Interest rates mapping

The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Geostatistical models and machine learning algorithms (multilayer perceptron and Support Vector Machines) were applied to produce interest rate maps. IR maps can be used for the visualisation and patterns perception purposes, to develop and to explore economical hypotheses, to produce dynamic asses-liability simulations and for the financial risk assessments. The feasibility of an application of interest rates mapping approach for the IRC forecasting is considered as well.Comment: 8 pages, 8 figures. Presented at Applications of Physics in Financial Analysis conference (APFA6), Lisbon, Portugal, 200

Data-driven topo-climatic mapping with machine learning methods

Automatic environmental monitoring networks enforced by wireless communication technologies provide large and ever increasing volumes of data nowadays. The use of this information in natural hazard research is an important issue. Particularly useful for risk assessment and decision making are the spatial maps of hazard-related parameters produced from point observations and available auxiliary information. The purpose of this article is to present and explore the appropriate tools to process large amounts of available data and produce predictions at fine spatial scales. These are the algorithms of machine learning, which are aimed at non-parametric robust modelling of non-linear dependencies from empirical data. The computational efficiency of the data-driven methods allows producing the prediction maps in real time which makes them superior to physical models for the operational use in risk assessment and mitigation. Particularly, this situation encounters in spatial prediction of climatic variables (topo-climatic mapping). In complex topographies of the mountainous regions, the meteorological processes are highly influenced by the relief. The article shows how these relations, possibly regionalized and non-linear, can be modelled from data using the information from digital elevation models. The particular illustration of the developed methodology concerns the mapping of temperatures (including the situations of Föhn and temperature inversion) given the measurements taken from the Swiss meteorological monitoring network. The range of the methods used in the study includes data-driven feature selection, support vector algorithms and artificial neural network

Multi-scale support vector algorithms for hot spot detection and modelling

The algorithmic approach to data modelling has developed rapidly these last years, in particular methods based on data mining and machine learning have been used in a growing number of applications. These methods follow a data-driven methodology, aiming at providing the best possible generalization and predictive abilities instead of concentrating on the properties of the data model. One of the most successful groups of such methods is known as Support Vector algorithms. Following the fruitful developments in applying Support Vector algorithms to spatial data, this paper introduces a new extension of the traditional support vector regression (SVR) algorithm. This extension allows for the simultaneous modelling of environmental data at several spatial scales. The joint influence of environmental processes presenting different patterns at different scales is here learned automatically from data, providing the optimum mixture of short and large-scale models. The method is adaptive to the spatial scale of the data. With this advantage, it can provide efficient means to model local anomalies that may typically arise in situations at an early phase of an environmental emergency. However, the proposed approach still requires some prior knowledge on the possible existence of such short-scale patterns. This is a possible limitation of the method for its implementation in early warning systems. The purpose of this paper is to present the multi-scale SVR model and to illustrate its use with an application to the mapping of Cs137 activity given the measurements taken in the region of Briansk following the Chernobyl accident

Local spatial regression models : a comparative analysis on soil contamination

Spatial data analysis focuses on both attribute and locational information. Local analyses deal with differences across space whereas global analyses deal with similarities across space. This paper addresses an experimental comparative study to analyse the spatial data by some weighted local regression models. Five local regression models have been developed and their estimation capacities have been evaluated. The experimental studies showed that integration of objective function based fuzzy clustering to geostatistics provides some accurate and general models structures. In particular, the estimation performance of the model established by combining the extended fuzzy clustering algorithm and standard regional dependence function is higher than that of the other regression models. Finally, it could be suggested that the hybrid regression models developed by combining soft computing and geostatistics could be used in spatial data analysis

Positively selected amino acid replacements within the RuBisCO enzyme of oak trees are associated with ecological adaptations

Phylogenetic analysis by maximum likelihood (PAML) has become the standard approach to study positive selection at the molecular level, but other methods may provide complementary ways to identify amino acid replacements associated with particular conditions. Here, we compare results of the decision tree (DT) model method with ones of PAML using the key photosynthetic enzyme RuBisCO as a model system to study molecular adaptation to particular ecological conditions in oaks (Quercus). We sequenced the chloroplast rbcL gene encoding RuBisCO large subunit in 158 Quercus species, covering about a third of the global genus diversity. It has been hypothesized that RuBisCO has evolved differentially depending on the environmental conditions and leaf traits governing internal gas diffusion patterns. Here, we show, using PAML, that amino acid replacements at the residue positions 95, 145, 251, 262 and 328 of the RuBisCO large subunit have been the subject of positive selection along particular Quercus lineages associated with the leaf traits and climate characteristics. In parallel, the DT model identified amino acid replacements at sites 95, 219, 262 and 328 being associated with the leaf traits and climate characteristics, exhibiting partial overlap with the results obtained using PAML