Meteorological time series forecasting with pruned multi-layer perceptron and 2-stage Levenberg-Marquardt method

A Multi-Layer Perceptron (MLP) defines a family of artificial neural networks often used in TS modeling and forecasting. Because of its "black box" aspect, many researchers refuse to use it. Moreover, the optimization (often based on the exhaustive approach where "all" configurations are tested) and learning phases of this artificial intelligence tool (often based on the Levenberg-Marquardt algorithm; LMA) are weaknesses of this approach (exhaustively and local minima). These two tasks must be repeated depending on the knowledge of each new problem studied, making the process, long, laborious and not systematically robust. In this paper a pruning process is proposed. This method allows, during the training phase, to carry out an inputs selecting method activating (or not) inter-nodes connections in order to verify if forecasting is improved. We propose to use iteratively the popular damped least-squares method to activate inputs and neurons. A first pass is applied to 10% of the learning sample to determine weights significantly different from 0 and delete other. Then a classical batch process based on LMA is used with the new MLP. The validation is done using 25 measured meteorological TS and cross-comparing the prediction results of the classical LMA and the 2-stage LMA.Comment: International Journal of Modelling, Identification and Control (2014). arXiv admin note: substantial text overlap with arXiv:1308.194

A comparative study on global wavelet and polynomial models for nonlinear regime-switching systems

A comparative study of wavelet and polynomial models for non-linear Regime-Switching (RS) systems is carried out. RS systems, considered in this study, are a class of severely non-linear systems, which exhibit abrupt changes or dramatic breaks in behaviour, due to RS caused by associated events. Both wavelet and polynomial models are used to describe discontinuous dynamical systems, where it is assumed that no a priori information about the inherent model structure and the relative regime switches of the underlying dynamics is known, but only observed input-output data are available. An Orthogonal Least Squares (OLS) algorithm interfered with by an Error Reduction Ratio (ERR) index and regularised by an Approximate Minimum Description Length (AMDL) criterion, is used to construct parsimonious wavelet and polynomial models. The performance of the resultant wavelet models is compared with that of the relative polynomial models, by inspecting the predictive capability of the associated representations. It is shown from numerical results that wavelet models are superior to polynomial models, in respect of generalisation properties, for describing severely non-linear RS systems

Constructing an overall dynamical model for a system with changing design parameter properties

This study considers the identification problem for a class of non-linear parameter-varying systems associated with the following scenario: the system behaviour depends on some specifically prescribed parameter properties, which are adjustable. To understand the effect of the varying parameters, several different experiments, corresponding to different parameter properties, are carried out and different data sets are collected. The objective is to find, from the available data sets, a common parameter-dependent model structure that best fits the adjustable parameter properties for the underlying system. An efficient Common Model Structure Selection (CMSS) algorithm, called the Extended Forward Orthogonal Regression (EFOR) algorithm, is proposed to select such a common model structure. Two examples are presented to illustrate the application and the effectiveness of the new identification approach

Model structure selection using an integrated forward orthogonal search algorithm assisted by squared correlation and mutual information

Model structure selection plays a key role in non-linear system identification. The first step in non-linear system identification is to determine which model terms should be included in the model. Once significant model terms have been determined, a model selection criterion can then be applied to select a suitable model subset. The well known Orthogonal Least Squares (OLS) type algorithms are one of the most efficient and commonly used techniques for model structure selection. However, it has been observed that the OLS type algorithms may occasionally select incorrect model terms or yield a redundant model subset in the presence of particular noise structures or input signals. A very efficient Integrated Forward Orthogonal Search (IFOS) algorithm, which is assisted by the squared correlation and mutual information, and which incorporates a Generalised Cross-Validation (GCV) criterion and hypothesis tests, is introduced to overcome these limitations in model structure selection

Rapid prototyping flight test environment for autonomous unmanned aerial vehicles

This article was published in the serial, International Journal of Modelling, Identification and Control [© Inderscience Enterprises]. The definitive version is available at: http://inderscience.metapress.com/content/u088807400671504/Test facility is essential for most engineering research activities, from modelling and identification to verification of algorithms/methods and final demonstration. It is well known that flight tests for aerospace vehicles are expensive and quite risky. To overcome this, this paper describes a rapid prototyping platform for autonomous unmanned aerial vehicles (UAV) developed at Loughborough University, where a number of unmanned aerial and ground vehicles can perform various flight and other missions under computer control. Flexibility, maintainability and low expenses are assured by a proper choice of vehicles, sensors and system architecture. Among many other technical challenges, precision navigation of the unmanned vehicles and system integrations of commercial-off-the-shelf components from different vendors with different operational environments are discussed in detail. Matlab/Simulink based software development environment provides a seamless rapid prototyping platform from concept and theoretic developments to numerical simulation and finally flight tests. Finally, two scenarios performed by this test facility are presented to illustrate its capability

Identifying parameters of a broaching design using non-linear optimisation

Broaching is one of the most recognised machining processes that can yield high productivity and high quality when applied properly. One big disadvantage of broaching is that all process parameters, except cutting speed, are built into the broaching tools. Therefore, it is not possible to modify the cutting conditions during the process once the tool is manufactured. Optimal design of broaching tools has a significant impact to increase the productivity and to obtain high quality products. In this paper, an optimisation model for broaching design is presented. The model results in a non-linear non-convex optimisation problem. Analysis of the model structure indicates that the model can be decomposed into smaller problems. The model is applied to a turbine disc broaching problem which is considered as one of the most complex broaching operations

Time-varying parametric modelling and time-dependent spectral characterisation with applications to EEG signals using multi-wavelets

A new time-varying autoregressive (TVAR) modelling approach is proposed for nonstationary signal processing and analysis, with application to EEG data modelling and power spectral estimation. In the new parametric modelling framework, the time-dependent coefficients of the TVAR model are represented using a novel multi-wavelet decomposition scheme. The time-varying modelling problem is then reduced to regression selection and parameter estimation, which can be effectively resolved by using a forward orthogonal regression algorithm. Two examples, one for an artificial signal and another for an EEG signal, are given to show the effectiveness and applicability of the new TVAR modelling method