Multilayered feed forward Artificial Neural Network model to predict the average summer-monsoon rainfall in India

In the present research, possibility of predicting average summer-monsoon rainfall over India has been analyzed through Artificial Neural Network models. In formulating the Artificial Neural Network based predictive model, three layered networks have been constructed with sigmoid non-linearity. The models under study are different in the number of hidden neurons. After a thorough training and test procedure, neural net with three nodes in the hidden layer is found to be the best predictive model.Comment: 19 pages, 1 table, 3 figure

Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

Biplots of fuzzy coded data

A biplot, which is the multivariate generalization of the two-variable scatterplot, can be used to visualize the results of many multivariate techniques, especially those that are based on the singular value decomposition. We consider data sets consisting of continuous-scale measurements, their fuzzy coding and the biplots that visualize them, using a fuzzy version of multiple correspondence analysis. Of special interest is the way quality of fit of the biplot is measured, since it is well-known that regular (i.e., crisp) multiple correspondence analysis seriously under-estimates this measure. We show how the results of fuzzy multiple correspondence analysis can be defuzzified to obtain estimated values of the original data, and prove that this implies an orthogonal decomposition of variance. This permits a measure of fit to be calculated in the familiar form of a percentage of explained variance, which is directly comparable to the corresponding fit measure used in principal component analysis of the original data. The approach is motivated initially by its application to a simulated data set, showing how the fuzzy approach can lead to diagnosing nonlinear relationships, and finally it is applied to a real set of meteorological data.defuzzification, fuzzy coding, indicator matrix, measure of fit, multivariate data, multiple correspondence analysis, principal component analysis.

A Multi-objective Exploratory Procedure for Regression Model Selection

Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized by over-abundance of explanatory variables, non-linearities and unknown interdependencies between the regressors. An added difficulty is that the analysts may have little or no prior knowledge on the relative importance of the variables. To provide a robust method for model selection, this paper introduces the Multi-objective Genetic Algorithm for Variable Selection (MOGA-VS) that provides the user with an optimal set of regression models for a given data-set. The algorithm considers the regression problem as a two objective task, and explores the Pareto-optimal (best subset) models by preferring those models over the other which have less number of regression coefficients and better goodness of fit. The model exploration can be performed based on in-sample or generalization error minimization. The model selection is proposed to be performed in two steps. First, we generate the frontier of Pareto-optimal regression models by eliminating the dominated models without any user intervention. Second, a decision making process is executed which allows the user to choose the most preferred model using visualisations and simple metrics. The method has been evaluated on a recently published real dataset on Communities and Crime within United States.Comment: in Journal of Computational and Graphical Statistics, Vol. 24, Iss. 1, 201

Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market

The present study uses the structural equation model (SEM) to analyze the correlations between various economic indices pertaining to latent variables, such as the New Taiwan Dollar (NTD) value, the United States Dollar (USD) value, and USD index. In addition, a risk factor of volatility of currency returns is considered to develop a risk-controllable fuzzy inference system. The rational and linguistic knowledge-based fuzzy rules are established based on the SEM model and then optimized using the genetic algorithm. The empirical results reveal that the fuzzy logic trading system using the SEM indeed outperforms the buy-and-hold strategy. Moreover, when considering the risk factor of currency volatility, the performance appears significantly better. Remarkably, the trading strategy is apparently affected when the USD value or the volatility of currency returns shifts into either a higher or lower state.Knowledge-based Systems, Fuzzy Sets, Structural Equation Model (SEM), Genetic Algorithm (GA), Currency Volatility

Predicting Skin Permeability by means of Computational Approaches : Reliability and Caveats in Pharmaceutical Studies

© 2019 American Chemical Society.The skin is the main barrier between the internal body environment and the external one. The characteristics of this barrier and its properties are able to modify and affect drug delivery and chemical toxicity parameters. Therefore, it is not surprising that permeability of many different compounds has been measured through several in vitro and in vivo techniques. Moreover, many different in silico approaches have been used to identify the correlation between the structure of the permeants and their permeability, to reproduce the skin behavior, and to predict the ability of specific chemicals to permeate this barrier. A significant number of issues, like interlaboratory variability, experimental conditions, data set building rationales, and skin site of origin and hydration, still prevent us from obtaining a definitive predictive skin permeability model. This review wants to show the main advances and the principal approaches in computational methods used to predict this property, to enlighten the main issues that have arisen, and to address the challenges to develop in future research.Peer reviewedFinal Accepted Versio