Exploiting Nonlinear Recurrence and Fractal Scaling Properties for Voice Disorder Detection

Background: Voice disorders affect patients profoundly, and acoustic tools can potentially measure voice function objectively. Disordered sustained vowels exhibit wide-ranging phenomena, from nearly periodic to highly complex, aperiodic vibrations, and increased "breathiness". Modelling and surrogate data studies have shown significant nonlinear and non-Gaussian random properties in these sounds. Nonetheless, existing tools are limited to analysing voices displaying near periodicity, and do not account for this inherent biophysical nonlinearity and non-Gaussian randomness, often using linear signal processing methods insensitive to these properties. They do not directly measure the two main biophysical symptoms of disorder: complex nonlinear aperiodicity, and turbulent, aeroacoustic, non-Gaussian randomness. Often these tools cannot be applied to more severe disordered voices, limiting their clinical usefulness.

Methods: This paper introduces two new tools to speech analysis: recurrence and fractal scaling, which overcome the range limitations of existing tools by addressing directly these two symptoms of disorder, together reproducing a "hoarseness" diagram. A simple bootstrapped classifier then uses these two features to distinguish normal from disordered voices.

Results: On a large database of subjects with a wide variety of voice disorders, these new techniques can distinguish normal from disordered cases, using quadratic discriminant analysis, to overall correct classification performance of 91.8% plus or minus 2.0%. The true positive classification performance is 95.4% plus or minus 3.2%, and the true negative performance is 91.5% plus or minus 2.3% (95% confidence). This is shown to outperform all combinations of the most popular classical tools.

Conclusions: Given the very large number of arbitrary parameters and computational complexity of existing techniques, these new techniques are far simpler and yet achieve clinically useful classification performance using only a basic classification technique. They do so by exploiting the inherent nonlinearity and turbulent randomness in disordered voice signals. They are widely applicable to the whole range of disordered voice phenomena by design. These new measures could therefore be used for a variety of practical clinical purposes.
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Forecasting high waters at Venice Lagoon using chaotic time series analisys and nonlinear neural netwoks

Time series analysis using nonlinear dynamics systems theory and multilayer neural networks models have been applied to the time sequence of water level data recorded every hour at 'Punta della Salute' from Venice Lagoon during the years 1980-1994. The first method is based on the reconstruction of the state space attractor using time delay embedding vectors and on the characterisation of invariant properties which define its dynamics. The results suggest the existence of a low dimensional chaotic attractor with a Lyapunov dimension, DL, of around 6.6 and a predictability between 8 and 13 hours ahead. Furthermore, once the attractor has been reconstructed it is possible to make predictions by mapping local-neighbourhood to local-neighbourhood in the reconstructed phase space. To compare the prediction results with another nonlinear method, two nonlinear autoregressive models (NAR) based on multilayer feedforward neural networks have been developed. From the study, it can be observed that nonlinear forecasting produces adequate results for the 'normal' dynamic behaviour of the water level of Venice Lagoon, outperforming linear algorithms, however, both methods fail to forecast the 'high water' phenomenon more than 2-3 hours ahead.Publicad

Nonlinear processing of non-Gaussian stochastic and chaotic deterministic time series

It is often assumed that interference or noise signals are Gaussian stochastic processes. Gaussian noise models are appealing as they usually result in noise suppression algorithms that are simple: i.e. linear and closed form. However, such linear techniques may be sub-optimal when the noise process is either a non-Gaussian stochastic process or a chaotic deterministic process. In the event of encountering such noise processes, improvements in noise suppression, relative to the performance of linear methods, may be achievable using nonlinear signal processing techniques. The application of interest for this thesis is maritime surveillance radar, where the main source of interference, termed sea clutter, is widely accepted to be a non-Gaussian stochastic process at high resolutions and/or at low grazing angles. However, evidence has been presented during the last decade which suggests that sea clutter may be better modelled as a chaotic deterministic process. While the debate over which model is more suitable continues, this thesis investigates whether nonlinear processing techniques can be used to improve the performance of maritime surveillance radar, relative to the performance achievable using linear techniques. Linear and nonlinear prediction of chaotic signals, sea clutter data sets, and stochastic surrogate clutter data sets is carried out. Volterra series filter networks and radial basis function networks are used to implement nonlinear predictors. A novel structure for a forward-backward nonlinear predictor, using a radial basis function network, is presented. Prediction results provide evidence to support the view that sea clutter is better modelled as a stochastic process, rather than as a chaotic process. The clutter data sets are shown to have linear predictor functions. Linear and nonlinear predictors are used as the basis of target detection algorithms. The performance of these predictor-detectors, against backgrounds of sea clutter data and against a background of chaotic noise data is evaluated. The detection results show that linear predictor-detectors perform as well as, or better than, nonlinear predictor-detectors against the non-Gaussian clutter backgrounds considered in this thesis, whilst the reverse is true for a background of chaotic noise. An existing, nonlinear inverse, noise cancellation technique, referred to as Broomhead’s filtering technique in this thesis, is re-investigated using a sine wave corrupted by broadband chaotic noise. It is demonstrated that significant improvements can be obtained using this nonlinear inverse technique, relative to results obtained using linear alternatives, despite recent work which suggested otherwise. A novel bandstop filtering approach is applied to Broomhead’s filtering method, which allows the technique to be applied to the cancellation of signals with a band of interest greater than that of a sine wave. This modified Broomhead filtering technique is shown to cancel broadband chaotic noise from a narrowband Gaussian signal better than alternative linear methods. The modified Broomhead filtering technique is shown to only perform as well as, o

Financial predictions using intelligent systems

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis presents a collection of practical techniques for analysing various market properties in order to design advanced self-evolving trading systems based on neural networks combined with a genetic algorithm optimisation approach. Nonlinear multivariate statistical models have gained increasing importance in financial time series analysis, as it is very hard to fmd statistically significant market inefficiencies using standard linear modes. Nonlinear models capture more of the underlying dynamics of these high dimensional noisy systems than traditional models, whilst at the same time making fewer restrictive assumptions about them. These adaptive trading systems can extract information about associated time varying processes that may not be readily captured by traditional models. In order to characterise the fmancial time series in terms of its dynamic nature, this research employs various methods such as fractal analysis, chaos theory and dynamical recurrence analysis. These techniques are used for evaluating whether markets are stochastic and deterministic or nonlinear and chaotic, and to discover regularities that are completely hidden in these time series and not detectable using conventional analysis. Particular emphasis is placed on examining the feasibility of prediction in fmancial time series and the analysis of extreme market events. The market's fractal structure and log-periodic oscillations, typical of periods before extreme events occur, are revealed through recurrence plots. Recurrence qualification analysis indicated a strong presence of structure, recurrence and determinism in the fmancial time series studied. Crucial fmancial time series transition periods were also detected. This research performs several tests on a large number of US and European stocks using methodologies inspired by both fundamental analysis and technical trading rules. Results from the tests show that profitable trading models utilising advanced nonlinear trading systems can be created after accounting for realistic transaction costs. The return achieved by applying the trading model to a portfolio of real price series differs significantly from that achieved by applying it to a randomly generated price series. In some cases, these models are compared against simpler alternative approaches to ensure that there is an added value in the use of these more complex models. The superior performance of multivariate nonlinear models is also demonstrated. The long-short trading strategies performed well in both bull and bear markets, as well as in a sideways market, showing a great degree of flexibility and adjustability to changing market conditions. Empirical evidence shows that information is not instantly incorporated into market pnces and supports the claim that the fmancial time series studied, for the periods analysed, are not entirely random. This research clearly shows that equity markets are partially inefficient and do not behave along lines dictated by the efficient market hypothesis

Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach

In non-linear system identification, the available observed data are conventionally partitioned into two parts: the training data that are used for model identification and the test data that are used for model performance testing. This sort of 'hold-out' or 'split-sample' data partitioning method is convenient and the associated model identification procedure is in general easy to implement. The resultant model obtained from such a once-partitioned single training dataset, however, may occasionally lack robustness and generalisation to represent future unseen data, because the performance of the identified model may be highly dependent on how the data partition is made. To overcome the drawback of the hold-out data partitioning method, this study presents a new random subsampling and multifold modelling (RSMM) approach to produce less biased or preferably unbiased models. The basic idea and the associated procedure are as follows. First, generate K training datasets (and also K validation datasets), using a K-fold random subsampling method. Secondly, detect significant model terms and identify a common model structure that fits all the K datasets using a new proposed common model selection approach, called the multiple orthogonal search algorithm. Finally, estimate and refine the model parameters for the identified common-structured model using a multifold parameter estimation method. The proposed method can produce robust models with better generalisation performance

An Investigation of nonlinear speech synthesis and pitch modification techniques

Speech synthesis technology plays an important role in many aspects of man–machine interaction, particularly in telephony applications. In order to be widely accepted, the synthesised speech quality should be as human–like as possible. This thesis investigates novel techniques for the speech signal generation stage in a speech synthesiser, based on concepts from nonlinear dynamical theory. It focuses on natural–sounding synthesis for voiced speech, coupled with the ability to generate the sound at the required pitch. The one–dimensional voiced speech time–domain signals are embedded into an appropriate higher dimensional space, using Takens’ method of delays. These reconstructed state space representations have approximately the same dynamical properties as the original speech generating system and are thus effective models. A new technique for marking epoch points in voiced speech that operates in the state space domain is proposed. Using the fact that one revolution of the state space representation is equal to one pitch period, pitch synchronous points can be found using a Poincar´e map. Evidently the epoch pulses are pitch synchronous and therefore can be marked. The same state space representation is also used in a locally–linear speech synthesiser. This models the nonlinear dynamics of the speech signal by a series of local approximations, using the original signal as a template. The synthesised speech is natural–sounding because, rather than simply copying the original data, the technique makes use of the local dynamics to create a new, unique signal trajectory. Pitch modification within this synthesis structure is also investigated, with an attempt made to exploit the ˇ Silnikov–type orbit of voiced speech state space reconstructions. However, this technique is found to be incompatible with the locally–linear modelling technique, leaving the pitch modification issue unresolved. A different modelling strategy, using a radial basis function neural network to model the state space dynamics, is then considered. This produces a parametric model of the speech sound. Synthesised speech is obtained by connecting a delayed version of the network output back to the input via a global feedback loop. The network then synthesises speech in a free–running manner. Stability of the output is ensured by using regularisation theory when learning the weights. Complexity is also kept to a minimum because the network centres are fixed on a data–independent hyper–lattice, so only the linear–in–the–parameters weights need to be learnt for each vowel realisation. Pitch modification is again investigated, based around the idea of interpolating the weight vector between different realisations of the same vowel, but at differing pitch values. However modelling the inter–pitch weight vector variations is very difficult, indicating that further study of pitch modification techniques is required before a complete nonlinear synthesiser can be implemented

Experimental data-driven reduced-order modeling of nonlinear vertical sloshing for aeroelastic analyses

This thesis focuses specifically on the study of nonlinear sloshing effects caused by large tank motions in a direction perpendicular to the free liquid surface with emphasis on aeronautical applications. Sloshing is a phenomenon that typically occurs in aircraft tanks as they are subjected to loads caused by gusts, turbulence and landing impacts. This type of sloshing leads to a noticeable increase in overall structural damping, yet it is generally not modeled in the design phase of modern aircraft. The identification and study of such dissipative effects may enable the development of less conservative aircraft configurations in the future, allowing for increasingly lighter structures and reduced environmental impact. The present thesis proposes a combined experimental and numerical approach aimed at obtaining reduced-order models for vertical sloshing, to be subsequently integrated into aeroelastic modeling and applications for the assessment of their effects on overall performance. An experimental campaign is first carried out to characterise the nonlinear dissipative behaviour of vertical sloshing for different filling levels. Specifically, a controlled electrodynamic shaker is employed to provide vertical displacement by means of sine-sweep excitation. By exploiting vertical harmonic motion, it is shown how the frequency and amplitude of the imposed excitation significantly influence the dissipative capabilities of the sloshing liquid. The same experiment is used to create a database - with an acquisition phase that considers vertical sloshing as an isolated system - to build a neural-network-based reduced-order model. The dynamics to be modeled is considered as a black box process, leading to the identification of a surrogate model driven only by input/output signals, regardless the knowledge of the internal dynamics. In order to assess the capability of the identified reduced order model for sloshing, the same tank used to generate the training data is mounted at the free end of a cantilever beam to create a new experimental setup in which a fluid-structure interaction scenario is expected. Indeed, this experiment provides experimental data for the validation of the identified dynamic model by comparison with numerical data. The comparison is carried out using a dynamic virtual simulation model corresponding to the experiment, in which the numerical model of the beam interacts with the reduced-order model simulating the sloshing dynamics. Finally, the experimentally validated reduced-order model is used in two different aeroelastic applications - wing prototype and flying wing model - to finally predict the dissipative effects induced by vertical sloshing on the aeroelastic response. Aeroelastic response analyses under pre- and post-critical conditions showed how the vertical sloshing dynamics helps to alleviate the dynamic loads due to severe gusts while providing limit cycle oscillation beyond the flutter margin