<span>Envisaging legal cases’ outcomes can assist the judicial decision-making process. Prediction is possible in various cases, such as predicting the outcome of construction litigation, crime-related cases, parental rights, worker types, divorces, and tax law. The machine learning methods can function as support decision tools in the legal system with artificial intelligence’s advancement. This study aimed to impart a systematic literature review (SLR) of studies concerning the prediction of court decisions via machine learning methods. The review determines and analyses the machine learning methods used in predicting court decisions. This review utilised RepOrting Standards for Systematic Evidence Syntheses (ROSES) publication standard. Subsequently, 22 relevant studies that most commonly predicted the judgement results involving binary classification were chosen from significant databases: Scopus and Web of Sciences. According to the SLR’s outcomes, various machine learning methods can be used in predicting court decisions. Additionally, the performance is acceptable since most methods achieved more than 70% accuracy. Nevertheless, improvements can be made on the types of judicial decisions predicted using the existing machine learning methods.</span>
The Malaysian government led by Tan Sri Muhyiddin Yasin had announce the implementation the Movement Control Order (MCO) on 18th March 2020 due to the novel coronavirus (COVID-19) pandemic that has spread and killed thousands of people. This restriction was implemented to prevent the spread of the virus in this country. At the same time, the government needs to make sure that the food chain supply is available and delivered to people all over the country. To do that, some methods of approval and monitoring of the essential service provider are required. Besides the standard operating procedures, a clear workflow for this service needs to be provided to register and obtain approval prior to operation, which typically begins with manual forms. This paper will cover the transition from manual forms to an online automation system. This system has been used to replace the manual forms until the end of MCO restrictions.
Structural changes that occur due to outliers may reduce the accuracy of an estimated time series model, shifting the mean distribution and causing forecast failure. This study used general-to-specific approach to detect outliers via indicator saturation approach in the local level model framework. Focusing on impulse indicator saturation, performance recorded by the suggested approach was evaluated using Monte Carlo simulations. To tackle the issue of higher number of regressors compared to the number of observations, this research utilized the split-half approach algorithm. We found that the impulse indicator saturation performance relies heavily on the size of outlier, location of outlier and number of splits in the series examined. Detection of outliers using sequential and non-sequential algorithms is the most crucial issue in this study. The sequential searching algorithm was able to outperform the non-sequential searching algorithm in eliminating the non-significant indicators based on potency and gauge. The outliers captured using impulse indicator saturation in financial times stock exchange (FTSE) United States of America (USA) shariah index correspond to the financial crisis in 2008-2009.
The existence of outliers in financial time series may affect the estimation of economic indicators. Detection of outliers in structural time series framework by using indicator saturation approach has become our main interest in this study. The reference model used is local level model. We apply Monte Carlo simulations to assess the performance of impulse indicator saturation for detecting additive outliers in the reference model. It is found that the significance level, α = 0.001 (tiny) outperformed the other target size in detecting various size of additive outliers. Further, we apply the impulse indicator saturation to detection of outliers in FTSE Bursa Malaysia Emas (FBMEMAS) index. We discover that there were 14 outliers identified corresponding to several economic and financial events.
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