3,624 research outputs found
Financial time series prediction using spiking neural networks
In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments. © 2014 Reid et al
Comparison between random forests, artificial neural networks and gradient boosted machines methods of on-line vis-NIR spectroscopy measurements of soil total nitrogen and total carbon
Accurate and detailed spatial soil information about within-field variability is essential for variable-rate applications of farm resources. Soil total nitrogen (TN) and total carbon (TC) are important fertility parameters that can be measured with on-line (mobile) visible and near infrared (vis-NIR) spectroscopy. This study compares the performance of local farm scale calibrations with those based on the spiking of selected local samples from both fields into an European dataset for TN and TC estimation using three modelling techniques, namely gradient boosted machines (GBM), artificial neural networks (ANNs) and random forests (RF). The on-line measurements were carried out using a mobile, fiber type, vis-NIR spectrophotometer (305-2200 nm) (AgroSpec from tec5, Germany), during which soil spectra were recorded in diffuse reflectance mode from two fields in the UK. After spectra pre-processing, the entire datasets were then divided into calibration (75%) and prediction (25%) sets, and calibration models for TN and TC were developed using GBM, ANN and RF with leave-one-out cross-validation. Results of cross-validation showed that the effect of spiking of local samples collected from a field into an European dataset when combined with RF has resulted in the highest coefficients of determination (R-2) values of 0.97 and 0.98, the lowest root mean square error (RMSE) of 0.01% and 0.10%, and the highest residual prediction deviations (RPD) of 5.58 and 7.54, for TN and TC, respectively. Results for laboratory and on-line predictions generally followed the same trend as for cross-validation in one field, where the spiked European dataset-based RF calibration models outperformed the corresponding GBM and ANN models. In the second field ANN has replaced RF in being the best performing. However, the local field calibrations provided lower R-2 and RPD in most cases. Therefore, from a cost-effective point of view, it is recommended to adopt the spiked European dataset-based RF/ANN calibration models for successful prediction of TN and TC under on-line measurement conditions
Deep Neural Networks - A Brief History
Introduction to deep neural networks and their history.Comment: 14 pages, 14 figure
Demonstrating Advantages of Neuromorphic Computation: A Pilot Study
Neuromorphic devices represent an attempt to mimic aspects of the brain's
architecture and dynamics with the aim of replicating its hallmark functional
capabilities in terms of computational power, robust learning and energy
efficiency. We employ a single-chip prototype of the BrainScaleS 2 neuromorphic
system to implement a proof-of-concept demonstration of reward-modulated
spike-timing-dependent plasticity in a spiking network that learns to play the
Pong video game by smooth pursuit. This system combines an electronic
mixed-signal substrate for emulating neuron and synapse dynamics with an
embedded digital processor for on-chip learning, which in this work also serves
to simulate the virtual environment and learning agent. The analog emulation of
neuronal membrane dynamics enables a 1000-fold acceleration with respect to
biological real-time, with the entire chip operating on a power budget of 57mW.
Compared to an equivalent simulation using state-of-the-art software, the
on-chip emulation is at least one order of magnitude faster and three orders of
magnitude more energy-efficient. We demonstrate how on-chip learning can
mitigate the effects of fixed-pattern noise, which is unavoidable in analog
substrates, while making use of temporal variability for action exploration.
Learning compensates imperfections of the physical substrate, as manifested in
neuronal parameter variability, by adapting synaptic weights to match
respective excitability of individual neurons.Comment: Added measurements with noise in NEST simulation, add notice about
journal publication. Frontiers in Neuromorphic Engineering (2019
- …