Optimization the initial weights of artificial neural networks via genetic algorithm applied to hip bone fracture prediction

This paper aims to find the optimal set of initial weights to enhance the accuracy of artificial neural networks (ANNs) by using genetic algorithms (GA). The sample in this study included 228 patients with first low-trauma hip fracture and 215 patients without hip fracture, both of them were interviewed with 78 questions. We used logistic regression to select 5 important factors (i.e., bone mineral density, experience of fracture, average hand grip strength, intake of coffee, and peak expiratory flow rate) for building artificial neural networks to predict the probabilities of hip fractures. Three-layer (one hidden layer) ANNs models with back-propagation training algorithms were adopted. The purpose in this paper is to find the optimal initial weights of neural networks via genetic algorithm to improve the predictability. Area under the ROC curve (AUC) was used to assess the performance of neural networks. The study results showed the genetic algorithm obtained an AUC of 0.858±0.00493 on modeling data and 0.802 ± 0.03318 on testing data. They were slightly better than the results of our previous study (0.868±0.00387 and 0.796±0.02559, resp.). Thus, the preliminary study for only using simple GA has been proved to be effective for improving the accuracy of artificial neural networks.This research was supported by the National Science Council (NSC) of Taiwan (Grant no. NSC98-2915-I-155-005), the Department of Education grant of Excellent Teaching Program of Yuan Ze University (Grant no. 217517) and the Center for Dynamical Biomarkers and Translational Medicine supported by National Science Council (Grant no. NSC 100- 2911-I-008-001)

Comparative performance of some popular ANN algorithms on benchmark and function approximation problems

We report an inter-comparison of some popular algorithms within the artificial neural network domain (viz., Local search algorithms, global search algorithms, higher order algorithms and the hybrid algorithms) by applying them to the standard benchmarking problems like the IRIS data, XOR/N-Bit parity and Two Spiral. Apart from giving a brief description of these algorithms, the results obtained for the above benchmark problems are presented in the paper. The results suggest that while Levenberg-Marquardt algorithm yields the lowest RMS error for the N-bit Parity and the Two Spiral problems, Higher Order Neurons algorithm gives the best results for the IRIS data problem. The best results for the XOR problem are obtained with the Neuro Fuzzy algorithm. The above algorithms were also applied for solving several regression problems such as cos(x) and a few special functions like the Gamma function, the complimentary Error function and the upper tail cumulative $\chi^2$-distribution function. The results of these regression problems indicate that, among all the ANN algorithms used in the present study, Levenberg-Marquardt algorithm yields the best results. Keeping in view the highly non-linear behaviour and the wide dynamic range of these functions, it is suggested that these functions can be also considered as standard benchmark problems for function approximation using artificial neural networks.Comment: 18 pages 5 figures. Accepted in Pramana- Journal of Physic

Fuzzy heterogeneous neural networks for signal forecasting

Fuzzy heterogeneous neural networks are recently introduced models based on neurons accepting heterogeneous inputs (i.e. mixtures of numerical and non-numerical information possibly with missing data) with either crisp or imprecise character, which can be coupled with classical neurons. This paper compares the effectiveness of this kind of networks with time-delay and recurrent architectures that use classical neuron models and training algorithms in a signal forecasting problem, in the context of finding models of the central nervous system controllers.Peer ReviewedPostprint (author's final draft

MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH

Economic modelling of financial markets means to model highly complex systems in which expectations can be the dominant driving forces. Therefore it is necessary to focus on how agents form their expectations. We believe that they look for patterns, hypothesize, try, make mistakes, learn and adapt. AgentsÆ bounded rationality leads us to a rule-based approach which we model using Fuzzy Rule-Bases. E. g. if a single agent believes the exchange rate is determined by a set of possible inputs and is asked to put their relationship in words his answer will probably reveal a fuzzy nature like: "IF the inflation rate in the EURO-Zone is low and the GDP growth rate is larger than in the US THEN the EURO will rise against the USD". æLowÆ and ælargerÆ are fuzzy terms which give a gradual linguistic meaning to crisp intervalls in the respective universes of discourse. In order to learn a Fuzzy Fuzzy Rule base from examples we introduce Genetic Algorithms and Artificial Neural Networks as learning operators. These examples can either be empirical data or originate from an economic simulation model. The software GENEFER (GEnetic NEural Fuzzy ExplorER) has been developed for designing such a Fuzzy Rule Base. The design process is modular and comprises Input Identification, Fuzzification, Rule-Base Generating and Rule-Base Tuning. The two latter steps make use of genetic and neural learning algorithms for optimizing the Fuzzy Rule-Base.

Forecasting Long-Term Government Bond Yields: An Application of Statistical and AI Models

This paper evaluates several artificial intelligence and classical algorithms on their ability of forecasting the monthly yield of the US 10-year Treasury bonds from a set of four economic indicators. Due to the complexity of the prediction problem, the task represents a challenging test for the algorithms under evaluation. At the same time, the study is of particular significance for the important and paradigmatic role played by the US market in the world economy. Four data-driven artificial intelligence approaches are considered, namely, a manually built fuzzy logic model, a machine learned fuzzy logic model, a self-organising map model and a multi-layer perceptron model. Their performance is compared with the performance of two classical approaches, namely, a statistical ARIMA model and an econometric error correction model. The algorithms are evaluated on a complete series of end-month US 10-year Treasury bonds yields and economic indicators from 1986:1 to 2004:12. In terms of prediction accuracy and reliability of the modelling procedure, the best results are obtained by the three parametric regression algorithms, namely the econometric, the statistical and the multi-layer perceptron model. Due to the sparseness of the learning data samples, the manual and the automatic fuzzy logic approaches fail to follow with adequate precision the range of variations of the US 10-year Treasury bonds. For similar reasons, the self-organising map model gives an unsatisfactory performance. Analysis of the results indicates that the econometric model has a slight edge over the statistical and the multi-layer perceptron models. This suggests that pure data-driven induction may not fully capture the complicated mechanisms ruling the changes in interest rates. Overall, the prediction accuracy of the best models is only marginally better than the prediction accuracy of a basic one-step lag predictor. This result highlights the difficulty of the modelling task and, in general, the difficulty of building reliable predictors for financial markets.interest rates; forecasting; neural networks; fuzzy logic.

Artificial neural networks in geospatial analysis

Artificial neural networks are computational models widely used in geospatial analysis for data classification, change detection, clustering, function approximation, and forecasting or prediction. There are many types of neural networks based on learning paradigm and network architectures. Their use is expected to grow with increasing availability of massive data from remote sensing and mobile platforms

Forecasting Automobile Demand Via Artificial Neural Networks & Neuro-Fuzzy Systems

The objective of this research is to obtain an accurate forecasting model for the demand for automobiles in Iran\u27s domestic market. The model is constructed using production data for vehicles manufactured from 2006 to 2016, by Iranian car makers. The increasing demand for transportation and automobiles in Iran necessitated an accurate forecasting model for car manufacturing companies in Iran so that future demand is met. Demand is deduced as a function of the historical data. The monthly gold, rubber, and iron ore prices along with the monthly commodity metals price index and the Stock index of Iran are Artificial neural network (ANN) and artificial neuro-fuzzy system (ANFIS) have been utilized in many fields such as energy consumption and load forecasting fields. The performances of the methodologies are investigated towards obtaining the most accurate forecasting model in terms of the forecast Mean Absolute Percentage Error (MAPE). It was concluded that the feedforward multi-layer perceptron network with back-propagation and the Levenberg-Marquardt learning algorithm provides forecasts with the lowest MAPE (5.85%) among the other models. Further development of the ANN network based on more data is recommended to enhance the model and obtain more accurate networks and subsequently improved forecasts