Gene expression programming for Efficient Time-series Financial Forecasting

Stock market prediction is of immense interest to trading companies and buyers due to high profit margins. The majority of successful buying or selling activities occur close to stock price turning trends. This makes the prediction of stock indices and analysis a crucial factor in the determination that whether the stocks will increase or decrease the next day. Additionally, precise prediction of the measure of increase or decrease of stock prices also plays an important role in buying/selling activities. This research presents two core aspects of stock-market prediction. Firstly, it presents a Networkbased Fuzzy Inference System (ANFIS) methodology to integrate the capabilities of neural networks with that of fuzzy logic. A specialised extension to this technique is known as the genetic programming (GP) and gene expression programming (GEP) to explore and investigate the outcome of the GEP criteria on the stock market price prediction. The research presented in this thesis aims at the modelling and prediction of short-tomedium term stock value fluctuations in the market via genetically tuned stock market parameters. The technique uses hierarchically defined GP and gene-expressionprogramming (GEP) techniques to tune algebraic functions representing the fittest equation for stock market activities. The technology achieves novelty by proposing a fractional adaptive mutation rate Elitism (GEP-FAMR) technique to initiate a balance between varied mutation rates between varied-fitness chromosomes thereby improving prediction accuracy and fitness improvement rate. The methodology is evaluated against five stock market companies with each having its own trading circumstances during the past 20+ years. The proposed GEP/GP methodologies were evaluated based on variable window/population sizes, selection methods, and Elitism, Rank and Roulette selection methods. The Elitism-based approach showed promising results with a low error-rate in the resultant pattern matching with an overall accuracy of 95.96% for short-term 5-day and 95.35% for medium-term 56-day trading periods. The contribution of this research to theory is that it presented a novel evolutionary methodology with modified selection operators for the prediction of stock exchange data via Gene expression programming. The methodology dynamically adapts the mutation rate of different fitness groups in each generation to ensure a diversification II balance between high and low fitness solutions. The GEP-FAMR approach was preferred to Neural and Fuzzy approaches because it can address well-reported problems of over-fitting, algorithmic black-boxing, and data-snooping issues via GP and GEP algorithmsSaudi Cultural Burea

Pulse diagnosis using signal processing and machine learning techniques

Capstone Project submitted to the Department of Engineering, Ashesi University in partial fulfillment of the requirements for the award of Bachelor of Science degree in Electrical and Electronic Engineering, May 2021For many centuries, pulse diagnosis has been a technique studied and applied in determining the state of health of the human body. However, its subjective nature puts it at a disadvantage in presenting an accurate diagnosis of the human body. In this project, practical research is done to standardize pulse diagnosis by acquiring body signals and applying signal processing and machine learning techniques for analysis. A prototype acquisition system is designed to obtain the body signals such as the pressure pulse waves from arteries and ECG signals. The system's efficiency was verified using cross-correlation analysis between the data acquired from the system and the standard data from Lei Zhang’s database and MIT physio net database. For the diagnostic system for the signal analysis, the time domain, frequency domain, and time-frequency domain of the signal processing techniques are adopted to extract features such as the power spectral density to be further used for classification and distinction between different signal groups. Applying the different techniques showed a distinction between the different groups of signals that aided the Support Vector Machine and K-Nearest Neighbour classification models to achieve above 90% and 80% accuracy. The experimental process and results provided insight into ways pulse diagnosis could be standardized for healthcare services.Ashesi Universit

Armband sensors location assessment for left Arm-ECG bipolar leads waveform components discovery tendencies around the MUAC line

Sudden cardiac death (SCD) risk can be reduced by early detection of short-lived and transient cardiac arrhythmias using long-term electrocardiographic (ECG) monitoring. Early detection of ventricular arrhythmias can reduce the risk of SCD by allowing appropriate interventions. Long-term continuous ECG monitoring, using a non-invasive armband-based wearable device is an appealing solution for detecting early heart rhythm abnormalities. However, there is a paucity of understanding on the number and best bipolar ECG electrode pairs axial orientation around the left mid-upper arm circumference (MUAC) for such devices. This study addresses the question on the best axial orientation of ECG bipolar electrode pairs around the left MUAC in non-invasive armband-based wearable devices, for the early detection of heart rhythm abnormalities. A total of 18 subjects with almost same BMI values in the WASTCArD arm-ECG database were selected to assess arm-ECG bipolar leads quality using proposed metrics of relative (normalized) signal strength measurement, arm-ECG detection performance of the main ECG waveform event component (QRS) and heart-rate variability (HRV) in six derived bipolar arm ECG-lead sensor pairs around the armband circumference, having regularly spaced axis angles (at 30° steps) orientation. The analysis revealed that the angular range from −30° to +30°of arm-lead sensors pair axis orientation around the arm, including the 0° axis (which is co-planar to chest plane), provided the best orientation on the arm for reasonably good QRS detection; presenting the highest sensitivity (Se) median value of 93.3%, precision PPV median value at 99.6%; HRV RMS correlation (p) of 0.97 and coefficient of determination (R(2)) of 0.95 with HRV gold standard values measured in the standard Lead-I ECG

Advances in Robotics, Automation and Control

The book presents an excellent overview of the recent developments in the different areas of Robotics, Automation and Control. Through its 24 chapters, this book presents topics related to control and robot design; it also introduces new mathematical tools and techniques devoted to improve the system modeling and control. An important point is the use of rational agents and heuristic techniques to cope with the computational complexity required for controlling complex systems. Through this book, we also find navigation and vision algorithms, automatic handwritten comprehension and speech recognition systems that will be included in the next generation of productive systems developed by man

Advances in Data Mining Knowledge Discovery and Applications

Advances in Data Mining Knowledge Discovery and Applications aims to help data miners, researchers, scholars, and PhD students who wish to apply data mining techniques. The primary contribution of this book is highlighting frontier fields and implementations of the knowledge discovery and data mining. It seems to be same things are repeated again. But in general, same approach and techniques may help us in different fields and expertise areas. This book presents knowledge discovery and data mining applications in two different sections. As known that, data mining covers areas of statistics, machine learning, data management and databases, pattern recognition, artificial intelligence, and other areas. In this book, most of the areas are covered with different data mining applications. The eighteen chapters have been classified in two parts: Knowledge Discovery and Data Mining Applications

Applications of a Biomechanical Patient Model for Adaptive Radiation Therapy

Biomechanical patient modeling incorporates physical knowledge of the human anatomy into the image processing that is required for tracking anatomical deformations during adaptive radiation therapy, especially particle therapy. In contrast to standard image registration, this enforces bio-fidelic image transformation. In this thesis, the potential of a kinematic skeleton model and soft tissue motion propagation are investigated for crucial image analysis steps in adaptive radiation therapy. The first application is the integration of the kinematic model in a deformable image registration process (KinematicDIR). For monomodal CT scan pairs, the median target registration error based on skeleton landmarks, is smaller than (1.6 ± 0.2) mm. In addition, the successful transferability of this concept to otherwise challenging multimodal registration between CT and CBCT as well as CT and MRI scan pairs is shown to result in median target registration error in the order of 2 mm. This meets the accuracy requirement for adaptive radiation therapy and is especially interesting for MR-guided approaches. Another aspect, emerging in radiotherapy, is the utilization of deep-learning-based organ segmentation. As radiotherapy-specific labeled data is scarce, the training of such methods relies heavily on augmentation techniques. In this work, the generation of synthetically but realistically deformed scans used as Bionic Augmentation in the training phase improved the predicted segmentations by up to 15% in the Dice similarity coefficient, depending on the training strategy. Finally, it is shown that the biomechanical model can be built-up from automatic segmentations without deterioration of the KinematicDIR application. This is essential for use in a clinical workflow

On the relevance of preprocessing in predictive maintenance for dynamic systems

The complexity involved in the process of real-time data-driven monitoring dynamic systems for predicted maintenance is usually huge. With more or less in-depth any data-driven approach is sensitive to data preprocessing, understood as any data treatment prior to the application of the monitoring model, being sometimes crucial for the final development of the employed monitoring technique. The aim of this work is to quantify the sensitiveness of data-driven predictive maintenance models in dynamic systems in an exhaustive way. We consider a couple of predictive maintenance scenarios, each of them defined by some public available data. For each scenario, we consider its properties and apply several techniques for each of the successive preprocessing steps, e.g. data cleaning, missing values treatment, outlier detection, feature selection, or imbalance compensation. The pretreatment configurations, i.e. sequential combinations of techniques from different preprocessing steps, are considered together with different monitoring approaches, in order to determine the relevance of data preprocessing for predictive maintenance in dynamical systems

An Effective Multi-Resolution Hierarchical Granular Representation based Classifier using General Fuzzy Min-Max Neural Network

IEEE Motivated by the practical demands for simplification of data towards being consistent with human thinking and problem solving as well as tolerance of uncertainty, information granules are becoming important entities in data processing at different levels of data abstraction. This paper proposes a method to construct classifiers from multi-resolution hierarchical granular representations (MRHGRC) using hyperbox fuzzy sets. The proposed approach forms a series of granular inferences hierarchically through many levels of abstraction. An attractive characteristic of our classifier is that it can maintain a high accuracy in comparison to other fuzzy min-max models at a low degree of granularity based on reusing the knowledge learned from lower levels of abstraction. In addition, our approach can reduce the data size significantly as well as handle the uncertainty and incompleteness associated with data in real-world applications. The construction process of the classifier consists of two phases. The first phase is to formulate the model at the greatest level of granularity, while the later stage aims to reduce the complexity of the constructed model and deduce it from data at higher abstraction levels. Experimental analyses conducted comprehensively on both synthetic and real datasets indicated the efficiency of our method in terms of training time and predictive performance in comparison to other types of fuzzy min-max neural networks and common machine learning algorithms

On robust and adaptive soft sensors.

In process industries, there is a great demand for additional process information such as the product quality level or the exact process state estimation. At the same time, there is a large amount of process data like temperatures, pressures, etc. measured and stored every moment. This data is mainly measured for process control and monitoring purposes but its potential reaches far beyond these applications. The task of soft sensors is the maximal exploitation of this potential by extracting and transforming the latent information from the data into more useful process knowledge. Theoretically, achieving this goal should be straightforward since the process data as well as the tools for soft sensor development in the form of computational learning methods, are both readily available. However, contrary to this evidence, there are still several obstacles which prevent soft sensors from broader application in the process industry. The identification of the sources of these obstacles and proposing a concept for dealing with them is the general purpose of this work. The proposed solution addressing the issues of current soft sensors is a conceptual architecture for the development of robust and adaptive soft sensing algorithms. The architecture reflects the results of two review studies that were conducted during this project. The first one focuses on the process industry aspects of soft sensor development and application. The main conclusions of this study are that soft sensor development is currently being done in a non-systematic, ad-hoc way which results in a large amount of manual work needed for their development and maintenance. It is also found that a large part of the issues can be related to the process data upon which the soft sensors are built. The second review study dealt with the same topic but this time it was biased towards the machine learning viewpoint. The review focused on the identification of machine learning tools, which support the goals of this work. The machine learning concepts which are considered are: (i) general regression techniques for building of soft sensors; (ii) ensemble methods; (iii) local learning; (iv) meta-learning; and (v) concept drift detection and handling. The proposed architecture arranges the above techniques into a three-level hierarchy, where the actual prediction-making models operate at the bottom level. Their predictions are flexibly merged by applying ensemble methods at the next higher level. Finally from the top level, the underlying algorithm is managed by means of metalearning methods. The architecture has a modular structure that allows new pre-processing, predictive or adaptation methods to be plugged in. Another important property of the architecture is that each of the levels can be equipped with adaptation mechanisms, which aim at prolonging the lifetime of the resulting soft sensors. The relevance of the architecture is demonstrated by means of a complex soft sensing algorithm, which can be seen as its instance. This algorithm provides mechanisms for autonomous selection of data preprocessing and predictive methods and their parameters. It also includes five different adaptation mechanisms, some of which can be applied on a sample-by-sample basis without any requirement to store the on-line data. Other, more complex ones are started only on-demand if the performance of the soft sensor drops below a defined level. The actual soft sensors are built by applying the soft sensing algorithm to three industrial data sets. The different application scenarios aim at the analysis of the fulfilment of the defined goals. It is shown that the soft sensors are able to follow changes in dynamic environment and keep a stable performance level by exploiting the implemented adaptation mechanisms. It is also demonstrated that, although the algorithm is rather complex, it can be applied to develop simple and transparent soft sensors. In another experiment, the soft sensors are built without any manual model selection or parameter tuning, which demonstrates the ability of the algorithm to reduce the effort required for soft sensor development. However, if desirable, the algorithm is at the same time very flexible and provides a number of parameters that can be manually optimised. Evidence of the ability of the algorithm to deploy soft sensors with minimal training data and as such to provide the possibility to save the time consuming and costly training data collection is also given in this work

Cutting tool condition monitoring of the turning process using artificial intelligence

This thesis relates to the application of Artificial Intelligence to tool wear monitoring. The main objective is to develop an intelligent condition monitoring system able to detect when a cutting tool is worn out. To accomplish this objective it is proposed to use a combined Expert System and Neural Network able to process data coming from external sensors and combine this with information from the knowledge base and thereafter estimate the wear state of the tool. The novelty of this work is mainly associatedw ith the configurationo f the proposeds ystem.W ith the combination of sensor-baseidn formation and inferencer ules, the result is an on-line system that can learn from experience and can update the knowledge base pertaining to information associated with different cutting conditions. Two neural networks resolve the problem of interpreting the complex sensor inputs while the Expert System, keeping track of previous successe, stimatesw hich of the two neuraln etworks is more reliable. Also, mis-classificationsa re filtered out through the use of a rough but approximate estimator, the Taylor's tool life equation. In this study an on-line tool wear monitoring system for turning processesh as been developed which can reliably estimate the tool wear under common workshop conditions. The system's modular structurem akesi t easyt o updatea s requiredb y different machinesa nd/or processesT. he use of Taylor's tool life equation, although weak as a tool life estimator, proved to be crucial in achieving higher performance levels. The application of the Self Organizing Map to tool wear monitoring is, in itself, new and proved to be slightly more reliable then the Adaptive Resonance Theory neural network