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

Circadian patterns of Wikipedia editorial activity: A demographic analysis

Wikipedia (WP) as a collaborative, dynamical system of humans is an appropriate subject of social studies. Each single action of the members of this society, i.e. editors, is well recorded and accessible. Using the cumulative data of 34 Wikipedias in different languages, we try to characterize and find the universalities and differences in temporal activity patterns of editors. Based on this data, we estimate the geographical distribution of editors for each WP in the globe. Furthermore we also clarify the differences among different groups of WPs, which originate in the variance of cultural and social features of the communities of editors

Monitoring network optimisation for spatial data classification using support vector machines

The paper presents a novel method for monitoring network optimisation, based on a recent machine learning technique known as support vector machine. It is problem-oriented in the sense that it directly answers the question of whether the advised spatial location is important for the classification model. The method can be used to increase the accuracy of classification models by taking a small number of additional measurements. Traditionally, network optimisation is performed by means of the analysis of the kriging variances. The comparison of the method with the traditional approach is presented on a real case study with climate data

Applying machine learning methods to avalanche forecasting

Avalanche forecasting is a complex process involving the assimilation of multiple data sources to make predictions over varying spatial and temporal resolutions. Numerically assisted forecasting often uses nearest neighbour methods (NN), which are known to have limitations when dealing with high dimensional data. We apply Support Vector Machines to a dataset from Lochaber, Scotland to assess their applicability in avalanche forecasting. Support Vector Machines (SVMs) belong to a family of theoretically based techniques from machine learning and are designed to deal with high dimensional data. Initial experiments showed that SVMs gave results which were comparable with NN for categorical and probabilistic forecasts. Experiments utilising the ability of SVMs to deal with high dimensionality in producing a spatial forecast show promise, but require further work

Kernel-based mapping of orographic rainfall enhancement in the Swiss Alps as detected by weatherradar

In this paper, we develop a data-driven methodology to characterize the likelihood of orographic precipitation enhancement using sequences of weather radar images and a digital elevation model (DEM). Geographical locations with topographic characteristics favorable to enforce repeatable and persistent orographic precipitation such as stationary cells, upslope rainfall enhancement, and repeated convective initiation are detected by analyzing the spatial distribution of a set of precipitation cells extracted from radar imagery. Topographic features such as terrain convexity and gradients computed from the DEM at multiple spatial scales as well as velocity fields estimated from sequences of weather radar images are used as explanatory factors to describe the occurrence of localized precipitation enhancement. The latter is represented as a binary process by defining a threshold on the number of cell occurrences at particular locations. Both two-class and one-class support vector machine classifiers are tested to separate the presumed orographic cells from the nonorographic ones in the space of contributing topographic and flow features. Site-based validation is carried out to estimate realistic generalization skills of the obtained spatial prediction models. Due to the high class separability, the decision function of the classifiers can be interpreted as a likelihood or susceptibility of orographic precipitation enhancement. The developed approach can serve as a basis for refining radar-based quantitative precipitation estimates and short-term forecasts or for generating stochastic precipitation ensembles conditioned on the local topography