Mechanisms in Dynamically Complex Systems

In recent debates mechanisms are often discussed in the context of ‘complex systems’ which are understood as having a complicated compositional structure. I want to draw the attention to another, radically different kind of complex system, in fact one that many scientists regard as the only genuine kind of complex system. Instead of being compositionally complex these systems rather exhibit highly non-trivial dynamical patterns on the basis of structurally simple arrangements of large numbers of non-linearly interacting constituents. The characteristic dynamical patterns in what I call “dynamically complex systems” arise from the interaction of the system’s parts largely irrespective of many properties of these parts. Dynamically complex systems can exhibit surprising statistical characteristics, the robustness of which calls for an explanation in terms of underlying generating mechanisms. However, I want to argue, dynamically complex systems are not sufficiently covered by the available conceptions of mechanisms. I will explore how the notion of a mechanism has to be modified to accommodate this case. Moreover, I will show under which conditions the widespread, if not inflationary talk about mechanisms in (dynamically) complex systems stretches the notion of mechanisms beyond its reasonable limits and is no longer legitimate

A New Temporal Pattern Identification Method For Characterization And Prediction Of Complex Time Series Events

A new method for analyzing time series data is introduced in this paper. Inspired by data mining, the new method employs time-delayed embedding and identifies temporal patterns in the resulting phase spaces. An optimization method is applied to search the phase spaces for optimal heterogeneous temporal pattern clusters that reveal hidden temporal patterns, which are characteristic and predictive of time series events. The fundamental concepts and framework of the method are explained in detail. The method is then applied to the characterization and prediction, with a high degree of accuracy, of the release of metal droplets from a welder. The results of the method are compared to those from a Time Delay Neural Network and the C4.5 decision tree algorithm

A Framework for Discovery and Diagnosis of Behavioral Transitions in Event-streams

Date stream mining techniques can be used in tracking user behaviors as they attempt to achieve their goals. Quality metrics over stream-mined models identify potential changes in user goal attainment. When the quality of some data mined models varies significantly from nearby models—as defined by quality metrics—then the user’s behavior is automatically flagged as a potentially significant behavioral change. Decision tree, sequence pattern and Hidden Markov modeling being used in this study. These three types of modeling can expose different aspect of user’s behavior. In case of decision tree modeling, the specific changes in user behavior can automatically characterized by differencing the data-mined decision-tree models. The sequence pattern modeling can shed light on how the user changes his sequence of actions and Hidden Markov modeling can identifies the learning transition points. This research describes how model-quality monitoring and these three types of modeling as a generic framework can aid recognition and diagnoses of behavioral changes in a case study of cognitive rehabilitation via emailing. The date stream mining techniques mentioned are used to monitor patient goals as part of a clinical plan to aid cognitive rehabilitation. In this context, real time data mining aids clinicians in tracking user behaviors as they attempt to achieve their goals. This generic framework can be widely applicable to other real-time data-intensive analysis problems. In order to illustrate this fact, the similar Hidden Markov modeling is being used for analyzing the transactional behavior of a telecommunication company for fraud detection. Fraud similarly can be considered as a potentially significant transaction behavioral change

Enhancing Stock Movement Prediction with Adversarial Training

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial training to improve the generalization of a neural network prediction model. The rationality of adversarial training here is that the input features to stock prediction are typically based on stock price, which is essentially a stochastic variable and continuously changed with time by nature. As such, normal training with static price-based features (e.g. the close price) can easily overfit the data, being insufficient to obtain reliable models. To address this problem, we propose to add perturbations to simulate the stochasticity of price variable, and train the model to work well under small yet intentional perturbations. Extensive experiments on two real-world stock data show that our method outperforms the state-of-the-art solution with 3.11% relative improvements on average w.r.t. accuracy, validating the usefulness of adversarial training for stock prediction task.Comment: IJCAI 201