Machine learning approaches to complex time series

It has been noted that there are numerous similarities between the behaviour of chaotic and stochastic systems. The theoretical links between chaotic and stochastic systems are investigated based on the evolution of the density of dynamics and an equivalency relationship based on the invariant measure of an ergodic system. It is shown that for simple chaotic systems an equivalent stochastic model can be analytically derived when the initial position in state space is only known to a limited precision. Based on this a new methodology for the modelling of complex nonlinear time series displaying chaotic behaviour with stochastic models is proposed. This consists of using a stochastic model to learn the evolution of the density of the dynamics of the chaotic system by estimating initial and transitional density functions directly from a time series. A number of models utilising this methodology are proposed, based on Markov chains and hidden Markov models. These are implemented and their performance and characteristics compared using computer simulation with several standard techniques

Models and analysis of vocal emissions for biomedical applications

This book of Proceedings collects the papers presented at the 3rd International Workshop on Models and Analysis of Vocal Emissions for Biomedical Applications, MAVEBA 2003, held 10-12 December 2003, Firenze, Italy. The workshop is organised every two years, and aims to stimulate contacts between specialists active in research and industrial developments, in the area of voice analysis for biomedical applications. The scope of the Workshop includes all aspects of voice modelling and analysis, ranging from fundamental research to all kinds of biomedical applications and related established and advanced technologies

Mathematical and Numerical Aspects of Dynamical System Analysis

From Preface: This is the fourteenth time when the conference “Dynamical Systems: Theory and Applications” gathers a numerous group of outstanding scientists and engineers, who deal with widely understood problems of theoretical and applied dynamics. Organization of the conference would not have been possible without a great effort of the staff of the Department of Automation, Biomechanics and Mechatronics. The patronage over the conference has been taken by the Committee of Mechanics of the Polish Academy of Sciences and Ministry of Science and Higher Education of Poland. It is a great pleasure that our invitation has been accepted by recording in the history of our conference number of people, including good colleagues and friends as well as a large group of researchers and scientists, who decided to participate in the conference for the first time. With proud and satisfaction we welcomed over 180 persons from 31 countries all over the world. They decided to share the results of their research and many years experiences in a discipline of dynamical systems by submitting many very interesting papers. This year, the DSTA Conference Proceedings were split into three volumes entitled “Dynamical Systems” with respective subtitles: Vibration, Control and Stability of Dynamical Systems; Mathematical and Numerical Aspects of Dynamical System Analysis and Engineering Dynamics and Life Sciences. Additionally, there will be also published two volumes of Springer Proceedings in Mathematics and Statistics entitled “Dynamical Systems in Theoretical Perspective” and “Dynamical Systems in Applications”

Reservoir computing based on delay-dynamical systems

Today, except for mathematical operations, our brain functions much faster and more efficient than any supercomputer. It is precisely this form of information processing in neural networks that inspires researchers to create systems that mimic the brain’s information processing capabilities. In this thesis we propose a novel approach to implement these alternative computer architectures, based on delayed feedback. We show that one single nonlinear node with delayed feedback can replace a large network of nonlinear nodes. First we numerically investigate the architecture and performance of delayed feedback systems as information processing units. Then we elaborate on electronic and opto-electronic implementations of the concept. Next to evaluating their performance for standard benchmarks, we also study task independent properties of the system, extracting information on how to further improve the initial scheme. Finally, some simple modifications are suggested, yielding improvements in terms of speed or performanc

34th Midwest Symposium on Circuits and Systems-Final Program

Organized by the Naval Postgraduate School Monterey California. Cosponsored by the IEEE Circuits and Systems Society. Symposium Organizing Committee: General Chairman-Sherif Michael, Technical Program-Roberto Cristi, Publications-Michael Soderstrand, Special Sessions- Charles W. Therrien, Publicity: Jeffrey Burl, Finance: Ralph Hippenstiel, and Local Arrangements: Barbara Cristi

Modelling, Monitoring, Control and Optimization for Complex Industrial Processes

This reprint includes 22 research papers and an editorial, collected from the Special Issue "Modelling, Monitoring, Control and Optimization for Complex Industrial Processes", highlighting recent research advances and emerging research directions in complex industrial processes. This reprint aims to promote the research field and benefit the readers from both academic communities and industrial sectors

Dynamics of biologically informed neural mass models of the brain

This book contributes to the development and analysis of computational models that help brain function to be understood. The mean activity of a brain area is mathematically modeled in such a way as to strike a balance between tractability and biological plausibility. Neural mass models (NMM) are used to describe switching between qualitatively different regimes (such as those due to pharmacological interventions, epilepsy, sleep, or context-induced state changes), and to explain resonance phenomena in a photic driving experiment. The description of varying states in an ordered sequence gives a principle scheme for the modeling of complex phenomena on multiple time scales. The NMM is matched to the photic driving experiment routinely applied in the diagnosis of such diseases as epilepsy, migraine, schizophrenia and depression. The model reproduces the clinically relevant entrainment effect and predictions are made for improving the experimental setting.Die vorliegende Arbeit stellt einen Beitrag zur Entwicklung und Analyse von Computermodellen zum Verständnis von Hirnfunktionen dar. Es wird die mittlere Aktivität eines Hirnareals analytisch einfach und dabei biologisch plausibel modelliert. Auf Grundlage eines Neuronalen Massenmodells (NMM) werden die Wechsel zwischen Oszillationsregimen (z.B. durch pharmakologisch, epilepsie-, schlaf- oder kontextbedingte Zustandsänderungen) als geordnete Folge beschrieben und Resonanzphänomene in einem Photic-Driving-Experiment erklärt. Dieses NMM kann sehr komplexe Dynamiken (z.B. Chaos) innerhalb biologisch plausibler Parameterbereiche hervorbringen. Um das Verhalten abzuschätzen, wird das NMM als Funktion konstanter Eingangsgrößen und charakteristischer Zeitenkonstanten vollständig auf Bifurkationen untersucht und klassifiziert. Dies ermöglicht die Beschreibung wechselnder Regime als geordnete Folge durch spezifische Eingangstrajektorien. Es wird ein Prinzip vorgestellt, um komplexe Phänomene durch Prozesse verschiedener Zeitskalen darzustellen. Da aufgrund rhythmischer Stimuli und der intrinsischen Rhythmen von Neuronenverbänden die Eingangsgrößen häufig periodisch sind, wird das Verhalten des NMM als Funktion der Intensität und Frequenz einer periodischen Stimulation mittels der zugehörigen Lyapunov-Spektren und der Zeitreihen charakterisiert. Auf der Basis der größten Lyapunov-Exponenten wird das NMM mit dem Photic-Driving-Experiment überein gebracht. Dieses Experiment findet routinemäßige Anwendung in der Diagnostik verschiedener Erkrankungen wie Epilepsie, Migräne, Schizophrenie und Depression. Durch die Anwendung des vorgestellten NMM wird der für die Diagnostik entscheidende Mitnahmeeffekt reproduziert und es werden Vorhersagen für eine Verbesserung der Indikation getroffen

Modeling diversity by strange attractors with application to temporal pattern recognition

This thesis belongs to the general discipline of establishing black-box models from real-word data, more precisely, from measured time-series. This is an old subject and a large amount of papers and books has been written about it. The main difficulty is to express the diversity of data that has essentially the same origin without creating confusion with data that has a different origin. Normally, the diversity of time-series is modeled by a stochastic process, such as filtered white noise. Often, it is reasonable to assume that the time series is generated by a deterministic dynamical system rather than a stochastic process. In this case, the diversity of the data is expressed by the variability of the parameters of the dynamical system. The parameter variability itself is then, once again, modeled by a stochastic process. In both cases the diversity is generated by some form of exogenous noise. In this thesis a further step has been taken. A single chaotic dynamical system is used to model the data and their diversity. Indeed, a chaotic system produces a whole family of trajectories that are different but nonetheless very similar. It is believed that chaotic dynamics not only are a convenient means to represent diversity but that in many cases the origin of diversity stems actually from chaotic dynamic. Since the approach of this thesis explores completely new grounds the most suitable kind of data is considered, namely approximately periodic signals. In nature such time-series are rather common, in particular the physiological signal of living beings, such as the electrocardiograms (ECG), parts of speech signals, electroencephalograms (EEG), etc. Since there are strong arguments in favor of the chaotic nature of these signals, they appear to be the best candidates for modeling diversity by chaos. It should be stressed however, that the modeling approach pursued in this thesis is thought to be quite general and not limited to signals produced by chaotic dynamics in nature. The intended application of the modeling effort in this thesis is temporal signal classification. The reason for this is twofold. Firstly, classification is one of the basic building block of any cognitive system. Secondly, the recently studied phenomenon of synchronization of chaotic systems suggests a way to test a signal against its chaotic model. The essential content of this work can now be formulated as follows. Thesis: The diversity of approximately periodic signals found in nature can be modeled by means of chaotic dynamics. This kind of modeling technique, together with selective properties of the synchronization of chaotic systems, can be exploited for pattern recognition purposes. This Thesis is advocated by means of the following five points. Models of randomness (Chapter 2) It is argued that the randomness observed in nature is not necessarily the result of exogenous noise, but it could be endogenally generated by deterministic chaotic dynamics. The diversity of real signals is compared with signals produced by the most common chaotic systems. Qualitative resonance (Chapter 3) The behavior of chaotic systems forced by periodic or approximately periodic input signals is studied theoretically and by numerical simulation. It is observed that the chaotic system "locks" approximately to an input signal that is related to its internal chaotic dynamic. In contrast to this, its chaotic behavior is reinforced when the input signal has nothing to do with its internal dynamics. This new phenomenon is called "qualitative resonance". Modeling and recognizing (Chapter 4) In this chapter qualitative resonance is used for pattern recognition. The core of the method is a chaotic dynamical system that is able to reproduce the class of time-series that is to be recognized. This model is excited in a suitable way by an input signal such that qualitative resonance is realized. This means that if the input signal belongs to the modeled class of time-series, the system approximately "locks" into it. If not, the trajectory of the system and the input signal remain unrelated. Automated design of the recognizer (Chapters 5 and 6) For the kind of signals considered in this thesis a systematic design method of the recognizer is presented. The model used is a system of Lur'e type, i.e. a model where the linear dynamic and nonlinear static part are separated. The identification of the model parameters from the given data proceed iteratively, adapting in turn the linear and the nonlinear part. Thus, the difficult nonlinear dynamical system identification task is decomposed into the easier problems of linear dynamical and nonlinear static system identification. The way to apply the approximately periodic input signal in order to realize qualitative resonance is chosen with the help of periodic control theory. Validation (Chapter 7) The pattern recognition method has been validated on the following examples — A synthetic example — Laboratory measurement from Colpitts oscillator — ECG — EEG — Vowels of a speech signals In the first four cases a binary classification and in the last example a classification with five classes was performed. To the best of the knowledge of the author the recognition method is original. Chaotic systems have been already used to produce pseudo-noise and to model signal diversity. Also, parameter identification of chaotic systems has been already carried out. However, the direct establishment of the model from the given data and its subsequent use for classification based on the phenomenon of qualitative resonance is entirely new

Engineering Education and Research Using MATLAB

MATLAB is a software package used primarily in the field of engineering for signal processing, numerical data analysis, modeling, programming, simulation, and computer graphic visualization. In the last few years, it has become widely accepted as an efficient tool, and, therefore, its use has significantly increased in scientific communities and academic institutions. This book consists of 20 chapters presenting research works using MATLAB tools. Chapters include techniques for programming and developing Graphical User Interfaces (GUIs), dynamic systems, electric machines, signal and image processing, power electronics, mixed signal circuits, genetic programming, digital watermarking, control systems, time-series regression modeling, and artificial neural networks

Engineering Dynamics and Life Sciences

From Preface: This is the fourteenth time when the conference “Dynamical Systems: Theory and Applications” gathers a numerous group of outstanding scientists and engineers, who deal with widely understood problems of theoretical and applied dynamics. Organization of the conference would not have been possible without a great effort of the staff of the Department of Automation, Biomechanics and Mechatronics. The patronage over the conference has been taken by the Committee of Mechanics of the Polish Academy of Sciences and Ministry of Science and Higher Education of Poland. It is a great pleasure that our invitation has been accepted by recording in the history of our conference number of people, including good colleagues and friends as well as a large group of researchers and scientists, who decided to participate in the conference for the first time. With proud and satisfaction we welcomed over 180 persons from 31 countries all over the world. They decided to share the results of their research and many years experiences in a discipline of dynamical systems by submitting many very interesting papers. This year, the DSTA Conference Proceedings were split into three volumes entitled “Dynamical Systems” with respective subtitles: Vibration, Control and Stability of Dynamical Systems; Mathematical and Numerical Aspects of Dynamical System Analysis and Engineering Dynamics and Life Sciences. Additionally, there will be also published two volumes of Springer Proceedings in Mathematics and Statistics entitled “Dynamical Systems in Theoretical Perspective” and “Dynamical Systems in Applications”