Martin Crane

The high dropout rates in programming courses emphasise the need for monitoring and understanding student engagement, enabling early interventions. This activity can be supported by insights into students’ learning behaviours and their relationship with academic performance, derived from student learning log data in learning management systems. However, the high dimensionality of such data, along with their numerous features, pose challenges to their analysis and interpretability. In this study, we introduce entropy-based metrics as a novel manner to represent students’ learning behaviours. Employing these metrics, in conjunction with a proven community detection method, we undertake an analysis of learning behaviours across higher- and lower-performing student communities. Furthermore, we examine the impact of the COVID-19 pandemic on these behaviours. The study is grounded in the analysis of empirical data from 391 Software Engineering students over three academic years. Our findings reveal that students in higher-performing communities typically tend to have lower volatility in entropy values and reach stable learning states earlier than their lower-performing counterparts. Importantly, this study provides evidence of the use of entropy as a simple yet insightful metric for educators to monitor study progress, enhance understanding of student engagement, and enable timely interventions.

Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk of overpaying or delayed/unprocessed transactions involved in this selection. In this work, we investigate data in the aftermath of the London Hard Fork and shed insight into the transaction dynamics of the network after this major fork. As such, this paper provides an update on work previous to 2019 on the link between EthUSD/BitUSD and gas price. For forecasting, we compare a novel combination of machine learning methods such as Direct-Recursive Hybrid LSTM, CNN-LSTM, and Attention-LSTM. These are combined with wavelet threshold denoising and matrix profile data processing toward the forecasting of block minimum gas price, on a 5-min timescale, over multiple lookaheads. As the first application of the matrix profile being applied to gas price data and forecasting that we are aware of, this study demonstrates that matrix profile data can enhance attention-based models; however, given the hardware constraints, hybrid models outperformed attention and CNN-LSTM models. The wavelet coherence of inputs demonstrates correlation in multiple variables on a 1-day timescale, which is a deviation of base free from gas price. A Direct-Recursive Hybrid LSTM strategy is found to outperform other models, with an average RMSE of 26.08 and R2 of 0.54 over a 50-min lookahead window compared to an RMSE of 26.78 and R2 of 0.452 in the best-performing attention model. Hybrid models are shown to have favorable performance up to a 20-min lookahead with performance being comparable to attention models when forecasting 25–50-min ahead. Forecasts over a range of lookaheads allow users to make an informed decision on gas price selection and the optimal window to submit their transaction in without fear of their transaction being rejected. This, in turn, gives more detailed insight into gas price dynamics than existing recommenders, oracles and forecasting approaches, which provide simple heuristics or limited lookahead horizons.