1,002 research outputs found

    Undergraduate Catalog of Studies, 2023-2024

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    Flood dynamics derived from video remote sensing

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    Flooding is by far the most pervasive natural hazard, with the human impacts of floods expected to worsen in the coming decades due to climate change. Hydraulic models are a key tool for understanding flood dynamics and play a pivotal role in unravelling the processes that occur during a flood event, including inundation flow patterns and velocities. In the realm of river basin dynamics, video remote sensing is emerging as a transformative tool that can offer insights into flow dynamics and thus, together with other remotely sensed data, has the potential to be deployed to estimate discharge. Moreover, the integration of video remote sensing data with hydraulic models offers a pivotal opportunity to enhance the predictive capacity of these models. Hydraulic models are traditionally built with accurate terrain, flow and bathymetric data and are often calibrated and validated using observed data to obtain meaningful and actionable model predictions. Data for accurately calibrating and validating hydraulic models are not always available, leaving the assessment of the predictive capabilities of some models deployed in flood risk management in question. Recent advances in remote sensing have heralded the availability of vast video datasets of high resolution. The parallel evolution of computing capabilities, coupled with advancements in artificial intelligence are enabling the processing of data at unprecedented scales and complexities, allowing us to glean meaningful insights into datasets that can be integrated with hydraulic models. The aims of the research presented in this thesis were twofold. The first aim was to evaluate and explore the potential applications of video from air- and space-borne platforms to comprehensively calibrate and validate two-dimensional hydraulic models. The second aim was to estimate river discharge using satellite video combined with high resolution topographic data. In the first of three empirical chapters, non-intrusive image velocimetry techniques were employed to estimate river surface velocities in a rural catchment. For the first time, a 2D hydraulicvmodel was fully calibrated and validated using velocities derived from Unpiloted Aerial Vehicle (UAV) image velocimetry approaches. This highlighted the value of these data in mitigating the limitations associated with traditional data sources used in parameterizing two-dimensional hydraulic models. This finding inspired the subsequent chapter where river surface velocities, derived using Large Scale Particle Image Velocimetry (LSPIV), and flood extents, derived using deep neural network-based segmentation, were extracted from satellite video and used to rigorously assess the skill of a two-dimensional hydraulic model. Harnessing the ability of deep neural networks to learn complex features and deliver accurate and contextually informed flood segmentation, the potential value of satellite video for validating two dimensional hydraulic model simulations is exhibited. In the final empirical chapter, the convergence of satellite video imagery and high-resolution topographical data bridges the gap between visual observations and quantitative measurements by enabling the direct extraction of velocities from video imagery, which is used to estimate river discharge. Overall, this thesis demonstrates the significant potential of emerging video-based remote sensing datasets and offers approaches for integrating these data into hydraulic modelling and discharge estimation practice. The incorporation of LSPIV techniques into flood modelling workflows signifies a methodological progression, especially in areas lacking robust data collection infrastructure. Satellite video remote sensing heralds a major step forward in our ability to observe river dynamics in real time, with potentially significant implications in the domain of flood modelling science

    Undergraduate Catalog of Studies, 2023-2024

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    Advances in machine learning algorithms for financial risk management

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    In this thesis, three novel machine learning techniques are introduced to address distinct yet interrelated challenges involved in financial risk management tasks. These approaches collectively offer a comprehensive strategy, beginning with the precise classification of credit risks, advancing through the nuanced forecasting of financial asset volatility, and ending with the strategic optimisation of financial asset portfolios. Firstly, a Hybrid Dual-Resampling and Cost-Sensitive technique has been proposed to combat the prevalent issue of class imbalance in financial datasets, particularly in credit risk assessment. The key process involves the creation of heuristically balanced datasets to effectively address the problem. It uses a resampling technique based on Gaussian mixture modelling to generate a synthetic minority class from the minority class data and concurrently uses k-means clustering on the majority class. Feature selection is then performed using the Extra Tree Ensemble technique. Subsequently, a cost-sensitive logistic regression model is then applied to predict the probability of default using the heuristically balanced datasets. The results underscore the effectiveness of our proposed technique, with superior performance observed in comparison to other imbalanced preprocessing approaches. This advancement in credit risk classification lays a solid foundation for understanding individual financial behaviours, a crucial first step in the broader context of financial risk management. Building on this foundation, the thesis then explores the forecasting of financial asset volatility, a critical aspect of understanding market dynamics. A novel model that combines a Triple Discriminator Generative Adversarial Network with a continuous wavelet transform is proposed. The proposed model has the ability to decompose volatility time series into signal-like and noise-like frequency components, to allow the separate detection and monitoring of non-stationary volatility data. The network comprises of a wavelet transform component consisting of continuous wavelet transforms and inverse wavelet transform components, an auto-encoder component made up of encoder and decoder networks, and a Generative Adversarial Network consisting of triple Discriminator and Generator networks. The proposed Generative Adversarial Network employs an ensemble of unsupervised loss derived from the Generative Adversarial Network component during training, supervised loss and reconstruction loss as part of its framework. Data from nine financial assets are employed to demonstrate the effectiveness of the proposed model. This approach not only enhances our understanding of market fluctuations but also bridges the gap between individual credit risk assessment and macro-level market analysis. Finally the thesis ends with a novel proposal of a novel technique or Portfolio optimisation. This involves the use of a model-free reinforcement learning strategy for portfolio optimisation using historical Low, High, and Close prices of assets as input with weights of assets as output. A deep Capsules Network is employed to simulate the investment strategy, which involves the reallocation of the different assets to maximise the expected return on investment based on deep reinforcement learning. To provide more learning stability in an online training process, a Markov Differential Sharpe Ratio reward function has been proposed as the reinforcement learning objective function. Additionally, a Multi-Memory Weight Reservoir has also been introduced to facilitate the learning process and optimisation of computed asset weights, helping to sequentially re-balance the portfolio throughout a specified trading period. The use of the insights gained from volatility forecasting into this strategy shows the interconnected nature of the financial markets. Comparative experiments with other models demonstrated that our proposed technique is capable of achieving superior results based on risk-adjusted reward performance measures. In a nut-shell, this thesis not only addresses individual challenges in financial risk management but it also incorporates them into a comprehensive framework; from enhancing the accuracy of credit risk classification, through the improvement and understanding of market volatility, to optimisation of investment strategies. These methodologies collectively show the potential of the use of machine learning to improve financial risk management

    Online semi-supervised learning in non-stationary environments

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    Existing Data Stream Mining (DSM) algorithms assume the availability of labelled and balanced data, immediately or after some delay, to extract worthwhile knowledge from the continuous and rapid data streams. However, in many real-world applications such as Robotics, Weather Monitoring, Fraud Detection Systems, Cyber Security, and Computer Network Traffic Flow, an enormous amount of high-speed data is generated by Internet of Things sensors and real-time data on the Internet. Manual labelling of these data streams is not practical due to time consumption and the need for domain expertise. Another challenge is learning under Non-Stationary Environments (NSEs), which occurs due to changes in the data distributions in a set of input variables and/or class labels. The problem of Extreme Verification Latency (EVL) under NSEs is referred to as Initially Labelled Non-Stationary Environment (ILNSE). This is a challenging task because the learning algorithms have no access to the true class labels directly when the concept evolves. Several approaches exist that deal with NSE and EVL in isolation. However, few algorithms address both issues simultaneously. This research directly responds to ILNSE’s challenge in proposing two novel algorithms “Predictor for Streaming Data with Scarce Labels” (PSDSL) and Heterogeneous Dynamic Weighted Majority (HDWM) classifier. PSDSL is an Online Semi-Supervised Learning (OSSL) method for real-time DSM and is closely related to label scarcity issues in online machine learning. The key capabilities of PSDSL include learning from a small amount of labelled data in an incremental or online manner and being available to predict at any time. To achieve this, PSDSL utilises both labelled and unlabelled data to train the prediction models, meaning it continuously learns from incoming data and updates the model as new labelled or unlabelled data becomes available over time. Furthermore, it can predict under NSE conditions under the scarcity of class labels. PSDSL is built on top of the HDWM classifier, which preserves the diversity of the classifiers. PSDSL and HDWM can intelligently switch and adapt to the conditions. The PSDSL adapts to learning states between self-learning, micro-clustering and CGC, whichever approach is beneficial, based on the characteristics of the data stream. HDWM makes use of “seed” learners of different types in an ensemble to maintain its diversity. The ensembles are simply the combination of predictive models grouped to improve the predictive performance of a single classifier. PSDSL is empirically evaluated against COMPOSE, LEVELIW, SCARGC and MClassification on benchmarks, NSE datasets as well as Massive Online Analysis (MOA) data streams and real-world datasets. The results showed that PSDSL performed significantly better than existing approaches on most real-time data streams including randomised data instances. PSDSL performed significantly better than ‘Static’ i.e. the classifier is not updated after it is trained with the first examples in the data streams. When applied to MOA-generated data streams, PSDSL ranked highest (1.5) and thus performed significantly better than SCARGC, while SCARGC performed the same as the Static. PSDSL achieved better average prediction accuracies in a short time than SCARGC. The HDWM algorithm is evaluated on artificial and real-world data streams against existing well-known approaches such as the heterogeneous WMA and the homogeneous Dynamic DWM algorithm. The results showed that HDWM performed significantly better than WMA and DWM. Also, when recurring concept drifts were present, the predictive performance of HDWM showed an improvement over DWM. In both drift and real-world streams, significance tests and post hoc comparisons found significant differences between algorithms, HDWM performed significantly better than DWM and WMA when applied to MOA data streams and 4 real-world datasets Electric, Spam, Sensor and Forest cover. The seeding mechanism and dynamic inclusion of new base learners in the HDWM algorithms benefit from the use of both forgetting and retaining the models. The algorithm also provides the independence of selecting the optimal base classifier in its ensemble depending on the problem. A new approach, Envelope-Clustering is introduced to resolve the cluster overlap conflicts during the cluster labelling process. In this process, PSDSL transforms the centroids’ information of micro-clusters into micro-instances and generates new clusters called Envelopes. The nearest envelope clusters assist the conflicted micro-clusters and successfully guide the cluster labelling process after the concept drifts in the absence of true class labels. PSDSL has been evaluated on real-world problem ‘keystroke dynamics’, and the results show that PSDSL achieved higher prediction accuracy (85.3%) and SCARGC (81.6%), while the Static (49.0%) significantly degrades the performance due to changes in the users typing pattern. Furthermore, the predictive accuracies of SCARGC are found highly fluctuated between (41.1% to 81.6%) based on different values of parameter ‘k’ (number of clusters), while PSDSL automatically determine the best values for this parameter

    Data- og ekspertdreven variabelseleksjon for prediktive modeller i helsevesenet : mot økt tolkbarhet i underbestemte maskinlæringsproblemer

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    Modern data acquisition techniques in healthcare generate large collections of data from multiple sources, such as novel diagnosis and treatment methodologies. Some concrete examples are electronic healthcare record systems, genomics, and medical images. This leads to situations with often unstructured, high-dimensional heterogeneous patient cohort data where classical statistical methods may not be sufficient for optimal utilization of the data and informed decision-making. Instead, investigating such data structures with modern machine learning techniques promises to improve the understanding of patient health issues and may provide a better platform for informed decision-making by clinicians. Key requirements for this purpose include (a) sufficiently accurate predictions and (b) model interpretability. Achieving both aspects in parallel is difficult, particularly for datasets with few patients, which are common in the healthcare domain. In such cases, machine learning models encounter mathematically underdetermined systems and may overfit easily on the training data. An important approach to overcome this issue is feature selection, i.e., determining a subset of informative features from the original set of features with respect to the target variable. While potentially raising the predictive performance, feature selection fosters model interpretability by identifying a low number of relevant model parameters to better understand the underlying biological processes that lead to health issues. Interpretability requires that feature selection is stable, i.e., small changes in the dataset do not lead to changes in the selected feature set. A concept to address instability is ensemble feature selection, i.e. the process of repeating the feature selection multiple times on subsets of samples of the original dataset and aggregating results in a meta-model. This thesis presents two approaches for ensemble feature selection, which are tailored towards high-dimensional data in healthcare: the Repeated Elastic Net Technique for feature selection (RENT) and the User-Guided Bayesian Framework for feature selection (UBayFS). While RENT is purely data-driven and builds upon elastic net regularized models, UBayFS is a general framework for ensembles with the capabilities to include expert knowledge in the feature selection process via prior weights and side constraints. A case study modeling the overall survival of cancer patients compares these novel feature selectors and demonstrates their potential in clinical practice. Beyond the selection of single features, UBayFS also allows for selecting whole feature groups (feature blocks) that were acquired from multiple data sources, as those mentioned above. Importance quantification of such feature blocks plays a key role in tracing information about the target variable back to the acquisition modalities. Such information on feature block importance may lead to positive effects on the use of human, technical, and financial resources if systematically integrated into the planning of patient treatment by excluding the acquisition of non-informative features. Since a generalization of feature importance measures to block importance is not trivial, this thesis also investigates and compares approaches for feature block importance rankings. This thesis demonstrates that high-dimensional datasets from multiple data sources in the medical domain can be successfully tackled by the presented approaches for feature selection. Experimental evaluations demonstrate favorable properties of both predictive performance, stability, as well as interpretability of results, which carries a high potential for better data-driven decision support in clinical practice.Moderne datainnsamlingsteknikker i helsevesenet genererer store datamengder fra flere kilder, som for eksempel nye diagnose- og behandlingsmetoder. Noen konkrete eksempler er elektroniske helsejournalsystemer, genomikk og medisinske bilder. Slike pasientkohortdata er ofte ustrukturerte, høydimensjonale og heterogene og hvor klassiske statistiske metoder ikke er tilstrekkelige for optimal utnyttelse av dataene og god informasjonsbasert beslutningstaking. Derfor kan det være lovende å analysere slike datastrukturer ved bruk av moderne maskinlæringsteknikker for å øke forståelsen av pasientenes helseproblemer og for å gi klinikerne en bedre plattform for informasjonsbasert beslutningstaking. Sentrale krav til dette formålet inkluderer (a) tilstrekkelig nøyaktige prediksjoner og (b) modelltolkbarhet. Å oppnå begge aspektene samtidig er vanskelig, spesielt for datasett med få pasienter, noe som er vanlig for data i helsevesenet. I slike tilfeller må maskinlæringsmodeller håndtere matematisk underbestemte systemer og dette kan lett føre til at modellene overtilpasses treningsdataene. Variabelseleksjon er en viktig tilnærming for å håndtere dette ved å identifisere en undergruppe av informative variabler med hensyn til responsvariablen. Samtidig som variabelseleksjonsmetoder kan lede til økt prediktiv ytelse, fremmes modelltolkbarhet ved å identifisere et lavt antall relevante modellparametere. Dette kan gi bedre forståelse av de underliggende biologiske prosessene som fører til helseproblemer. Tolkbarhet krever at variabelseleksjonen er stabil, dvs. at små endringer i datasettet ikke fører til endringer i hvilke variabler som velges. Et konsept for å adressere ustabilitet er ensemblevariableseleksjon, dvs. prosessen med å gjenta variabelseleksjon flere ganger på en delmengde av prøvene i det originale datasett og aggregere resultater i en metamodell. Denne avhandlingen presenterer to tilnærminger for ensemblevariabelseleksjon, som er skreddersydd for høydimensjonale data i helsevesenet: "Repeated Elastic Net Technique for feature selection" (RENT) og "User-Guided Bayesian Framework for feature selection" (UBayFS). Mens RENT er datadrevet og bygger på elastic net-regulariserte modeller, er UBayFS et generelt rammeverk for ensembler som muliggjør inkludering av ekspertkunnskap i variabelseleksjonsprosessen gjennom forhåndsbestemte vekter og sidebegrensninger. En case-studie som modellerer overlevelsen av kreftpasienter sammenligner disse nye variabelseleksjonsmetodene og demonstrerer deres potensiale i klinisk praksis. Utover valg av enkelte variabler gjør UBayFS det også mulig å velge blokker eller grupper av variabler som representerer de ulike datakildene som ble nevnt over. Kvantifisering av viktigheten av variabelgrupper spiller en nøkkelrolle for forståelsen av hvorvidt datakildene er viktige for responsvariablen. Tilgang til slik informasjon kan føre til at bruken av menneskelige, tekniske og økonomiske ressurser kan forbedres dersom informasjonen integreres systematisk i planleggingen av pasientbehandlingen. Slik kan man redusere innsamling av ikke-informative variabler. Siden generaliseringen av viktighet av variabelgrupper ikke er triviell, undersøkes og sammenlignes også tilnærminger for rangering av viktigheten til disse variabelgruppene. Denne avhandlingen viser at høydimensjonale datasett fra flere datakilder fra det medisinske domenet effektivt kan håndteres ved bruk av variabelseleksjonmetodene som er presentert i avhandlingen. Eksperimentene viser at disse kan ha positiv en effekt på både prediktiv ytelse, stabilitet og tolkbarhet av resultatene. Bruken av disse variabelseleksjonsmetodene bærer et stort potensiale for bedre datadrevet beslutningsstøtte i klinisk praksis

    Undergraduate Catalog of Studies, 2022-2023

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