11 research outputs found

    A survey of the application of soft computing to investment and financial trading

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    Development of advanced autonomous learning algorithms for nonlinear system identification and control

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    Identification of nonlinear dynamical systems, data stream analysis, etc. is usually handled by autonomous learning algorithms like evolving fuzzy and evolving neuro-fuzzy systems (ENFSs). They are characterized by the single-pass learning mode and open structure-property. Such features enable their effective handling of fast and rapidly changing natures of data streams. The underlying bottleneck of ENFSs lies in its design principle, which involves a high number of free parameters (rule premise and rule consequent) to be adapted in the training process. This figure can even double in the case of the type-2 fuzzy system. From this literature gap, a novel ENFS, namely Parsimonious Learning Machine (PALM) is proposed in this thesis. To reduce the number of network parameters significantly, PALM features utilization of a new type of fuzzy rule based on the concept of hyperplane clustering, where it has no rule premise parameters. PALM is proposed in both type-1 and type-2 fuzzy systems where all of them characterize a fully dynamic rule-based system. Thus, it is capable of automatically generating, merging, and tuning the hyperplane-based fuzzy rule in a single-pass manner. Moreover, an extension of PALM, namely recurrent PALM (rPALM), is proposed and adopts the concept of teacher-forcing mechanism in the deep learning literature. The efficacy of both PALM and rPALM have been evaluated through numerical study with data streams and to identify nonlinear unmanned aerial vehicle system. The proposed models showcase significant improvements in terms of computational complexity and the number of required parameters against several renowned ENFSs while attaining comparable and often better predictive accuracy. The ENFSs have also been utilized to develop three autonomous intelligent controllers (AICons) in this thesis. They are namely Generic (G) controller, Parsimonious controller (PAC), and Reduced Parsimonious Controller (RedPAC). All these controllers start operating from scratch with an empty set of fuzzy rules, and no offline training is required. To cope with the dynamic behavior of the plant, these controllers can add, merge or prune the rules on demand. Among three AICons, the G-controller is built by utilizing an advanced incremental learning machine, namely Generic Evolving Neuro-Fuzzy Inference System. The integration of generalized adaptive resonance theory provides a compact structure of the G-controller. Consequently, the faster evolution of structure is witnessed, which lowers its computational cost. Another AICon namely, PAC is rooted with PALM's architecture. Since PALM has a dependency on user-defined thresholds to adapt the structure, these thresholds are replaced with the concept of bias- variance trade-off in PAC. In RedPAC, the network parameters have further reduced in contrast with PALM-based PAC, where the number of consequent parameters has reduced to one parameter per rule. These AICons work with very minor expert domain knowledge and developed by incorporating the sliding mode control technique. In G-controller and RedPAC, the control law and adaptation laws for the consequent parameters are derived from the SMC algorithm to establish a stable closed-loop system, where the stability of these controllers are guaranteed by using the Lyapunov function and the uniform asymptotic convergence of tracking error to zero is witnessed through the implication of an auxiliary robustifying control term. While using PAC, the boundedness and convergence of the closed-loop control system's tracking error and the controller's consequent parameters are confirmed by utilizing the LaSalle-Yoshizawa theorem. Their efficacy is evaluated by observing various trajectory tracking performance of unmanned aerial vehicles. The accuracy of these controllers is comparable or better than the benchmark controllers where the proposed controllers incur significantly fewer parameters to attain similar or better tracking performance

    Workshop proceedings: Information Systems for Space Astrophysics in the 21st Century, volume 1

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    The Astrophysical Information Systems Workshop was one of the three Integrated Technology Planning workshops. Its objectives were to develop an understanding of future mission requirements for information systems, the potential role of technology in meeting these requirements, and the areas in which NASA investment might have the greatest impact. Workshop participants were briefed on the astrophysical mission set with an emphasis on those missions that drive information systems technology, the existing NASA space-science operations infrastructure, and the ongoing and planned NASA information systems technology programs. Program plans and recommendations were prepared in five technical areas: Mission Planning and Operations; Space-Borne Data Processing; Space-to-Earth Communications; Science Data Systems; and Data Analysis, Integration, and Visualization

    Tracking the Temporal-Evolution of Supernova Bubbles in Numerical Simulations

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    The study of low-dimensional, noisy manifolds embedded in a higher dimensional space has been extremely useful in many applications, from the chemical analysis of multi-phase flows to simulations of galactic mergers. Building a probabilistic model of the manifolds has helped in describing their essential properties and how they vary in space. However, when the manifold is evolving through time, a joint spatio-temporal modelling is needed, in order to fully comprehend its nature. We propose a first-order Markovian process that propagates the spatial probabilistic model of a manifold at fixed time, to its adjacent temporal stages. The proposed methodology is demonstrated using a particle simulation of an interacting dwarf galaxy to describe the evolution of a cavity generated by a Supernov

    Using MapReduce Streaming for Distributed Life Simulation on the Cloud

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    Distributed software simulations are indispensable in the study of large-scale life models but often require the use of technically complex lower-level distributed computing frameworks, such as MPI. We propose to overcome the complexity challenge by applying the emerging MapReduce (MR) model to distributed life simulations and by running such simulations on the cloud. Technically, we design optimized MR streaming algorithms for discrete and continuous versions of Conway’s life according to a general MR streaming pattern. We chose life because it is simple enough as a testbed for MR’s applicability to a-life simulations and general enough to make our results applicable to various lattice-based a-life models. We implement and empirically evaluate our algorithms’ performance on Amazon’s Elastic MR cloud. Our experiments demonstrate that a single MR optimization technique called strip partitioning can reduce the execution time of continuous life simulations by 64%. To the best of our knowledge, we are the first to propose and evaluate MR streaming algorithms for lattice-based simulations. Our algorithms can serve as prototypes in the development of novel MR simulation algorithms for large-scale lattice-based a-life models.https://digitalcommons.chapman.edu/scs_books/1014/thumbnail.jp
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