Search results for: Modular neural control
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4810

Search results for: Modular neural control

4660 Adaptive Envelope Protection Control for the below and above Rated Regions of Wind Turbines

Authors: Mustafa Sahin, İlkay Yavrucuk

Abstract:

This paper presents a wind turbine envelope protection control algorithm that protects Variable Speed Variable Pitch (VSVP) wind turbines from damage during operation throughout their below and above rated regions, i.e. from cut-in to cut-out wind speed. The proposed approach uses a neural network that can adapt to turbines and their operating points. An algorithm monitors instantaneous wind and turbine states, predicts a wind speed that would push the turbine to a pre-defined envelope limit and, when necessary, realizes an avoidance action. Simulations are realized using the MS Bladed Wind Turbine Simulation Model for the NREL 5 MW wind turbine equipped with baseline controllers. In all simulations, through the proposed algorithm, it is observed that the turbine operates safely within the allowable limit throughout the below and above rated regions. Two example cases, adaptations to turbine operating points for the below and above rated regions and protections are investigated in simulations to show the capability of the proposed envelope protection system (EPS) algorithm, which reduces excessive wind turbine loads and expectedly increases the turbine service life.

Keywords: Adaptive envelope protection control, limit detection and avoidance, neural networks, ultimate load reduction, wind turbine power control.

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4659 Wireless Neural Stimulator with Adjustable Electrical Quantity

Authors: Young-Seok Choi

Abstract:

The neural stimulation has been gaining much interest in neuromodulation research and clinical trials. For efficiency, there is a need for variable electrical stimulation such as current and voltage stimuli as well as wireless framework. In this regard, we develop the wireless neural stimulator capable of voltage and current stimuli. The system consists of ZigBee which is a wireless communication module and stimulus generator. The stimulus generator with 8-bits resolution enable both mono-polar and bi-polar waveform in voltage (-3.3~3.3V) and current(-330~330µA) stimulus mode which is controllable. The experimental results suggest that the proposed neural stimulator can play a role as an effective approach for neuromodulation.

Keywords: Neural stimulator, current stimulation, voltage stimulation, neuromodulation

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4658 Biologically Inspired Artificial Neural Cortex Architecture and its Formalism

Authors: Alexei M. Mikhailov

Abstract:

The paper attempts to elucidate the columnar structure of the cortex by answering the following questions. (1) Why the cortical neurons with similar interests tend to be vertically arrayed forming what is known as cortical columns? (2) How to describe the cortex as a whole in concise mathematical terms? (3) How to design efficient digital models of the cortex?

Keywords: Cortex, pattern recognition, artificial neural cortex, computational biology, brain and neural engineering.

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4657 Optimum Neural Network Architecture for Precipitation Prediction of Myanmar

Authors: Khaing Win Mar, Thinn Thu Naing

Abstract:

Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

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4656 Motor Imagery Signal Classification for a Four State Brain Machine Interface

Authors: Hema C. R., Paulraj M. P., S. Yaacob, A. H. Adom, R. Nagarajan

Abstract:

Motor imagery classification provides an important basis for designing Brain Machine Interfaces [BMI]. A BMI captures and decodes brain EEG signals and transforms human thought into actions. The ability of an individual to control his EEG through imaginary mental tasks enables him to control devices through the BMI. This paper presents a method to design a four state BMI using EEG signals recorded from the C3 and C4 locations. Principle features extracted through principle component analysis of the segmented EEG are analyzed using two novel classification algorithms using Elman recurrent neural network and functional link neural network. Performance of both classifiers is evaluated using a particle swarm optimization training algorithm; results are also compared with the conventional back propagation training algorithm. EEG motor imagery recorded from two subjects is used in the offline analysis. From overall classification performance it is observed that the BP algorithm has higher average classification of 93.5%, while the PSO algorithm has better training time and maximum classification. The proposed methods promises to provide a useful alternative general procedure for motor imagery classification

Keywords: Motor Imagery, Brain Machine Interfaces, Neural Networks, Particle Swarm Optimization, EEG signal processing.

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4655 Neural Network Ensemble-based Solar Power Generation Short-Term Forecasting

Authors: A. Chaouachi, R.M. Kamel, R. Ichikawa, H. Hayashi, K. Nagasaka

Abstract:

This paper presents the applicability of artificial neural networks for 24 hour ahead solar power generation forecasting of a 20 kW photovoltaic system, the developed forecasting is suitable for a reliable Microgrid energy management. In total four neural networks were proposed, namely: multi-layred perceptron, radial basis function, recurrent and a neural network ensemble consisting in ensemble of bagged networks. Forecasting reliability of the proposed neural networks was carried out in terms forecasting error performance basing on statistical and graphical methods. The experimental results showed that all the proposed networks achieved an acceptable forecasting accuracy. In term of comparison the neural network ensemble gives the highest precision forecasting comparing to the conventional networks. In fact, each network of the ensemble over-fits to some extent and leads to a diversity which enhances the noise tolerance and the forecasting generalization performance comparing to the conventional networks.

Keywords: Neural network ensemble, Solar power generation, 24 hour forecasting, Comparative study

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4654 Improving the Voltage Level in High Voltage Direct Current Systems by Using Modular Multilevel Converter

Authors: G. Kishor Babu, B. Madhu Kiran

Abstract:

This paper presented an intend scheme of Modular-Multilevel-Converter (MMC) levels for move towering the practical conciliation flanked by the precision and divisional competence. The whole process is standard by a Thevenin-equivalent 133-level MMC model. Firstly the computation scheme of the fundamental limit imitation time step is offered to faithfully represent each voltage level of waveforms. Secondly the earlier industrial Improved Analytic Hierarchy Process (IAHP) is adopted to integrate the relative errors of all the input electrical factors interested in one complete virtual fault on each converter level. Thirdly the stable AC and DC ephemeral condition in virtual faults effects of all the forms stabilize and curve integral stand on the standard form. Finally the optimal MMC level will be obtained by the drown curves and it will give individual weights allowing for the precision and efficiency. And the competence and potency of the scheme are validated by model on MATLAB Simulink.

Keywords: Modular multilevel converter, improved analytic hierarchy process, ac and dc transient, high voltage direct current, voltage sourced converter.

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4653 Exploiting Kinetic and Kinematic Data to Plot Cyclograms for Managing the Rehabilitation Process of BKAs by Applying Neural Networks

Authors: L. Parisi

Abstract:

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.

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4652 Identify Features and Parameters to Devise an Accurate Intrusion Detection System Using Artificial Neural Network

Authors: Saman M. Abdulla, Najla B. Al-Dabagh, Omar Zakaria

Abstract:

The aim of this article is to explain how features of attacks could be extracted from the packets. It also explains how vectors could be built and then applied to the input of any analysis stage. For analyzing, the work deploys the Feedforward-Back propagation neural network to act as misuse intrusion detection system. It uses ten types if attacks as example for training and testing the neural network. It explains how the packets are analyzed to extract features. The work shows how selecting the right features, building correct vectors and how correct identification of the training methods with nodes- number in hidden layer of any neural network affecting the accuracy of system. In addition, the work shows how to get values of optimal weights and use them to initialize the Artificial Neural Network.

Keywords: Artificial Neural Network, Attack Features, MisuseIntrusion Detection System, Training Parameters.

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4651 Hidden Markov Model for the Simulation Study of Neural States and Intentionality

Authors: R. B. Mishra

Abstract:

Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: BDI, HMM, neural activation, optimal states, working conditions.

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4650 Facial Emotion Recognition with Convolutional Neural Network Based Architecture

Authors: Koray U. Erbas

Abstract:

Neural networks are appealing for many applications since they are able to learn complex non-linear relationships between input and output data. As the number of neurons and layers in a neural network increase, it is possible to represent more complex relationships with automatically extracted features. Nowadays Deep Neural Networks (DNNs) are widely used in Computer Vision problems such as; classification, object detection, segmentation image editing etc. In this work, Facial Emotion Recognition task is performed by proposed Convolutional Neural Network (CNN)-based DNN architecture using FER2013 Dataset. Moreover, the effects of different hyperparameters (activation function, kernel size, initializer, batch size and network size) are investigated and ablation study results for Pooling Layer, Dropout and Batch Normalization are presented.

Keywords: Convolutional Neural Network, Deep Learning, Deep Learning Based FER, Facial Emotion Recognition.

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4649 FPGA Implementation of RSA Encryption Algorithm for E-Passport Application

Authors: Khaled Shehata, Hanady Hussien, Sara Yehia

Abstract:

Securing the data stored on E-passport is a very important issue. RSA encryption algorithm is suitable for such application with low data size. In this paper the design and implementation of 1024 bit-key RSA encryption and decryption module on an FPGA is presented. The module is verified through comparing the result with that obtained from MATLAB tools. The design runs at a frequency of 36.3 MHz on Virtex-5 Xilinx FPGA. The key size is designed to be 1024-bit to achieve high security for the passport information. The whole design is achieved through VHDL design entry which makes it a portable design and can be directed to any hardware platform.

Keywords: RSA, VHDL, FPGA, modular multiplication, modular exponential.

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4648 Modular Hybrid Robots for Safe Human-Robot Interaction

Authors: J. Radojicic, D. Surdilovic, G. Schreck

Abstract:

The paper considers a novel modular and intrinsically safe redundant robotic system with biologically inspired actuators (pneumatic artificial muscles and rubber bellows actuators). Similarly to the biological systems, the stiffness of the internal parallel modules, representing 2 DOF joints in the serial robotic chains, is controlled by co-activation of opposing redundant actuator groups in the null-space of the module Jacobian, without influencing the actual robot position. The decoupled position/stiffness control allows the realization of variable joint stiffness according to different force-displacement relationships. The variable joint stiffness, as well as limited pneumatic muscle/bellows force ability, ensures internal system safety that is crucial for development of human-friendly robots intended for human-robot collaboration. The initial experiments with the system prototype demonstrate the capabilities of independently, simultaneously controlling both joint (Cartesian) motion and joint stiffness. The paper also presents the possible industrial applications of snake-like robots built using the new modules.

Keywords: bellows actuator, human-robot interaction, hyper redundant robot, pneumatic muscle.

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4647 Mapping Complex, Large – Scale Spiking Networks on Neural VLSI

Authors: Christian Mayr, Matthias Ehrlich, Stephan Henker, Karsten Wendt, René Schüffny

Abstract:

Traditionally, VLSI implementations of spiking neural nets have featured large neuron counts for fixed computations or small exploratory, configurable nets. This paper presents the system architecture of a large configurable neural net system employing a dedicated mapping algorithm for projecting the targeted biology-analog nets and dynamics onto the hardware with its attendant constraints.

Keywords: Large scale VLSI neural net, topology mapping, complex pulse communication.

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4646 A New Face Recognition Method using PCA, LDA and Neural Network

Authors: A. Hossein Sahoolizadeh, B. Zargham Heidari, C. Hamid Dehghani

Abstract:

In this paper, a new face recognition method based on PCA (principal Component Analysis), LDA (Linear Discriminant Analysis) and neural networks is proposed. This method consists of four steps: i) Preprocessing, ii) Dimension reduction using PCA, iii) feature extraction using LDA and iv) classification using neural network. Combination of PCA and LDA is used for improving the capability of LDA when a few samples of images are available and neural classifier is used to reduce number misclassification caused by not-linearly separable classes. The proposed method was tested on Yale face database. Experimental results on this database demonstrated the effectiveness of the proposed method for face recognition with less misclassification in comparison with previous methods.

Keywords: Face recognition Principal component analysis, Linear discriminant analysis, Neural networks.

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4645 One Hour Ahead Load Forecasting Using Artificial Neural Network for the Western Area of Saudi Arabia

Authors: A. J. Al-Shareef, E. A. Mohamed, E. Al-Judaibi

Abstract:

Load forecasting has become in recent years one of the major areas of research in electrical engineering. Most traditional forecasting models and artificial intelligence neural network techniques have been tried out in this task. Artificial neural networks (ANN) have lately received much attention, and a great number of papers have reported successful experiments and practical tests. This article presents the development of an ANN-based short-term load forecasting model with improved generalization technique for the Regional Power Control Center of Saudi Electricity Company, Western Operation Area (SEC-WOA). The proposed ANN is trained with weather-related data and historical electric load-related data using the data from the calendar years 2001, 2002, 2003, and 2004 for training. The model tested for one week at five different seasons, typically, winter, spring, summer, Ramadan and fall seasons, and the mean absolute average error for one hour-ahead load forecasting found 1.12%.

Keywords: Artificial neural networks, short-term load forecasting, back propagation.

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4644 Neural Network Control of a Biped Robot Model with Composite Adaptation Low

Authors: Ahmad Forouzantabar

Abstract:

this paper presents a novel neural network controller with composite adaptation low to improve the trajectory tracking problems of biped robots comparing with classical controller. The biped model has 5_link and 6 degrees of freedom and actuated by Plated Pneumatic Artificial Muscle, which have a very high power to weight ratio and it has large stoke compared to similar actuators. The proposed controller employ a stable neural network in to approximate unknown nonlinear functions in the robot dynamics, thereby overcoming some limitation of conventional controllers such as PD or adaptive controllers and guarantee good performance. This NN controller significantly improve the accuracy requirements by retraining the basic PD/PID loop, but adding an inner adaptive loop that allows the controller to learn unknown parameters such as friction coefficient, therefore improving tracking accuracy. Simulation results plus graphical simulation in virtual reality show that NN controller tracking performance is considerably better than PD controller tracking performance.

Keywords: Biped robot, Neural network, Plated Pneumatic Artificial Muscle, Composite adaptation

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4643 Bayesian Deep Learning Algorithms for Classifying COVID-19 Images

Authors: I. Oloyede

Abstract:

The study investigates the accuracy and loss of deep learning algorithms with the set of coronavirus (COVID-19) images dataset by comparing Bayesian convolutional neural network and traditional convolutional neural network in low dimensional dataset. 50 sets of X-ray images out of which 25 were COVID-19 and the remaining 20 were normal, twenty images were set as training while five were set as validation that were used to ascertained the accuracy of the model. The study found out that Bayesian convolution neural network outperformed conventional neural network at low dimensional dataset that could have exhibited under fitting. The study therefore recommended Bayesian Convolutional neural network (BCNN) for android apps in computer vision for image detection.

Keywords: BCNN, CNN, Images, COVID-19, Deep Learning.

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4642 Input Data Balancing in a Neural Network PM-10 Forecasting System

Authors: Suk-Hyun Yu, Heeyong Kwon

Abstract:

Recently PM-10 has become a social and global issue. It is one of major air pollutants which affect human health. Therefore, it needs to be forecasted rapidly and precisely. However, PM-10 comes from various emission sources, and its level of concentration is largely dependent on meteorological and geographical factors of local and global region, so the forecasting of PM-10 concentration is very difficult. Neural network model can be used in the case. But, there are few cases of high concentration PM-10. It makes the learning of the neural network model difficult. In this paper, we suggest a simple input balancing method when the data distribution is uneven. It is based on the probability of appearance of the data. Experimental results show that the input balancing makes the neural networks’ learning easy and improves the forecasting rates.

Keywords: AI, air quality prediction, neural networks, pattern recognition, PM-10.

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4641 An Analysis of Global Stability of Cohen-Grossberg Neural Networks with Multiple Time Delays

Authors: Zeynep Orman, Sabri Arik

Abstract:

This paper presents a new sufficient condition for the existence, uniqueness and global asymptotic stability of the equilibrium point for Cohen-Grossberg neural networks with multiple time delays. The results establish a relationship between the network parameters of the neural system independently of the delay parameters. The results are also compared with the previously reported results in the literature.

Keywords: Equilibrium and stability analysis, Cohen-Grossberg Neural Networks, Lyapunov Functionals.

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4640 Inverse Problem Methodology for the Measurement of the Electromagnetic Parameters Using MLP Neural Network

Authors: T. Hacib, M. R. Mekideche, N. Ferkha

Abstract:

This paper presents an approach which is based on the use of supervised feed forward neural network, namely multilayer perceptron (MLP) neural network and finite element method (FEM) to solve the inverse problem of parameters identification. The approach is used to identify unknown parameters of ferromagnetic materials. The methodology used in this study consists in the simulation of a large number of parameters in a material under test, using the finite element method (FEM). Both variations in relative magnetic permeability and electrical conductivity of the material under test are considered. Then, the obtained results are used to generate a set of vectors for the training of MLP neural network. Finally, the obtained neural network is used to evaluate a group of new materials, simulated by the FEM, but not belonging to the original dataset. Noisy data, added to the probe measurements is used to enhance the robustness of the method. The reached results demonstrate the efficiency of the proposed approach, and encourage future works on this subject.

Keywords: Inverse problem, MLP neural network, parametersidentification, FEM.

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4639 Optimization Method Based MPPT for Wind Power Generators

Authors: Chun-Yao Lee , Yi-Xing Shen , Jung-Cheng Cheng , Chih-Wen Chang, Yi-Yin Li

Abstract:

This paper proposes the method combining artificial neural network with particle swarm optimization (PSO) to implement the maximum power point tracking (MPPT) by controlling the rotor speed of the wind generator. With the measurements of wind speed, rotor speed of wind generator and output power, the artificial neural network can be trained and the wind speed can be estimated. The proposed control system in this paper provides a manner for searching the maximum output power of wind generator even under the conditions of varying wind speed and load impedance.

Keywords: maximum power point tracking, artificial neural network, particle swarm optimization.

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4638 Correlation of Viscosity in Nanofluids using Genetic Algorithm-neural Network (GA-NN)

Authors: Hajir Karimi, Fakheri Yousefi, Mahmood Reza Rahimi

Abstract:

An accurate and proficient artificial neural network (ANN) based genetic algorithm (GA) is developed for predicting of nanofluids viscosity. A genetic algorithm (GA) is used to optimize the neural network parameters for minimizing the error between the predictive viscosity and the experimental one. The experimental viscosity in two nanofluids Al2O3-H2O and CuO-H2O from 278.15 to 343.15 K and volume fraction up to 15% were used from literature. The result of this study reveals that GA-NN model is outperform to the conventional neural nets in predicting the viscosity of nanofluids with mean absolute relative error of 1.22% and 1.77% for Al2O3-H2O and CuO-H2O, respectively. Furthermore, the results of this work have also been compared with others models. The findings of this work demonstrate that the GA-NN model is an effective method for prediction viscosity of nanofluids and have better accuracy and simplicity compared with the others models.

Keywords: genetic algorithm, nanofluids, neural network, viscosity

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4637 Application of the Neural Network to the Synthesis of Multibeam Antennas Arrays

Authors: Ridha Ghayoula, Mbarek Traii, Ali Gharsallah

Abstract:

In this paper, we intend to study the synthesis of the multibeam arrays. The synthesis implementation-s method for this type of arrays permits to approach the appropriated radiance-s diagram. The used approach is based on neural network that are capable to model the multibeam arrays, consider predetermined general criteria-s, and finally it permits to predict the appropriated diagram from the neural model. Our main contribution in this paper is the extension of a synthesis model of these multibeam arrays.

Keywords: Multibeam, modelling, neural networks, synthesis, antennas.

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4636 Comparison of Different Discontinuous PWM Technique for Switching Losses Reduction in Modular Multilevel Converters

Authors: Kaumil B. Shah, Hina Chandwani

Abstract:

The modular multilevel converter (MMC) is one of the advanced topologies for medium and high-voltage applications. In high-power, high-voltage MMC, a large number of switching power devices are required. These switching power devices (IGBT) considerable switching losses. This paper analyzes the performance of different discontinuous pulse width modulation (DPWM) techniques and compares the results against a conventional carrier based pulse width modulation method, in order to reduce the switching losses of an MMC. The DPWM reference wave can be generated by adding the zero-sequence component to the original (sine) reference modulation signal. The result of the addition gives the reference signal of DPWM techniques. To minimize the switching losses of the MMC, the clamping period is controlled according to the absolute value of the output load current. No switching is generated in the clamping period so overall switching of the power device is reduced. The simulation result of the different DPWM techniques is compared with conventional carrier-based pulse-width modulation technique.

Keywords: Modular multilevel converter, discontinuous pulse width modulation, switching losses, zero-sequence voltage.

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4635 Margin-Based Feed-Forward Neural Network Classifiers

Authors: Han Xiao, Xiaoyan Zhu

Abstract:

Margin-Based Principle has been proposed for a long time, it has been proved that this principle could reduce the structural risk and improve the performance in both theoretical and practical aspects. Meanwhile, feed-forward neural network is a traditional classifier, which is very hot at present with a deeper architecture. However, the training algorithm of feed-forward neural network is developed and generated from Widrow-Hoff Principle that means to minimize the squared error. In this paper, we propose a new training algorithm for feed-forward neural networks based on Margin-Based Principle, which could effectively promote the accuracy and generalization ability of neural network classifiers with less labelled samples and flexible network. We have conducted experiments on four UCI open datasets and achieved good results as expected. In conclusion, our model could handle more sparse labelled and more high-dimension dataset in a high accuracy while modification from old ANN method to our method is easy and almost free of work.

Keywords: Max-Margin Principle, Feed-Forward Neural Network, Classifier.

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4634 Counterpropagation Neural Network for Solving Power Flow Problem

Authors: Jayendra Krishna, Laxmi Srivastava

Abstract:

Power flow (PF) study, which is performed to determine the power system static states (voltage magnitudes and voltage angles) at each bus to find the steady state operating condition of a system, is very important and is the most frequently carried out study by power utilities for power system planning, operation and control. In this paper, a counterpropagation neural network (CPNN) is proposed to solve power flow problem under different loading/contingency conditions for computing bus voltage magnitudes and angles of the power system. The counterpropagation network uses a different mapping strategy namely counterpropagation and provides a practical approach for implementing a pattern mapping task, since learning is fast in this network. The composition of the input variables for the proposed neural network has been selected to emulate the solution process of a conventional power flow program. The effectiveness of the proposed CPNN based approach for solving power flow is demonstrated by computation of bus voltage magnitudes and voltage angles for different loading conditions and single line-outage contingencies in IEEE 14-bus system.

Keywords: Admittance matrix, counterpropagation neural network, line outage contingency, power flow

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4633 Support Vector Fuzzy Based Neural Networks For Exchange Rate Modeling

Authors: Prof. Chokri SLIM

Abstract:

A Novel fuzzy neural network combining with support vector learning mechanism called support-vector-based fuzzy neural networks (SVBFNN) is proposed. The SVBFNN combine the capability of minimizing the empirical risk (training error) and expected risk (testing error) of support vector learning in high dimensional data spaces and the efficient human-like reasoning of FNN.

Keywords: Neural network, fuzzy inference, machine learning, fuzzy modeling and rule extraction, support vector regression.

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4632 Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network

Authors: Paul Lajbcygier, Seng Lee

Abstract:

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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4631 Exploiting Machine Learning Techniques for the Enhancement of Acceptance Sampling

Authors: Aikaterini Fountoulaki, Nikos Karacapilidis, Manolis Manatakis

Abstract:

This paper proposes an innovative methodology for Acceptance Sampling by Variables, which is a particular category of Statistical Quality Control dealing with the assurance of products quality. Our contribution lies in the exploitation of machine learning techniques to address the complexity and remedy the drawbacks of existing approaches. More specifically, the proposed methodology exploits Artificial Neural Networks (ANNs) to aid decision making about the acceptance or rejection of an inspected sample. For any type of inspection, ANNs are trained by data from corresponding tables of a standard-s sampling plan schemes. Once trained, ANNs can give closed-form solutions for any acceptance quality level and sample size, thus leading to an automation of the reading of the sampling plan tables, without any need of compromise with the values of the specific standard chosen each time. The proposed methodology provides enough flexibility to quality control engineers during the inspection of their samples, allowing the consideration of specific needs, while it also reduces the time and the cost required for these inspections. Its applicability and advantages are demonstrated through two numerical examples.

Keywords: Acceptance Sampling, Neural Networks, Statistical Quality Control.

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