6,907 research outputs found

    Applications of Deep Learning Models in Financial Forecasting

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    In financial markets, deep learning techniques sparked a revolution, reshaping conventional approaches and amplifying predictive capabilities. This thesis explored the applications of deep learning models to unravel insights and methodologies aimed at advancing financial forecasting. The crux of the research problem lies in the applications of predictive models within financial domains, characterised by high volatility and uncertainty. This thesis investigated the application of advanced deep-learning methodologies in the context of financial forecasting, addressing the challenges posed by the dynamic nature of financial markets. These challenges were tackled by exploring a range of techniques, including convolutional neural networks (CNNs), long short-term memory networks (LSTMs), autoencoders (AEs), and variational autoencoders (VAEs), along with approaches such as encoding financial time series into images. Through analysis, methodologies such as transfer learning, convolutional neural networks, long short-term memory networks, generative modelling, and image encoding of time series data were examined. These methodologies collectively offered a comprehensive toolkit for extracting meaningful insights from financial data. The present work investigated the practicality of a deep learning CNN-LSTM model within the Directional Change framework to predict significant DC events—a task crucial for timely decisionmaking in financial markets. Furthermore, the potential of autoencoders and variational autoencoders to enhance financial forecasting accuracy and remove noise from financial time series data was explored. Leveraging their capacity within financial time series, these models offered promising avenues for improved data representation and subsequent forecasting. To further contribute to financial prediction capabilities, a deep multi-model was developed that harnessed the power of pre-trained computer vision models. This innovative approach aimed to predict the VVIX, utilising the cross-disciplinary synergy between computer vision and financial forecasting. By integrating knowledge from these domains, novel insights into the prediction of market volatility were provided

    Dconformer: A denoising convolutional transformer with joint learning strategy for intelligent diagnosis of bearing faults

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    Rolling bearings are the core components of rotating machinery, and their normal operation is crucial to entire industrial applications. Most existing condition monitoring methods have been devoted to extracting discriminative features from vibration signals that reflect bearing health status. However, the complex working conditions of rolling bearings often make the fault-related information easily buried in noise and other interference. Therefore, it is challenging for existing approaches to extract sufficient critical features in these scenarios. To address this issue, this paper proposes a novel CNN-Transformer network, referred to as Dconformer, capable of extracting both local and global discriminative features from noisy vibration signals. The main contributions of this research include: (1) Developing a novel joint-learning strategy that simultaneously enhances the performance of signal denoising and fault diagnosis, leading to robust and accurate diagnostic results; (2) Constructing a novel CNN-transformer network with a multi-branch cross-cascaded architecture, which inherits the strengths of CNNs and transformers and demonstrates superior anti-interference capability. Extensive experimental results reveal that the proposed Dconformer outperforms five state-of-the-art approaches, particularly in strong noisy scenarios

    Research on vibration-based early diagnostic system for excavator motor bearing using 1-D CNN

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    In mining, super-large machines such as rope excavators are used to perform the main mining operations. A rope excavator is equipped with motors that drive mechanisms. Motors are easily damaged as a result of harsh mining conditions. Bearings are important parts in a motor; bearing failure accounts for approximately half of all motor failures. Failure reduces work efficiency and increases maintenance costs. In practice, reactive, preventive, and predictive maintenance are used to minimize failures. Predictive maintenance can prevent failures and is more effective than other maintenance. For effective predictive maintenance, a good diagnosis is required to accurately determine motor-bearing health. In this study, vibration-based diagnosis and a one-dimensional convolutional neural network (1-D CNN) were used to evaluate bearing deterioration levels. The system allows for early diagnosis of bearing failures. Normal and failure-bearing vibrations were measured. Spectral and wavelet analyses were performed to determine the normal and failure vibration features. The measured signals were used to generate new data to represent bearing deterioration in increments of 10%. A reliable diagnosis system was proposed. The proposed system could determine bearing health deterioration at eleven levels with considerable accuracy. Moreover, a new data mixing method was applied

    Modernizing Old Photos Using Multiple References via Photorealistic Style Transfer

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    This paper firstly presents old photo modernization using multiple references by performing stylization and enhancement in a unified manner. In order to modernize old photos, we propose a novel multi-reference-based old photo modernization (MROPM) framework consisting of a network MROPM-Net and a novel synthetic data generation scheme. MROPM-Net stylizes old photos using multiple references via photorealistic style transfer (PST) and further enhances the results to produce modern-looking images. Meanwhile, the synthetic data generation scheme trains the network to effectively utilize multiple references to perform modernization. To evaluate the performance, we propose a new old photos benchmark dataset (CHD) consisting of diverse natural indoor and outdoor scenes. Extensive experiments show that the proposed method outperforms other baselines in performing modernization on real old photos, even though no old photos were used during training. Moreover, our method can appropriately select styles from multiple references for each semantic region in the old photo to further improve the modernization performance.Comment: Accepted to CVPR 2023. Website: https://kaist-viclab.github.io/old-photo-modernizatio

    Machine learning applications in search algorithms for gravitational waves from compact binary mergers

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    Gravitational waves from compact binary mergers are now routinely observed by Earth-bound detectors. These observations enable exciting new science, as they have opened a new window to the Universe. However, extracting gravitational-wave signals from the noisy detector data is a challenging problem. The most sensitive search algorithms for compact binary mergers use matched filtering, an algorithm that compares the data with a set of expected template signals. As detectors are upgraded and more sophisticated signal models become available, the number of required templates will increase, which can make some sources computationally prohibitive to search for. The computational cost is of particular concern when low-latency alerts should be issued to maximize the time for electromagnetic follow-up observations. One potential solution to reduce computational requirements that has started to be explored in the last decade is machine learning. However, different proposed deep learning searches target varying parameter spaces and use metrics that are not always comparable to existing literature. Consequently, a clear picture of the capabilities of machine learning searches has been sorely missing. In this thesis, we closely examine the sensitivity of various deep learning gravitational-wave search algorithms and introduce new methods to detect signals from binary black hole and binary neutron star mergers at previously untested statistical confidence levels. By using the sensitive distance as our core metric, we allow for a direct comparison of our algorithms to state-of-the-art search pipelines. As part of this thesis, we organized a global mock data challenge to create a benchmark for machine learning search algorithms targeting compact binaries. This way, the tools developed in this thesis are made available to the greater community by publishing them as open source software. Our studies show that, depending on the parameter space, deep learning gravitational-wave search algorithms are already competitive with current production search pipelines. We also find that strategies developed for traditional searches can be effectively adapted to their machine learning counterparts. In regions where matched filtering becomes computationally expensive, available deep learning algorithms are also limited in their capability. We find reduced sensitivity to long duration signals compared to the excellent results for short-duration binary black hole signals

    Unsupervised classification to improve the quality of a bird song recording dataset

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    Open audio databases such as Xeno-Canto are widely used to build datasets to explore bird song repertoire or to train models for automatic bird sound classification by deep learning algorithms. However, such databases suffer from the fact that bird sounds are weakly labelled: a species name is attributed to each audio recording without timestamps that provide the temporal localization of the bird song of interest. Manual annotations can solve this issue, but they are time consuming, expert-dependent, and cannot run on large datasets. Another solution consists in using a labelling function that automatically segments audio recordings before assigning a label to each segmented audio sample. Although labelling functions were introduced to expedite strong label assignment, their classification performance remains mostly unknown. To address this issue and reduce label noise (wrong label assignment) in large bird song datasets, we introduce a data-centric novel labelling function composed of three successive steps: 1) time-frequency sound unit segmentation, 2) feature computation for each sound unit, and 3) classification of each sound unit as bird song or noise with either an unsupervised DBSCAN algorithm or the supervised BirdNET neural network. The labelling function was optimized, validated, and tested on the songs of 44 West-Palearctic common bird species. We first showed that the segmentation of bird songs alone aggregated from 10% to 83% of label noise depending on the species. We also demonstrated that our labelling function was able to significantly reduce the initial label noise present in the dataset by up to a factor of three. Finally, we discuss different opportunities to design suitable labelling functions to build high-quality animal vocalizations with minimum expert annotation effort

    The Application of Data Analytics Technologies for the Predictive Maintenance of Industrial Facilities in Internet of Things (IoT) Environments

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    In industrial production environments, the maintenance of equipment has a decisive influence on costs and on the plannability of production capacities. In particular, unplanned failures during production times cause high costs, unplanned downtimes and possibly additional collateral damage. Predictive Maintenance starts here and tries to predict a possible failure and its cause so early that its prevention can be prepared and carried out in time. In order to be able to predict malfunctions and failures, the industrial plant with its characteristics, as well as wear and ageing processes, must be modelled. Such modelling can be done by replicating its physical properties. However, this is very complex and requires enormous expert knowledge about the plant and about wear and ageing processes of each individual component. Neural networks and machine learning make it possible to train such models using data and offer an alternative, especially when very complex and non-linear behaviour is evident. In order for models to make predictions, as much data as possible about the condition of a plant and its environment and production planning data is needed. In Industrial Internet of Things (IIoT) environments, the amount of available data is constantly increasing. Intelligent sensors and highly interconnected production facilities produce a steady stream of data. The sheer volume of data, but also the steady stream in which data is transmitted, place high demands on the data processing systems. If a participating system wants to perform live analyses on the incoming data streams, it must be able to process the incoming data at least as fast as the continuous data stream delivers it. If this is not the case, the system falls further and further behind in processing and thus in its analyses. This also applies to Predictive Maintenance systems, especially if they use complex and computationally intensive machine learning models. If sufficiently scalable hardware resources are available, this may not be a problem at first. However, if this is not the case or if the processing takes place on decentralised units with limited hardware resources (e.g. edge devices), the runtime behaviour and resource requirements of the type of neural network used can become an important criterion. This thesis addresses Predictive Maintenance systems in IIoT environments using neural networks and Deep Learning, where the runtime behaviour and the resource requirements are relevant. The question is whether it is possible to achieve better runtimes with similarly result quality using a new type of neural network. The focus is on reducing the complexity of the network and improving its parallelisability. Inspired by projects in which complexity was distributed to less complex neural subnetworks by upstream measures, two hypotheses presented in this thesis emerged: a) the distribution of complexity into simpler subnetworks leads to faster processing overall, despite the overhead this creates, and b) if a neural cell has a deeper internal structure, this leads to a less complex network. Within the framework of a qualitative study, an overall impression of Predictive Maintenance applications in IIoT environments using neural networks was developed. Based on the findings, a novel model layout was developed named Sliced Long Short-Term Memory Neural Network (SlicedLSTM). The SlicedLSTM implements the assumptions made in the aforementioned hypotheses in its inner model architecture. Within the framework of a quantitative study, the runtime behaviour of the SlicedLSTM was compared with that of a reference model in the form of laboratory tests. The study uses synthetically generated data from a NASA project to predict failures of modules of aircraft gas turbines. The dataset contains 1,414 multivariate time series with 104,897 samples of test data and 160,360 samples of training data. As a result, it could be proven for the specific application and the data used that the SlicedLSTM delivers faster processing times with similar result accuracy and thus clearly outperforms the reference model in this respect. The hypotheses about the influence of complexity in the internal structure of the neuronal cells were confirmed by the study carried out in the context of this thesis

    Medical Image Analysis using Deep Relational Learning

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    In the past ten years, with the help of deep learning, especially the rapid development of deep neural networks, medical image analysis has made remarkable progress. However, how to effectively use the relational information between various tissues or organs in medical images is still a very challenging problem, and it has not been fully studied. In this thesis, we propose two novel solutions to this problem based on deep relational learning. First, we propose a context-aware fully convolutional network that effectively models implicit relation information between features to perform medical image segmentation. The network achieves the state-of-the-art segmentation results on the Multi Modal Brain Tumor Segmentation 2017 (BraTS2017) and Multi Modal Brain Tumor Segmentation 2018 (BraTS2018) data sets. Subsequently, we propose a new hierarchical homography estimation network to achieve accurate medical image mosaicing by learning the explicit spatial relationship between adjacent frames. We use the UCL Fetoscopy Placenta dataset to conduct experiments and our hierarchical homography estimation network outperforms the other state-of-the-art mosaicing methods while generating robust and meaningful mosaicing result on unseen frames.Comment: arXiv admin note: substantial text overlap with arXiv:2007.0778

    Geometric Methods for Spherical Data, with Applications to Cosmology

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    This survey is devoted to recent developments in the statistical analysis of spherical data, with a view to applications in Cosmology. We will start from a brief discussion of Cosmological questions and motivations, arguing that most Cosmological observables are spherical random fields. Then, we will introduce some mathematical background on spherical random fields, including spectral representations and the construction of needlet and wavelet frames. We will then focus on some specific issues, including tools and algorithms for map reconstruction (\textit{i.e.}, separating the different physical components which contribute to the observed field), geometric tools for testing the assumptions of Gaussianity and isotropy, and multiple testing methods to detect contamination in the field due to point sources. Although these tools are introduced in the Cosmological context, they can be applied to other situations dealing with spherical data. Finally, we will discuss more recent and challenging issues such as the analysis of polarization data, which can be viewed as realizations of random fields taking values in spin fiber bundles.Comment: 25 pages, 6 figure
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