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WC42INFORMS Charlotte – 2011

363

Wednesday, 8:00AM - 9:30AM

WA01

101A-MCC

Forecasting

Sponsored: Data Mining

Sponsored Session

Chair: Ivan G Guardiola, Missouri S&T, 600 W. 14th St,

Rolla, MO, 65409, United States,

guardiolai@mst.edu

1 - Ensemble Methods With Disparate Data Sources For Stock

Market Prediction

Lin Lu, Auburn University, Auburn, AL, United States,

lzl0032@auburn.edu,

Bin Weng, Fadel Mounir Megahed

Stock market has time critical characteristics which draws attentions from both

investors and researchers. The objective of this study is to develop a prediction

model for stock’s short-term movement forecasting. We assume more related data

sources used will increase the prediction performance. In this study, we consider

data from Wikipedia, Financial news, Market sentiment and Stock market history

data. Different features are generated from these data sources and data mining

methods are applied to select the most important ones. Next, ensemble methods

are used to develop the model. As a result, our prediction model dominates

related studies for the stock market forecasting.

2 - Occupancy Level Analysis At A VA Hospital That Considers

Discharge Of Patient Medical Decisions

Ivan G Guardiola, Associate Professor, Missouri S&T, 600 W. 14th

St, Rolla, MO, 65409, United States,

guardiolai@mst.edu,

Tatiana Cardona

The improvement of short-term information is vital to obtain positive gains in

various hospital operational and business processes. To this end, the prediction or

forecasting of hospital census gives insight into hospital resource use that results

in better planning. This paper presents a combination of nonparametric and

parametric models to deal with the intra-week seasonality from the daily

discharge distribution.

3 - Neural Networks Based Linear Ensemble Framework for Time

Series Forecasting

Lin Wang, Huazhong University of Science and Technology,

Wuhan, China, Zhigang Wang

In this study, a combination forecasting model resulting from a novel ensemble

framework of four neural networks is proposed for time series forecasting. The

proposed framework has two primary advantages: (a) a heuristic to determine

the number of input and hidden neurons for each neural network, and (b) a

BPNN-BSA based mechanism for the associated combining weights. Both of the

advantages will improve the accuracy of each individual model and the final lin-

ear combination modle. Experimental results performed on nine time series

datasets show that the ensemble framework outperforms the component neural

network models and other well recognized models.

WA02

101B-MCC

Data Mining in Healthcare 1

Sponsored: Data Mining

Sponsored Session

Chair: Adel Alaeddini, University of Texas at San Antonio, Department

of Mechanical Engineering, One UTSA Circle, San Antonio, TX, 78249,

United States,

adel.alaeddini@utsa.edu

Co-Chair: Anh Pham, University of Arkansas, 1411 S Washington

Avenue, Fayetteville, AR, 72701, United States,

anh.pham1234@gmail.com

1 - Using Data Mining To Detect Fraud And Abuse Under National

Health Insurance System In China

Chong Li, Beijing Institute of Technology, Beijing, 100081, China,

lichongbit@163.com

, Zihao Jiao, Huijuan Cao

Health care fraud and abuse are pressing problems, causing an important fraction

of total health expenditure wasted. Data mining methods can be used to

automatically detect fraud in billions insurance claim data, superior to the time-

consuming and practically efficient traditional auditing methods. Nevertheless,

few studies have been dedicated to this field in China. This paper presents how to

apply unsupervised methods to extract useful information and identify a smaller

subset from the claims for further assessment under China National Health

Insurance system. Our approach will help in streamlining auditing approaches

towards the suspect groups rather than routine auditing of all claims.

2 - Understanding The Association Of Clinical Characteristics Of Low

Grade Gliomas With Disease Outcomes

Anh Pham, Student, University of Arkansas, 1 University Avenue,

Fayetteville, AR, 72701, United States,

anh.pham1234@gmail.com

,

Shengfan Zhang

Glioma is among the most prevalent and most devastating primary brain tumor.

Gliomas represent 28% of all brain tumors and 80% of malignant brain tumors.

70% of Low Grade Glioma patients eventually die from cancerous tumor

transformation. This study uses The Cancer Genome Atlas (TCGA) data to

understand relationships between different clinical characteristics of Low Grade

Glioma, such as tumor grades, tumor status, vital status and first presented

symptoms. Two data mining methods, association rules and decision trees, are

used.

3 - Modeling The Accumulation Of Comorbidities In Patients With

Multiple Chronic Conditions

Adel Alaeddini, University of Texas at San Antonio, Department of

Mechanical Engineering, One UTSA Circle, San Antonio, TX,

78249, United States,

adel.alaeddini@utsa.edu

Long-lasting diseases known as chronic conditions can be considered as a staple

example of degradation processes that can progress and accumulate over time.

Approximately a quarter of all Americans and 75% of citizens aged 65 years and

older are burdened with two or more (multiple) chronic conditions (MCC). Here,

we introduce a latent regression Markov mixture (LRMM) model to explore

major patterns of disease accumulation in MCC patients and identify the risk

factors affecting the accumulation process. The new methodology will be

validated through a national healthcare dataset.

WA03

101C-MCC

Big Data

Contributed Session

1 - Discriminant Analysis And The Baseball Hall Of Fame

Tom Brady, Purdue University, 1401 S US Hwy 421, Westville, IN,

46391, United States,

tbradyjr@pnc.edu

, Tom Brady

Baseball has long been referred to as the national past time in America. The most

fundamental discussions center around the inclusion, or exclusion of individual

players in the Baseball Hall of Fame. Election to this esteemed organization is

done on a purely subjective basis. The movie “MoneyBall” has highlighted the

recent trend towards using a more quantitative approach to managing and

operating a professional baseball team. The term Sabermetrics refers to the

application of quantitative techniques in all areas of baseball. In this paper, we

apply Discriminant Analysis to the selection problem faced by the Baseball Hall of

Fame members and analyze the performance of the process since its inception.

2 - Graphical Lasso And Thresholding: Conditions For Equivalence

Somayeh Sojoudi, University of California, Berkeley,

1543 Delaware Street, Berkeley, CA, 94703, United States,

somayeh.sojoudi@gmail.com

Graphical lasso is a popular technique for finding a sparse inverse covariance

matrix from a small number of samples. Graphical lasso is computationally

expensive for large-scale problems due to a positive semidefinite constraint. A

cheap heuristic method for finding a graphical model is to simply threshold the

sample correlation matrix. By introducing the notions of sign-consistent and

inverse-consistent matrices, we derive sufficient conditions under which graphical

lasso and thresholding produce the same solution. These conditions are expected

to be satisfied for sufficiently sparse graphical models. We test the conditions on

electrical circuits and functional MRI data.

3 - Quantitative Compliance As A Driver For Automation

Leif Meier, Professor, University of Applied Sciences Bremerhaven,

An der Karlstadt 8, Bremerhaven, 27568, Germany,

lmeier@hs-bremerhaven.de

Compliance management covers all efforts to comply with regulations such as

laws and rules, policies and standards. Automated processes are dealing with a

huge number of (trans-) actions to be executed in short term, depending on big

data sets. Each single transaction that is executed must comply with regulations

and must be transparent to auditors. Quantitative Compliance provides methods

to manage processes and risks in complex systems considering regulations to

improve decisions from available information. We provide an example to identify

risks from Anti-Money-Laundering (AML) in Financial Transactions and show

applications of this approach to data-driven systems in new areas.

WA03