vice versa. Moreover, the computational intensity of SLAM adds an additional layer of complexity, making it a crucial yet demanding topic in the field. In our research, we address the challenges of SLAM by adopting the Particle Filter SLAM method. Our approach leverages encoded data and fiber optic gyro (FOG) information to enable precise estimation of vehicle motion, while lidar technology contributes to environmental perception by providing detailed insights into surrounding obstacles. The integration of these data streams culminates in the establishment of a Particle Filter SLAM framework, representing a key endeavor in this paper to effectively navigate and overcome the complexities associated with simultaneous localization and mapping in robotic systems.
* 6 pages, Journal of Industrial Engineering and Applied Science
News Recommendation with Attention Mechanism
Feb 20, 2024This paper explores the area of news recommendation, a key component of online information sharing. Initially, we provide a clear introduction to news recommendation, defining the core problem and summarizing current methods and notable recent algorithms. We then present our work on implementing the NRAM (News Recommendation with Attention Mechanism), an attention-based approach for news recommendation, and assess its effectiveness. Our evaluation shows that NRAM has the potential to significantly improve how news content is personalized for users on digital news platforms.
* 7 pages, Journal of Industrial Engineering and Applied Science
Large Language Models for Forecasting and Anomaly Detection: A Systematic Literature Review
Feb 15, 2024This systematic literature review comprehensively examines the application of Large Language Models (LLMs) in forecasting and anomaly detection, highlighting the current state of research, inherent challenges, and prospective future directions. LLMs have demonstrated significant potential in parsing and analyzing extensive datasets to identify patterns, predict future events, and detect anomalous behavior across various domains. However, this review identifies several critical challenges that impede their broader adoption and effectiveness, including the reliance on vast historical datasets, issues with generalizability across different contexts, the phenomenon of model hallucinations, limitations within the models' knowledge boundaries, and the substantial computational resources required. Through detailed analysis, this review discusses potential solutions and strategies to overcome these obstacles, such as integrating multimodal data, advancements in learning methodologies, and emphasizing model explainability and computational efficiency. Moreover, this review outlines critical trends that are likely to shape the evolution of LLMs in these fields, including the push toward real-time processing, the importance of sustainable modeling practices, and the value of interdisciplinary collaboration. Conclusively, this review underscores the transformative impact LLMs could have on forecasting and anomaly detection while emphasizing the need for continuous innovation, ethical considerations, and practical solutions to realize their full potential.
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
Dec 31, 2023In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine learning algorithms and leverage on enhancing model interpretability. Specifically, linear regression(OLS, LASSO), long-short term memory(LSTM), decision tree regressors are introduced. Through the grounded experiments, we observe linear regressor achieves the best performance among candidate models. For the interpretability, we carry out a systematic overview on the preprocessing techniques of time-series statistics, including decomposition, auto-correlational function, exponential triple forecasting, which aim to excavate latent relations and complex patterns appeared in the financial time-series forecasting. We believe this work may derive more attention and inspire more researches in the realm of time-series analysis and its realistic applications.