An intelligent system for risk classification of stock investment projects

The proposed paper demonstrates that a hybrid fuzzy neural network can serve as a risk classifier of stock investment projects. The training algorithm for the regular part of the network is based on bidirectional incremental evolution proving more efficient than direct evolution. The approach is compared with other crisp and soft investment appraisal and trading techniques, while building a multimodel domain representation for an intelligent decision support system. Thus the advantages of each model are utilised while looking at the investment problem from different perspectives. The empirical results are based on UK companies traded on the London Stock Exchange

Dynaamisten mallien puoliautomaattinen parametrisointi käyttäen laitosdataa

The aim of this thesis was to develop a new methodology for estimating parameters of NAPCON ProsDS dynamic simulator models to better represent data containing several operating points. Before this thesis, no known methodology had existed for combining operating point identification with parameter estimation of NAPCON ProsDS simulator models. The methodology was designed by assessing and selecting suitable methods for operating space partitioning, parameter estimation and parameter scheduling. Previously implemented clustering algorithms were utilized for the operating space partition. Parameter estimation was implemented as a new tool in the NAPCON ProsDS dynamic simulator and iterative parameter estimation methods were applied. Finally, lookup tables were applied for tuning the model parameters according to the state. The methodology was tested by tuning a heat exchanger model to several operating points based on plant process data. The results indicated that the developed methodology was able to tune the simulator model to better represent several operating states. However, more testing with different models is required to verify general applicability of the methodology.Tämän diplomityön tarkoitus oli kehittää uusi parametrien estimointimenetelmä NAPCON ProsDS -simulaattorin dynaamisille malleille, jotta ne vastaisivat paremmin dataa useista prosessitiloista. Ennen tätä diplomityötä NAPCON ProsDS -simulaattorin malleille ei ollut olemassa olevaa viritysmenetelmää, joka yhdistäisi operointitilojen tunnistuksen parametrien estimointiin. Menetelmän kehitystä varten tutkittiin ja valittiin sopivat menetelmät operointiavaruuden jakamiselle, parametrien estimoinnille ja parametrien virittämiseen prosessitilan mukaisesti. Aikaisemmin ohjelmoituja klusterointialgoritmeja hyödynnettiin operointiavaruuden jakamisessa. Parametrien estimointi toteutettiin uutena työkaluna NAPCON ProsDS -simulaattoriin ja estimoinnissa käytettiin iteratiivisia optimointimenetelmiä. Lopulta hakutaulukoita sovellettiin mallin parametrien hienosäätöön prosessitilojen mukaisesti. Menetelmää testattiin virittämällä lämmönvaihtimen malli kahteen eri prosessitilaan käyttäen laitokselta kerättyä prosessidataa. Tulokset osoittavat että kehitetty menetelmä pystyi virittämään simulaattorin mallin vastaamaan paremmin dataa useista prosessitiloista. Kuitenkin tarvitaan lisää testausta erityyppisten mallien kanssa, jotta voidaan varmistaa menetelmän yleinen soveltuvuus

A Spatially Enhanced Data‐Driven Multimodel to Improve Semiseasonal Groundwater Forecasts in the High Plains Aquifer, USA

The aim of this paper is to improve semiseasonal forecast of groundwater availability in response to climate variables, surface water availability, groundwater level variations, and human water management using a two‐step data‐driven modeling approach. First, we implement an ensemble of artificial neural networks (ANNs) for the 300 wells across the High Plains aquifer (USA). The modeling framework includes a method to choose the most relevant input variables and time lags; an assessment of the effect of exogenous variables on the predictive capabilities of models; and the estimation of the forecast skill based on the Nash‐Sutcliffe efficiency (NSE) index, the normalized root mean square error, and the coefficient of determination (R2). Then, for the ANNs with low‐ accuracy, a MultiModel Combination (MuMoC) based on a hybrid of ANN and an instance‐based learning method is applied. MuMoC uses forecasts from neighboring wells to improve the accuracy of ANNs. An exhaustive‐search optimization algorithm is employed to select the best neighboring wells based on the cross correlation and predictive accuracy criteria. The results show high average ANN forecasting skills across the aquifer (average NSE \u3e 0.9). Spatially distributed metrics of performance showed also higher error in areas of strong interaction between hydrometeorological forcings, irrigation intensity, and the aquifer. In those areas, the integration of the spatial information into MuMoC leads to an improvement of the model accuracy (NSE increased by 0.12), with peaks higher than 0.3 when the optimization objectives for selecting the neighbors were maximized.t

Identification of Two-shaft Gas Turbine Variables Using a Decoupled Multi-model Approach With Genetic Algorithm

In industrial practice, the representation of the dynamics of nonlinear systems by models linking their different operating variables requires an identification procedure to characterize their behavior from experimental data. This article proposes the identification of the variables of a two-shafts gas turbine based on a decoupled multi-model approach with genetic algorithm. Hence the multi-model is determined in the form of a weighted combination of the decoupled linear local state space sub-models, with optimization of an objective cost function in different modes of operation of this machine. This makes it possible to have robust and reliable models using input / output data collected on the examined system, limiting the influence of errors and identification noises

An Elman Model Based on GMDH Algorithm for Exchange Rate Forecasting

Since the Elman Neural Networks was proposed, it has attracted wide attention. This method has fast convergence and high prediction accuracy. In this study, a new hybrid model that combines the Elman Neural Networks and the group method of data handling (GMDH) is used to forecast the exchange rate. The GMDH algorithm is used for system modeling. Input variables are selected by the external standards. Based on the output of the GMDH algorithm, valid input variables can be used as an input for the Elman Neural Networks for time series prediction. The empirical results show that the new hybrid algorithm is a useful tool.

The identification of cellular automata

Although cellular automata have been widely studied as a class of the spatio temporal systems, very few investigators have studied how to identify the CA rules given observations of the patterns. A solution using a polynomial realization to describe the CA rule is reviewed in the present study based on the application of an orthogonal least squares algorithm. Three new neighbourhood detection methods are then reviewed as important preliminary analysis procedures to reduce the complexity of the estimation. The identification of excitable media is discussed using simulation examples and real data sets and a new method for the identification of hybrid CA is introduced

Computational intelligence approaches to robotics, automation, and control [Volume guest editors]

No abstract available

Modelling biochemical networks with intrinsic time delays: a hybrid semi-parametric approach

<p>Abstract</p> <p>Background</p> <p>This paper presents a method for modelling dynamical biochemical networks with intrinsic time delays. Since the fundamental mechanisms leading to such delays are many times unknown, non conventional modelling approaches become necessary. Herein, a hybrid semi-parametric identification methodology is proposed in which discrete time series are incorporated into fundamental material balance models. This integration results in hybrid delay differential equations which can be applied to identify unknown cellular dynamics.</p> <p>Results</p> <p>The proposed hybrid modelling methodology was evaluated using two case studies. The first of these deals with dynamic modelling of transcriptional factor A in mammalian cells. The protein transport from the cytosol to the nucleus introduced a delay that was accounted for by discrete time series formulation. The second case study focused on a simple network with distributed time delays that demonstrated that the discrete time delay formalism has broad applicability to both discrete and distributed delay problems.</p> <p>Conclusions</p> <p>Significantly better prediction qualities of the novel hybrid model were obtained when compared to dynamical structures without time delays, being the more distinctive the more significant the underlying system delay is. The identification of the system delays by studies of different discrete modelling delays was enabled by the proposed structure. Further, it was shown that the hybrid discrete delay methodology is not limited to discrete delay systems. The proposed method is a powerful tool to identify time delays in ill-defined biochemical networks.</p