Radial Basis Function Neural Networks : A Review

Radial Basis Function neural networks (RBFNNs) represent an attractive alternative to other neural network models. One reason is that they form a unifying link between function approximation, regularization, noisy interpolation, classification and density estimation. It is also the case that training RBF neural networks is faster than training multi-layer perceptron networks. RBFNN learning is usually split into an unsupervised part, where center and widths of the Gaussian basis functions are set, and a linear supervised part for weight computation. This paper reviews various learning methods for determining centers, widths, and synaptic weights of RBFNN. In addition, we will point to some applications of RBFNN in various fields. In the end, we name software that can be used for implementing RBFNNs

Non-intrusive reduced order modelling for aerodynamic applications

During the design and optimisation of aerodynamic components, the simulations to be performed involve a large number of parameters related to the geometry and flow conditions. In this scenario, the simulation of all possible configurations is not af-fordable. To overcome this problem, the present work proposes a novel multi-output neural network (NN) for the prediction of aerodynamic coefficients of aerofoils and wings using compressible flow data. Contrary to existing NNs that are designed to predict aerodynamic quantities of interest, the proposed network considers as output the pressure or stresses at a number of selected points on the aerodynamic surface. The proposed approach is compared against the more traditional networks where the aero-dynamic coefficients are directly the outputs of the network. Furthermore, a detailed comparison of the proposed NN against the popular proper orthogonal decomposi-tion (POD) method is presented. The numerical results, involving high dimensional problems with flow and geometric parameters, show the benefits of the proposed ap-proach.The proposed NN is used to accelerate the evaluation of the objective function in an inverse aerodynamic shape design problem. The optimisation algorithm uses the gradient-free modified cuckoo search method. Applications in two and three dimen-sions are shown, demonstrating the potential of the proposed framework in the con-text of both optimisation and inverse design problems. The performance of the pro-posed optimisation framework is also compared against existing frameworks where the more traditional NNs are employed

Digital ecosystems

We view Digital Ecosystems to be the digital counterparts of biological ecosystems, which are considered to be robust, self-organising and scalable architectures that can automatically solve complex, dynamic problems. So, this work is concerned with the creation, investigation, and optimisation of Digital Ecosystems, exploiting the self-organising properties of biological ecosystems. First, we created the Digital Ecosystem, a novel optimisation technique inspired by biological ecosystems, where the optimisation works at two levels: a first optimisation, migration of agents which are distributed in a decentralised peer-to-peer network, operating continuously in time; this process feeds a second optimisation based on evolutionary computing that operates locally on single peers and is aimed at finding solutions to satisfy locally relevant constraints. We then investigated its self-organising aspects, starting with an extension to the definition of Physical Complexity to include the evolving agent populations of our Digital Ecosystem. Next, we established stability of evolving agent populations over time, by extending the Chli-DeWilde definition of agent stability to include evolutionary dynamics. Further, we evaluated the diversity of the software agents within evolving agent populations, relative to the environment provided by the user base. To conclude, we considered alternative augmentations to optimise and accelerate our Digital Ecosystem, by studying the accelerating effect of a clustering catalyst on the evolutionary dynamics of our Digital Ecosystem, through the direct acceleration of the evolutionary processes. We also studied the optimising effect of targeted migration on the ecological dynamics of our Digital Ecosystem, through the indirect and emergent optimisation of the agent migration patterns. Overall, we have advanced the understanding of creating Digital Ecosystems, the self-organisation that occurs within them, and the optimisation of their Ecosystem-Oriented Architecture

Modelling, forecasting and trading of commodity spreads

Historically, econometric models have been developed to model financial instruments and markets however the vast majority of these ‘traditional’ models have one thing in common, linearity. While this is convenient and sometimes intuitive many linear models fail to fully capture the dynamic and complex nature of financial instruments and markets. More recently, ‘sophisticated’ methodologies have been evolved to accurately capture ‘non-linear’ relationships that exist between financial time series. This rapidly advancing field in quantitative finance is known as Artifical Intelligence. The earliest forms of artificial intelligence are Neural Networks however these have since been developed using more accurate learning algoirthms. Neural networks are also of particular use because of their capability of being able to continually learn as new information is fed into the network. In this research new data is introduced using both fixed and sliding window approaches for training each of the networks. Futhermore, Genetic Programming Algorithms are also highly regarded in the financial industry and have been increasingly applied as an optimisation technique. Therefore, each of the non-linear models are supported by existing research and as a result these methodologies have become practical tools for optimising existing models and predicting future movements in financial assets. In the absence of computational algorithms to rationalise large amounts of data, investors are confronted with a difficult and seemingly impossible task of trying to comprehend large datasets of information. Nevertheless, advancements in computing technology have enabled market participants to benefit from the use of neural networks (NN) and genetic programming (GP) algorithms in order to optimise and identify patterns and trends between explanatory variables and target outputs. This is of particular importance in the agricultural market such as grains, precious metals and other commodities are informationally rich with large amounts of data being readily available to evaluate. Among the first to use neural networks for financial analysis were Rumelhart and McClelland (1986), Lippman (1987), and Medsker et al. (1993). More recently, neural networks and genetic programming algorithms have been extensively applied to the foreign exchange market (Hornik et al., 1989; Lawrenz and Westerhoff, 2003), for credit analysis (Tam and Kiang, 1992), volatility forecasting (Ormoneit and Neuneier, 1996; Donaldson and Kamstra, 1997), option pricing, (Hutchinson et al.,1994), portfolio optimisation (Chang et al., 2000; Lin et al., 2001), to both developed (Swales and Yoon, 1992) and emerging (Kimoto et al., 1990) stock markets, and for optimisation of technical trading rules (Tsai et al.,1999; Neely et al., 2003). The application of non-linear methodologies to futures contracts and inparticular, commodity spread trading, is limited. Trippi and DeSieno (1992) and Kaastra and Boyd (1995), however were among the first to explore and apply neural networks to forecast futures markets. Financial markets and assets are influenced by an array of factors including but not limited to; human behaviour, economic variables, and many other systematic and non-systematic factors . As a result, many academics and practioners have devised numerous approaches and models to explain financial time series such as fundamental analysis, technical analysis and behavioural finance. The purpose of this research however is to identify, forecast and trade daily changes in commodity spreads using a combination of novel nonlinear modeling techniques and performance enhancing trading filters. During the research process, non-linear models such as neural networks and genetic algorithms are used to identify trends in complex and expansive commodity datasets. Each of the methodologies are used to produce predictions for future time periods. In this research forecasts for t+1 horizons are examined. Progressively, each chapter presents an evolution of research in the area of non-linear forecasting to address inefficiencies associated with more traditional neural architectures. In total a collection of five non-linear methodologies are proposed and analysed to trade commodity ‘spreads’. These non-linear methodologies are benchmarked against linear models which include Naïve strategies, Moving Average Convergence Divergence (MACD) strategies, buy and hold strategies, Autoregressive Moving Average (ARMA) models, and Cointegration models. In the final chapter of the research a mixed model approach is employed to include linear outputs from benchmark models as inputs during the training of each neural network. The research includes various adaptations of existing non-linear methodologies such as neural networks and genetic programming. Through historical data input, each non-linear methodology is trained to construct ‘optimal’ trading models. Models are selected to trade commodity spreads using data from Exchange Traded Funds (ETFs) and Futures contracts. In all cases the reader is presented with results from both unfiltered and filtered trading simulations. The aim of this thesis is to benefit both hedgers and speculators who are interested in applying non-linear methodologies to the task of forecasting changes in commodity spreads. By allowing market participants to input numerous explanatory variables, non-linear methodologies such as neural networks and genetic programming algorithms can become a valuable tool for predicting changes in commodity spreads. Empirical evidence reveals that non-linear methodologies are statistically superior compared to existing linear models and they also produce higher risk adjusted returns. Moreover, by including output from linear models in the input dataset to train non-linear models, market participants are also able benefit from a ‘synergy’ of information using a ‘mixed model’ approach. In order to improve trading results the research also offers examples of numerous trading filters which can also be of use to hedgers and speculators. On the whole the research contributes a wealth of knowledge to academic studies as it offers conclusive evidence to support the widespread integration and use of non-linear modelling in the form of artificial intelligence. Empirical results are evaluated by statistical measures as well as financial performance measures which are widely used by financial institutions

Transient stability assessment of hybrid distributed generation using computational intelligence approaches

Includes bibliographical references.Due to increasing integration of new technologies into the grid such as hybrid electric vehicles, distributed generations, power electronic interface circuits, advanced controllers etc., the present power system network is now more complex than in the past. Consequently, the recent rate of blackouts recorded in some parts of the world indicates that the power system is stressed. The real time/online monitoring and prediction of stability limit is needed to prevent future blackouts. In the last decade, Distributed Generators (DGs) among other technologies have received increasing attention. This is because DGs have the capability to meet peak demand, reduce losses, due to proximity to consumers and produce clean energy and thus reduce the production of CO₂. More benefits can be obtained when two or more DGs are combined together to form what is known as Hybrid Distributed Generation (HDG). The challenge with hybrid distributed generation (HDG) powered by intermittent renewable energy sources such as solar PV, wind turbine and small hydro power is that the system is more vulnerable to instabilities compared to single renewable energy source DG. This is because of the intermittent nature of the renewable energy sources and the complex interaction between the DGs and the distribution network. Due to the complexity and the stress level of the present power system network, real time/online monitoring and prediction of stability limits is becoming an essential and important part of present day control centres. Up to now, research on the impact of HDG on the transient stability is very limited. Generally, to perform transient stability assessment, an analytical approach is often used. The analytical approach requires a large volume of data, detailed mathematical equations and the understanding of the dynamics of the system. Due to the unavailability of accurate mathematical equations for most dynamic systems, and given the large volume of data required, the analytical method is inadequate and time consuming. Moreover, it requires long simulation time to assess the stability limits of the system. Therefore, the analytical approach is inadequate to handle real time operation of power system. In order to carry out real time transient stability assessment under an increasing nonlinear and time varying dynamics, fast scalable and dynamic algorithms are required. Transient Stability Assessment Of Hybrid Distributed Generation Using Computational Intelligence Approaches These algorithms must be able to perform advanced monitoring, decision making, forecasting, control and optimization. Computational Intelligence (CI) based algorithm such as neural networks coupled with Wide Area Monitoring System (WAMS) such as Phasor Measurement Unit (PMUs) have been shown to successfully model non-linear dynamics and predict stability limits in real time. To cope with the shortcoming of the analytical approach, a computational intelligence method based on Artificial Neural Networks (ANNs) was developed in this thesis to assess transient stability in real time. Appropriate data related to the hybrid generation (i.e., Solar PV, wind generator, small hydropower) were generated using the analytical approach for the training and testing of the ANN models. In addition, PMUs integrated in Real Time Digital Simulator (RTDS) were used to gather data for the real time training of the ANNs and the prediction of the Critical Clearing Time (CCT)

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

SusTrainable: Promoting Sustainability as a Fundamental Driver in Software Development Training and Education. 2nd Teacher Training, January 23-27, 2023, Pula, Croatia. Revised lecture notes

This volume exhibits the revised lecture notes of the 2nd teacher training organized as part of the project Promoting Sustainability as a Fundamental Driver in Software Development Training and Education, held at the Juraj Dobrila University of Pula, Croatia, in the week January 23-27, 2023. It is the Erasmus+ project No. 2020-1-PT01-KA203-078646 - Sustrainable. More details can be found at the project web site https://sustrainable.github.io/ One of the most important contributions of the project are two summer schools. The 2nd SusTrainable Summer School (SusTrainable - 23) will be organized at the University of Coimbra, Portugal, in the week July 10-14, 2023. The summer school will consist of lectures and practical work for master and PhD students in computing science and closely related fields. There will be contributions from Babe\c{s}-Bolyai University, E\"{o}tv\"{o}s Lor\'{a}nd University, Juraj Dobrila University of Pula, Radboud University Nijmegen, Roskilde University, Technical University of Ko\v{s}ice, University of Amsterdam, University of Coimbra, University of Minho, University of Plovdiv, University of Porto, University of Rijeka. To prepare and streamline the summer school, the consortium organized a teacher training in Pula, Croatia. This was an event of five full days, organized by Tihana Galinac Grbac and Neven Grbac. The Juraj Dobrila University of Pula is very concerned with the sustainability issues. The education, research and management are conducted with sustainability goals in mind. The contributions in the proceedings were reviewed and provide a good overview of the range of topics that will be covered at the summer school. The papers in the proceedings, as well as the very constructive and cooperative teacher training, guarantee the highest quality and beneficial summer school for all participants.Comment: 85 pages, 8 figures, 3 code listings and 1 table; editors: Tihana Galinac Grbac, Csaba Szab\'{o}, Jo\~{a}o Paulo Fernande