Pattern recognition algorithm using temporal data

The value of a previously classified image is discussed with the use of spectral and temporal information. A probability theory is presented of a signal X, belonging to class pi sub i

Pattern Recognition in Temporal Data

V této diplomové práci je prvně provedena rešerše v oblasti popisu a analýzy časově proměnných dat. Práce následně uvádí problematiku technické analýzy burzovních grafů, cenových vzorů, indikátorů technické analýzy a metody Pure price action. Na praktickém příkladě dvou reálných obchodů je vysvětlena aplikace metody Pure price action v praxi za účelem vyhledávání a rozpoznávání cenových vzorů, analýzy a predikce dalšího možného vývoje ceny finančního instrumentu. Také je krátce vysvětlen samotný proces úspěšného obchodování. Následně je probráno téma Rozeznávání Vzorů a metoda Učení založené na instancích. V praktické části je pomocí programu MATLAB realizován algoritmus rozeznávání cenového vzoru Korekce pro nákup a prodej v dynamických časových řadách, konkrétně v cenových burzovních grafech, jakými jsou komoditní nebo akciové průběhy cen v závislosti na čase. Pro analýzu časových řad je použita metoda Pure price action. Metoda Učení založené na instancích řeší algoritmus vyhledávání cenových vzorů. Vytvořený algoritmus je ověřen na reálných datech 5-ti minutového úsečkového grafu USA indexu Dow Jones za rok 2006, 2007 a 2008. Dosažená úspěšnost a přesnost predikce je vyhodnocena pomocí Equity křivky.This diploma work initially conduct research in the area of descriptions and analysis of time series. The thesis then proceed to introduce the problems of technical analysis of price charts as well as indicators, price patterns and method of Pure Price Action. The method Pure Price Action is demonstrated in this work in two practical examples of its application to real businesses with a view to discovering and analyzing price patterns, as well as analysis and prediction of future price and financial evolution. This analysis is an introduction to the processes of successful business, following on from this we discuss the theme of Pattern Recognition and the Instance Based Learning method. The practical aspect of this work is carried out with the aid of a MATLAB applied algorithm for the analysis of the price pattern Correction for sale and purchase in dynamic time segments, specifically in trading price graphs, like those used for commodities or stock trading. For the analysis of time series we use the Pure Price Action method. The Instance Based Learning method is used by the algorithm to recognize price patterns. The created algorithm is verified on real data of a 5 minute time series of the US Dow Jones price charts for the years 2006, 2007, 2008. The achieved accuracy is evaluated with the aid of Equity Curves.

A neuro-inspired system for online learning and recognition of parallel spike trains, based on spike latency and heterosynaptic STDP

Humans perform remarkably well in many cognitive tasks including pattern recognition. However, the neuronal mechanisms underlying this process are not well understood. Nevertheless, artificial neural networks, inspired in brain circuits, have been designed and used to tackle spatio-temporal pattern recognition tasks. In this paper we present a multineuronal spike pattern detection structure able to autonomously implement online learning and recognition of parallel spike sequences (i.e., sequences of pulses belonging to different neurons/neural ensembles). The operating principle of this structure is based on two spiking/synaptic neurocomputational characteristics: spike latency, that enables neurons to fire spikes with a certain delay and heterosynaptic plasticity, that allows the own regulation of synaptic weights. From the perspective of the information representation, the structure allows mapping a spatio-temporal stimulus into a multidimensional, temporal, feature space. In this space, the parameter coordinate and the time at which a neuron fires represent one specific feature. In this sense, each feature can be considered to span a single temporal axis. We applied our proposed scheme to experimental data obtained from a motor inhibitory cognitive task. The test exhibits good classification performance, indicating the adequateness of our approach. In addition to its effectiveness, its simplicity and low computational cost suggest a large scale implementation for real time recognition applications in several areas, such as brain computer interface, personal biometrics authentication or early detection of diseases.Comment: Submitted to Frontiers in Neuroscienc

Learning Temporal Contexts and Priming-Preparation Modes for Pattern Recognition

The system presented here is based on neurophysiological and electrophysiological data. It computes three types of increasingly integrated temporal and probability contexts, in a bottom-up mode. To each of these contexts corresponds an increasingly specific top-down priming effect on lower processing stages, mostly pattern recognition and discrimination. Contextual learning of time intervals, events' temporal order or sequential dependencies and events' prior probability results from the delivery of large stimuli sequences. This learning gives rise to emergent properties which closely match the experimental data.Institut national de la santé et de la recherche médicale; Ministère de la Défense Nationale (DGA/DRET 911470/AOOO/DRET/DS/DR); Consejo Nacional de Ciencia y Tecnología (63462

Signal Classification in Quotient Spaces via Globally Optimal Variational Calculus

A ubiquitous problem in pattern recognition is that of matching an observed time-evolving pattern (or signal) to a gold standard in order to recognize or characterize the meaning of a dynamic phenomenon. Examples include matching sequences of images in two videos, matching audio signals in speech recognition, or matching framed trajectories in robot action recognition. This paper shows that all of these problems can be aided by reparameterizing the temporal dependence of each signal individually to a universal standard timescale that allows pointwise comparison at each instance of time. Given two sequences, each with $N$ timesteps, the complexity of the algorithm has a cost of $O(N)$, which is an improvement on the most common method for matching two signals, i.e., dynamic time warping. The core of the approach presented here is that the universal standard timescale is found by solving a variational calculus problem in which the cost functional reflects the amount of change that takes place as measured in the original temporal variable, and then produces a mapping to a new temporal variable in which the amount of change is globally minimized. The result builds on known facts in differential geometry

Adaptive Resonance Theory: Self-Organizing Networks for Stable Learning, Recognition, and Prediction

Adaptive Resonance Theory (ART) is a neural theory of human and primate information processing and of adaptive pattern recognition and prediction for technology. Biological applications to attentive learning of visual recognition categories by inferotemporal cortex and hippocampal system, medial temporal amnesia, corticogeniculate synchronization, auditory streaming, speech recognition, and eye movement control are noted. ARTMAP systems for technology integrate neural networks, fuzzy logic, and expert production systems to carry out both unsupervised and supervised learning. Fast and slow learning are both stable response to large non stationary databases. Match tracking search conjointly maximizes learned compression while minimizing predictive error. Spatial and temporal evidence accumulation improve accuracy in 3-D object recognition. Other applications are noted.Office of Naval Research (N00014-95-I-0657, N00014-95-1-0409, N00014-92-J-1309, N00014-92-J4015); National Science Foundation (IRI-94-1659

Learning to automatically detect features for mobile robots using second-order Hidden Markov Models

In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks) are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T-intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.Comment: 200

A Neural Network Model of Spatio-Temporal Pattern Recognition, Recall and Timing

This paper describes the design of a self~organizing, hierarchical neural network model of unsupervised serial learning. The model learns to recognize, store, and recall sequences of unitized patterns, using either short-term memory (STM) or both STM and long-term memory (LTM) mechanisms. Timing information is learned and recall {both from STM and from LTM) is performed with a learned rhythmical structure. The network, bearing similarities with ART (Carpenter & Grossberg 1987a), learns to map temporal sequences to unitized patterns, which makes it suitable for hierarchical operation. It is therefore capable of self-organizing codes for sequences of sequences. The capacity is only limited by the number of nodes provided. Selected simulation results are reported to illustrate system properties.National Science Foundation (IRI-9024877

Synthesis of neural networks for spatio-temporal spike pattern recognition and processing

The advent of large scale neural computational platforms has highlighted the lack of algorithms for synthesis of neural structures to perform predefined cognitive tasks. The Neural Engineering Framework offers one such synthesis, but it is most effective for a spike rate representation of neural information, and it requires a large number of neurons to implement simple functions. We describe a neural network synthesis method that generates synaptic connectivity for neurons which process time-encoded neural signals, and which makes very sparse use of neurons. The method allows the user to specify, arbitrarily, neuronal characteristics such as axonal and dendritic delays, and synaptic transfer functions, and then solves for the optimal input-output relationship using computed dendritic weights. The method may be used for batch or online learning and has an extremely fast optimization process. We demonstrate its use in generating a network to recognize speech which is sparsely encoded as spike times.Comment: In submission to Frontiers in Neuromorphic Engineerin

A general state-based temporal pattern recognition

Time-series and state-sequences are ubiquitous patterns in temporal logic and are widely used to present temporal data in data mining. Generally speaking, there are three known choices for the time primitive: points, intervals, points and intervals. In this thesis, a formal characterization of time-series and state-sequences is presented for both complete and incomplete situations, where a state-sequence is defined as a list of sequential data validated on the corresponding time-series. In addition, subsequence matching is addressed to associate the state-sequences, where both non-temporal aspects as well as rich temporal aspects including temporal order, temporal duration and temporal gap should be taken into account. Firstly, based on the typed point based time-elements and time-series, a formal characterization of time-series and state-sequences is introduced for both complete and incomplete situations, where a state-sequence is defined as a list of sequential data validated on the corresponding time-series. A time-series is formalized as a tetrad (T, R, Tdur, Tgap), which denotes: the temporal order of time- elements; the temporal relationship between time-elements; the temporal duration of each time-element and the temporal gap between each adjacent pair of time-elements respectively. Secondly, benefiting from the formal characterization of time-series and state-sequences, a general similarity measurement (GSM) that takes into account both non-temporal and rich temporal information, including temporal order as well as temporal duration and temporal gap, is introduced for subsequence matching. This measurement is general enough to subsume most of the popular existing measurements as special cases. In particular, a new conception of temporal common subsequence is proposed. Furthermore, a new LCS-based algorithm named Optimal Temporal Common Subsequence (OTCS), which takes into account rich temporal information, is designed. The experimental results on 6 benchmark datasets demonstrate the effectiveness and robustness of GSM and its new case OTCS. Compared with binary-value distance measurements, GSM can distinguish between the distance caused by different states in the same operation; compared with the real-penalty distance measurements, it can filter out the noise that may push the similarity into abnormal levels. Finally, two case studies are investigated for temporal pattern recognition: basketball zone-defence detection and video copy detection. In the case of basketball zone-defence detection, the computational technique and algorithm for detecting zone-defence patterns from basketball videos is introduced, where the Laplacian Matrix-based algorithm is extended to take into account the effects from zoom and single defender‘s translation in zone-defence graph matching and a set of character-angle based features was proposed to describe the zone-defence graph. The experimental results show that the approach explored is useful in helping the coach of the defensive side check whether the players are keeping to the correct zone-defence strategy, as well as detecting the strategy of the opponent side. It can describe the structure relationship between defender-lines for basketball zone-defence, and has a robust performance in both simulation and real-life applications, especially when disturbances exist. In the case of video copy detection, a framework for subsequence matching is introduced. A hybrid similarity framework addressing both non-temporal and temporal relationships between state-sequences, represented by bipartite graphs, is proposed. The experimental results using real-life video databases demonstrated that the proposed similarity framework is robust to states alignment with different numbers and different values, and various reordering including inversion and crossover