The monitoring of surface-water quality followed by water-quality modeling and analysis is essential for generating effective strategies in water-resource management. However, worldwide, particularly in developing countries, water-quality studies are limited due to the lack of a complete and reliable dataset of surface-water-quality variables. In this context, several statistical and machine-learning models were assessed for imputing water-quality data at six monitoring stations located in the Santa Lucía Chico river (Uruguay), a mixed lotic and lentic river system. The challenge of this study is represented by the high percentage of missing data (between 50% and 70%) and the high temporal and spatial variability that characterizes the water-quality variables. The competing algorithms implemented belonged to both univariate and multivariate imputation methods (inverse distance weighting (IDW), Random Forest Regressor (RFR), Ridge (R), Bayesian Ridge (BR), AdaBoost (AB), Hubber Regressor (HR), Support Vector Regressor (SVR), and K-nearest neighbors Regressor (KNNR)). According to the results, more than 76% of the imputation outcomes are considered satisfactory (NSE > 0.45). The imputation performance shows better results at the monitoring stations located inside the reservoir than the ones positioned along the mainstream. IDW was the most chosen model for data imputation.

Time series (TS)-based predictions are made by examining the behaviour of historical data to forecast future values. Multiple industries; such as stock market trading, power load forecasting, medical monitoring, and intrusion detection; frequently use it. Several variables; such as the performance of other markets as well as the economic situation of a country which affect its market performance; significantly affect the prediction of stock market prices. Therefore, this present study uses numerous variables; such as the opening, lowest, highest, and closing prices; to predict the indices of the stock market of the Kingdom of Saudi Arabia (KSA). Successfully accomplishing an investment goal largely depends on choosing the right stocks to buy, sell, or maintain. The project's output is the projected closing prices (regression) over the next seven days, which helps investors make the best decisions. This present study used exponential smoothing (ES) to remove noise from the input data obtained from the Saudi Stock Exchange, or Tadawul, before using a multivariate long short-term memory (LSTM) deep learning (DL) algorithm to forecast stock market prices. The proposed multivariate LSTMDL model had satisfactory prediction rates of 97.49% and 92.19% for the univariate model. Therefore, it can be used to effectively predict stock market prices. The results also indicate that DL as well as multiple sources of information can be used to accurately predict stock markets.

Background: High blood pressure (BP) has been implicated as a major risk factor for cardiovascular diseases in several global populations, including in individuals of African ancestry. Despite the elevated burden of high BP-induced cardiovascular diseases in Africa and other global populations with African ancestry, limited genetic studies have been carried out to explore the genetic machinery driving this phenomenon. Methods: We performed univariate and multivariate analyses using Genome-wide association studies (GWAS) and summary statistics data of 77,850 individuals of African ancestry for systolic (SBP) and diastolic blood pressure (DBP) traits. The six independent cohorts used included individuals derived from the African Partnership for Chronic Disease Research (APCDR), the UK Biobank, and the Million Veteran Program (MVP). Subsequently, we annotated, prioritized, visualized, and interpreted our meta-analyses results using FUMA, to gain further insight into the molecular mechanism(s) that contribute to the genetics of BP traits. Finally, loci attaining genome-wide significance, GWS (p<5x10-8) were also followed up with Bayesian fine-mapping to identify potential causal variants. Results: Our meta-analyses altogether identified 350 GWAS SNPs for SBP (166 SNPs) and DBP (184 SNPs, including two novel loci) whilst our multivariate GWAS method identified 166 SNPs (including three novel loci). Interestingly, in FUMA there was significant tissue enrichment of up-regulated differentially expressed genes (DEGs) in the sigmoid and transverse colon for SBP, as well as 10 significant gene sets from MAGMA gene set analyses, However, for DBP, no significant DEGs nor gene sets in MAGMA were found; instead, in DBP for gene property analysis for tissue specificity nine candidates were found to be significant and all nine were in different brain regions. Finally, Bayesian fine-mapping revealed that only 11 variants from the lead SNPs had >50% posterior probability (PP) of being causal and they included novel variant rs562545 (MOBP, PP = 77%) and 10 other previously published variants. Conclusion: Our results demonstrate the importance of performing GWAS in large sample sizes of global populations of African ancestry, including continental Africans; which yield novel insights, from novel loci to novel pathways/tissue expression candidates. Large-scale genomic datasets are required to enhance further discovery and fine-mapping of high-risk loci/variants in highly susceptible groups for cardiovascular disease and other related traits. Our study highlights the need for diversity in genetic research and the importance of expanding large GWASs to include ancestrally diverse populations.

Accurate agricultural commodity price models enable efficient allocation of limited natural resources, leading to improved sustainability in agriculture. Because of climate change, price volatility and uncertainty for the sector are expected to increase in the future, increasing the need for improved price modeling. With the emergence of machine learning (ML) algorithms, novel tools are now available to enhance the modeling of agricultural commodity prices. This research uses both univariate and multivariate ML techniques to perform probabilistic price prediction modelling for the Canadian beef industry, taking into account beef production, commodity market, and international trade features to enhance accuracy. We apply multivariate algorithms by using support vector regression (SVR), random forest (RF), and adaboost (AB) and univariate algorithms by using autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and the seasonal autoregressive integrated moving average with exogenous factors (SARIMAX). We apply these models to monthly fed steer price data between January 2005 and September 2023 and compare predicted prices with observed prices using several validation metrics. The outcomes indicate that both random forest (RF) and adaboost (AB) in multivariate modeling show superior performance in accurately predicting Alberta fed steer prices in comparison to other algorithms. To better account for the variance of the best model performance, we subsequently adopted a probabilistic approach by considering uncertainty in our best-selected ML model. The beef industry can use these improved price models to minimize resource waste and inefficiency in the sector and improve the long-term sustainability prospects for beef producers in Canada.