Abstract: Reverse engineering of genetic regulatory network involves the modeling of the given gene expression data into a form of the network. Computationally it is possible to have the relationships between genes, so called gene regulatory networks (GRNs), that can help to find the genomics and proteomics based diagnostic approach for any disease. In this paper, clustering based method has been used to reconstruct genetic regulatory network from time series gene expression data. Supercoiled data set from Escherichia coli has been taken to demonstrate the proposed method.
Abstract: Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.
Abstract: This paper proposes a novel improvement of forecasting approach based on using time-invariant fuzzy time series. In contrast to traditional forecasting methods, fuzzy time series can be also applied to problems, in which historical data are linguistic values. It is shown that proposed time-invariant method improves the performance of forecasting process. Further, the effect of using different number of fuzzy sets is tested as well. As with the most of cited papers, historical enrollment of the University of Alabama is used in this study to illustrate the forecasting process. Subsequently, the performance of the proposed method is compared with existing fuzzy time series time-invariant models based on forecasting accuracy. It reveals a certain performance superiority of the proposed method over methods described in the literature.
Abstract: In this paper, we have presented a new multivariate fuzzy time series forecasting method. This method assumes mfactors with one main factor of interest. History of past three years is used for making new forecasts. This new method is applied in forecasting total number of car accidents in Belgium using four secondary factors. We also make comparison of our proposed method with existing methods of fuzzy time series forecasting. Experimentally, it is shown that our proposed method perform better than existing fuzzy time series forecasting methods. Practically, actuaries are interested in analysis of the patterns of causalities in road accidents. Thus using fuzzy time series, actuaries can define fuzzy premium and fuzzy underwriting of car insurance and life insurance for car insurance. National Institute of Statistics, Belgium provides region of risk classification for each road. Thus using this risk classification, we can predict premium rate and underwriting of insurance policy holders.
Abstract: Turbulence of the incoming wind field is of paramount
importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and
structural safety analysis. In the paper an empirical cross spectral
density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially
discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive
definite. Since the succeeding state space and ARMA modelling of
the turbulence rely on the positive definiteness of the cross-spectral
density matrix, the problem with the non-positive definiteness of such
matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density
matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise.
Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.
Abstract: Inferring the network structure from time series data
is a hard problem, especially if the time series is short and noisy.
DNA microarray is a technology allowing to monitor the mRNA
concentration of thousands of genes simultaneously that produces
data of these characteristics. In this study we try to investigate the
influence of the experimental design on the quality of the result.
More precisely, we investigate the influence of two different types of
random single gene perturbations on the inference of genetic networks
from time series data. To obtain an objective quality measure for
this influence we simulate gene expression values with a biologically
plausible model of a known network structure. Within this framework
we study the influence of single gene knock-outs in opposite to
linearly controlled expression for single genes on the quality of the
infered network structure.
Abstract: In this paper, some experiments of liquid dispersion flow driven by explosion in vertical plane were carried out using a liquid explosive dispersion device with film cylindrical constraints. The separated time series describing the breakup shape and dispersion process of liquid were recorded with high speed CMOS camera. The experimental results were analyzed and some essential characteristics of liquid dispersing flow are presented.
Abstract: The prediction of meteorological parameters at a
meteorological station is an interesting and open problem. A firstorder
linear dynamic model GM(1,1) is the main component of the
grey system theory. The grey model requires only a few previous data
points in order to make a real-time forecast. In this paper, we
consider the daily average ambient temperature as a time series and
the grey model GM(1,1) applied to local prediction (short-term
prediction) of the temperature. In the same case study we use a fuzzy
predictive model for global prediction. We conclude the paper with a
comparison between local and global prediction schemes.
Abstract: Analysis of heart rate variability (HRV) has become a
popular non-invasive tool for assessing the activities of autonomic
nervous system. Most of the methods were hired from techniques
used for time series analysis. Currently used methods are time
domain, frequency domain, geometrical and fractal methods. A new
technique, which searches for pattern repeatability in a time series, is
proposed for quantifying heart rate (HR) time series. These set of
indices, which are termed as pattern repeatability measure and
pattern repeatability ratio are able to distinguish HR data clearly
from noise and electroencephalogram (EEG). The results of analysis
using these measures give an insight into the fundamental difference
between the composition of HR time series with respect to EEG and
noise.
Abstract: Water level forecasting using records of past time series is of importance in water resources engineering and management. For example, water level affects groundwater tables in low-lying coastal areas, as well as hydrological regimes of some coastal rivers. Then, a reliable prediction of sea-level variations is required in coastal engineering and hydrologic studies. During the past two decades, the approaches based on the Genetic Programming (GP) and Artificial Neural Networks (ANN) were developed. In the present study, the GP is used to forecast daily water level variations for a set of time intervals using observed water levels. The measurements from a single tide gauge at Urmia Lake, Northwest Iran, were used to train and validate the GP approach for the period from January 1997 to July 2008. Statistics, the root mean square error and correlation coefficient, are used to verify model by comparing with a corresponding outputs from Artificial Neural Network model. The results show that both these artificial intelligence methodologies are satisfactory and can be considered as alternatives to the conventional harmonic analysis.
Abstract: Functional near infrared spectroscopy (fNIRS) is a
practical non-invasive optical technique to detect characteristic of
hemoglobin density dynamics response during functional activation of
the cerebral cortex. In this paper, fNIRS measurements were made in
the area of motor cortex from C4 position according to international
10-20 system. Three subjects, aged 23 - 30 years, were participated in
the experiment.
The aim of this paper was to evaluate the effects of different motor
activation tasks of the hemoglobin density dynamics of fNIRS signal.
The chaotic concept based on deterministic dynamics is an important
feature in biological signal analysis. This paper employs the chaotic
properties which is a novel method of nonlinear analysis, to analyze
and to quantify the chaotic property in the time series of the
hemoglobin dynamics of the various motor imagery tasks of fNIRS
signal. Usually, hemoglobin density in the human brain cortex is
found to change slowly in time. An inevitable noise caused by various
factors is to be included in a signal. So, principle component analysis
method (PCA) is utilized to remove high frequency component. The
phase pace is reconstructed and evaluated the Lyapunov spectrum, and
Lyapunov dimensions. From the experimental results, it can be
conclude that the signals measured by fNIRS are chaotic.
Abstract: In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but also with the conventional time series methods such as the classical vector autoregressive model. The cluster optimization is based on the C-means clustering method. An empirical study is performed for the prediction of the chartering rates of a group of dry bulk cargo ships. The root mean squared error (RMSE) metric is used for the comparing of results of methods and the proposed method has superiority than both traditional FTS methods and also the classical time series methods.
Abstract: In this paper we present an efficient approach for the prediction of two sunspot-related time series, namely the Yearly Sunspot Number and the IR5 Index, that are commonly used for monitoring solar activity. The method is based on exploiting partially recurrent Elman networks and it can be divided into three main steps: the first one consists in a “de-rectification" of the time series under study in order to obtain a new time series whose appearance, similar to a sum of sinusoids, can be modelled by our neural networks much better than the original dataset. After that, we normalize the derectified data so that they have zero mean and unity standard deviation and, finally, train an Elman network with only one input, a recurrent hidden layer and one output using a back-propagation algorithm with variable learning rate and momentum. The achieved results have shown the efficiency of this approach that, although very simple, can perform better than most of the existing solar activity forecasting methods.
Abstract: The method of gait identification based on the nearest neighbor classification technique with motion similarity assessment by the dynamic time warping is proposed. The model based kinematic motion data, represented by the joints rotations coded by Euler angles and unit quaternions is used. The different pose distance functions in Euler angles and quaternion spaces are considered. To evaluate individual features of the subsequent joints movements during gait cycle, joint selection is carried out. To examine proposed approach database containing 353 gaits of 25 humans collected in motion capture laboratory is used. The obtained results are promising. The classifications, which takes into consideration all joints has accuracy over 91%. Only analysis of movements of hip joints allows to correctly identify gaits with almost 80% precision.
Abstract: By systematically applying different engineering
methods, difficult financial problems become approachable. Using a
combination of theory and techniques such as wavelet transform,
time series data mining, Markov chain based discrete stochastic
optimization, and evolutionary algorithms, this work formulated a
strategy to characterize and forecast non-linear time series. It
attempted to extract typical features from the volatility data sets of
S&P100 and S&P500 indices that include abrupt drops, jumps and
other non-linearity. As a result, accuracy of forecasting has reached
an average of over 75% surpassing any other publicly available
results on the forecast of any financial index.
Abstract: Periodicities in the environmetric time series can be
idyllically assessed by utilizing periodic models. In this
communication fugitive emission of gases from open sewer channel
Lyari which follows periodic behaviour are approximated by
employing periodic autoregressive model of order p. The orders of
periodic model for each season are selected through the examination
of periodic partial autocorrelation or information criteria. The
parameters for the selected order of season are estimated individually
for each emitted air toxin. Subsequently, adequacies of fitted models
are established by examining the properties of the residual for each
season. These models are beneficial for schemer and administrative
bodies for the improvement of implemented policies to surmount
future environmental problems.
Abstract: In rotating machinery one of the critical components
that is prone to premature failure is the rolling bearing.
Consequently, early warning of an imminent bearing failure is much
critical to the safety and reliability of any high speed rotating
machines. This study is concerned with the application of Recurrence
Quantification Analysis (RQA) in fault detection of rolling element
bearings in rotating machinery. Based on the results from this study it
is reported that the RQA variable, percent determinism, is sensitive
to the type of fault investigated and therefore can provide useful
information on bearing damage in rolling element bearings.
Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: Drought is natural and climate phenomenon and in fact server as a part of climate in an area and also it has significant environmental, social ,and economic consequences .drought differs from the other natural disasters from this viewpoint that it s a creeping phenomenon meaning that it progresses little and its difficult to determine the time of its onset and termination .most of the drought definitions are on based on precipitation shortage and consequently ,the shortage of water some of the activities related to the water such as agriculture In this research ,drought condition in Fars province was evacuated using SPI method within a 37 year – statistical –period(1974-2010)and maps related to the drought were prepared for each of the statistical period years. According to the results obtained from this research, the years 1974, 1976, 1975, 1982 with SPI (-1.03, 0.39, -1.05, -1.49) respectively, were the doughiest years and 1996,1997,2000 with SPI (2.49, 1.49, 1.46, 1.04) respectively, the most humid within the studying time series and the rest are in more normal conditions in the term of drought.
Abstract: The study is aimed to test causal relationship between
growth and unemployment, using time series data for Pakistan from
1972 to 2006. Growth is considered to be a pathway to decrease the
level of unemployment. Unemployment is a social and political
issue. It is a phenomenon where human resources are wasted leading
to deacceleration in growth. Johanson Cointegration shows that there
is long run relationship between growth and unemployment. For
short run dynamics and causality, the study utilizes Vector Error
Correction Model (VECM). The results of VECM indicate that there
is short and long run causal relation between growth and
unemployment including capital, labor and human capital as
explanatory variables.