Evolving integrated multi-model framework for on line multiple time series prediction

Time series prediction has been extensively researched in both the statistical and computational intelligence literature with robust methods being developed that can be applied across any given application domain. A much less researched problem is multiple time series prediction where the objective is to simultaneously forecast the values of multiple variables which interact with each other in time varying amounts continuously over time. In this paper we describe the use of a novel Integrated Multi-Model Framework (IMMF) that combined models developed at three di erent levels of data granularity, namely the Global, Local and Transductive models to perform multiple time series prediction. The IMMF is implemented by training a neural network to assign relative weights to predictions from the models at the three di erent levels of data granularity. Our experimental results indicate that IMMF signi cantly outperforms well established methods of time series prediction when applied to the multiple time series prediction problem

Information methods for predicting risk and outcome of stroke

Stroke is a major cause of disability and mortality in most economically developed countries. It is the second leading cause of death worldwide (after cancer and heart disease) [55.1, 2] and a major cause of disability in adults in developed countries [55.3]. Personalized modeling is an emerging effective computational approach, which has been applied to various disciplines, such as in personalized drug design, ecology, business, and crime prevention; it has recently become more prominent in biomedical applications. Biomedical data on stroke risk factors and prognostic data are available in a large volume, but the data are complex and often difficult to apply to a specific person. Individualizing stroke risk prediction and prognosis will allow patients to focus on risk factors specific to them, thereby reducing their stroke risk and managing stroke outcomes more effectively. This chapter reviews various methods–conventional statistical methods and computational intelligent modeling methods for predicting risk and outcome of stroke

Dynamic Interaction Networks in modelling and predicting the behaviour of multiple interactive stock markets

The behaviour of multiple stock markets can be described within the framework of complex dynamic systems. A representative technique of the framework is the dynamic interaction network (DIN), recently developed in the bioinformatics domain. DINs are capable of modelling dynamic interactions between genes and predicting their future expressions. In this paper, we adopt a DIN approach to extract and model interactions between stock markets. The network is further able to learn online and updates incrementally with the unfolding of the stock market time-series. The approach is applied to a case study involving 10 market indexes in the Asia Pacific region. The results show that the DIN model reveals important and complex dynamic relationships between stock markets, demonstrating the ability of complex dynamic systems approaches to go beyond the scope of traditional statistical methods

To examine urban open space

Thesis (B.Sc)--University of Hong Kong, 2007.Includes bibliographical references (p. 129-136).published_or_final_versio

String pattern recognition using evolving spiking neural networks and quantum inspired particle swarm optimization

This paper proposes a novel method for string pattern recognition using an Evolving Spiking Neural Network (ESNN) with Quantum-inspired Particle Swarm Optimization (QiPSO). This study reveals an interesting concept of QiPSO by representing information as binary structures. The mechanism optimizes the ESNN parameters and relevant features using the wrapper approach simultaneously. The N-gram kernel is used to map Reuters string datasets into high dimensional feature matrix which acts as an input to the proposed method. The results show promising string classification results as well as satisfactory QiPSO performance in obtaining the best combination of ESNN parameters and in identifying the most relevant features

Personalised modelling with spiking neural networks integrating temporal and static information.

This paper proposes a new personalised prognostic/diagnostic system that supports classification, prediction and pattern recognition when both static and dynamic/spatiotemporal features are presented in a dataset. The system is based on a proposed clustering method (named d2WKNN) for optimal selection of neighbouring samples to an individual with respect to the integration of both static (vector-based) and temporal individual data. The most relevant samples to an individual are selected to train a Personalised Spiking Neural Network (PSNN) that learns from sets of streaming data to capture the space and time association patterns. The generated time-dependant patterns resulted in a higher accuracy of classification/prediction (80% to 93%) when compared with global modelling and conventional methods. In addition, the PSNN models can support interpretability by creating personalised profiling of an individual. This contributes to a better understanding of the interactions between features. Therefore, an end-user can comprehend what interactions in the model have led to a certain decision (outcome). The proposed PSNN model is an analytical tool, applicable to several real-life health applications, where different data domains describe a person's health condition. The system was applied to two case studies: (1) classification of spatiotemporal neuroimaging data for the investigation of individual response to treatment and (2) prediction of risk of stroke with respect to temporal environmental data. For both datasets, besides the temporal data, static health data were also available. The hyper-parameters of the proposed system, including the PSNN models and the d2WKNN clustering parameters, are optimised for each individual

Spiking neural network modelling approach reveals how mindfulness training rewires the brain

There has been substantial interest in Mindfulness Training (MT) to understand how it can benefit healthy individuals as well as people with a broad range of health conditions. Research has begun to delineate associated changes in brain function. However, whether measures of brain function can be used to identify individuals who are more likely to respond to MT remains unclear. The present study applies a recently developed brain-inspired Spiking Neural Network (SNN) model to electroencephalography (EEG) data to provide novel insight into: i) brain function in depression; ii) the effect of MT on depressed and non-depressed individuals; and iii) neurobiological characteristics of depressed individuals who respond to mindfulness. Resting state EEG was recorded from before and after a 6 week MT programme in 18 participants. Based on self-report, 3 groups were formed: non-depressed (ND), depressed before but not after MT (responsive, D+) and depressed both before and after MT (unresponsive, D-). The proposed SNN, which utilises a standard brain-template, was used to model EEG data and assess connectivity, as indicated by activation levels across scalp regions (frontal, frontocentral, temporal, centroparietal and occipitoparietal), at baseline and follow-up. Results suggest an increase in activation following MT that was site-specific as a function of the group. Greater initial activation levels were seen in ND compared to depressed groups, and this difference was maintained at frontal and occipitoparietal regions following MT. At baseline, D+ had great activation than D-. Following MT, frontocentral and temporal activation reached ND levels in D+ but remained low in D-. Findings support the SNN approach in distinguishing brain states associated with depression and responsiveness to MT. The results also demonstrated that the SNN approach can be used to predict the effect of mindfulness on an individual basis before it is even applied