Abstract: Training neural networks to capture an intrinsic
property of a large volume of high dimensional data is a difficult
task, as the training process is computationally expensive. Input
attributes should be carefully selected to keep the dimensionality of
input vectors relatively small.
Technical indexes commonly used for stock market prediction
using neural networks are investigated to determine its effectiveness
as inputs. The feed forward neural network of Levenberg-Marquardt
algorithm is applied to perform one step ahead forecasting of
NASDAQ and Dow stock prices.
Abstract: An electrocardiogram (ECG) feature extraction system
based on the calculation of the complex resonance frequency
employing Prony-s method is developed. Prony-s method is applied
on five different classes of ECG signals- arrhythmia as a finite sum
of exponentials depending on the signal-s poles and the resonant
complex frequencies. Those poles and resonance frequencies of the
ECG signals- arrhythmia are evaluated for a large number of each
arrhythmia. The ECG signals of lead II (ML II) were taken from
MIT-BIH database for five different types. These are the ventricular
couplet (VC), ventricular tachycardia (VT), ventricular bigeminy
(VB), and ventricular fibrillation (VF) and the normal (NR). This
novel method can be extended to any number of arrhythmias.
Different classification techniques were tried using neural networks
(NN), K nearest neighbor (KNN), linear discriminant analysis (LDA)
and multi-class support vector machine (MC-SVM).
Abstract: The Multi-Layered Perceptron (MLP) Neural
networks have been very successful in a number of signal processing
applications. In this work we have studied the possibilities and the
met difficulties in the application of the MLP neural networks for the
prediction of daily solar radiation data. We have used the Polack-Ribière algorithm for training the neural networks. A comparison, in
term of the statistical indicators, with a linear model most used in
literature, is also performed, and the obtained results show that the
neural networks are more efficient and gave the best results.
Abstract: Nowadays, the challenge in hydraulic turbine design is
the multi-objective design of turbine runner to reach higher
efficiency. The hydraulic performance of a turbine is strictly depends
on runner blades shape. The present paper focuses on the application
of the multi-objective optimization algorithm to the design of a small
Francis turbine runner. The optimization exercise focuses on the
efficiency improvement at the best efficiency operating point (BEP)
of the GAMM Francis turbine. A global optimization method based
on artificial neural networks (ANN) and genetic algorithms (GA)
coupled by 3D Navier-Stokes flow solver has been used to improve
the performance of an initial geometry of a Francis runner. The
results show the good ability of optimization algorithm and the final
geometry has better efficiency with initial geometry. The goal was to
optimize the geometry of the blades of GAMM turbine runner which
leads to maximum total efficiency by changing the design parameters
of camber line in at least 5 sections of a blade. The efficiency of the
optimized geometry is improved from 90.7% to 92.5%. Finally,
design parameters and the way of selection have been considered and
discussed.
Abstract: The speech signal conveys information about the
identity of the speaker. The area of speaker identification is
concerned with extracting the identity of the person speaking the
utterance. As speech interaction with computers becomes more
pervasive in activities such as the telephone, financial transactions
and information retrieval from speech databases, the utility of
automatically identifying a speaker is based solely on vocal
characteristic. This paper emphasizes on text dependent speaker
identification, which deals with detecting a particular speaker from a
known population. The system prompts the user to provide speech
utterance. System identifies the user by comparing the codebook of
speech utterance with those of the stored in the database and lists,
which contain the most likely speakers, could have given that speech
utterance. The speech signal is recorded for N speakers further the
features are extracted. Feature extraction is done by means of LPC
coefficients, calculating AMDF, and DFT. The neural network is
trained by applying these features as input parameters. The features
are stored in templates for further comparison. The features for the
speaker who has to be identified are extracted and compared with the
stored templates using Back Propogation Algorithm. Here, the
trained network corresponds to the output; the input is the extracted
features of the speaker to be identified. The network does the weight
adjustment and the best match is found to identify the speaker. The
number of epochs required to get the target decides the network
performance.
Abstract: The aim of this paper is to present a methodology in
three steps to forecast supply chain demand. In first step, various data
mining techniques are applied in order to prepare data for entering
into forecasting models. In second step, the modeling step, an
artificial neural network and support vector machine is presented
after defining Mean Absolute Percentage Error index for measuring
error. The structure of artificial neural network is selected based on
previous researchers' results and in this article the accuracy of
network is increased by using sensitivity analysis. The best forecast
for classical forecasting methods (Moving Average, Exponential
Smoothing, and Exponential Smoothing with Trend) is resulted based
on prepared data and this forecast is compared with result of support
vector machine and proposed artificial neural network. The results
show that artificial neural network can forecast more precisely in
comparison with other methods. Finally, forecasting methods'
stability is analyzed by using raw data and even the effectiveness of
clustering analysis is measured.
Abstract: Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Abstract: Saudi Arabia is an arid country which depends on
costly desalination plants to satisfy the growing residential water
demand. Prediction of water demand is usually a challenging task
because the forecast model should consider variations in economic
progress, climate conditions and population growth. The task is
further complicated knowing that Mecca city is visited regularly by
large numbers during specific months in the year due to religious
occasions. In this paper, a neural networks model is proposed to
handle the prediction of the monthly and yearly water demand for
Mecca city, Saudi Arabia. The proposed model will be developed
based on historic records of water production and estimated visitors-
distribution. The driving variables for the model include annuallyvarying
variables such as household income, household density, and
city population, and monthly-varying variables such as expected
number of visitors each month and maximum monthly temperature.
Abstract: In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.
Abstract: Using neural network we try to model the unknown function f for given input-output data pairs. The connection strength of each neuron is updated through learning. Repeated simulations of crisp neural network produce different values of weight factors that are directly affected by the change of different parameters. We propose the idea that for each neuron in the network, we can obtain quasi-fuzzy weight sets (QFWS) using repeated simulation of the crisp neural network. Such type of fuzzy weight functions may be applied where we have multivariate crisp input that needs to be adjusted after iterative learning, like claim amount distribution analysis. As real data is subjected to noise and uncertainty, therefore, QFWS may be helpful in the simplification of such complex problems. Secondly, these QFWS provide good initial solution for training of fuzzy neural networks with reduced computational complexity.
Abstract: In this paper back-propagation artificial neural
network (BPANN) with Levenberg–Marquardt algorithm is
employed to predict the limiting drawing ratio (LDR) of the deep
drawing process. To prepare a training set for BPANN, some finite
element simulations were carried out. die and punch radius, die arc
radius, friction coefficient, thickness, yield strength of sheet and
strain hardening exponent were used as the input data and the LDR
as the specified output used in the training of neural network. As a
result of the specified parameters, the program will be able to
estimate the LDR for any new given condition. Comparing FEM and
BPANN results, an acceptable correlation was found.
Abstract: In this paper we present an adaptive method for image
compression that is based on complexity level of the image. The
basic compressor/de-compressor structure of this method is a multilayer
perceptron artificial neural network. In adaptive approach
different Back-Propagation artificial neural networks are used as
compressor and de-compressor and this is done by dividing the
image into blocks, computing the complexity of each block and then
selecting one network for each block according to its complexity
value. Three complexity measure methods, called Entropy, Activity
and Pattern-based are used to determine the level of complexity in
image blocks and their ability in complexity estimation are evaluated
and compared. In training and evaluation, each image block is
assigned to a network based on its complexity value. Best-SNR is
another alternative in selecting compressor network for image blocks
in evolution phase which chooses one of the trained networks such
that results best SNR in compressing the input image block. In our
evaluations, best results are obtained when overlapping the blocks is
allowed and choosing the networks in compressor is based on the
Best-SNR. In this case, the results demonstrate superiority of this
method comparing with previous similar works and JPEG standard
coding.
Abstract: In the present work, we propose a new technique to
enhance the learning capabilities and reduce the computation
intensity of a competitive learning multi-layered neural network
using the K-means clustering algorithm. The proposed model use
multi-layered network architecture with a back propagation learning
mechanism. The K-means algorithm is first applied to the training
dataset to reduce the amount of samples to be presented to the neural
network, by automatically selecting an optimal set of samples. The
obtained results demonstrate that the proposed technique performs
exceptionally in terms of both accuracy and computation time when
applied to the KDD99 dataset compared to a standard learning
schema that use the full dataset.
Abstract: Diagnosis can be achieved by building a model of a
certain organ under surveillance and comparing it with the real time
physiological measurements taken from the patient. This paper deals
with the presentation of the benefits of using Data Mining techniques
in the computer-aided diagnosis (CAD), focusing on the cancer
detection, in order to help doctors to make optimal decisions quickly
and accurately. In the field of the noninvasive diagnosis techniques,
the endoscopic ultrasound elastography (EUSE) is a recent elasticity
imaging technique, allowing characterizing the difference between
malignant and benign tumors. Digitalizing and summarizing the main
EUSE sample movies features in a vector form concern with the use
of the exploratory data analysis (EDA). Neural networks are then
trained on the corresponding EUSE sample movies vector input in
such a way that these intelligent systems are able to offer a very
precise and objective diagnosis, discriminating between benign and
malignant tumors. A concrete application of these Data Mining
techniques illustrates the suitability and the reliability of this
methodology in CAD.
Abstract: In this paper, the problem of stability analysis for a class of impulsive stochastic fuzzy neural networks with timevarying delays and reaction-diffusion is considered. By utilizing suitable Lyapunov-Krasovskii funcational, the inequality technique and stochastic analysis technique, some sufficient conditions ensuring global exponential stability of equilibrium point for impulsive stochastic fuzzy cellular neural networks with time-varying delays and diffusion are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of fuzzy neural networks. An example is given to show the effectiveness of the obtained results.
Abstract: This paper considers the problem of Null-Steering beamforming using Neural Network (NN) approach for antenna array system. Two cases are presented. First, unlike the other authors, the estimated Direction Of Arrivals (DOAs) are used for antenna array weights NN-based determination and the imprecise DOAs estimations are taken into account. Second, the blind null-steering beamforming is presented. In this case the antenna array outputs are presented at the input of the NN without DOAs estimation. The results of computer simulations will show much better relative mean error performances of the first NN approach compared to the NNbased blind beamforming.
Abstract: The multiple traveling salesman problem (mTSP) can be used to model many practical problems. The mTSP is more complicated than the traveling salesman problem (TSP) because it requires determining which cities to assign to each salesman, as well as the optimal ordering of the cities within each salesman's tour. Previous studies proposed that Genetic Algorithm (GA), Integer Programming (IP) and several neural network (NN) approaches could be used to solve mTSP. This paper compared the results for mTSP, solved with Genetic Algorithm (GA) and Nearest Neighbor Algorithm (NNA). The number of cities is clustered into a few groups using k-means clustering technique. The number of groups depends on the number of salesman. Then, each group is solved with NNA and GA as an independent TSP. It is found that k-means clustering and NNA are superior to GA in terms of performance (evaluated by fitness function) and computing time.
Abstract: This paper presents a new method of fault detection and isolation (FDI) for polymer electrolyte membrane (PEM) fuel cell (FC) dynamic systems under an open-loop scheme. This method uses a radial basis function (RBF) neural network to perform fault identification, classification and isolation. The novelty is that the RBF model of independent mode is used to predict the future outputs of the FC stack. One actuator fault, one component fault and three sensor faults have been introduced to the PEMFC systems experience faults between -7% to +10% of fault size in real-time operation. To validate the results, a benchmark model developed by Michigan University is used in the simulation to investigate the effect of these five faults. The developed independent RBF model is tested on MATLAB R2009a/Simulink environment. The simulation results confirm the effectiveness of the proposed method for FDI under an open-loop condition. By using this method, the RBF networks able to detect and isolate all five faults accordingly and accurately.
Abstract: The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.
Abstract: In this paper, the modelling and design of artificial neural network architecture for load forecasting purposes is investigated. The primary pre-requisite for power system planning is to arrive at realistic estimates of future demand of power, which is known as Load Forecasting. Short Term Load Forecasting (STLF) helps in determining the economic, reliable and secure operating strategies for power system. The dependence of load on several factors makes the load forecasting a very challenging job. An over estimation of the load may cause premature investment and unnecessary blocking of the capital where as under estimation of load may result in shortage of equipment and circuits. It is always better to plan the system for the load slightly higher than expected one so that no exigency may arise. In this paper, a load-forecasting model is proposed using a multilayer neural network with an appropriately modified back propagation learning algorithm. Once the neural network model is designed and trained, it can forecast the load of the power system 24 hours ahead on daily basis and can also forecast the cumulative load on daily basis. The real load data that is used for the Artificial Neural Network training was taken from LDC, Gujarat Electricity Board, Jambuva, Gujarat, India. The results show that the load forecasting of the ANN model follows the actual load pattern more accurately throughout the forecasted period.