Forecasting the geomagnetic activity of the Dst Index using radial basis function networks

The Dst index is a key parameter which characterises the disturbance of the geomagnetic field in magnetic storms. Modelling of the Dst index is thus very important for the analysis of the geomagnetic field. A data-based modelling approach, aimed at obtaining efficient models based on limited input-output observational data, provides a powerful tool for analysing and forecasting geomagnetic activities including the prediction of the Dst index. Radial basis function (RBF) networks are an important and popular network model for nonlinear system identification and dynamical modelling. A novel generalised multiscale RBF (MSRBF) network is introduced for Dst index modelling. The proposed MSRBF network can easily be converted into a linear-in-the-parameters form and the training of the linear network model can easily be implemented using an orthogonal least squares (OLS) type algorithm. One advantage of the new MSRBF network, compared with traditional single scale RBF networks, is that the new network is more flexible for describing complex nonlinear dynamical systems

Fast and Accurate Algorithm for Eye Localization for Gaze Tracking in Low Resolution Images

Iris centre localization in low-resolution visible images is a challenging problem in computer vision community due to noise, shadows, occlusions, pose variations, eye blinks, etc. This paper proposes an efficient method for determining iris centre in low-resolution images in the visible spectrum. Even low-cost consumer-grade webcams can be used for gaze tracking without any additional hardware. A two-stage algorithm is proposed for iris centre localization. The proposed method uses geometrical characteristics of the eye. In the first stage, a fast convolution based approach is used for obtaining the coarse location of iris centre (IC). The IC location is further refined in the second stage using boundary tracing and ellipse fitting. The algorithm has been evaluated in public databases like BioID, Gi4E and is found to outperform the state of the art methods.Comment: 12 pages, 10 figures, IET Computer Vision, 201

ShakeMe: Key Generation From Shared Motion

Devices equipped with accelerometer sensors such as today's mobile devices can make use of motion to exchange information. A typical example for shared motion is shaking of two devices which are held together in one hand. Deriving a shared secret (key) from shared motion, e.g. for device pairing, is an obvious application for this. Only the keys need to be exchanged between the peers and neither the motion data nor the features extracted from it. This makes the pairing fast and easy. For this, each device generates an information signal (key) independently of each other and, in order to pair, they should be identical. The key is essentially derived by quantizing certain well discriminative features extracted from the accelerometer data after an implicit synchronization. In this paper, we aim at finding a small set of effective features which enable a significantly simpler quantization procedure than the prior art. Our tentative results with authentic accelerometer data show that this is possible with a competent accuracy ($76$%) and key strength (entropy approximately $15$ bits).Comment: The paper is accepted to the 13th IEEE International Conference on Pervasive Intelligence and Computing (PIComp-2015

Ensemble Committees for Stock Return Classification and Prediction

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices with positive or negative returns, and to generate a preferred portfolio allocation on the basis of a learned model. Stocks are characterized by time series data sets consisting of technical variables that reflect market conditions in a previous time interval, which are utilized produce binary classification decisions in subsequent intervals. The learned model is constructed as a committee of random forest classifiers, a non-linear support vector machine classifier, a relevance vector machine classifier, and a constituent ensemble of k-nearest neighbors classifiers. The Global Industry Classification Standard (GICS) is used to explore the ensemble model's efficacy within the context of various fields of investment including Energy, Materials, Financials, and Information Technology. Data from 2006 to 2012, inclusive, are considered, which are chosen for providing a range of market circumstances for evaluating the model. The model is observed to achieve an accuracy of approximately 70% when predicting stock price returns three months in advance.Comment: 15 pages, 4 figures, Neukom Institute Computational Undergraduate Research prize - second plac

Learning Determinantal Point Processes

Determinantal point processes (DPPs), which arise in random matrix theory and quantum physics, are natural models for subset selection problems where diversity is preferred. Among many remarkable properties, DPPs offer tractable algorithms for exact inference, including computing marginal probabilities and sampling; however, an important open question has been how to learn a DPP from labeled training data. In this paper we propose a natural feature-based parameterization of conditional DPPs, and show how it leads to a convex and efficient learning formulation. We analyze the relationship between our model and binary Markov random fields with repulsive potentials, which are qualitatively similar but computationally intractable. Finally, we apply our approach to the task of extractive summarization, where the goal is to choose a small subset of sentences conveying the most important information from a set of documents. In this task there is a fundamental tradeoff between sentences that are highly relevant to the collection as a whole, and sentences that are diverse and not repetitive. Our parameterization allows us to naturally balance these two characteristics. We evaluate our system on data from the DUC 2003/04 multi-document summarization task, achieving state-of-the-art results

Identification of Nonlinear Parameter-Dependent Common-Structured models to accommodate varying experimental conditions and design parameter properties

This study considers the identification problem for a class of nonlinear parameter-varying systems associated with the following scenario: the system behaviour depends on some specifically prescribed parameter properties, which are adjustable. To understand the effect of the varying parameters, several different experiments, corresponding to different parameter properties, are carried out and different data sets are collected. The objective is to find, from the available data sets, a common parameter-dependent model structure that best fits the adjustable parameter properties for the underlying system. An efficient common model structure selection (CMSS) algorithm, called the extended forward orthogonal regression (EFOR) algorithm, is proposed to select such a common model structure. Several examples are presented to illustrate the application and the effectiveness of the new identification approach