Search results for: General regression neural network

Authors: S. Niksarlioglu, F. Kulahci

Abstract:

Earthquakes are natural phenomena that occur with influence of a lot of parameters such as seismic activity, changing in the ground waters' motion, changing in the water-s temperature, etc. On the other hand, the radon gas concentrations in soil vary as nonlinear generally with earthquakes. Continuous measurement of the soil radon gas is very important for determination of characteristic of the seismic activity. The radon gas changes as continuous with strain occurring within the Earth-s surface during an earthquake and effects from the physical and the chemical processes such as soil structure, soil permeability, soil temperature, the barometric pressure, etc. Therefore, at the modeling researches are notsufficient to knowthe concentration ofradon gas. In this research, we determined relationships between radon emissions based on the environmental parameters and earthquakes occurring along the East Anatolian Fault Zone (EAFZ), Turkiye and predicted magnitudes of some earthquakes with the artificial neural network (ANN) model.

Keywords: Earthquake, Modeling, Prediction, Radon.

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Authors: Mat Syai'in, Adi Soeprijanto

Abstract:

An Optimal Power Flow based on Improved Particle Swarm Optimization (OPF-IPSO) with Generator Capability Curve Constraint is used by NN-OPF as a reference to get pattern of generator scheduling. There are three stages in Designing NN-OPF. The first stage is design of OPF-IPSO with generator capability curve constraint. The second stage is clustering load to specific range and calculating its index. The third stage is training NN-OPF using constructive back propagation method. In training process total load and load index used as input, and pattern of generator scheduling used as output. Data used in this paper is power system of Java-Bali. Software used in this simulation is MATLAB.

Keywords: Optimal Power Flow, Generator Capability Curve, Improved Particle Swarm Optimization, Neural Network

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Authors: Musa H. Arslan, Murat Ceylan, Tayfun Koyuncu

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In this study, an Artificial Neural Network (ANN) analytical method has been developed for analyzing earthquake performances of the Reinforced Concrete (RC) buildings. 66 RC buildings with four to ten storeys were subjected to performance analysis according to the parameters which are the existing material, loading and geometrical characteristics of the buildings. The selected parameters have been thought to be effective on the performance of RC buildings. In the performance analyses stage of the study, level of performance possible to be shown by these buildings in case of an earthquake was determined on the basis of the 4-grade performance levels specified in Turkish Earthquake Code-2007 (TEC-2007). After obtaining the 4-grade performance level, selected 23 parameters of each building have been matched with the performance level. In this stage, ANN-based fast evaluation algorithm mentioned above made an economic and rapid evaluation of four to ten storey RC buildings. According to the study, the prediction accuracy of ANN has been found about 74%.

Keywords: Artificial neural network, earthquake, performance, reinforced concrete.

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Authors: D. Uma Devi, P. Seetha Ramaiah

Abstract:

Voting algorithms are extensively used to make decisions in fault tolerant systems where each redundant module gives inconsistent outputs. Popular voting algorithms include majority voting, weighted voting, and inexact majority voters. Each of these techniques suffers from scenarios where agreements do not exist for the given voter inputs. This has been successfully overcome in literature using fuzzy theory. Our previous work concentrated on a neuro-fuzzy algorithm where training using the neuro system substantially improved the prediction result of the voting system. Weight training of Neural Network is sub-optimal. This study proposes to optimize the weights of the Neural Network using Artificial Bee Colony algorithm. Experimental results show the proposed system improves the decision making of the voting algorithms.

Keywords: Voting algorithms, Fault tolerance, Fault masking, Neuro-Fuzzy System (NFS), Artificial Bee Colony (ABC)

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Authors: Peyman Shadman Heidari, Mohammad Khorasani

Abstract:

The principal purpose of this article is to present a new method based on Adaptive Neural Network Fuzzy Inference System (ANFIS) to generate additional artificial earthquake accelerograms from presented data, which are compatible with specified response spectra. The proposed method uses the learning abilities of ANFIS to develop the knowledge of the inverse mapping from response spectrum to earthquake records. In addition, wavelet packet transform is used to decompose specified earthquake records and then ANFISs are trained to relate the response spectrum of records to their wavelet packet coefficients. Finally, an interpretive example is presented which uses an ensemble of recorded accelerograms to demonstrate the effectiveness of the proposed method.

Keywords: Adaptive Neural Network Fuzzy Inference System, Wavelet Packet Transform, Response Spectrum.

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Authors: M. Caramihai, Irina Severin

Abstract:

This paper deals with the design of an intelligent control structure for a bioprocess of Hansenula polymorpha yeast cultivation. The objective of the process control is to produce biomass in a desired physiological state. The work demonstrates that the designed Hybrid Control Techniques (HCT) are able to recognize specific evolution bioprocess trajectories using neural networks trained specifically for this purpose, in order to estimate the model parameters and to adjust the overall bioprocess evolution through an expert system and a fuzzy structure. The design of the control algorithm as well as its tuning through realistic simulations is presented. Taking into consideration the synergism of different paradigms like fuzzy logic, neural network, and symbolic artificial intelligence (AI), in this paper we present a real and fulfilled intelligent control architecture with application in bioprocess control.

Keywords: Bioprocess, intelligent control, neural nets, fuzzy structure, hybrid techniques.

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Authors: Tsu-Wang Shen, Shan-Chun Chang, Chih-Hsien Wang, Te-Chao Fang

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For electrocardiogram (ECG) biometrics system, it is a tedious process to pre-install user’s high-intensity heart rate (HR) templates in ECG biometric systems. Based on only resting enrollment templates, it is a challenge to identify human by using ECG with the high-intensity HR caused from exercises and stress. This research provides a heartbeat segment method with slope-oriented neural networks against the ECG morphology changes due to high intensity HRs. The method has overall system accuracy at 97.73% which includes six levels of HR intensities. A cumulative match characteristic curve is also used to compare with other traditional ECG biometric methods.

Keywords: High-intensity heart rate, heart rate resistant, ECG human identification, decision based artificial neural network.

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Authors: Hidir S. Nogay

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In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.

Keywords: Cascaded neural network, internal temperature, three-phase induction motor, inverter.

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Authors: Xiaocong Liu, Huazhen Wang, Ting He, Xiaozheng Li, Weihan Zhang, Jian Chen

Abstract:

The utilization of electronic medical record (EMR) data to establish the disease diagnosis model has become an important research content of biomedical informatics. Deep learning can automatically extract features from the massive data, which brings about breakthroughs in the study of EMR data. The challenge is that deep learning lacks semantic knowledge, which leads to impracticability in medical science. This research proposes a method of incorporating lexical-semantic knowledge from abundant entities into a convolutional neural network (CNN) framework for pediatric disease diagnosis. Firstly, medical terms are vectorized into Lexical Semantic Vectors (LSV), which are concatenated with the embedded word vectors of word2vec to enrich the feature representation. Secondly, the semantic distribution of medical terms serves as Semantic Decision Guide (SDG) for the optimization of deep learning models. The study evaluates the performance of LSV-SDG-CNN model on four kinds of Chinese EMR datasets. Additionally, CNN, LSV-CNN, and SDG-CNN are designed as baseline models for comparison. The experimental results show that LSV-SDG-CNN model outperforms baseline models on four kinds of Chinese EMR datasets. The best configuration of the model yielded an F1 score of 86.20%. The results clearly demonstrate that CNN has been effectively guided and optimized by lexical-semantic knowledge, and LSV-SDG-CNN model improves the disease classification accuracy with a clear margin.

Keywords: lexical semantics, feature representation, semantic decision, convolutional neural network, electronic medical record

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Authors: Chun-Yao Lee, Yao-chen Lee

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This paper describes a method of signal process applied on an end effects of Hilbert-Huang transform (HHT) to provide an improvement in the reality of spectrum. The method is based on back-propagation network (BPN). To improve the effect, the end extension of the original signal is obtained by back-propagation network. A full waveform including origin and its extension is decomposed by using empirical mode decomposition (EMD) to obtain intrinsic mode functions (IMFs) of the waveform. Then, the Hilbert transform (HT) is applied to the IMFs to obtain the Hilbert spectrum of the waveform. As a result, the method is superiority of the processing of end effect of HHT to obtain the real frequency spectrum of signals.

Keywords: Neural network, back-propagation network, Hilbert-Huang transform

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Authors: K.Gayathri, N. Kumarappan

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An appropriate method for fault identification and classification on extra high voltage transmission line using discrete wavelet transform is proposed in this paper. The sharp variations of the generated short circuit transient signals which are recorded at the sending end of the transmission line are adopted to identify the fault. The threshold values involve fault classification and these are done on the basis of the multiresolution analysis. A comparative study of the performance is also presented for Discrete Fourier Transform (DFT) based Artificial Neural Network (ANN) and Discrete Wavelet Transform (DWT). The results prove that the proposed method is an effective and efficient one in obtaining the accurate result within short duration of time by using Daubechies 4 and 9. Simulation of the power system is done using MATLAB.

Keywords: EHV transmission line, Fault identification and classification, Discrete wavelet transform, Multiresolution analysis, Artificial neural network

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Authors: An-Jui. Li, Kelvin Lim, Chien-Kuo Chiu, Benson Hsiung

Abstract:

This paper details the utilization of artificial intelligence (AI) in the field of slope stability whereby quick and convenient solutions can be obtained using the developed tool. The AI tool used in this study is the artificial neural network (ANN), while the slope stability analysis methods are the finite element limit analysis methods. The developed tool allows for the prompt prediction of the safety factors of fill slopes and their corresponding probability of failure (depending on the degree of variation of the soil parameters), which can give the practicing engineer a reasonable basis in their decision making. In fact, the successful use of the Extreme Learning Machine (ELM) algorithm shows that slope stability analysis is no longer confined to the conventional methods of modeling, which at times may be tedious and repetitive during the preliminary design stage where the focus is more on cost saving options rather than detailed design. Therefore, similar ANN-based tools can be further developed to assist engineers in this aspect.

Keywords: Landslide, limit analysis, ANN, soil properties.

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Authors: E. A. Mlybari, M. S. Elbisy, A. H. Alshahri, O. M. Albarakati

Abstract:

Sea level rise threatens to increase the impact of future  storms and hurricanes on coastal communities. Accurate sea level  change prediction and supplement is an important task in determining  constructions and human activities in coastal and oceanic areas. In  this study, support vector machines (SVM) is proposed to predict  daily tidal levels along the Jeddah Coast, Saudi Arabia. The optimal  parameter values of kernel function are determined using a genetic  algorithm. The SVM results are compared with the field data and  with back propagation (BP). Among the models, the SVM is superior  to BPNN and has better generalization performance.

 

Keywords: Tides, Prediction, Support Vector Machines, Genetic Algorithm, Back-Propagation Neural Network, Risk, Hazards.

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Authors: Dilek Özdemir, Gül Tekin Temur

Abstract:

In Supply Chain Management (SCM), strengthening partnerships with suppliers is a significant factor for enhancing competitiveness. Hence, firms increasingly emphasize supplier evaluation processes. Supplier evaluation systems are basically developed in terms of criteria such as quality, cost, delivery, and flexibility. Because there are many variables to be analyzed, this process becomes hard to execute and needs expertise. On this account, this study aims to develop an expert system on supplier evaluation process by designing Artificial Neural Network (ANN) that is supported with Data Envelopment Analysis (DEA). The methods are applied on the data of 24 suppliers, which have longterm relationships with a medium sized company from German Iron and Steel Industry. The data of suppliers consists of variables such as material quality (MQ), discount of amount (DOA), discount of cash (DOC), payment term (PT), delivery time (DT) and annual revenue (AR). Meanwhile, the efficiency that is generated by using DEA is added to the supplier evaluation system in order to use them as system outputs.

Keywords: Artificial Neural Network (ANN), DataEnvelopment Analysis (DEA), Supplier Evaluation System.

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Authors: Wei Zhang, Su-Yan Tang, Yi-Fan Zhu, Wei-Ping Wang

Abstract:

Support vector regression (SVR) has been regarded as a state-of-the-art method for approximation and regression. The importance of kernel function, which is so-called admissible support vector kernel (SV kernel) in SVR, has motivated many studies on its composition. The Gaussian kernel (RBF) is regarded as a “best" choice of SV kernel used by non-expert in SVR, whereas there is no evidence, except for its superior performance on some practical applications, to prove the statement. Its well-known that reproducing kernel (R.K) is also a SV kernel which possesses many important properties, e.g. positive definiteness, reproducing property and composing complex R.K by simpler ones. However, there are a limited number of R.Ks with explicit forms and consequently few quantitative comparison studies in practice. In this paper, two R.Ks, i.e. SV kernels, composed by the sum and product of a translation invariant kernel in a Sobolev space are proposed. An exploratory study on the performance of SVR based general R.K is presented through a systematic comparison to that of RBF using multiple criteria and synthetic problems. The results show that the R.K is an equivalent or even better SV kernel than RBF for the problems with more input variables (more than 5, especially more than 10) and higher nonlinearity.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, support vector regression.

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Authors: B. Akhmetov, A. Doszhanova, A. Ivanov, T. Kartbayev, A. Malygin

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The article examines the methods of protection of citizens' personal data on the Internet using biometric identity authentication technology. It`s celebrated their potential danger due to the threat of loss of base biometric templates. To eliminate the threat of compromised biometric templates is proposed to use neural networks large and extra-large sizes, which will on the one hand securely (Highly reliable) to authenticate a person by his biometrics, and on the other hand make biometrics a person is not available for observation and understanding. This article also describes in detail the transformation of personal biometric data access code. It`s formed the requirements for biometrics converter code for his work with the images of "Insider," "Stranger", all the "Strangers". It`s analyzed the effect of the dimension of neural networks on the quality of converters mystery of biometrics in access code.

Keywords: Biometric security technologies, Conversion of personal biometric data access code, Electronic signature, Large neural networks, quality of converters "Biometrics - the code", the Egovernment.

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Authors: Samit Ari, Goutam Saha

Abstract:

Artificial Neural Network (ANN) has been extensively used for classification of heart sounds for its discriminative training ability and easy implementation. However, it suffers from overparameterization if the number of nodes is not chosen properly. In such cases, when the dataset has redundancy within it, ANN is trained along with this redundant information that results in poor validation. Also a larger network means more computational expense resulting more hardware and time related cost. Therefore, an optimum design of neural network is needed towards real-time detection of pathological patterns, if any from heart sound signal. The aims of this work are to (i) select a set of input features that are effective for identification of heart sound signals and (ii) make certain optimum selection of nodes in the hidden layer for a more effective ANN structure. Here, we present an optimization technique that involves Singular Value Decomposition (SVD) and QR factorization with column pivoting (QRcp) methodology to optimize empirically chosen over-parameterized ANN structure. Input nodes present in ANN structure is optimized by SVD followed by QRcp while only SVD is required to prune undesirable hidden nodes. The result is presented for classifying 12 common pathological cases and normal heart sound.

Keywords: ANN, Classification of heart diseases, murmurs, optimization, Phonocardiogram, QRcp, SVD.

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Authors: Sadaf Sahar, Usman Qamar, Sadaf Ayaz

Abstract:

In the software development lifecycle, the quality prediction techniques hold a prime importance in order to minimize future design errors and expensive maintenance. There are many techniques proposed by various researchers, but with the increasing complexity of the software lifecycle model, it is crucial to develop a flexible system which can cater for the factors which in result have an impact on the quality of the end product. These factors include properties of the software development process and the product along with its operation conditions. In this paper, a neural network (perceptron) based software quality prediction technique is proposed. Using this technique, the stakeholders can predict the quality of the resulting software during the early phases of the lifecycle saving time and resources on future elimination of design errors and costly maintenance. This technique can be brought into practical use using successful training.

Keywords: Software quality, fuzzy logic, perceptron, prediction.

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Authors: M.Ghazvini, S. A. Monadjemi, N. Movahhedinia, K. Jamshidi

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In this article, a method has been offered to classify normal and defective tiles using wavelet transform and artificial neural networks. The proposed algorithm calculates max and min medians as well as the standard deviation and average of detail images obtained from wavelet filters, then comes by feature vectors and attempts to classify the given tile using a Perceptron neural network with a single hidden layer. In this study along with the proposal of using median of optimum points as the basic feature and its comparison with the rest of the statistical features in the wavelet field, the relational advantages of Haar wavelet is investigated. This method has been experimented on a number of various tile designs and in average, it has been valid for over 90% of the cases. Amongst the other advantages, high speed and low calculating load are prominent.

Keywords: Defect detection, tile and ceramic quality inspection, wavelet transform, classification, neural networks, statistical features.

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Authors: Qianhong Zhang, Lihui Yang, Daixi Liao

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In this paper, by employing a new Lyapunov functional and an elementary inequality analysis technique, some sufficient conditions are derived to ensure the existence and uniqueness of periodic oscillatory solution for fuzzy bi-directional memory (BAM) neural networks with time-varying delays, and all other solutions of the fuzzy BAM neural networks converge the uniqueness periodic solution. These criteria are presented in terms of system parameters and have important leading significance in the design and applications of neural networks. Moreover an example is given to illustrate the effectiveness and feasible of results obtained.

Keywords: Fuzzy BAM neural networks, Periodic solution, Global exponential stability, Time-varying delays

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Authors: L. Bennaceur Farah, I. R. Farah, R. Bennaceur, Z. Belhadj, M. R. Boussema

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The overall objective of this paper is to retrieve soil surfaces parameters namely, roughness and soil moisture related to the dielectric constant by inverting the radar backscattered signal from natural soil surfaces. Because the classical description of roughness using statistical parameters like the correlation length doesn't lead to satisfactory results to predict radar backscattering, we used a multi-scale roughness description using the wavelet transform and the Mallat algorithm. In this description, the surface is considered as a superposition of a finite number of one-dimensional Gaussian processes each having a spatial scale. A second step in this study consisted in adapting a direct model simulating radar backscattering namely the small perturbation model to this multi-scale surface description. We investigated the impact of this description on radar backscattering through a sensitivity analysis of backscattering coefficient to the multi-scale roughness parameters. To perform the inversion of the small perturbation multi-scale scattering model (MLS SPM) we used a multi-layer neural network architecture trained by backpropagation learning rule. The inversion leads to satisfactory results with a relative uncertainty of 8%.

Keywords: Remote sensing, rough surfaces, inverse problems, SAR, radar scattering, Neural networks and Fractals.

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Authors: Cheng Zeng, George Michailidis, Hitoshi Iyatomi, Leo L Duan

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The conditional density characterizes the distribution of a response variable y given other predictor x, and plays a key role in many statistical tasks, including classification and outlier detection. Although there has been abundant work on the problem of Conditional Density Estimation (CDE) for a low-dimensional response in the presence of a high-dimensional predictor, little work has been done for a high-dimensional response such as images. The promising performance of normalizing flow (NF) neural networks in unconditional density estimation acts a motivating starting point. In this work, we extend NF neural networks when external x is present. Specifically, they use the NF to parameterize a one-to-one transform between a high-dimensional y and a latent z that comprises two components [zP , zN]. The zP component is a low-dimensional subvector obtained from the posterior distribution of an elementary predictive model for x, such as logistic/linear regression. The zN component is a high-dimensional independent Gaussian vector, which explains the variations in y not or less related to x. Unlike existing CDE methods, the proposed approach, coined Augmented Posterior CDE (AP-CDE), only requires a simple modification on the common normalizing flow framework, while significantly improving the interpretation of the latent component, since zP represents a supervised dimension reduction. In image analytics applications, AP-CDE shows good separation of x-related variations due to factors such as lighting condition and subject id, from the other random variations. Further, the experiments show that an unconditional NF neural network, based on an unsupervised model of z, such as Gaussian mixture, fails to generate interpretable results.

Keywords: Conditional density estimation, image generation, normalizing flow, supervised dimension reduction.

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Authors: Changqiao Wu, Guoqing Ding, Xin Chen

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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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Authors: Manasjyoti Bhuyan, Kandarpa Kumar Sarma, Hirendra Das

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Signature represents an individual characteristic of a person which can be used for his / her validation. For such application proper modeling is essential. Here we propose an offline signature recognition and verification scheme which is based on extraction of several features including one hybrid set from the input signature and compare them with the already trained forms. Feature points are classified using statistical parameters like mean and variance. The scanned signature is normalized in slant using a very simple algorithm with an intention to make the system robust which is found to be very helpful. The slant correction is further aided by the use of an Artificial Neural Network (ANN). The suggested scheme discriminates between originals and forged signatures from simple and random forgeries. The primary objective is to reduce the two crucial parameters-False Acceptance Rate (FAR) and False Rejection Rate (FRR) with lesser training time with an intension to make the system dynamic using a cluster of ANNs forming a multiple classifier system.

Keywords: offline, algorithm, FAR, FRR, ANN.

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Authors: E. Praynlin, P. Latha

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Software Effort Estimation is the process of estimating the effort required to develop software. By estimating the effort, the cost and schedule required to estimate the software can be determined. Accurate Estimate helps the developer to allocate the resource accordingly in order to avoid cost overrun and schedule overrun. Several methods are available in order to estimate the effort among which soft computing based method plays a prominent role. Software cost estimation deals with lot of uncertainty among all soft computing methods neural network is good in handling uncertainty. In this paper Radial Basis Function Network is compared with the back propagation network and the results are validated using six data sets and it is found that RBFN is best suitable to estimate the effort. The Results are validated using two tests the error test and the statistical test.

Keywords: Software cost estimation, Radial Basis Function Network (RBFN), Back propagation function network, Mean Magnitude of Relative Error (MMRE).

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Authors: Elizabeth B. Varghese, M. Wilscy

Abstract:

A face recognition system is a computer application for automatically identifying or verifying a person from a digital image or a video frame. A lot of algorithms have been proposed for face recognition. Vector Quantization (VQ) based face recognition is a novel approach for face recognition. Here a new codebook generation for VQ based face recognition using Integrated Adaptive Fuzzy Clustering (IAFC) is proposed. IAFC is a fuzzy neural network which incorporates a fuzzy learning rule into a competitive neural network. The performance of proposed algorithm is demonstrated by using publicly available AT&T database, Yale database, Indian Face database and a small face database, DCSKU database created in our lab. In all the databases the proposed approach got a higher recognition rate than most of the existing methods. In terms of Equal Error Rate (ERR) also the proposed codebook is better than the existing methods.

Keywords: Face Recognition, Vector Quantization, Integrated Adaptive Fuzzy Clustering, Self Organization Map.

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Authors: B. Al-Naami, N. Gharaibeh, A. AlRazzaq Kheshman

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Alzheimer is known as the loss of mental functions such as thinking, memory, and reasoning that is severe enough to interfere with a person's daily functioning. The appearance of Alzheimer Disease symptoms (AD) are resulted based on which part of the brain has a variety of infection or damage. In this case, the MRI is the best biomedical instrumentation can be ever used to discover the AD existence. Therefore, this paper proposed a fusion method to distinguish between the normal and (AD) MRIs. In this combined method around 27 MRIs collected from Jordanian Hospitals are analyzed based on the use of Low pass -morphological filters to get the extracted statistical outputs through intensity histogram to be employed by the descriptive box plot. Also, the artificial neural network (ANN) is applied to test the performance of this approach. Finally, the obtained result of t-test with confidence accuracy (95%) has compared with classification accuracy of ANN (100 %). The robust of the developed method can be considered effectively to diagnose and determine the type of AD image.

Keywords: Alzheimer disease, Brain MRI analysis, Morphological filter, Box plot, Intensity histogram, ANN.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: Grade point average, orthogonal regression, penalized regression spline, locally weighted regression.

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Authors: Mohd Fikri Azli bin Abdullah, Khairul Anwar bin Kamarul Hatta, Esther Jeganathan

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WiFi has become an essential technology that is widely used nowadays. It is famous due to its convenience to be used with mobile devices. This is especially true for Internet users worldwide that use WiFi connections. There are many location based services that are available nowadays which uses Wireless Fidelity (WiFi) signal fingerprinting. A common example that is gaining popularity in this era would be Foursquare. In this work, the WiFi signal would be used to estimate the user or client’s location. Similar to GPS, fingerprinting method needs a floor plan to increase the accuracy of location estimation. Still, the factor of inconsistent WiFi signal makes the estimation defer at different time intervals. Given so, an adaptive method is needed to obtain the most accurate signal at all times. WiFi signals are heavily distorted by external factors such as physical objects, radio frequency interference, electrical interference, and environmental factors to name a few. Due to these factors, this work uses a method of reducing the signal noise and estimation using the Nearest Neighbour based on past activities of the signal to increase the signal accuracy up to more than 80%. The repository yet increases the accuracy by using Artificial Neural Network (ANN) pattern matching. The repository acts as the server cum support of the client side application decision. Numerous previous works has adapted the methods of collecting signal strengths in the repository over the years, but mostly were just static. In this work, proposed solutions on how the adaptive method is done to match the signal received to the data in the repository are highlighted. With the said approach, location estimation can be done more accurately. Adaptive update allows the latest location fingerprint to be stored in the repository. Furthermore, any redundant location fingerprints are removed and only the updated version of the fingerprint is stored in the repository. How the location estimation of the user can be predicted would be highlighted more in the proposed solution section. After some studies on previous works, it is found that the Artificial Neural Network is the most feasible method to deploy in updating the repository and making it adaptive. The Artificial Neural Network functions are to do the pattern matching of the WiFi signal to the existing data available in the repository.

Keywords: Adaptive Repository, Artificial Neural Network, Location Estimation, Nearest Neighbour Euclidean Distance, WiFi RSSI Fingerprinting.

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