Non Linear Modelling of Financial Data Using Topologically Evolved Neural Network Committees

Most of artificial neural network modelling methods are difficult to use as maximising or minimising an objective function in a non-linear context involves complex optimisation algorithms. Problems related to the efficiency of these algorithms are often mixed with the difficulty of the a priori estimation of a network's fixed topology for a specific problem making it even harder to appreciate the real power of neural networks. In this thesis, we propose a method that overcomes these issues by using genetic algorithms to optimise a network's weights and topology, simultaneously. The proposed method searches for virtually any kind of network whether it is a simple feed forward, recurrent, or even an adaptive network. When the data is high dimensional, modelling its often sophisticated behaviour is a very complex task that requires the optimisation of thousands of parameters. To enable optimisation techniques to overpass their limitations or failure, practitioners use methods to reduce the dimensionality of the data space. However, some of these methods are forced to make unrealistic assumptions when applied to non-linear data while others are very complex and require a priori knowledge of the intrinsic dimension of the system which is usually unknown and very difficult to estimate. The proposed method is non-linear and reduces the dimensionality of the input space without any information on the system's intrinsic dimension. This is achieved by first searching in a low dimensional space of simple networks, and gradually making them more complex as the search progresses by elaborating on existing solutions. The high dimensional space of the final solution is only encountered at the very end of the search. This increases the system's efficiency by guaranteeing that the network becomes no more complex than necessary. The modelling performance of the system is further improved by searching not only for one network as the ideal solution to a specific problem, but a combination of networks. These committces of networks are formed by combining a diverse selection of network species from a population of networks derived by the proposed method. This approach automatically exploits the strengths and weaknesses of each member of the committee while avoiding having all members giving the same bad judgements at the same time. In this thesis, the proposed method is used in the context of non-linear modelling of high-dimensional financial data. Experimental results are'encouraging as both robustness and complexity are concerned.Imperial Users onl

An informatics based approach to respiratory healthcare.

By 2005 one person in every five UK households suffered with asthma. Research has shown that episodes of poor air quality can have a negative effect on respiratory health and is a growing concern for the asthmatic. To better inform clinical staff and patients to the contribution of poor air quality on patient health, this thesis defines an IT architecture that can be used by systems to identify environmental predictors leading to a decline in respiratory health of an individual patient. Personal environmental predictors of asthma exacerbation are identified by validating the delay between environmental predictors and decline in respiratory health. The concept is demonstrated using prototype software, and indicates that the analytical methods provide a mechanism to produce an early warning of impending asthma exacerbation due to poor air quality. The author has introduced the term enviromedics to describe this new field of research. Pattern recognition techniques are used to analyse patient-specific environments, and extract meaningful health predictors from the large quantities of data involved (often in the region of '/o million data points). This research proposes a suitable architecture that defines processes and techniques that enable the validation of patient-specific environmental predictors of respiratory decline. The design of the architecture was validated by implementing prototype applications that demonstrate, through hospital admissions data and personal lung function monitoring, that air quality can be used as a predictor of patient-specific health. The refined techniques developed during the research (such as Feature Detection Analysis) were also validated by the application prototypes. This thesis makes several contributions to knowledge, including: the process architecture; Feature Detection Analysis (FDA) that automates the detection of trend reversals within time series data; validation of the delay characteristic using a Self-organising Map (SOM) that is used as an unsupervised method of pattern recognition; Frequency, Boundary and Cluster Analysis (FBCA), an additional technique developed by this research to refine the SOM

An informatics based approach to respiratory healthcare

By 2005 one person in every five UK households suffered with asthma. Research has shown that episodes of poor air quality can have a negative effect on respiratory health and is a growing concern for the asthmatic. To better inform clinical staff and patients to the contribution of poor air quality on patient health, this thesis defines an IT architecture that can be used by systems to identify environmental predictors leading to a decline in respiratory health of an individual patient. Personal environmental predictors of asthma exacerbation are identified by validating the delay between environmental predictors and decline in respiratory health. The concept is demonstrated using prototype software, and indicates that the analytical methods provide a mechanism to produce an early warning of impending asthma exacerbation due to poor air quality. The author has introduced the term enviromedics to describe this new field of research. Pattern recognition techniques are used to analyse patient-specific environments, and extract meaningful health predictors from the large quantities of data involved (often in the region of '/o million data points). This research proposes a suitable architecture that defines processes and techniques that enable the validation of patient-specific environmental predictors of respiratory decline. The design of the architecture was validated by implementing prototype applications that demonstrate, through hospital admissions data and personal lung function monitoring, that air quality can be used as a predictor of patient-specific health. The refined techniques developed during the research (such as Feature Detection Analysis) were also validated by the application prototypes. This thesis makes several contributions to knowledge, including: the process architecture; Feature Detection Analysis (FDA) that automates the detection of trend reversals within time series data; validation of the delay characteristic using a Self-organising Map (SOM) that is used as an unsupervised method of pattern recognition; Frequency, Boundary and Cluster Analysis (FBCA), an additional technique developed by this research to refine the SOM.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

An assessment of cortical function in expert and novice surgeons

Imperial Users onl

The 1993 Goddard Conference on Space Applications of Artificial Intelligence

This publication comprises the papers presented at the 1993 Goddard Conference on Space Applications of Artificial Intelligence held at the NASA/Goddard Space Flight Center, Greenbelt, MD on May 10-13, 1993. The purpose of this annual conference is to provide a forum in which current research and development directed at space applications of artificial intelligence can be presented and discussed