Artificial immune systems based committee machine for classification application

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.A new adaptive learning Artificial Immune System (AIS) based committee machine is developed in this thesis. The new proposed approach efficiently tackles the general problem of clustering high-dimensional data. In addition, it helps on deriving useful decision and results related to other application domains such classification and prediction. Artificial Immune System (AIS) is a branch of computational intelligence field inspired by the biological immune system, and has gained increasing interest among researchers in the development of immune-based models and techniques to solve diverse complex computational or engineering problems. This work presents some applications of AIS techniques to health problems, and a thorough survey of existing AIS models and algorithms. The main focus of this research is devoted to building an ensemble model integrating different AIS techniques (i.e. Artificial Immune Networks, Clonal Selection, and Negative Selection) for classification applications to achieve better classification results. A new AIS-based ensemble architecture with adaptive learning features is proposed by integrating different learning and adaptation techniques to overcome individual limitations and to achieve synergetic effects through the combination of these techniques. Various techniques related to the design and enhancements of the new adaptive learning architecture are studied, including a neuro-fuzzy based detector and an optimizer using particle swarm optimization method to achieve enhanced classification performance. An evaluation study was conducted to show the performance of the new proposed adaptive learning ensemble and to compare it to alternative combining techniques. Several experiments are presented using different medical datasets for the classification problem and findings and outcomes are discussed. The new adaptive learning architecture improves the accuracy of the ensemble. Moreover, there is an improvement over the existing aggregation techniques. The outcomes, assumptions and limitations of the proposed methods with its implications for further research in this area draw this research to its conclusion

Technical and Fundamental Features Analysis for Stock Market Prediction with Data Mining Methods

Predicting stock prices is an essential objective in the financial world. Forecasting stock returns and their risk represents one of the most critical concerns of market decision makers. This thesis investigates the stock price forecasting with three approaches from the data mining concept and shows how different elements in the stock price can help to enhance the accuracy of our prediction. For this reason, the first and second approaches capture many fundamental indicators from the stocks and implement them as explanatory variables to do stock price classification and forecasting. In the third approach, technical features from the candlestick representation of the share prices are extracted and used to enhance the accuracy of the forecasting. In each approach, different tools and techniques from data mining and machine learning are employed to justify why the forecasting is working. Furthermore, since the idea is to evaluate the potential of features in the stock trend forecasting, therefore we diversify our experiments using both technical and fundamental features. Therefore, in the first approach, a three-stage methodology is developed while in the first step, a comprehensive investigation of all possible features which can be effective on stocks risk and return are identified. Then, in the next stage, risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, based on some filters and function-based clustering; and re-predicted the risk and return of stocks. In the second approach, instead of using single classifiers, a fusion model is proposed based on the use of multiple diverse base classifiers that operate on a common input and a meta-classifier that learns from base classifiers’ outputs to obtain a more precise stock return and risk predictions. A set of diversity methods, including Bagging, Boosting, and AdaBoost, is applied to create diversity in classifier combinations. Moreover, the number and procedure for selecting base classifiers for fusion schemes are determined using a methodology based on dataset clustering and candidate classifiers’ accuracy. Finally, in the third approach, a novel forecasting model for stock markets based on the wrapper ANFIS (Adaptive Neural Fuzzy Inference System) – ICA (Imperialist Competitive Algorithm) and technical analysis of Japanese Candlestick is presented. Two approaches of Raw-based and Signal-based are devised to extract the model’s input variables and buy and sell signals are considered as output variables. To illustrate the methodologies, for the first and second approaches, Tehran Stock Exchange (TSE) data for the period from 2002 to 2012 are applied, while for the third approach, we used General Motors and Dow Jones indexes.Predicting stock prices is an essential objective in the financial world. Forecasting stock returns and their risk represents one of the most critical concerns of market decision makers. This thesis investigates the stock price forecasting with three approaches from the data mining concept and shows how different elements in the stock price can help to enhance the accuracy of our prediction. For this reason, the first and second approaches capture many fundamental indicators from the stocks and implement them as explanatory variables to do stock price classification and forecasting. In the third approach, technical features from the candlestick representation of the share prices are extracted and used to enhance the accuracy of the forecasting. In each approach, different tools and techniques from data mining and machine learning are employed to justify why the forecasting is working. Furthermore, since the idea is to evaluate the potential of features in the stock trend forecasting, therefore we diversify our experiments using both technical and fundamental features. Therefore, in the first approach, a three-stage methodology is developed while in the first step, a comprehensive investigation of all possible features which can be effective on stocks risk and return are identified. Then, in the next stage, risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, based on some filters and function-based clustering; and re-predicted the risk and return of stocks. In the second approach, instead of using single classifiers, a fusion model is proposed based on the use of multiple diverse base classifiers that operate on a common input and a meta-classifier that learns from base classifiers’ outputs to obtain a more precise stock return and risk predictions. A set of diversity methods, including Bagging, Boosting, and AdaBoost, is applied to create diversity in classifier combinations. Moreover, the number and procedure for selecting base classifiers for fusion schemes are determined using a methodology based on dataset clustering and candidate classifiers’ accuracy. Finally, in the third approach, a novel forecasting model for stock markets based on the wrapper ANFIS (Adaptive Neural Fuzzy Inference System) – ICA (Imperialist Competitive Algorithm) and technical analysis of Japanese Candlestick is presented. Two approaches of Raw-based and Signal-based are devised to extract the model’s input variables and buy and sell signals are considered as output variables. To illustrate the methodologies, for the first and second approaches, Tehran Stock Exchange (TSE) data for the period from 2002 to 2012 are applied, while for the third approach, we used General Motors and Dow Jones indexes.154 - Katedra financívyhově

Artificial Intelligence Applied to Project Success: A Literature Review

Project control and monitoring tools are based on expert judgement and parametric tools. Projects are the means by which companies implement their strategies. However project success rates are still very low. This is a worrying situation that has a great economic impact so alternative tools for project success prediction must be proposed in order to estimate project success or identify critical factors of success. Some of these tools are based on Artificial Intelligence. In this paper we will carry out a literature review of those papers that use Artificial Intelligence as a tool for project success estimation or critical success factor identification

A real-time data mining technique applied for critical ECG rhythm on handheld device

Sudden cardiac arrest is often caused by ventricular arrhythmias and these episodes can lead to death for patients with chronic heart disease. Hence, detection of such arrhythmia is crucial in mobile ECG monitoring. In this research, a systematic study is carried out to investigate the possible limitations that are preventing the realisation of a real-time ECG arrhythmia data-mining algorithm suitable for application on mobile devices. Based on the findings, a computationally lightweight algorithm is devised and tested. Ventricular tachycardia (VT) is the most common type of ventricular arrhythmias and is also the deadliest.. A ventricular tachycardia (VT) episode is due to a disorder ofthe regular contractions ofthe heart. It occurs when the human heart ventricles generate a rapid heartbeat which disrupts the regular physiology cycle. The normal sinus rhythm (NSR) of a regular human heart beat signal has its signature PQRST waveform and in regular pattern. Whereas, the characteristics of a ventricular tachycardia (VT) signal waveforms are short R-R intervals, widen QRS duration and the absence of P-waves. Each type of ECG arrhythmia previously mentioned has a unique waveform signature that can be exploited as features to be used for the realization of an automated ECG analysis application. In order to extract this known ECG waveform feature, a time-domain analysis is proposed for feature extraction. Cross-correlation allows the computation of a co-efficient that quantifies the similarity between two times-series. Hence, by cross-correlating known ECG waveform templates with an unknown ECG signal, the coefficient can indicate the similarities. In previous published work, a preliminary study was carried out. The cross-correlation coefficient wave (CCW) technique was introduced for feature extraction. The outcome ofthis work presents CCW as a promising feature to differentiate between NSR, VT and Vfib signals. Moreover, cross-correlation computation does not require high computational overhead. Next, an automated detection algorithm requires a classification mechanism to make sense of the feature extracted. A further study is conducted and published, a fuzzy set k-NN classifier was introduced for the classification of CCW feature extracted from ECG signal segments. A training set of size 180 is used. The outcome of the study indicates that the computationally light-weight fuzzy k-NN classifier can reliably classify between NSR and VT signals, the class detection rate is low for classifying Vfib signal using the fuzzy k-NN classifier. Hence, a modified algorithm known as fuzzy hybrid classifier is proposed. By implementing an expert knowledge based fuzzy inference system for classification of ECG signal; the Vfib signal detection rate was improved. The comparison outcome was that the hybrid fuzzy classifier is able to achieve 91.1% correct rate, 100% sensitivity and 100% specificity. The previously mentioned result outperforms the compared classifiers. The proposed detection and classification algorithm is able to achieve high accuracy in analysing ECG signal feature of NSR, VT and Vfib nature. Moreover, the proposed classifier is successfully implemented on a smart mobile device and it is able to perform data-mining of the ECG signal with satisfiable results

Character Recognition

Character recognition is one of the pattern recognition technologies that are most widely used in practical applications. This book presents recent advances that are relevant to character recognition, from technical topics such as image processing, feature extraction or classification, to new applications including human-computer interfaces. The goal of this book is to provide a reference source for academic research and for professionals working in the character recognition field