Storage device performance prediction is a key element of self-managed storage systems and application planning tasks, such as data assignment and configuration. Based on bagging ensemble, we proposed an algorithm named selective bagging classification and regression tree (SBCART) to model storage device performance. It can improve the accuracy of a single CART model. In contrast with CART mode...

We study the effectiveness of cross validation, Bayesian regularization, early stopping, and bagging to mitigate overfitting and improving generalization for pricing and hedging derivative securities with daily S&P 500 index daily call options from January 1988 to December 1993. Our results indicate that Bayesian regularization can generate significantly smaller pricing and delta-hedging errors...

Several rating agencies such as Standard & Poor's (S&P), Moody's and Fitch Ratings have evaluated firms’ credit rating. Since lots of fees are required by the agencies and sometimes the timely default risk of the firms is not reflected, it can be helpful for stakeholders if the credit ratings can be predicted before the agencies publish them. However, it is not easy to make an accurate predicti...

This paper investigates the use of ensemble of predictors in order to improve the performance of spatial prediction methods. Support vector regression (SVR), a popular method from the field of statistical machine learning, is used. Several instances of SVR are combined using different data sampling schemes (bagging and boosting). Bagging shows good performance, and proves to be more computation...

The development of the smart grid has resulted in new requirements for fault prediction of power transformers. This paper presents an entropy-based Bagging (E-Bagging) method for prediction of characteristic parameters related to power transformers faults. A parameter of comprehensive information entropy of sample data is brought forward to improve the resampling process of the E-Bagging method...

Classical statistical theory ignores model selection in assessing estimation accuracy. Here we consider bootstrap methods for computing standard errors and confidence intervals that take model selection into account. The methodology involves bagging, also known as bootstrap smoothing, to tame the erratic discontinuities of selection-based estimators. A useful new formula for the accuracy of bag...

Various modifications of bagging for class imbalanced data are discussed. An experimental comparison of known bagging modifications shows that integrating with undersampling is more powerful than oversampling. We introduce Local-and-Over-All Balanced bagging where probability of sampling an example is tuned according to the class distribution inside its neighbourhood. Experiments indicate that ...

To improve weak classifiers bagging and boosting could be used. These techniques are based on combining classifiers. Usually, a simple majority vote or a weighted majority vote are used as combining rules in bagging and boosting. However, other combining rules such as mean, product and average are possible. In this paper, we study bagging and boosting in Linear Discriminant Analysis (LDA) and t...