Abstract: A Decision Support System/Expert System for stock
portfolio selection presented where at first step, both technical and
fundamental data used to estimate technical and fundamental return
and risk (1st phase); Then, the estimated values are aggregated with
the investor preferences (2nd phase) to produce convenient stock
portfolio.
In the 1st phase, there are two expert systems, each of which is
responsible for technical or fundamental estimation. In the technical
expert system, for each stock, twenty seven candidates are identified
and with using rough sets-based clustering method (RC) the effective
variables have been selected. Next, for each stock two fuzzy rulebases
are developed with fuzzy C-Mean method and Takai-Sugeno-
Kang (TSK) approach; one for return estimation and the other for
risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation
method. In parallel, for fundamental expert systems,
fuzzy rule-bases have been identified in the form of “IF-THEN" rules
through brainstorming with the stock market experts and the input
data have been derived from financial statements; as a result two
fuzzy rule-bases have been generated for all the stocks, one for return
and the other for risk.
In the 2nd phase, user preferences represented by four criteria and
are obtained by questionnaire. Using an expert system, four estimated
values of return and risk have been aggregated with the respective
values of user preference. At last, a fuzzy rule base having four rules,
treats these values and produce a ranking score for each stock which
will lead to a satisfactory portfolio for the user.
The stocks of six manufacturing companies and the period of
2003-2006 selected for data gathering.
Abstract: The paper presents a new hybridization methodology involving Neural, Fuzzy and Rough Computing. A Rough Sets based approximation technique has been proposed based on a certain Neuro – Fuzzy architecture. A New Rough Neuron composition consisting of a combination of a Lower Bound neuron and a Boundary neuron has also been described. The conventional convergence of error in back propagation has been given away for a new framework based on 'Output Excitation Factor' and an inverse input transfer function. The paper also presents a brief comparison of performances, of the existing Rough Neural Networks and ANFIS architecture against the proposed methodology. It can be observed that the rough approximation based neuro-fuzzy architecture is superior to its counterparts.
Abstract: 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.
Abstract: Crypto System Identification is one of the challenging tasks in Crypt analysis. The paper discusses the possibility of employing Neural Networks for identification of Cipher Systems from cipher texts. Cascade Correlation Neural Network and Back Propagation Network have been employed for identification of Cipher Systems. Very large collection of cipher texts were generated using a Block Cipher (Enhanced RC6) and a Stream Cipher (SEAL). Promising results were obtained in terms of accuracy using both the Neural Network models but it was observed that the Cascade Correlation Neural Network Model performed better compared to Back Propagation Network.
Abstract: Our results showed that for the growth of qualitative
seedling and vegetative raw material of ðó. marschallianus Willd. and
T. serphyllum L. it is more profitable to use the in vitro and
hydroponics combined method. In in vitro culture it is possible to do
micro-propagation whole year with 98-99% rhizogenesis. 30000
micro-plants were obtained from one explant during 9 months.
Hydroponic conditions provide the necessary microclimate for
microplants where the survival rate without acclimatization was
93.3%. The essential oil content in hydroponic dry herb of both
species in vegetative and blossom phase was 1.3% whereas in wild
plants it was 1.2%, the content of extractive substances and vitamin
C also exceeded wild plants. Our biochemical and radiochemical
investigations indicated that the medicinal raw materials obtained
from hydroponic and wild plants of Thymus species correspond to
the demands of SPh XI, and the content of artificial radionuclides
does not exceed the MACL.
Abstract: In this paper, a comparative study of application of
supervised and unsupervised learning algorithms on illumination
invariant face recognition has been carried out. The supervised
learning has been carried out with the help of using a bi-layered
artificial neural network having one input, two hidden and one output
layer. The gradient descent with momentum and adaptive learning
rate back propagation learning algorithm has been used to implement
the supervised learning in a way that both the inputs and
corresponding outputs are provided at the time of training the
network, thus here is an inherent clustering and optimized learning of
weights which provide us with efficient results.. The unsupervised
learning has been implemented with the help of a modified
Counterpropagation network. The Counterpropagation network
involves the process of clustering followed by application of Outstar
rule to obtain the recognized face. The face recognition system has
been developed for recognizing faces which have varying
illumination intensities, where the database images vary in lighting
with respect to angle of illumination with horizontal and vertical
planes. The supervised and unsupervised learning algorithms have
been implemented and have been tested exhaustively, with and
without application of histogram equalization to get efficient results.
Abstract: Using quantum hydrodynamical (QHD) model the linear dispersion relation for the electron plasma waves propagating in a cylindrical waveguide filled with a dense plasma containing streaming electron, hole and stationary charged dust particles has been derived. It is shown that the effect of finite boundary and stream velocity of electrons and holes make some of the possible modes of propagation linearly unstable. The growth rate of this instability is shown to depend significantly on different plasma parameters.
Abstract: In this paper, propagation of cos-Gaussian beam in strongly nonlocal nonlinear media has been stimulated by using paraxial group transformation. At first, cos-Gaussian beam, nonlocal nonlinear media, critical power, transfer matrix, and paraxial group transformation are introduced. Then, the propagation of the cos-Gaussian beam in strongly nonlocal nonlinear media is simulated. Results show that beam propagation has periodic structure during self-focusing effect in this case. However, this simple method can be used for investigation of propagation of kinds of beams in ABCD optical media.
Abstract: This paper presents development of an ignition system using spark electrodes for application in a research explosion vessel.
A single spark is aimed to be discharged with quantifiable ignition energy. The spark electrode system would enable study of flame
propagation, ignitability of fuel-air mixtures and other fundamental characteristics of flames. The principle of the capacitive spark circuit
of ASTM is studied to charge an appropriate capacitance connected across the spark gap through a large resistor by a high voltage from
the source of power supply until the initiation of spark. Different spark energies could be obtained mainly by varying the value of the
capacitance and the supply current. The spark sizes produced are found to be affected by the spark gap, electrode size, input voltage
and capacitance value.
Abstract: The backpropagation algorithm in general employs quadratic error function. In fact, most of the problems that involve minimization employ the Quadratic error function. With alternative error functions the performance of the optimization scheme can be improved. The new error functions help in suppressing the ill-effects of the outliers and have shown good performance to noise. In this paper we have tried to evaluate and compare the relative performance of complex valued neural network using different error functions. During first simulation for complex XOR gate it is observed that some error functions like Absolute error, Cauchy error function can replace Quadratic error function. In the second simulation it is observed that for some error functions the performance of the complex valued neural network depends on the architecture of the network whereas with few other error functions convergence speed of the network is independent of architecture of the neural network.
Abstract: COSMED K4b2 is a portable electrical device designed to test pulmonary functions. It is ideal for many applications that need the measurement of the cardio-respiratory response either in the field or in the lab is capable with the capability to delivery real time data to a sink node or a PC base station with storing data in the memory at the same time. But the actual sensor outputs and data received may contain some errors, such as impulsive noise which can be related to sensors, low batteries, environment or disturbance in data acquisition process. These abnormal outputs might cause misinterpretations of exercise or living activities to persons being monitored. In our paper we propose an effective and feasible method to detect and identify errors in applications by principal component analysis (PCA) and a back propagation (BP) neural network.
Abstract: This paper is concerned with propagation of thermoelastic longitudinal vibrations of an infinite circular cylinder, in the context of the linear theory of generalized thermoelasticity with two relaxation time parameters (Green and Lindsay theory). Three displacement potential functions are introduced to uncouple the equations of motion. The frequency equation, by using the traction free boundary conditions, is given in the form of a determinant involving Bessel functions. The roots of the frequency equation give the value of the characteristic circular frequency as function of the wave number. These roots, which correspond to various modes, are numerically computed and presented graphically for different values of the thermal relaxation times. It is found that the influences of the thermal relaxation times on the amplitudes of the elastic and thermal waves are remarkable. Also, it is shown in this study that the propagation of thermoelastic longitudinal vibrations based on the generalized thermoelasticity can differ significantly compared with the results under the classical formulation. A comparison of the results for the case with no thermal effects shows well agreement with some of the corresponding earlier results.
Abstract: Computer modeling has played a unique role in
understanding electrocardiography. Modeling and simulating cardiac
action potential propagation is suitable for studying normal and
pathological cardiac activation. This paper presents a 2-D Cellular
Automata model for simulating action potential propagation in
cardiac tissue. We demonstrate a novel algorithm in order to use
minimum neighbors. This algorithm uses the summation of the
excitability attributes of excited neighboring cells. We try to
eliminate flat edges in the result patterns by inserting probability to
the model. We also preserve the real shape of action potential by
using linear curve fitting of one well known electrophysiological
model.
Abstract: Natural outdoor scene classification is active and
promising research area around the globe. In this study, the
classification is carried out in two phases. In the first phase, the
features are extracted from the images by wavelet decomposition
method and stored in a database as feature vectors. In the second
phase, the neural classifiers such as back-propagation neural network
(BPNN) and resilient back-propagation neural network (RPNN) are
employed for the classification of scenes. Four hundred color images
are considered from MIT database of two classes as forest and street.
A comparative study has been carried out on the performance of the
two neural classifiers BPNN and RPNN on the increasing number of
test samples. RPNN showed better classification results compared to
BPNN on the large test samples.
Abstract: The RK5GL3 method is a numerical method for solving
initial value problems in ordinary differential equations, and is based
on a combination of a fifth-order Runge-Kutta method and 3-point
Gauss-Legendre quadrature. In this paper we describe the propagation
of local errors in this method, and show that the global order of
RK5GL3 is expected to be six, one better than the underlying Runge-
Kutta method.
Abstract: An effort to find out the smaller size of cuttings for propagation of Morus alba was made in experimental area Department of Forestry, Range Management and Wildlife, University of Agriculture, Faisalabad, Pakistan. Different size of cuttings i.e. 2", 4", 6" and 8" were planted in polythene tubes of 3.5"x7". The effort was also made to compare the performance of cuttings in open air and in polythene low tunnel. Root length, number of root branches, root diameter and root fresh and dry weight were found maximum in two inches cuttings while minimum in four inches cuttings. Root growth was found maximum in open air as compared to under polythene sheet.
Abstract: 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%.
Abstract: Gabor-based face representation has achieved enormous success in face recognition. This paper addresses a novel algorithm for face recognition using neural networks trained by Gabor features. The system is commenced on convolving a face image with a series of Gabor filter coefficients at different scales and orientations. Two novel contributions of this paper are: scaling of rms contrast and introduction of fuzzily skewed filter. The neural network employed for face recognition is based on the multilayer perceptron (MLP) architecture with backpropagation algorithm and incorporates the convolution filter response of Gabor jet. The effectiveness of the algorithm has been justified over a face database with images captured at different illumination conditions.
Abstract: Classification of electroencephalogram (EEG) signals
extracted during mental tasks is a technique that is actively pursued
for Brain Computer Interfaces (BCI) designs. In this paper, we
compared the classification performances of univariateautoregressive
(AR) and multivariate autoregressive (MAR) models
for representing EEG signals that were extracted during different
mental tasks. Multilayer Perceptron (MLP) neural network (NN)
trained by the backpropagation (BP) algorithm was used to classify
these features into the different categories representing the mental
tasks. Classification performances were also compared across
different mental task combinations and 2 sets of hidden units (HU): 2
to 10 HU in steps of 2 and 20 to 100 HU in steps of 20. Five different
mental tasks from 4 subjects were used in the experimental study and
combinations of 2 different mental tasks were studied for each
subject. Three different feature extraction methods with 6th order
were used to extract features from these EEG signals: AR
coefficients computed with Burg-s algorithm (ARBG), AR
coefficients computed with stepwise least square algorithm (ARLS)
and MAR coefficients computed with stepwise least square
algorithm. The best results were obtained with 20 to 100 HU using
ARBG. It is concluded that i) it is important to choose the suitable
mental tasks for different individuals for a successful BCI design, ii)
higher HU are more suitable and iii) ARBG is the most suitable
feature extraction method.
Abstract: This paper presents results of measurements campaign
carried out at a carrier frequency of 24GHz with the help of TPLINK
router in indoor line-of-sight (LOS) scenarios. Firstly, the
radio wave propagation strategies are analyzed in some rooms with
router of point to point Ad hoc network. Then floor attenuation is
defined for 3 floors in experimental region. The free space model and
dual slope models are modified by considering the influence of
corridor conditions on each floor. Using these models, indoor signal
attenuation can be estimated in modeling of indoor radio wave
propagation. These results and modified models can also be used in
planning the networks of future personal communications services.