803 research outputs found

    Multivariate Modeling of Quasar Variability with an Attention-based Variational Autoencoder

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    This thesis applied HeTVAE, an attention-based VAE neural network capable of multivariate modeling of time series, to a dataset of several thousand multi-band AGN light curves from ZTF and was one of the first attempts to use a neural network to harness the stochastic light curves in their multivariate form. Whereas standard models of AGN variability make prior assumptions, HeTVAE uses no prior knowledge and is able to learn the data distribution in a regularized latent space, reading semantic information via its up-to-date self-supervised training regimen. We have successfully created a dataset class for preprocessing the irregular multivariate time series and in order to interface with the quasi-off-the-shelf network more conveniently. Also, we have trained several different model iterations using one, two or all three of the filter dimensions from ZTF on Durham’s NCC compute cluster, while configuring useful hyper parameter choices to work robustly for the astronomical dataset. In the network's training, we employed the Adam optimizer with a reduce-on-plateau learning rate schedule and a KL-annealing schedule optimize the VAE’s performance. In experimenting, we show how the VAE has learned the data distribution of the light curves by generating simulated light curves and its interpretability by visualizing attention scores and by visualizing the way the light curves are distributed along the continuous latent space using PCA. We show it orders the light curves across a smooth gradient from those those that have both low amplitude short-term variation and high amplitude long-term variation, to those with little variability, to those with both short-term and long-term high-amplitude variation in the condensed space. We also use PCA to display a potential filtering algorithm that enables parsing through large datasets in an intuitive way and present some of the pitfalls of algorithmic bias in anomaly detection. Finally, we fine-tuned the structurally correct but imprecise multivariate interpolations output by HeTVAE to three objects to show how they could improve constraints on time-delay estimates in the context of reverberation mapping for the relatively poor-cadenced ZTF data. In short, HeTVAE's use cases are ranged and it is a step in the right direction as far as being able to help organize and process the millions of AGN light curves incoming from Vera C. Rubin Observatory’s Legacy Survey of Space and Time in their full 6 optical broadband filter multivariate form

    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

    UMSL Bulletin 2023-2024

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    The 2023-2024 Bulletin and Course Catalog for the University of Missouri St. Louis.https://irl.umsl.edu/bulletin/1088/thumbnail.jp

    Multidisciplinary perspectives on Artificial Intelligence and the law

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    This open access book presents an interdisciplinary, multi-authored, edited collection of chapters on Artificial Intelligence (‘AI’) and the Law. AI technology has come to play a central role in the modern data economy. Through a combination of increased computing power, the growing availability of data and the advancement of algorithms, AI has now become an umbrella term for some of the most transformational technological breakthroughs of this age. The importance of AI stems from both the opportunities that it offers and the challenges that it entails. While AI applications hold the promise of economic growth and efficiency gains, they also create significant risks and uncertainty. The potential and perils of AI have thus come to dominate modern discussions of technology and ethics – and although AI was initially allowed to largely develop without guidelines or rules, few would deny that the law is set to play a fundamental role in shaping the future of AI. As the debate over AI is far from over, the need for rigorous analysis has never been greater. This book thus brings together contributors from different fields and backgrounds to explore how the law might provide answers to some of the most pressing questions raised by AI. An outcome of the Católica Research Centre for the Future of Law and its interdisciplinary working group on Law and Artificial Intelligence, it includes contributions by leading scholars in the fields of technology, ethics and the law.info:eu-repo/semantics/publishedVersio

    UMSL Bulletin 2022-2023

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    The 2022-2023 Bulletin and Course Catalog for the University of Missouri St. Louis.https://irl.umsl.edu/bulletin/1087/thumbnail.jp

    Investigating the Effects of Network Dynamics on Quality of Delivery Prediction and Monitoring for Video Delivery Networks

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    Video streaming over the Internet requires an optimized delivery system given the advances in network architecture, for example, Software Defined Networks. Machine Learning (ML) models have been deployed in an attempt to predict the quality of the video streams. Some of these efforts have considered the prediction of Quality of Delivery (QoD) metrics of the video stream in an effort to measure the quality of the video stream from the network perspective. In most cases, these models have either treated the ML algorithms as black-boxes or failed to capture the network dynamics of the associated video streams. This PhD investigates the effects of network dynamics in QoD prediction using ML techniques. The hypothesis that this thesis investigates is that ML techniques that model the underlying network dynamics achieve accurate QoD and video quality predictions and measurements. The thesis results demonstrate that the proposed techniques offer performance gains over approaches that fail to consider network dynamics. This thesis results highlight that adopting the correct model by modelling the dynamics of the network infrastructure is crucial to the accuracy of the ML predictions. These results are significant as they demonstrate that improved performance is achieved at no additional computational or storage cost. These techniques can help the network manager, data center operatives and video service providers take proactive and corrective actions for improved network efficiency and effectiveness

    Adaptive vehicular networking with Deep Learning

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    Vehicular networks have been identified as a key enabler for future smart traffic applications aiming to improve on-road safety, increase road traffic efficiency, or provide advanced infotainment services to improve on-board comfort. However, the requirements of smart traffic applications also place demands on vehicular networks’ quality in terms of high data rates, low latency, and reliability, while simultaneously meeting the challenges of sustainability, green network development goals and energy efficiency. The advances in vehicular communication technologies combined with the peculiar characteristics of vehicular networks have brought challenges to traditional networking solutions designed around fixed parameters using complex mathematical optimisation. These challenges necessitate greater intelligence to be embedded in vehicular networks to realise adaptive network optimisation. As such, one promising solution is the use of Machine Learning (ML) algorithms to extract hidden patterns from collected data thus formulating adaptive network optimisation solutions with strong generalisation capabilities. In this thesis, an overview of the underlying technologies, applications, and characteristics of vehicular networks is presented, followed by the motivation of using ML and a general introduction of ML background. Additionally, a literature review of ML applications in vehicular networks is also presented drawing on the state-of-the-art of ML technology adoption. Three key challenging research topics have been identified centred around network optimisation and ML deployment aspects. The first research question and contribution focus on mobile Handover (HO) optimisation as vehicles pass between base stations; a Deep Reinforcement Learning (DRL) handover algorithm is proposed and evaluated against the currently deployed method. Simulation results suggest that the proposed algorithm can guarantee optimal HO decision in a realistic simulation setup. The second contribution explores distributed radio resource management optimisation. Two versions of a Federated Learning (FL) enhanced DRL algorithm are proposed and evaluated against other state-of-the-art ML solutions. Simulation results suggest that the proposed solution outperformed other benchmarks in overall resource utilisation efficiency, especially in generalisation scenarios. The third contribution looks at energy efficiency optimisation on the network side considering a backdrop of sustainability and green networking. A cell switching algorithm was developed based on a Graph Neural Network (GNN) model and the proposed energy efficiency scheme is able to achieve almost 95% of the metric normalised energy efficiency compared against the “ideal” optimal energy efficiency benchmark and is capable of being applied in many more general network configurations compared with the state-of-the-art ML benchmark

    Machine learning for the sustainable energy transition: a data-driven perspective along the value chain from manufacturing to energy conversion

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    According to the special report Global Warming of 1.5 °C of the IPCC, climate action is not only necessary but more than ever urgent. The world is witnessing rising sea levels, heat waves, events of flooding, droughts, and desertification resulting in the loss of lives and damage to livelihoods, especially in countries of the Global South. To mitigate climate change and commit to the Paris agreement, it is of the uttermost importance to reduce greenhouse gas emissions coming from the most emitting sector, namely the energy sector. To this end, large-scale penetration of renewable energy systems into the energy market is crucial for the energy transition toward a sustainable future by replacing fossil fuels and improving access to energy with socio-economic benefits. With the advent of Industry 4.0, Internet of Things technologies have been increasingly applied to the energy sector introducing the concept of smart grid or, more in general, Internet of Energy. These paradigms are steering the energy sector towards more efficient, reliable, flexible, resilient, safe, and sustainable solutions with huge environmental and social potential benefits. To realize these concepts, new information technologies are required, and among the most promising possibilities are Artificial Intelligence and Machine Learning which in many countries have already revolutionized the energy industry. This thesis presents different Machine Learning algorithms and methods for the implementation of new strategies to make renewable energy systems more efficient and reliable. It presents various learning algorithms, highlighting their advantages and limits, and evaluating their application for different tasks in the energy context. In addition, different techniques are presented for the preprocessing and cleaning of time series, nowadays collected by sensor networks mounted on every renewable energy system. With the possibility to install large numbers of sensors that collect vast amounts of time series, it is vital to detect and remove irrelevant, redundant, or noisy features, and alleviate the curse of dimensionality, thus improving the interpretability of predictive models, speeding up their learning process, and enhancing their generalization properties. Therefore, this thesis discussed the importance of dimensionality reduction in sensor networks mounted on renewable energy systems and, to this end, presents two novel unsupervised algorithms. The first approach maps time series in the network domain through visibility graphs and uses a community detection algorithm to identify clusters of similar time series and select representative parameters. This method can group both homogeneous and heterogeneous physical parameters, even when related to different functional areas of a system. The second approach proposes the Combined Predictive Power Score, a method for feature selection with a multivariate formulation that explores multiple sub-sets of expanding variables and identifies the combination of features with the highest predictive power over specified target variables. This method proposes a selection algorithm for the optimal combination of variables that converges to the smallest set of predictors with the highest predictive power. Once the combination of variables is identified, the most relevant parameters in a sensor network can be selected to perform dimensionality reduction. Data-driven methods open the possibility to support strategic decision-making, resulting in a reduction of Operation & Maintenance costs, machine faults, repair stops, and spare parts inventory size. Therefore, this thesis presents two approaches in the context of predictive maintenance to improve the lifetime and efficiency of the equipment, based on anomaly detection algorithms. The first approach proposes an anomaly detection model based on Principal Component Analysis that is robust to false alarms, can isolate anomalous conditions, and can anticipate equipment failures. The second approach has at its core a neural architecture, namely a Graph Convolutional Autoencoder, which models the sensor network as a dynamical functional graph by simultaneously considering the information content of individual sensor measurements (graph node features) and the nonlinear correlations existing between all pairs of sensors (graph edges). The proposed neural architecture can capture hidden anomalies even when the turbine continues to deliver the power requested by the grid and can anticipate equipment failures. Since the model is unsupervised and completely data-driven, this approach can be applied to any wind turbine equipped with a SCADA system. When it comes to renewable energies, the unschedulable uncertainty due to their intermittent nature represents an obstacle to the reliability and stability of energy grids, especially when dealing with large-scale integration. Nevertheless, these challenges can be alleviated if the natural sources or the power output of renewable energy systems can be forecasted accurately, allowing power system operators to plan optimal power management strategies to balance the dispatch between intermittent power generations and the load demand. To this end, this thesis proposes a multi-modal spatio-temporal neural network for multi-horizon wind power forecasting. In particular, the model combines high-resolution Numerical Weather Prediction forecast maps with turbine-level SCADA data and explores how meteorological variables on different spatial scales together with the turbines' internal operating conditions impact wind power forecasts. The world is undergoing a third energy transition with the main goal to tackle global climate change through decarbonization of the energy supply and consumption patterns. This is not only possible thanks to global cooperation and agreements between parties, power generation systems advancements, and Internet of Things and Artificial Intelligence technologies but also necessary to prevent the severe and irreversible consequences of climate change that are threatening life on the planet as we know it. This thesis is intended as a reference for researchers that want to contribute to the sustainable energy transition and are approaching the field of Artificial Intelligence in the context of renewable energy systems

    Radio frequency communication and fault detection for railway signalling

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    The continuous and swift progression of both wireless and wired communication technologies in today's world owes its success to the foundational systems established earlier. These systems serve as the building blocks that enable the enhancement of services to cater to evolving requirements. Studying the vulnerabilities of previously designed systems and their current usage leads to the development of new communication technologies replacing the old ones such as GSM-R in the railway field. The current industrial research has a specific focus on finding an appropriate telecommunication solution for railway communications that will replace the GSM-R standard which will be switched off in the next years. Various standardization organizations are currently exploring and designing a radiofrequency technology based standard solution to serve railway communications in the form of FRMCS (Future Railway Mobile Communication System) to substitute the current GSM-R. Bearing on this topic, the primary strategic objective of the research is to assess the feasibility to leverage on the current public network technologies such as LTE to cater to mission and safety critical communication for low density lines. The research aims to identify the constraints, define a service level agreement with telecom operators, and establish the necessary implementations to make the system as reliable as possible over an open and public network, while considering safety and cybersecurity aspects. The LTE infrastructure would be utilized to transmit the vital data for the communication of a railway system and to gather and transmit all the field measurements to the control room for maintenance purposes. Given the significance of maintenance activities in the railway sector, the ongoing research includes the implementation of a machine learning algorithm to detect railway equipment faults, reducing time and human analysis errors due to the large volume of measurements from the field

    BDS GNSS for Earth Observation

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    For millennia, human communities have wondered about the possibility of observing phenomena in their surroundings, and in particular those affecting the Earth on which they live. More generally, it can be conceptually defined as Earth observation (EO) and is the collection of information about the biological, chemical and physical systems of planet Earth. It can be undertaken through sensors in direct contact with the ground or airborne platforms (such as weather balloons and stations) or remote-sensing technologies. However, the definition of EO has only become significant in the last 50 years, since it has been possible to send artificial satellites out of Earth’s orbit. Referring strictly to civil applications, satellites of this type were initially designed to provide satellite images; later, their purpose expanded to include the study of information on land characteristics, growing vegetation, crops, and environmental pollution. The data collected are used for several purposes, including the identification of natural resources and the production of accurate cartography. Satellite observations can cover the land, the atmosphere, and the oceans. Remote-sensing satellites may be equipped with passive instrumentation such as infrared or cameras for imaging the visible or active instrumentation such as radar. Generally, such satellites are non-geostationary satellites, i.e., they move at a certain speed along orbits inclined with respect to the Earth’s equatorial plane, often in polar orbit, at low or medium altitude, Low Earth Orbit (LEO) and Medium Earth Orbit (MEO), thus covering the entire Earth’s surface in a certain scan time (properly called ’temporal resolution’), i.e., in a certain number of orbits around the Earth. The first remote-sensing satellites were the American NASA/USGS Landsat Program; subsequently, the European: ENVISAT (ENVironmental SATellite), ERS (European Remote-Sensing satellite), RapidEye, the French SPOT (Satellite Pour l’Observation de laTerre), and the Canadian RADARSAT satellites were launched. The IKONOS, QuickBird, and GeoEye-1 satellites were dedicated to cartography. The WorldView-1 and WorldView-2 satellites and the COSMO-SkyMed system are more recent. The latest generation are the low payloads called Small Satellites, e.g., the Chinese BuFeng-1 and Fengyun-3 series. Also, Global Navigation Satellite Systems (GNSSs) have captured the attention of researchers worldwide for a multitude of Earth monitoring and exploration applications. On the other hand, over the past 40 years, GNSSs have become an essential part of many human activities. As is widely noted, there are currently four fully operational GNSSs; two of these were developed for military purposes (American NAVstar GPS and Russian GLONASS), whilst two others were developed for civil purposes such as the Chinese BeiDou satellite navigation system (BDS) and the European Galileo. In addition, many other regional GNSSs, such as the South Korean Regional Positioning System (KPS), the Japanese quasi-zenital satellite system (QZSS), and the Indian Regional Navigation Satellite System (IRNSS/NavIC), will become available in the next few years, which will have enormous potential for scientific applications and geomatics professionals. In addition to their traditional role of providing global positioning, navigation, and timing (PNT) information, GNSS navigation signals are now being used in new and innovative ways. Across the globe, new fields of scientific study are opening up to examine how signals can provide information about the characteristics of the atmosphere and even the surfaces from which they are reflected before being collected by a receiver. EO researchers monitor global environmental systems using in situ and remote monitoring tools. Their findings provide tools to support decision makers in various areas of interest, from security to the natural environment. GNSS signals are considered an important new source of information because they are a free, real-time, and globally available resource for the EO community
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