Artificial Neural Network Approach to the Analytic Continuation Problem

Inverse problems are encountered in many domains of physics, with analytic continuation of the imaginary Green's function into the real frequency domain being a particularly important example. However, the analytic continuation problem is ill defined and currently no analytic transformation for solving it is known. We present a general framework for building an artificial neural network (ANN) that solves this task with a supervised learning approach. Application of the ANN approach to quantum Monte Carlo calculations and simulated Green's function data demonstrates its high accuracy. By comparing with the commonly used maximum entropy approach, we show that our method can reach the same level of accuracy for low-noise input data, while performing significantly better when the noise strength increases. The computational cost of the proposed neural network approach is reduced by almost three orders of magnitude compared to the maximum entropy methodComment: 6 pages, 4 figures, supplementary material available as ancillary fil

Intraday forecasts of a volatility index: Functional time series methods with dynamic updating

As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and academics. We consider discrete reported intraday VIX tick values as realisations of a collection of curves observed sequentially on equally spaced and dense grids over time and utilise functional data analysis techniques to produce one-day-ahead forecasts of these curves. The proposed method facilitates the investigation of dynamic changes in the index over very short time intervals as showcased using the 15-second high-frequency VIX index values. With the help of dynamic updating techniques, our point and interval forecasts are shown to enjoy improved accuracy over conventional time series models.Comment: 29 pages, 5 figures, To appear at the Annals of Operations Researc

Topic-based mixture language modelling

This paper describes an approach for constructing a mixture of language models based on simple statistical notions of semantics using probabilistic models developed for information retrieval. The approach encapsulates corpus-derived semantic information and is able to model varying styles of text. Using such information, the corpus texts are clustered in an unsupervised manner and a mixture of topic-specific language models is automatically created. The principal contribution of this work is to characterise the document space resulting from information retrieval techniques and to demonstrate the approach for mixture language modelling. A comparison is made between manual and automatic clustering in order to elucidate how the global content information is expressed in the space. We also compare (in terms of association with manual clustering and language modelling accuracy) alternative term-weighting schemes and the effect of singular value decomposition dimension reduction (latent semantic analysis). Test set perplexity results using the British National Corpus indicate that the approach can improve the potential of statistical language modelling. Using an adaptive procedure, the conventional model may be tuned to track text data with a slight increase in computational cost

Improving acoustic vehicle classification by information fusion

We present an information fusion approach for ground vehicle classification based on the emitted acoustic signal. Many acoustic factors can contribute to the classification accuracy of working ground vehicles. Classification relying on a single feature set may lose some useful information if its underlying sound production model is not comprehensive. To improve classification accuracy, we consider an information fusion diagram, in which various aspects of an acoustic signature are taken into account and emphasized separately by two different feature extraction methods. The first set of features aims to represent internal sound production, and a number of harmonic components are extracted to characterize the factors related to the vehicle’s resonance. The second set of features is extracted based on a computationally effective discriminatory analysis, and a group of key frequency components are selected by mutual information, accounting for the sound production from the vehicle’s exterior parts. In correspondence with this structure, we further put forward a modifiedBayesian fusion algorithm, which takes advantage of matching each specific feature set with its favored classifier. To assess the proposed approach, experiments are carried out based on a data set containing acoustic signals from different types of vehicles. Results indicate that the fusion approach can effectively increase classification accuracy compared to that achieved using each individual features set alone. The Bayesian-based decision level fusion is found fusion is found to be improved than a feature level fusion approac

Efficient storage and decoding of SURF feature points

Practical use of SURF feature points in large-scale indexing and retrieval engines requires an efficient means for storing and decoding these features. This paper investigates several methods for compression and storage of SURF feature points, considering both storage consumption and disk-read efficiency. We compare each scheme with a baseline plain-text encoding scheme as used by many existing SURF implementations. Our final proposed scheme significantly reduces both the time required to load and decode feature points, and the space required to store them on disk