7,230 research outputs found

    Graduate Catalog of Studies, 2023-2024

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    Geodetic monitoring of complex shaped infrastructures using Ground-Based InSAR

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    In the context of climate change, alternatives to fossil energies need to be used as much as possible to produce electricity. Hydroelectric power generation through the utilisation of dams stands out as an exemplar of highly effective methodologies in this endeavour. Various monitoring sensors can be installed with different characteristics w.r.t. spatial resolution, temporal resolution and accuracy to assess their safe usage. Among the array of techniques available, it is noteworthy that ground-based synthetic aperture radar (GB-SAR) has not yet been widely adopted for this purpose. Despite its remarkable equilibrium between the aforementioned attributes, its sensitivity to atmospheric disruptions, specific acquisition geometry, and the requisite for phase unwrapping collectively contribute to constraining its usage. Several processing strategies are developed in this thesis to capitalise on all the opportunities of GB-SAR systems, such as continuous, flexible and autonomous observation combined with high resolutions and accuracy. The first challenge that needs to be solved is to accurately localise and estimate the azimuth of the GB-SAR to improve the geocoding of the image in the subsequent step. A ray tracing algorithm and tomographic techniques are used to recover these external parameters of the sensors. The introduction of corner reflectors for validation purposes confirms a significant error reduction. However, for the subsequent geocoding, challenges persist in scenarios involving vertical structures due to foreshortening and layover, which notably compromise the geocoding quality of the observed points. These issues arise when multiple points at varying elevations are encapsulated within a singular resolution cell, posing difficulties in pinpointing the precise location of the scattering point responsible for signal return. To surmount these hurdles, a Bayesian approach grounded in intensity models is formulated, offering a tool to enhance the accuracy of the geocoding process. The validation is assessed on a dam in the black forest in Germany, characterised by a very specific structure. The second part of this thesis is focused on the feasibility of using GB-SAR systems for long-term geodetic monitoring of large structures. A first assessment is made by testing large temporal baselines between acquisitions for epoch-wise monitoring. Due to large displacements, the phase unwrapping can not recover all the information. An improvement is made by adapting the geometry of the signal processing with the principal component analysis. The main case study consists of several campaigns from different stations at Enguri Dam in Georgia. The consistency of the estimated displacement map is assessed by comparing it to a numerical model calibrated on the plumblines data. It exhibits a strong agreement between the two results and comforts the usage of GB-SAR for epoch-wise monitoring, as it can measure several thousand points on the dam. It also exhibits the possibility of detecting local anomalies in the numerical model. Finally, the instrument has been installed for continuous monitoring for over two years at Enguri Dam. An adequate flowchart is developed to eliminate the drift happening with classical interferometric algorithms to achieve the accuracy required for geodetic monitoring. The analysis of the obtained time series confirms a very plausible result with classical parametric models of dam deformations. Moreover, the results of this processing strategy are also confronted with the numerical model and demonstrate a high consistency. The final comforting result is the comparison of the GB-SAR time series with the output from four GNSS stations installed on the dam crest. The developed algorithms and methods increase the capabilities of the GB-SAR for dam monitoring in different configurations. It can be a valuable and precious supplement to other classical sensors for long-term geodetic observation purposes as well as short-term monitoring in cases of particular dam operations

    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

    A review of differentiable digital signal processing for music and speech synthesis

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    The term “differentiable digital signal processing” describes a family of techniques in which loss function gradients are backpropagated through digital signal processors, facilitating their integration into neural networks. This article surveys the literature on differentiable audio signal processing, focusing on its use in music and speech synthesis. We catalogue applications to tasks including music performance rendering, sound matching, and voice transformation, discussing the motivations for and implications of the use of this methodology. This is accompanied by an overview of digital signal processing operations that have been implemented differentiably, which is further supported by a web book containing practical advice on differentiable synthesiser programming (https://intro2ddsp.github.io/). Finally, we highlight open challenges, including optimisation pathologies, robustness to real-world conditions, and design trade-offs, and discuss directions for future research

    Graduate Catalog of Studies, 2023-2024

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    Towards Neuromorphic Gradient Descent: Exact Gradients and Low-Variance Online Estimates for Spiking Neural Networks

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    Spiking Neural Networks (SNNs) are biologically-plausible models that can run on low-powered non-Von Neumann neuromorphic hardware, positioning them as promising alternatives to conventional Deep Neural Networks (DNNs) for energy-efficient edge computing and robotics. Over the past few years, the Gradient Descent (GD) and Error Backpropagation (BP) algorithms used in DNNs have inspired various training methods for SNNs. However, the non-local and the reverse nature of BP, combined with the inherent non-differentiability of spikes, represent fundamental obstacles to computing gradients with SNNs directly on neuromorphic hardware. Therefore, novel approaches are required to overcome the limitations of GD and BP and enable online gradient computation on neuromorphic hardware. In this thesis, I address the limitations of GD and BP with SNNs by proposing three algorithms. First, I extend a recent method that computes exact gradients with temporally-coded SNNs by relaxing the firing constraint of temporal coding and allowing multiple spikes per neuron. My proposed method generalizes the computation of exact gradients with SNNs and enhances the tradeoffs between performance and various other aspects of spiking neurons. Next, I introduce a novel alternative to BP that computes low-variance gradient estimates in a local and online manner. Compared to other alternatives to BP, the proposed method demonstrates an improved convergence rate and increased performance with DNNs. Finally, I combine these two methods and propose an algorithm that estimates gradients with SNNs in a manner that is compatible with the constraints of neuromorphic hardware. My empirical results demonstrate the effectiveness of the resulting algorithm in training SNNs without performing BP

    Natural and Technological Hazards in Urban Areas

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    Natural hazard events and technological accidents are separate causes of environmental impacts. Natural hazards are physical phenomena active in geological times, whereas technological hazards result from actions or facilities created by humans. In our time, combined natural and man-made hazards have been induced. Overpopulation and urban development in areas prone to natural hazards increase the impact of natural disasters worldwide. Additionally, urban areas are frequently characterized by intense industrial activity and rapid, poorly planned growth that threatens the environment and degrades the quality of life. Therefore, proper urban planning is crucial to minimize fatalities and reduce the environmental and economic impacts that accompany both natural and technological hazardous events

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Neural Architecture Search for Image Segmentation and Classification

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    Deep learning (DL) is a class of machine learning algorithms that relies on deep neural networks (DNNs) for computations. Unlike traditional machine learning algorithms, DL can learn from raw data directly and effectively. Hence, DL has been successfully applied to tackle many real-world problems. When applying DL to a given problem, the primary task is designing the optimum DNN. This task relies heavily on human expertise, is time-consuming, and requires many trial-and-error experiments. This thesis aims to automate the laborious task of designing the optimum DNN by exploring the neural architecture search (NAS) approach. Here, we propose two new NAS algorithms for two real-world problems: pedestrian lane detection for assistive navigation and hyperspectral image segmentation for biosecurity scanning. Additionally, we also introduce a new dataset-agnostic predictor of neural network performance, which can be used to speed-up NAS algorithms that require the evaluation of candidate DNNs
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