Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Computational intelligence techniques for maximum energy efficiency of cogeneration processes based on internal combustion engines

153 p.El objeto de la tesis consiste en desarrollar estrategias de modelado y optimización del rendimiento energético de plantas de cogeneración basadas en motores de combustión interna (MCI), mediante el uso de las últimas tecnologías de inteligencia computacional. Con esta finalidad se cuenta con datos reales de una planta de cogeneración de energía, propiedad de la compañía EnergyWorks, situada en la localidad de Monzón (provincia de Huesca). La tesis se realiza en el marco de trabajo conjunto del Grupo de Diseño en Electrónica Digital (GDED) de la Universidad del País Vasco UPV/EHU y la empresa Optimitive S.L., empresa dedicada al software avanzado para la mejora en tiempo real de procesos industriale

Context-Specific Preference Learning of One Dimensional Quantitative Geospatial Attributes Using a Neuro-Fuzzy Approach

Change detection is a topic of great importance for modern geospatial information systems. Digital aerial imagery provides an excellent medium to capture geospatial information. Rapidly evolving environments, and the availability of increasing amounts of diverse, multiresolutional imagery bring forward the need for frequent updates of these datasets. Analysis and query of spatial data using potentially outdated data may yield results that are sometimes invalid. Due to measurement errors (systematic, random) and incomplete knowledge of information (uncertainty) it is ambiguous if a change in a spatial dataset has really occurred. Therefore we need to develop reliable, fast, and automated procedures that will effectively report, based on information from a new image, if a change has actually occurred or this change is simply the result of uncertainty. This thesis introduces a novel methodology for change detection in spatial objects using aerial digital imagery. The uncertainty of the extraction is used as a quality estimate in order to determine whether change has occurred. For this goal, we develop a fuzzy-logic system to estimate uncertainty values fiom the results of automated object extraction using active contour models (a.k.a. snakes). The differential snakes change detection algorithm is an extension of traditional snakes that incorporates previous information (i.e., shape of object and uncertainty of extraction) as energy functionals. This process is followed by a procedure in which we examine the improvement of the uncertainty at the absence of change (versioning). Also, we introduce a post-extraction method for improving the object extraction accuracy. In addition to linear objects, in this thesis we extend differential snakes to track deformations of areal objects (e.g., lake flooding, oil spills). From the polygonal description of a spatial object we can track its trajectory and areal changes. Differential snakes can also be used as the basis for similarity indices for areal objects. These indices are based on areal moments that are invariant under general affine transformation. Experimental results of the differential snakes change detection algorithm demonstrate their performance. More specifically, we show that the differential snakes minimize the false positives in change detection and track reliably object deformations

Development of soft computing and applications in agricultural and biological engineering

Soft computing is a set of “inexact” computing techniques, which are able to model and analyze very complex problems. For these complex problems, more conventional methods have not been able to produce cost-effective, analytical, or complete solutions. Soft computing has been extensively studied and applied in the last three decades for scientific research and engineering computing. In agricultural and biological engineering, researchers and engineers have developed methods of fuzzy logic, artificial neural networks, genetic algorithms, decision trees, and support vector machines to study soil and water regimes related to crop growth, analyze the operation of food processing, and support decision-making in precision farming. This paper reviews the development of soft computing techniques. With the concepts and methods, applications of soft computing in the field of agricultural and biological engineering are presented, especially in the soil and water context for crop management and decision support in precision agriculture. The future of development and application of soft computing in agricultural and biological engineering is discussed

Computational intelligence techniques for maximum energy efficiency of cogeneration processes based on internal combustion engines

153 p.El objeto de la tesis consiste en desarrollar estrategias de modelado y optimización del rendimiento energético de plantas de cogeneración basadas en motores de combustión interna (MCI), mediante el uso de las últimas tecnologías de inteligencia computacional. Con esta finalidad se cuenta con datos reales de una planta de cogeneración de energía, propiedad de la compañía EnergyWorks, situada en la localidad de Monzón (provincia de Huesca). La tesis se realiza en el marco de trabajo conjunto del Grupo de Diseño en Electrónica Digital (GDED) de la Universidad del País Vasco UPV/EHU y la empresa Optimitive S.L., empresa dedicada al software avanzado para la mejora en tiempo real de procesos industriale

Microarray image processing: A novel neural network framework

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Due to the vast success of bioengineering techniques, a series of large-scale analysis tools has been developed to discover the functional organization of cells. Among them, cDNA microarray has emerged as a powerful technology that enables biologists to cDNA microarray technology has enabled biologists to study thousands of genes simultaneously within an entire organism, and thus obtain a better understanding of the gene interaction and regulation mechanisms involved. Although microarray technology has been developed so as to offer high tolerances, there exists high signal irregularity through the surface of the microarray image. The imperfection in the microarray image generation process causes noises of many types, which contaminate the resulting image. These errors and noises will propagate down through, and can significantly affect, all subsequent processing and analysis. Therefore, to realize the potential of such technology it is crucial to obtain high quality image data that would indeed reflect the underlying biology in the samples. One of the key steps in extracting information from a microarray image is segmentation: identifying which pixels within an image represent which gene. This area of spotted microarray image analysis has received relatively little attention relative to the advances in proceeding analysis stages. But, the lack of advanced image analysis, including the segmentation, results in sub-optimal data being used in all downstream analysis methods. Although there is recently much research on microarray image analysis with many methods have been proposed, some methods produce better results than others. In general, the most effective approaches require considerable run time (processing) power to process an entire image. Furthermore, there has been little progress on developing sufficiently fast yet efficient and effective algorithms the segmentation of the microarray image by using a highly sophisticated framework such as Cellular Neural Networks (CNNs). It is, therefore, the aim of this thesis to investigate and develop novel methods processing microarray images. The goal is to produce results that outperform the currently available approaches in terms of PSNR, k-means and ICC measurements.Aleppo University, Syri

Technology Directions for the 21st Century

The Office of Space Communications (OSC) is tasked by NASA to conduct a planning process to meet NASA's science mission and other communications and data processing requirements. A set of technology trend studies was undertaken by Science Applications International Corporation (SAIC) for OSC to identify quantitative data that can be used to predict performance of electronic equipment in the future to assist in the planning process. Only commercially available, off-the-shelf technology was included. For each technology area considered, the current state of the technology is discussed, future applications that could benefit from use of the technology are identified, and likely future developments of the technology are described. The impact of each technology area on NASA operations is presented together with a discussion of the feasibility and risk associated with its development. An approximate timeline is given for the next 15 to 25 years to indicate the anticipated evolution of capabilities within each of the technology areas considered. This volume contains four chapters: one each on technology trends for database systems, computer software, neural and fuzzy systems, and artificial intelligence. The principal study results are summarized at the beginning of each chapter

Data mining using neural networks

Data mining is about the search for relationships and global patterns in large databases that are increasing in size. Data mining is beneficial for anyone who has a huge amount of data, for example, customer and business data, transaction, marketing, financial, manufacturing and web data etc. The results of data mining are also referred to as knowledge in the form of rules, regularities and constraints. Rule mining is one of the popular data mining methods since rules provide concise statements of potentially important information that is easily understood by end users and also actionable patterns. At present rule mining has received a good deal of attention and enthusiasm from data mining researchers since rule mining is capable of solving many data mining problems such as classification, association, customer profiling, summarization, segmentation and many others. This thesis makes several contributions by proposing rule mining methods using genetic algorithms and neural networks. The thesis first proposes rule mining methods using a genetic algorithm. These methods are based on an integrated framework but capable of mining three major classes of rules. Moreover, the rule mining processes in these methods are controlled by tuning of two data mining measures such as support and confidence. The thesis shows how to build data mining predictive models using the resultant rules of the proposed methods. Another key contribution of the thesis is the proposal of rule mining methods using supervised neural networks. The thesis mathematically analyses the Widrow-Hoff learning algorithm of a single-layered neural network, which results in a foundation for rule mining algorithms using single-layered neural networks. Three rule mining algorithms using single-layered neural networks are proposed for the three major classes of rules on the basis of the proposed theorems. The thesis also looks at the problem of rule mining where user guidance is absent. The thesis proposes a guided rule mining system to overcome this problem. The thesis extends this work further by comparing the performance of the algorithm used in the proposed guided rule mining system with Apriori data mining algorithm. Finally, the thesis studies the Kohonen self-organization map as an unsupervised neural network for rule mining algorithms. Two approaches are adopted based on the way of self-organization maps applied in rule mining models. In the first approach, self-organization map is used for clustering, which provides class information to the rule mining process. In the second approach, automated rule mining takes the place of trained neurons as it grows in a hierarchical structure