Feature Extraction Via Multiresolution MODWT Analysis in a Rainfall Forecast System

During 30 years, expert meteorologists have been sampling meteorological measurements directly related to the rainfall event, in order to improve the current forecast procedures. This study performs the Feature Extraction and Feature Selection processes to extract the relevant information in the rainfall event. The Feature Extraction has been performed with a Multiresolution Analysis applying the Maxima OverlapWavelet Transform. The selection of the wavelet decomposition, was obtained applying a Sequential Feature Selection algorithm based on General Regression Neural Networks. In this paper, it is also presented a novel architecture to perform short and medium term weather forecasts based on Neural Networks and time series estimation filters. The preliminary results obtained, present this architecture as a feasible alternative to the current forecast procedures performed by super computer simulation centers

Novel Computationally Intelligent Machine Learning Algorithms for Data Mining and Knowledge Discovery

This thesis addresses three major issues in data mining regarding feature subset selection in large dimensionality domains, plausible reconstruction of incomplete data in cross-sectional applications, and forecasting univariate time series. For the automated selection of an optimal subset of features in real time, we present an improved hybrid algorithm: SAGA. SAGA combines the ability to avoid being trapped in local minima of Simulated Annealing with the very high convergence rate of the crossover operator of Genetic Algorithms, the strong local search ability of greedy algorithms and the high computational efficiency of generalized regression neural networks (GRNN). For imputing missing values and forecasting univariate time series, we propose a homogeneous neural network ensemble. The proposed ensemble consists of a committee of Generalized Regression Neural Networks (GRNNs) trained on different subsets of features generated by SAGA and the predictions of base classifiers are combined by a fusion rule. This approach makes it possible to discover all important interrelations between the values of the target variable and the input features. The proposed ensemble scheme has two innovative features which make it stand out amongst ensemble learning algorithms: (1) the ensemble makeup is optimized automatically by SAGA; and (2) GRNN is used for both base classifiers and the top level combiner classifier. Because of GRNN, the proposed ensemble is a dynamic weighting scheme. This is in contrast to the existing ensemble approaches which belong to the simple voting and static weighting strategy. The basic idea of the dynamic weighting procedure is to give a higher reliability weight to those scenarios that are similar to the new ones. The simulation results demonstrate the validity of the proposed ensemble model