Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term $x(t+6)$. The performance prediction was evaluated and compared with another studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure

Chemical and biological reactions of solidification of peat using ordinary portland cement (OPC) and coal ashes

Construction over peat area have often posed a challenge to geotechnical engineers. After decades of study on peat stabilisation techniques, there are still no absolute formulation or guideline that have been established to handle this issue. Some researchers have proposed solidification of peat but a few researchers have also discovered that solidified peat seemed to decrease its strength after a certain period of time. Therefore, understanding the chemical and biological reaction behind the peat solidification is vital to understand the limitation of this treatment technique. In this study, all three types of peat; fabric, hemic and sapric were mixed using Mixing 1 and Mixing 2 formulation which consisted of ordinary Portland cement, fly ash and bottom ash at various ratio. The mixtures of peat-binder-filler were subjected to the unconfined compressive strength (UCS) test, bacterial count test and chemical elemental analysis by using XRF, XRD, FTIR and EDS. Two pattern of strength over curing period were observed. Mixing 1 samples showed a steadily increase in strength over curing period until Day 56 while Mixing 2 showed a decrease in strength pattern at Day 28 and Day 56. Samples which increase in strength steadily have less bacterial count and enzymatic activity with increase quantity of crystallites. Samples with lower strength recorded increase in bacterial count and enzymatic activity with less crystallites. Analysis using XRD showed that pargasite (NaCa2[Mg4Al](Si6Al2)O22(OH)2) was formed in the higher strength samples while in the lower strength samples, pargasite was predicted to be converted into monosodium phosphate and Mg(OH)2 as bacterial consortium was re-activated. The Michaelis�Menten coefficient, Km of the bio-chemical reaction in solidified peat was calculated as 303.60. This showed that reaction which happened during solidification work was inefficient. The kinetics for crystallite formation with enzymatic effect is modelled as 135.42 (1/[S] + 0.44605) which means, when pargasite formed is lower, the amount of enzyme secretes is higher

樹状突起ニューロン計算および差分進化アルゴリズムに関する研究

富山大学・富理工博甲第118号・陳瑋・2017/03/23富山大学201

European exchange trading funds trading with locally weighted support vector regression

In this paper, two different Locally Weighted Support Vector Regression (wSVR) algorithms are generated and applied to the task of forecasting and trading five European Exchange Traded Funds. The trading application covers the recent European Monetary Union debt crisis. The performance of the proposed models is benchmarked against traditional Support Vector Regression (SVR) models. The Radial Basis Function, the Wavelet and the Mahalanobis kernel are explored and tested as SVR kernels. Finally, a novel statistical SVR input selection procedure is introduced based on a principal component analysis and the Hansen, Lunde, and Nason (2011) model confidence test. The results demonstrate the superiority of the wSVR models over the traditional SVRs and of the v-SVR over the ε-SVR algorithms. We note that the performance of all models varies and considerably deteriorates in the peak of the debt crisis. In terms of the kernels, our results do not confirm the belief that the Radial Basis Function is the optimum choice for financial series

Inflation and unemployment forecasting with genetic support vector regression

In this paper a hybrid genetic algorithm–support vector regression (GA-SVR) model in economic forecasting and macroeconomic variable selection is introduced. The proposed algorithm is applied to the task of forecasting US inflation and unemployment. GA-SVR genetically optimizes the SVR parameters and adapts to the optimal feature subset from a feature space of potential inputs. The feature space includes a wide pool of macroeconomic variables that might affect the two series under study. The forecasting performance of GA-SVR is benchmarked with a random walk model, an autoregressive moving average model, a moving average convergence/divergence model, a multi-layer perceptron, a recurrent neural network and a genetic programming algorithm. In terms of our results, GA-SVR outperforms all benchmark models and provides evidence on which macroeconomic variables can be relevant predictors of US inflation and unemployment in the specific period under study

A Comprehensive Survey on Pi-Sigma Neural Network for Time Series Prediction

Prediction of time series grabs received much attention because of its effect on the vast range of real life applications. This paper presents a survey of time series applications using Higher Order Neural Network (HONN) model. The basic motivation behind using HONN is the ability to expand the input space, to solve complex problems it becomes more efficient and perform high learning abilities of the time series forecasting. Pi-Sigma Neural Network (PSNN) includes indirectly the capabilities of higher order networks using product cells as the output units and less number of weights. The goal of this research is to present the reader awareness about PSNN for time series prediction, to highlight some benefits and challenges using PSNN. Possible fields of PSNN applications in comparison with existing methods are presented and future directions are also explored in advantage with the properties of error feedback and recurrent networks

A Multi-In and Multi-Out Dendritic Neuron Model and its Optimization

Artificial neural networks (ANNs), inspired by the interconnection of real neurons, have achieved unprecedented success in various fields such as computer vision and natural language processing. Recently, a novel mathematical ANN model, known as the dendritic neuron model (DNM), has been proposed to address nonlinear problems by more accurately reflecting the structure of real neurons. However, the single-output design limits its capability to handle multi-output tasks, significantly lowering its applications. In this paper, we propose a novel multi-in and multi-out dendritic neuron model (MODN) to tackle multi-output tasks. Our core idea is to introduce a filtering matrix to the soma layer to adaptively select the desired dendrites to regress each output. Because such a matrix is designed to be learnable, MODN can explore the relationship between each dendrite and output to provide a better solution to downstream tasks. We also model a telodendron layer into MODN to simulate better the real neuron behavior. Importantly, MODN is a more general and unified framework that can be naturally specialized as the DNM by customizing the filtering matrix. To explore the optimization of MODN, we investigate both heuristic and gradient-based optimizers and introduce a 2-step training method for MODN. Extensive experimental results performed on 11 datasets on both binary and multi-class classification tasks demonstrate the effectiveness of MODN, with respect to accuracy, convergence, and generality

Applied Metaheuristic Computing

For decades, Applied Metaheuristic Computing (AMC) has been a prevailing optimization technique for tackling perplexing engineering and business problems, such as scheduling, routing, ordering, bin packing, assignment, facility layout planning, among others. This is partly because the classic exact methods are constrained with prior assumptions, and partly due to the heuristics being problem-dependent and lacking generalization. AMC, on the contrary, guides the course of low-level heuristics to search beyond the local optimality, which impairs the capability of traditional computation methods. This topic series has collected quality papers proposing cutting-edge methodology and innovative applications which drive the advances of AMC