The development of hybrid intelligent systems for technical analysis based equivolume charting

This dissertation proposes the development of a hybrid intelligent system applied to technical analysis based equivolume charting for stock trading. A Neuro-Fuzzy based Genetic Algorithms (NF-GA) system of the Volume Adjusted Moving Average (VAMA) membership functions is introduced to evaluate the effectiveness of using a hybrid intelligent system that integrates neural networks, fuzzy logic, and genetic algorithms techniques for increasing the efficiency of technical analysis based equivolume charting for trading stocks --Introduction, page 1

A Pervasive Computational Intelligence based Cognitive Security Co-design Framework for Hype-connected Embedded Industrial IoT

The amplified connectivity of routine IoT entities can expose various security trajectories for cybercriminals to execute malevolent attacks. These dangers are even amplified by the source limitations and heterogeneity of low-budget IoT/IIoT nodes, which create existing multitude-centered and fixed perimeter-oriented security tools inappropriate for vibrant IoT settings. The offered emulation assessment exemplifies the remunerations of implementing context aware co-design oriented cognitive security method in assimilated IIoT settings and delivers exciting understandings in the strategy execution to drive forthcoming study. The innovative features of our system is in its capability to get by with irregular system connectivity as well as node limitations in terms of scares computational ability, limited buffer (at edge node), and finite energy. Based on real-time analytical data, projected scheme select the paramount probable end-to-end security system possibility that ties with an agreed set of node constraints. The paper achieves its goals by recognizing some gaps in the security explicit to node subclass that is vital to our system’s operations

Exploring variability in medical imaging

Although recent successes of deep learning and novel machine learning techniques improved the perfor- mance of classification and (anomaly) detection in computer vision problems, the application of these methods in medical imaging pipeline remains a very challenging task. One of the main reasons for this is the amount of variability that is encountered and encapsulated in human anatomy and subsequently reflected in medical images. This fundamental factor impacts most stages in modern medical imaging processing pipelines. Variability of human anatomy makes it virtually impossible to build large datasets for each disease with labels and annotation for fully supervised machine learning. An efficient way to cope with this is to try and learn only from normal samples. Such data is much easier to collect. A case study of such an automatic anomaly detection system based on normative learning is presented in this work. We present a framework for detecting fetal cardiac anomalies during ultrasound screening using generative models, which are trained only utilising normal/healthy subjects. However, despite the significant improvement in automatic abnormality detection systems, clinical routine continues to rely exclusively on the contribution of overburdened medical experts to diagnosis and localise abnormalities. Integrating human expert knowledge into the medical imaging processing pipeline entails uncertainty which is mainly correlated with inter-observer variability. From the per- spective of building an automated medical imaging system, it is still an open issue, to what extent this kind of variability and the resulting uncertainty are introduced during the training of a model and how it affects the final performance of the task. Consequently, it is very important to explore the effect of inter-observer variability both, on the reliable estimation of model’s uncertainty, as well as on the model’s performance in a specific machine learning task. A thorough investigation of this issue is presented in this work by leveraging automated estimates for machine learning model uncertainty, inter-observer variability and segmentation task performance in lung CT scan images. Finally, a presentation of an overview of the existing anomaly detection methods in medical imaging was attempted. This state-of-the-art survey includes both conventional pattern recognition methods and deep learning based methods. It is one of the first literature surveys attempted in the specific research area.Open Acces

Forecasting monthly airline passenger numbers with small datasets using feature engineering and a modified principal component analysis

In this study, a machine learning approach based on time series models, different feature engineering, feature extraction, and feature derivation is proposed to improve air passenger forecasting. Different types of datasets were created to extract new features from the core data. An experiment was undertaken with artificial neural networks to test the performance of neurons in the hidden layer, to optimise the dimensions of all layers and to obtain an optimal choice of connection weights – thus the nonlinear optimisation problem could be solved directly. A method of tuning deep learning models using H2O (which is a feature-rich, open source machine learning platform known for its R and Spark integration and its ease of use) is also proposed, where the trained network model is built from samples of selected features from the dataset in order to ensure diversity of the samples and to improve training. A successful application of deep learning requires setting numerous parameters in order to achieve greater model accuracy. The number of hidden layers and the number of neurons, are key parameters in each layer of such a network. Hyper-parameter, grid search, and random hyper-parameter approaches aid in setting these important parameters. Moreover, a new ensemble strategy is suggested that shows potential to optimise parameter settings and hence save more computational resources throughout the tuning process of the models. The main objective, besides improving the performance metric, is to obtain a distribution on some hold-out datasets that resemble the original distribution of the training data. Particular attention is focused on creating a modified version of Principal Component Analysis (PCA) using a different correlation matrix – obtained by a different correlation coefficient based on kinetic energy to derive new features. The data were collected from several airline datasets to build a deep prediction model for forecasting airline passenger numbers. Preliminary experiments show that fine-tuning provides an efficient approach for tuning the ultimate number of hidden layers and the number of neurons in each layer when compared with the grid search method. Similarly, the results show that the modified version of PCA is more effective in data dimension reduction, classes reparability, and classification accuracy than using traditional PCA.</div

Interconnected Services for Time-Series Data Management in Smart Manufacturing Scenarios

xvii, 218 p.The rise of Smart Manufacturing, together with the strategic initiatives carried out worldwide, have promoted its adoption among manufacturers who are increasingly interested in boosting data-driven applications for different purposes, such as product quality control, predictive maintenance of equipment, etc. However, the adoption of these approaches faces diverse technological challenges with regard to the data-related technologies supporting the manufacturing data life-cycle. The main contributions of this dissertation focus on two specific challenges related to the early stages of the manufacturing data life-cycle: an optimized storage of the massive amounts of data captured during the production processes and an efficient pre-processing of them. The first contribution consists in the design and development of a system that facilitates the pre-processing task of the captured time-series data through an automatized approach that helps in the selection of the most adequate pre-processing techniques to apply to each data type. The second contribution is the design and development of a three-level hierarchical architecture for time-series data storage on cloud environments that helps to manage and reduce the required data storage resources (and consequently its associated costs). Moreover, with regard to the later stages, a thirdcontribution is proposed, that leverages advanced data analytics to build an alarm prediction system that allows to conduct a predictive maintenance of equipment by anticipating the activation of different types of alarms that can be produced on a real Smart Manufacturing scenario

Interconnected Services for Time-Series Data Management in Smart Manufacturing Scenarios

xvii, 218 p.The rise of Smart Manufacturing, together with the strategic initiatives carried out worldwide, have promoted its adoption among manufacturers who are increasingly interested in boosting data-driven applications for different purposes, such as product quality control, predictive maintenance of equipment, etc. However, the adoption of these approaches faces diverse technological challenges with regard to the data-related technologies supporting the manufacturing data life-cycle. The main contributions of this dissertation focus on two specific challenges related to the early stages of the manufacturing data life-cycle: an optimized storage of the massive amounts of data captured during the production processes and an efficient pre-processing of them. The first contribution consists in the design and development of a system that facilitates the pre-processing task of the captured time-series data through an automatized approach that helps in the selection of the most adequate pre-processing techniques to apply to each data type. The second contribution is the design and development of a three-level hierarchical architecture for time-series data storage on cloud environments that helps to manage and reduce the required data storage resources (and consequently its associated costs). Moreover, with regard to the later stages, a thirdcontribution is proposed, that leverages advanced data analytics to build an alarm prediction system that allows to conduct a predictive maintenance of equipment by anticipating the activation of different types of alarms that can be produced on a real Smart Manufacturing scenario

Incentive-driven QoS in peer-to-peer overlays

A well known problem in peer-to-peer overlays is that no single entity has control over the software, hardware and configuration of peers. Thus, each peer can selfishly adapt its behaviour to maximise its benefit from the overlay. This thesis is concerned with the modelling and design of incentive mechanisms for QoS-overlays: resource allocation protocols that provide strategic peers with participation incentives, while at the same time optimising the performance of the peer-to-peer distribution overlay. The contributions of this thesis are as follows. First, we present PledgeRoute, a novel contribution accounting system that can be used, along with a set of reciprocity policies, as an incentive mechanism to encourage peers to contribute resources even when users are not actively consuming overlay services. This mechanism uses a decentralised credit network, is resilient to sybil attacks, and allows peers to achieve time and space deferred contribution reciprocity. Then, we present a novel, QoS-aware resource allocation model based on Vickrey auctions that uses PledgeRoute as a substrate. It acts as an incentive mechanism by providing efficient overlay construction, while at the same time allocating increasing service quality to those peers that contribute more to the network. The model is then applied to lagsensitive chunk swarming, and some of its properties are explored for different peer delay distributions. When considering QoS overlays deployed over the best-effort Internet, the quality received by a client cannot be adjudicated completely to either its serving peer or the intervening network between them. By drawing parallels between this situation and well-known hidden action situations in microeconomics, we propose a novel scheme to ensure adherence to advertised QoS levels. We then apply it to delay-sensitive chunk distribution overlays and present the optimal contract payments required, along with a method for QoS contract enforcement through reciprocative strategies. We also present a probabilistic model for application-layer delay as a function of the prevailing network conditions. Finally, we address the incentives of managed overlays, and the prediction of their behaviour. We propose two novel models of multihoming managed overlay incentives in which overlays can freely allocate their traffic flows between different ISPs. One is obtained by optimising an overlay utility function with desired properties, while the other is designed for data-driven least-squares fitting of the cross elasticity of demand. This last model is then used to solve for ISP profit maximisation

Evaluation of optimal solutions in multicriteria models for intelligent decision support

La memoria se enmarca dentro de la optimización y su uso para la toma de decisiones. La secuencia lógica ha sido la modelación, implementación, resolución y validación que conducen a una decisión. Para esto, hemos utilizado herramientas del análisis multicrerio, optimización multiobjetivo y técnicas de inteligencia artificial. El trabajo se ha estructurado en dos partes (divididas en tres capítulos cada una) que se corresponden con la parte teórica y con la parte experimental. En la primera parte se analiza el contexto del campo de estudio con un análisis del marco histórico y posteriormente se dedica un capítulo a la optimización multicriterio en el se recogen modelos conocidos, junto con aportaciones originales de este trabajo. En el tercer capítulo, dedicado a la inteligencia artificial, se presentan los fundamentos del aprendizaje estadístico , las técnicas de aprendizaje automático y de aprendizaje profundo necesarias para las aportaciones en la segunda parte. La segunda parte contiene siete casos reales a los que se han aplicado las técnicas descritas. En el primer capítulo se estudian dos casos: el rendimiento académico de los estudiantes de la Universidad Industrial de Santander (Colombia) y un sistema objetivo para la asignación del premio MVP en la NBA. En el siguiente capítulo se utilizan técnicas de inteligencia artificial a la similitud musical (detección de plagios en Youtube), la predicción del precio de cierre de una empresa en el mercado bursátil de Nueva York y la clasificación automática de señales espaciales acústicas en entornos envolventes. En el último capítulo a la potencia de la inteligencia artificial se le incorporan técnicas de análisis multicriterio para detectar el fracaso escolar universitario de manera precoz (en la Universidad Industrial de Santander) y, para establecer un ranking de modelos de inteligencia artificial de se recurre a métodos multicriterio. Para acabar la memoria, a pesar de que cada capítulo contiene una conclusión parcial, en el capítulo 8 se recogen las principales conclusiones de toda la memoria y una bibliografía bastante exhaustiva de los temas tratados. Además, el trabajo concluye con tres apéndices que contienen los programas y herramientas, que a pesar de ser útiles para la comprensión de la memoria, se ha preferido poner por separado para que los capítulos resulten más fluidos