Search results for: Recurrent neural networks
2275 Augmented Lyapunov Approach to Robust Stability of Discrete-time Stochastic Neural Networks with Time-varying Delays
Authors: Shu Lü, Shouming Zhong, Zixin Liu
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In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.
Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14362274 Globally Exponential Stability and Dissipativity Analysis of Static Neural Networks with Time Delay
Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding
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The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.
Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15382273 Neural Network Controller for Mobile Robot Motion Control
Authors: Jasmin Velagic, Nedim Osmic, Bakir Lacevic
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In this paper the neural network-based controller is designed for motion control of a mobile robot. This paper treats the problems of trajectory following and posture stabilization of the mobile robot with nonholonomic constraints. For this purpose the recurrent neural network with one hidden layer is used. It learns relationship between linear velocities and error positions of the mobile robot. This neural network is trained on-line using the backpropagation optimization algorithm with an adaptive learning rate. The optimization algorithm is performed at each sample time to compute the optimal control inputs. The performance of the proposed system is investigated using a kinematic model of the mobile robot.Keywords: Mobile robot, kinematic model, neural network, motion control, adaptive learning rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33322272 Data Mining Applied to the Predictive Model of Triage System in Emergency Department
Authors: Wen-Tsann Lin, Yung-Tsan Jou, Yih-Chuan Wu, Yuan-Du Hsiao
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The Emergency Department of a medical center in Taiwan cooperated to conduct the research. A predictive model of triage system is contracted from the contract procedure, selection of parameters to sample screening. 2,000 pieces of data needed for the patients is chosen randomly by the computer. After three categorizations of data mining (Multi-group Discriminant Analysis, Multinomial Logistic Regression, Back-propagation Neural Networks), it is found that Back-propagation Neural Networks can best distinguish the patients- extent of emergency, and the accuracy rate can reach to as high as 95.1%. The Back-propagation Neural Networks that has the highest accuracy rate is simulated into the triage acuity expert system in this research. Data mining applied to the predictive model of the triage acuity expert system can be updated regularly for both the improvement of the system and for education training, and will not be affected by subjective factors.Keywords: Back-propagation Neural Networks, Data Mining, Emergency Department, Triage System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23082271 A New High Speed Neural Model for Fast Character Recognition Using Cross Correlation and Matrix Decomposition
Authors: Hazem M. El-Bakry
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Neural processors have shown good results for detecting a certain character in a given input matrix. In this paper, a new idead to speed up the operation of neural processors for character detection is presented. Such processors are designed based on cross correlation in the frequency domain between the input matrix and the weights of neural networks. This approach is developed to reduce the computation steps required by these faster neural networks for the searching process. The principle of divide and conquer strategy is applied through image decomposition. Each image is divided into small in size sub-images and then each one is tested separately by using a single faster neural processor. Furthermore, faster character detection is obtained by using parallel processing techniques to test the resulting sub-images at the same time using the same number of faster neural networks. In contrast to using only faster neural processors, the speed up ratio is increased with the size of the input image when using faster neural processors and image decomposition. Moreover, the problem of local subimage normalization in the frequency domain is solved. The effect of image normalization on the speed up ratio of character detection is discussed. Simulation results show that local subimage normalization through weight normalization is faster than subimage normalization in the spatial domain. The overall speed up ratio of the detection process is increased as the normalization of weights is done off line.Keywords: Fast Character Detection, Neural Processors, Cross Correlation, Image Normalization, Parallel Processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15372270 Detecting and Secluding Route Modifiers by Neural Network Approach in Wireless Sensor Networks
Authors: C. N. Vanitha, M. Usha
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In a real world scenario, the viability of the sensor networks has been proved by standardizing the technologies. Wireless sensor networks are vulnerable to both electronic and physical security breaches because of their deployment in remote, distributed, and inaccessible locations. The compromised sensor nodes send malicious data to the base station, and thus, the total network effectiveness will possibly be compromised. To detect and seclude the Route modifiers, a neural network based Pattern Learning predictor (PLP) is presented. This algorithm senses data at any node on present and previous patterns obtained from the en-route nodes. The eminence of any node is upgraded by their predicted and reported patterns. This paper propounds a solution not only to detect the route modifiers, but also to seclude the malevolent nodes from the network. The simulation result proves the effective performance of the network by the presented methodology in terms of energy level, routing and various network conditions.
Keywords: Neural networks, pattern learning, security, wireless sensor networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13032269 Complex-Valued Neural Network in Signal Processing: A Study on the Effectiveness of Complex Valued Generalized Mean Neuron Model
Authors: Anupama Pande, Ashok Kumar Thakur, Swapnoneel Roy
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A complex valued neural network is a neural network which consists of complex valued input and/or weights and/or thresholds and/or activation functions. Complex-valued neural networks have been widening the scope of applications not only in electronics and informatics, but also in social systems. One of the most important applications of the complex valued neural network is in signal processing. In Neural networks, generalized mean neuron model (GMN) is often discussed and studied. The GMN includes a new aggregation function based on the concept of generalized mean of all the inputs to the neuron. This paper aims to present exhaustive results of using Generalized Mean Neuron model in a complex-valued neural network model that uses the back-propagation algorithm (called -Complex-BP-) for learning. Our experiments results demonstrate the effectiveness of a Generalized Mean Neuron Model in a complex plane for signal processing over a real valued neural network. We have studied and stated various observations like effect of learning rates, ranges of the initial weights randomly selected, error functions used and number of iterations for the convergence of error required on a Generalized Mean neural network model. Some inherent properties of this complex back propagation algorithm are also studied and discussed.Keywords: Complex valued neural network, Generalized Meanneuron model, Signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17302268 Utilizing Innovative Techniques to Improve Email Security
Authors: Amany M. Alshawi, Khaled Alduhaiman
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This paper proposes a technique to protect against email bombing. The technique employs a statistical approach, Naïve Bayes (NB), and Neural Networks to show that it is possible to differentiate between good and bad traffic to protect against email bombing attacks. Neural networks and Naïve Bayes can be trained by utilizing many email messages that include both input and output data for legitimate and non-legitimate emails. The input to the model includes the contents of the body of the messages, the subject, and the headers. This information will be used to determine if the email is normal or an attack email. Preliminary tests suggest that Naïve Bayes can be trained to produce an accurate response to confirm which email represents an attack.Keywords: Email bombing, Legitimate email, Naïve Bayes, Neural networks, Non-legitimate email.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14202267 Existence and Globally Exponential Stability of Equilibrium for BAM Neural Networks with Mixed Delays and Impulses
Authors: Xiaomei Wang, Shouming Zhong
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In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.
Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14822266 Detecting Earnings Management via Statistical and Neural Network Techniques
Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie
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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21042265 Software Tools for System Identification and Control using Neural Networks in Process Engineering
Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco
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Neural networks offer an alternative approach both for identification and control of nonlinear processes in process engineering. The lack of software tools for the design of controllers based on neural network models is particularly pronounced in this field. SIMULINK is properly a widely used graphical code development environment which allows system-level developers to perform rapid prototyping and testing. Such graphical based programming environment involves block-based code development and offers a more intuitive approach to modeling and control task in a great variety of engineering disciplines. In this paper a SIMULINK based Neural Tool has been developed for analysis and design of multivariable neural based control systems. This tool has been applied to the control of a high purity distillation column including non linear hydrodynamic effects. The proposed control scheme offers an optimal response for both theoretical and practical challenges posed in process control task, in particular when both, the quality improvement of distillation products and the operation efficiency in economical terms are considered.Keywords: Distillation, neural networks, software tools, identification, control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27072264 Churn Prediction: Does Technology Matter?
Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta
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The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.Keywords: Churn, Decision Trees, Neural Networks, Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33012263 Classification of Prostate Cell Nuclei using Artificial Neural Network Methods
Authors: M. Sinecen, M. Makinacı
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The purpose of this paper is to assess the value of neural networks for classification of cancer and noncancer prostate cells. Gauss Markov Random Fields, Fourier entropy and wavelet average deviation features are calculated from 80 noncancer and 80 cancer prostate cell nuclei. For classification, artificial neural network techniques which are multilayer perceptron, radial basis function and learning vector quantization are used. Two methods are utilized for multilayer perceptron. First method has single hidden layer and between 3-15 nodes, second method has two hidden layer and each layer has between 3-15 nodes. Overall classification rate of 86.88% is achieved.
Keywords: Artificial neural networks, texture classification, cancer diagnosis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15912262 Evolutionary Computing Approach for the Solution of Initial value Problems in Ordinary Differential Equations
Authors: A. Junaid, M. A. Z. Raja, I. M. Qureshi
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An evolutionary computing technique for solving initial value problems in Ordinary Differential Equations is proposed in this paper. Neural network is used as a universal approximator while the adaptive parameters of neural networks are optimized by genetic algorithm. The solution is achieved on the continuous grid of time instead of discrete as in other numerical techniques. The comparison is carried out with classical numerical techniques and the solution is found with a uniform accuracy of MSE ≈ 10-9 .
Keywords: Neural networks, Unsupervised learning, Evolutionary computing, Numerical methods, Fitness evaluation function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17802261 Mixtures of Monotone Networks for Prediction
Authors: Marina Velikova, Hennie Daniels, Ad Feelders
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In many data mining applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. In this paper we consider partially monotone prediction problems, where the target variable depends monotonically on some of the input variables but not on all. We propose a novel method to construct prediction models, where monotone dependences with respect to some of the input variables are preserved by virtue of construction. Our method belongs to the class of mixture models. The basic idea is to convolute monotone neural networks with weight (kernel) functions to make predictions. By using simulation and real case studies, we demonstrate the application of our method. To obtain sound assessment for the performance of our approach, we use standard neural networks with weight decay and partially monotone linear models as benchmark methods for comparison. The results show that our approach outperforms partially monotone linear models in terms of accuracy. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.Keywords: mixture models, monotone neural networks, partially monotone models, partially monotone problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12462260 Modeling of Crude Oil Blending via Discrete-Time Neural Networks
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Crude oil blending is an important unit operation in petroleum refining industry. A good model for the blending system is beneficial for supervision operation, prediction of the export petroleum quality and realizing model-based optimal control. Since the blending cannot follow the ideal mixing rule in practice, we propose a static neural network to approximate the blending properties. By the dead-zone approach, we propose a new robust learning algorithm and give theoretical analysis. Real data of crude oil blending is applied to illustrate the neuro modeling approach.Keywords: Neural networks, modeling, stability, crude oil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22632259 Intelligent Neural Network Based STLF
Authors: H. Shayeghi, H. A. Shayanfar, G. Azimi
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Short-Term Load Forecasting (STLF) plays an important role for the economic and secure operation of power systems. In this paper, Continuous Genetic Algorithm (CGA) is employed to evolve the optimum large neural networks structure and connecting weights for one-day ahead electric load forecasting problem. This study describes the process of developing three layer feed-forward large neural networks for load forecasting and then presents a heuristic search algorithm for performing an important task of this process, i.e. optimal networks structure design. The proposed method is applied to STLF of the local utility. Data are clustered due to the differences in their characteristics. Special days are extracted from the normal training sets and handled separately. In this way, a solution is provided for all load types, including working days and weekends and special days. We find good performance for the large neural networks. The proposed methodology gives lower percent errors all the time. Thus, it can be applied to automatically design an optimal load forecaster based on historical data.
Keywords: Feed-forward Large Neural Network, Short-TermLoad Forecasting, Continuous Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18302258 Missing Link Data Estimation with Recurrent Neural Network: An Application Using Speed Data of Daegu Metropolitan Area
Authors: JaeHwan Yang, Da-Woon Jeong, Seung-Young Kho, Dong-Kyu Kim
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In terms of ITS, information on link characteristic is an essential factor for plan or operation. But in practical cases, not every link has installed sensors on it. The link that does not have data on it is called “Missing Link”. The purpose of this study is to impute data of these missing links. To get these data, this study applies the machine learning method. With the machine learning process, especially for the deep learning process, missing link data can be estimated from present link data. For deep learning process, this study uses “Recurrent Neural Network” to take time-series data of road. As input data, Dedicated Short-range Communications (DSRC) data of Dalgubul-daero of Daegu Metropolitan Area had been fed into the learning process. Neural Network structure has 17 links with present data as input, 2 hidden layers, for 1 missing link data. As a result, forecasted data of target link show about 94% of accuracy compared with actual data.Keywords: Data Estimation, link data, machine learning, road network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15042257 Optimizing the Probabilistic Neural Network Training Algorithm for Multi-Class Identification
Authors: Abdelhadi Lotfi, Abdelkader Benyettou
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In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.
Keywords: Classification, probabilistic neural networks, network optimization, pattern recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12232256 Using Combination of Optimized Recurrent Neural Network with Design of Experiments and Regression for Control Chart Forecasting
Authors: R. Behmanesh, I. Rahimi
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recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.Keywords: RNN, DOE, regression, control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16592255 Exponential Stability of Periodic Solutions in Inertial Neural Networks with Unbounded Delay
Authors: Yunquan Ke, Chunfang Miao
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In this paper, the exponential stability of periodic solutions in inertial neural networks with unbounded delay are investigated. First, using variable substitution the system is transformed to first order differential equation. Second, by the fixed-point theorem and constructing suitable Lyapunov function, some sufficient conditions guaranteeing the existence and exponential stability of periodic solutions of the system are obtained. Finally, two examples are given to illustrate the effectiveness of the results.
Keywords: Inertial neural networks, unbounded delay, fixed-point theorem, Lyapunov function, periodic solutions, exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15312254 Prediction of Slump in Concrete using Artificial Neural Networks
Authors: V. Agrawal, A. Sharma
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High Strength Concrete (HSC) is defined as concrete that meets special combination of performance and uniformity requirements that cannot be achieved routinely using conventional constituents and normal mixing, placing, and curing procedures. It is a highly complex material, which makes modeling its behavior a very difficult task. This paper aimed to show possible applicability of Neural Networks (NN) to predict the slump in High Strength Concrete (HSC). Neural Network models is constructed, trained and tested using the available test data of 349 different concrete mix designs of High Strength Concrete (HSC) gathered from a particular Ready Mix Concrete (RMC) batching plant. The most versatile Neural Network model is selected to predict the slump in concrete. The data used in the Neural Network models are arranged in a format of eight input parameters that cover the Cement, Fly Ash, Sand, Coarse Aggregate (10 mm), Coarse Aggregate (20 mm), Water, Super-Plasticizer and Water/Binder ratio. Furthermore, to test the accuracy for predicting slump in concrete, the final selected model is further used to test the data of 40 different concrete mix designs of High Strength Concrete (HSC) taken from the other batching plant. The results are compared on the basis of error function (or performance function).Keywords: Artificial Neural Networks, Concrete, prediction ofslump, slump in concrete
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35972253 Lithofacies Classification from Well Log Data Using Neural Networks, Interval Neutrosophic Sets and Quantification of Uncertainty
Authors: Pawalai Kraipeerapun, Chun Che Fung, Kok Wai Wong
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This paper proposes a novel approach to the question of lithofacies classification based on an assessment of the uncertainty in the classification results. The proposed approach has multiple neural networks (NN), and interval neutrosophic sets (INS) are used to classify the input well log data into outputs of multiple classes of lithofacies. A pair of n-class neural networks are used to predict n-degree of truth memberships and n-degree of false memberships. Indeterminacy memberships or uncertainties in the predictions are estimated using a multidimensional interpolation method. These three memberships form the INS used to support the confidence in results of multiclass classification. Based on the experimental data, our approach improves the classification performance as compared to an existing technique applied only to the truth membership. In addition, our approach has the capability to provide a measure of uncertainty in the problem of multiclass classification.
Keywords: Multiclass classification, feed-forward backpropagation neural network, interval neutrosophic sets, uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16332252 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22392251 Anomaly Detection with ANN and SVM for Telemedicine Networks
Authors: Edward Guillén, Jeisson Sánchez, Carlos Omar Ramos
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In recent years, a wide variety of applications are developed with Support Vector Machines -SVM- methods and Artificial Neural Networks -ANN-. In general, these methods depend on intrusion knowledge databases such as KDD99, ISCX, and CAIDA among others. New classes of detectors are generated by machine learning techniques, trained and tested over network databases. Thereafter, detectors are employed to detect anomalies in network communication scenarios according to user’s connections behavior. The first detector based on training dataset is deployed in different real-world networks with mobile and non-mobile devices to analyze the performance and accuracy over static detection. The vulnerabilities are based on previous work in telemedicine apps that were developed on the research group. This paper presents the differences on detections results between some network scenarios by applying traditional detectors deployed with artificial neural networks and support vector machines.Keywords: Anomaly detection, back-propagation neural networks, network intrusion detection systems, support vector machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20082250 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32482249 Genetic Algorithm with Fuzzy Genotype Values and Its Application to Neuroevolution
Authors: Hidehiko Okada
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The author proposes an extension of genetic algorithm (GA) for solving fuzzy-valued optimization problems. In the proposed GA, values in the genotypes are not real numbers but fuzzy numbers. Evolutionary processes in GA are extended so that GA can handle genotype instances with fuzzy numbers. The proposed method is applied to evolving neural networks with fuzzy weights and biases. Experimental results showed that fuzzy neural networks evolved by the fuzzy GA could model hidden target fuzzy functions well despite the fact that no training data was explicitly provided.
Keywords: Evolutionary algorithm, genetic algorithm, fuzzy number, neural network, neuroevolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23022248 Exploiting Kinetic and Kinematic Data to Plot Cyclograms for Managing the Rehabilitation Process of BKAs by Applying Neural Networks
Authors: L. Parisi
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Kinematic data wisely correlate vector quantities in space to scalar parameters in time to assess the degree of symmetry between the intact limb and the amputated limb with respect to a normal model derived from the gait of control group participants. Furthermore, these particular data allow a doctor to preliminarily evaluate the usefulness of a certain rehabilitation therapy. Kinetic curves allow the analysis of ground reaction forces (GRFs) to assess the appropriateness of human motion. Electromyography (EMG) allows the analysis of the fundamental lower limb force contributions to quantify the level of gait asymmetry. However, the use of this technological tool is expensive and requires patient’s hospitalization. This research work suggests overcoming the above limitations by applying artificial neural networks.
Keywords: Kinetics, kinematics, cyclograms, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20892247 Sensitivity Analysis for Determining Priority of Factors Controlling SOC Content in Semiarid Condition of West of Iran
Authors: Y. Parvizi, M. Gorji, M.H. Mahdian, M. Omid
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Soil organic carbon (SOC) plays a key role in soil fertility, hydrology, contaminants control and acts as a sink or source of terrestrial carbon content that can affect the concentration of atmospheric CO2. SOC supports the sustainability and quality of ecosystems, especially in semi-arid region. This study was conducted to determine relative importance of 13 different exploratory climatic, soil and geometric factors on the SOC contents in one of the semiarid watershed zones in Iran. Two methods canonical discriminate analysis (CDA) and feed-forward back propagation neural networks were used to predict SOC. Stepwise regression and sensitivity analysis were performed to identify relative importance of exploratory variables. Results from sensitivity analysis showed that 7-2-1 neural networks and 5 inputs in CDA models output have highest predictive ability that explains %70 and %65 of SOC variability. Since neural network models outperformed CDA model, it should be preferred for estimating SOC.Keywords: Soil organic carbon, modeling, neural networks, CDA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14352246 Improved Wavelet Neural Networks for Early Cancer Diagnosis Using Clustering Algorithms
Authors: Zarita Zainuddin, Ong Pauline
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Wavelet neural networks (WNNs) have emerged as a vital alternative to the vastly studied multilayer perceptrons (MLPs) since its first implementation. In this paper, we applied various clustering algorithms, namely, K-means (KM), Fuzzy C-means (FCM), symmetry-based K-means (SBKM), symmetry-based Fuzzy C-means (SBFCM) and modified point symmetry-based K-means (MPKM) clustering algorithms in choosing the translation parameter of a WNN. These modified WNNs are further applied to the heterogeneous cancer classification using benchmark microarray data and were compared against the conventional WNN with random initialization method. Experimental results showed that a WNN classifier with the MPKM algorithm is more precise than the conventional WNN as well as the WNNs with other clustering algorithms.
Keywords: Clustering, microarray, symmetry, wavelet neural networks.
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