144 research outputs found

    Runoff Analysis Using a Deep Neural Network

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    Source: ICHE Conference Archive - https://mdi-de.baw.de/icheArchive

    Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model

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    A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their accuracy is limited. Recently, deep learning methods were proposed to predict stock return in terms of the multi-factor model. Although these methods perform quite well, they have significant disadvantages such as a lack of transparency and limitations in the interpretability of the prediction. It is thus difficult for institutional investors to use black-box-type machine learning techniques in actual investment practice because they should show accountability to their customers. Consequently, the solution we propose is based on LSTM with LRP. Specifically, we extend the linear multi-factor model to be non-linear and time-varying with LSTM. Then, we approximate and linearize the learned LSTM models by LRP. We call this LSTM+LRP model a deep recurrent factor model. Finally, we perform an empirical analysis of the Japanese stock market and show that our recurrent model has better predictive capability than the traditional linear model and fully-connected deep learning methods.Comment: In AAAI-19 Workshop on Network Interpretability for Deep Learnin

    Device-free Indoor WLAN Localization with Distributed Antenna Placement Optimization and Spatially Localized Regression

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    Wireless sensing is a promising technology for future wireless communication networks to realize various application services. Wireless local area network (WLAN)-based localization approaches using channel state information (CSI) have been investigated intensively. Further improvements in detection performance will depend on selecting appropriate feature information and determining the placements of distributed antenna elements. This paper presents a proposal of an enhanced device-free WLAN-based localization scheme with beam-tracing based antenna placement optimization and spatially localized regression, where beam-forming weights (BFWs) are used as feature information for training machine-learning (ML)-based models localized to partitioned areas. By this scheme, the antenna placement at the access point (AP) is determined by solving a combinational optimization problem with beam-tracing between AP and station (STA) without knowing the CSI. Additionally, we propose the use of localized regression to improve localization accuracy with low complexity, where classification and regression based ML models are used for coarse and precise estimations of the target position. We evaluate the proposed scheme effects on localization performance in an indoor environment. Experiment results demonstrate that the proposed antenna placement and localized regression scheme improve the localization accuracy while reducing the required complexity for both off-line training and on-line localization relative to other reference schemes.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

    Glenohumeral joint motion after subscapularis tendon repair: an analysis of cadaver shoulder models

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    BACKGROUND: As for the surgical treatment of the rotator cuff tears, the subscapularis tendon tears have recently received much attention for the mini-open or arthroscopic repair. The results of surgical repair for the subscapularis tendon tear are satisfactory, but the range of external rotation is reported to be restricted after the repair. The purpose of this study was to evaluate the range of glenohumeral joint motion after repairs of various sizes of subscapularis tendon tears. METHODS: Using eight fresh frozen human cadaveric shoulders (mean age at death, 81.5 years), three sizes of subscapularis tendon tear (small, medium, and large) were made and then repaired. With the scapula fixed to the wooden jig, the end-range of glenohumeral motion was measured with passive movement applied through 1.0-Nm torque in the directions of scapular elevation, flexion, abduction, extension, horizontal abduction, and horizontal adduction. The passive end-ranges of external and internal rotation in various positions with rotational torque of 1.0 Nm were also measured. Differences in the ranges among the three type tears were analyzed. RESULTS: As tear size increased, range of glenohumeral motion in horizontal abduction after repair decreased gradually and was significantly decreased with the large size tear (P < 0.01). The end-range of external rotation decreased progressively with increasing tear size in every glenohumeral position. The prominent decrease in external rotation (around 40° reduction from intact shoulders) was observed in shoulders after repair of large size tear at 30° to 60° of scapular elevation and abduction. CONCLUSIONS: As the size of the subscapularis tendon tear increased, the passive ranges of horizontal abduction and external rotation of the glenohumeral joint after repair decreased significantly. In shoulders with a subscapularis tendon tear, it is necessary to consider the reduction of external rotation depending on tear size

    Nondestructive characterization of Antarctic micrometeorites collected at the Dome Fuji Station by synchrotron radiation X-ray fluorescence analysis

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    The bulk trace element composition (Ca, Ti, Cr, Mn, Ni Cu, Zn, Ge, Se, Rb, Sr, Y, Zr, Mo) of eighty-three Antarctic micrometeorites was nondestructively analyzed using synchrotron radiation X-ray fluorescence analysis (SR-XRF), and these elements were characterized in terms of their abundance ratio relative to Murchison matrix composition. The relationship between heating history and chemical composition is also examined. We found a complementary relationship among I-type, S-type and unmelted AMMs in the micrometeorites\u27 elemental abundance, which is consistent with the hypothesis that I-type and S-type spherules were separated from chondritic meteoroids

    A consortium study of Antarctic micrometeorites recovered from the Dome Fuji Station

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    Deposits in the water tank at the Dome Fuji Station were collected by the 37th Japanese Antarctic Research Expedition team in 1996. We recovered 233 micrometeorites from the deposits. A consortium study was started in late 1998 to investigate mineralogy, petrology, bulk chemistry, and isotopic compositions of the micrometeorites. This is the first case of an organized study of micrometeorites in Japan, in order to establish the methods to investigate micrometeorites routinely. Consortium results on mineralogy, petrology, minor and trace element compositions, isotopic compositions of noble gases of the micrometeorites are reported in this volume. We also found a sequence of mineralogical and compositional changes of micrometeorites experienced from frictional heating during atmospheric entry. INAA and ion probe studies are now in progress

    Antarctic micrometeorites collected at the Dome Fuji Station

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    Antarctic micrometeorites (AMMs) were found among the precipitated fine particles recovered from a water tank in the Dome Fuji Station. These AMMs had been contained in the recent fallen snow around the station. Initial processing of the precipitated particles revealed that they were dominated by natural and artificial terrestrial materials, thus a series of processes were developed to separate AMMs from terrestrial particles. The recovery rate of AMMs by the processes was approximately 45% in weight, which was determined from a weight ratio of recovered/accreted AMMs. The micro-morphology and major-element concentration of the recovered AMMs were characterized. They appear to have been heated upon atmospheric entry to varying temperatures and can be classified into two major types based on the degree of heating : (1) fine-grained, irregular-shaped, partial-melted micrometeorites with chondritic composition, and (2) total-melted spherical micrometeorites with chondritic composition except for volatile elements. A digital catalog for the AMMs identified in this study was established on the web site [URL : http : //dust. cc. gakushuin. ac. jp/], in which optical characteristics, high-resolution images, and chemical compositions of individual AMMs are presented. The AMMs listed in the catalog are the first Japanese collection of extraterrestrial dust. The criterion and techniques developed for the selection and initial analysis of AMMs are applicable for the dust samples that are being collected by the 39th Japanese Antarctic Research Expedition team
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