Reliable Fault Diagnosis for Low-Speed Bearings Using Individually Trained Support Vector Machines With Kernel Discriminative Feature Analysis

This paper proposes a highly reliable fault diagnosis approach for low-speed bearings. The proposed approach first extracts wavelet-based fault features that represent diverse symptoms of multiple low-speed bearing defects. The most useful fault features for diagnosis are then selected by utilizing a genetic algorithm (GA)-based kernel discriminative feature analysis cooperating with one-against-all multicategory support vector machines (OAA MCSVMs). Finally, each support vector machine is individually trained with its own feature vector that includes the most discriminative fault features, offering the highest classification performance. In this study, the effectiveness of the proposed GA-based kernel discriminative feature analysis and the classification ability of individually trained OAA MCSVMs are addressed in terms of average classification accuracy. In addition, the proposedGA- based kernel discriminative feature analysis is compared with four other state-of-the-art feature analysis approaches. Experimental results indicate that the proposed approach is superior to other feature analysis methodologies, yielding an average classification accuracy of 98.06% and 94.49% under rotational speeds of 50 revolutions-per-minute (RPM) and 80 RPM, respectively. Furthermore, the individually trained MCSVMs with their own optimal fault features based on the proposed GA-based kernel discriminative feature analysis outperform the standard OAA MCSVMs, showing an average accuracy of 98.66% and 95.01% for bearings under rotational speeds of 50 RPM and 80 RPM, respectively.

Secondary structure element alignment kernel method for prediction of protein structural classes

In this paper, we aim at predicting protein structural classes for low-homology data sets based on predicted secondary structures. We propose a new and simple kernel method, named as SSEAKSVM, to predict protein structural classes. The secondary structures of all protein sequences are obtained by using the tool PSIPRED and then a linear kernel on the basis of secondary structure element alignment scores is constructed for training a support vector machine classifier without parameter adjusting. Our method SSEAKSVM was evaluated on two low-homology datasets 25PDB and 1189 with sequence homology being 25% and 40%, respectively. The jackknife test is used to test and compare our method with other existing methods. The overall accuracies on these two data sets are 86.3% and 84.5%, respectively, which are higher than those obtained by other existing methods. Especially, our method achieves higher accuracies (88.1% and 88.5%) for differentiating the α + β class and the α/β class compared to other methods. This suggests that our method is valuable to predict protein structural classes particularly for low-homology protein sequences. The source code of the method in this paper can be downloaded at http://math.xtu.edu.cn/myphp/math/research/source/SSEAK_source_code.rar.

R1STM: One-class support tensor machine with randomised kernel

Identifying unusual or anomalous patterns in an underlying dataset is an important but challenging task in many applications. The focus of the unsupervised anomaly detection literature has mostly been on vectorised data. However, many applications are more naturally described using higher-order tensor representations. Approaches that vectorise tensorial data can destroy the structural information encoded in the high-dimensional space, and lead to the problem of the curse of dimensionality. In this paper we present the first unsupervised tensorial anomaly detection method, along with a randomised version of our method. Our anomaly detection method, the One-class Support Tensor Machine (1STM), is a generalisation of conventional one-class Support Vector Machines to higher-order spaces. 1STM preserves the multiway structure of tensor data, while achieving significant improvement in accuracy and efficiency over conventional vectorised methods. We then leverage the theory of nonlinear random projections to propose the Randomised 1STM (R1STM). Our empirical analysis on several real and synthetic datasets shows that our R1STM algorithm delivers comparable or better accuracy to a state-of-the-art deep learning method and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.

An evolutionary framework for enhancing design

A computational framework for enhancing design in an evolutionary approach with a dynamic hierarchical structure is presented in this paper. This framework can be used as an evolutionary kernel for building computer-supported design systems. It provides computational components for generating, adapting and exploring alternative design solutions at multiple levels of abstraction with hierarchically structured design representations. In this paper, preliminary experimental results of using this framework in several design applications are presented.

Effective web service discovery using a combination of a semantic model and a data mining technique

With the advent of Service Oriented Architecture, Web Services have gained tremendous popularity. Due to the availability of a large number of Web services, finding an appropriate Web service according to the requirement of the user is a challenge. This warrants the need to establish an effective and reliable process of Web service discovery. A considerable body of research has emerged to develop methods to improve the accuracy of Web service discovery to match the best service. The process of Web service discovery results in suggesting many individual services that partially fulfil the user’s interest. By considering the semantic relationships of words used in describing the services as well as the use of input and output parameters can lead to accurate Web service discovery. Appropriate linking of individual matched services should fully satisfy the requirements which the user is looking for. This research proposes to integrate a semantic model and a data mining technique to enhance the accuracy of Web service discovery. A novel three-phase Web service discovery methodology has been proposed. The first phase performs match-making to find semantically similar Web services for a user query. In order to perform semantic analysis on the content present in the Web service description language document, the support-based latent semantic kernel is constructed using an innovative concept of binning and merging on the large quantity of text documents covering diverse areas of domain of knowledge. The use of a generic latent semantic kernel constructed with a large number of terms helps to find the hidden meaning of the query terms which otherwise could not be found. Sometimes a single Web service is unable to fully satisfy the requirement of the user. In such cases, a composition of multiple inter-related Web services is presented to the user. The task of checking the possibility of linking multiple Web services is done in the second phase. Once the feasibility of linking Web services is checked, the objective is to provide the user with the best composition of Web services. In the link analysis phase, the Web services are modelled as nodes of a graph and an allpair shortest-path algorithm is applied to find the optimum path at the minimum cost for traversal. The third phase which is the system integration, integrates the results from the preceding two phases by using an original fusion algorithm in the fusion engine. Finally, the recommendation engine which is an integral part of the system integration phase makes the final recommendations including individual and composite Web services to the user. In order to evaluate the performance of the proposed method, extensive experimentation has been performed. Results of the proposed support-based semantic kernel method of Web service discovery are compared with the results of the standard keyword-based information-retrieval method and a clustering-based machine-learning method of Web service discovery. The proposed method outperforms both information-retrieval and machine-learning based methods. Experimental results and statistical analysis also show that the best Web services compositions are obtained by considering 10 to 15 Web services that are found in phase-I for linking. Empirical results also ascertain that the fusion engine boosts the accuracy of Web service discovery by combining the inputs from both the semantic analysis (phase-I) and the link analysis (phase-II) in a systematic fashion. Overall, the accuracy of Web service discovery with the proposed method shows a significant improvement over traditional discovery methods.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Modeling corneal surfaces with rational functions for high-speed videokeratoscopy data compression

High-speed videokeratoscopy is an emerging technique that enables study of the corneal surface and tear-film dynamics. Unlike its static predecessor, this new technique results in a very large amount of digital data for which storage needs become significant. We aimed to design a compression technique that would use mathematical functions to parsimoniously fit corneal surface data with a minimum number of coefficients. Since the Zernike polynomial functions that have been traditionally used for modeling corneal surfaces may not necessarily correctly represent given corneal surface data in terms of its optical performance, we introduced the concept of Zernike polynomial-based rational functions. Modeling optimality criteria were employed in terms of both the rms surface error as well as the point spread function cross-correlation. The parameters of approximations were estimated using a nonlinear least-squares procedure based on the Levenberg-Marquardt algorithm. A large number of retrospective videokeratoscopic measurements were used to evaluate the performance of the proposed rational-function-based modeling approach. The results indicate that the rational functions almost always outperform the traditional Zernike polynomial approximations with the same number of coefficients.

Modeling videokeratoscopic height data with spherical harmonics

Purpose: All currently considered parametric models used for decomposing videokeratoscopy height data are viewercentered and hence describe what the operator sees rather than what the surface is. The purpose of this study was to ascertain the applicability of an object-centered representation to modeling of corneal surfaces. Methods: A three-dimensional surface decomposition into a series of spherical harmonics is considered and compared with the traditional Zernike polynomial expansion for a range of videokeratoscopic height data. Results: Spherical harmonic decomposition led to significantly better fits to corneal surfaces (in terms of the root mean square error values) than the corresponding Zernike polynomial expansions with the same number of coefficients, for all considered corneal surfaces, corneal diameters, and model orders. Conclusions: Spherical harmonic decomposition is a viable alternative to Zernike polynomial decomposition. It achieves better fits to videokeratoscopic height data and has the advantage of an object-centered representation that could be particularly suited to the analysis of multiple corneal measurements.

Describing ocular aberrations with wavefront vergence maps

A common optometric problem is to specify the eye’s ocular aberrations in terms of Zernike coefficients and to reduce that specification to a prescription for the optimum sphero-cylindrical correcting lens. The typical approach is first to reconstruct wavefront phase errors from measurements of wavefront slopes obtained by a wavefront aberrometer. This paper applies a new method to this clinical problem that does not require wavefront reconstruction. Instead, we base our analysis of axial wavefront vergence as inferred directly from wavefront slopes. The result is a wavefront vergence map that is similar to the axial power maps in corneal topography and hence has a potential to be favoured by clinicians. We use our new set of orthogonal Zernike slope polynomials to systematically analyse details of the vergence map analogous to Zernike analysis of wavefront maps. The result is a vector of slope coefficients that describe fundamental aberration components. Three different methods for reducing slope coefficients to a spherocylindrical prescription in power vector forms are compared and contrasted. When the original wavefront contains only second order aberrations, the vergence map is a function of meridian only and the power vectors from all three methods are identical. The differences in the methods begin to appear as we include higher order aberrations, in which case the wavefront vergence map is more complicated. Finally, we discuss the advantages and limitations of vergence map representation of ocular aberrations.

Modeling corneal surfaces with three-dimensional basis functions

Purpose: To ascertain the effectiveness of object-centered three-dimensional representations for the modeling of corneal surfaces. Methods: Three-dimensional (3D) surface decomposition into series of basis functions including: (i) spherical harmonics, (ii) hemispherical harmonics, and (iii) 3D Zernike polynomials were considered and compared to the traditional viewer-centered representation of two-dimensional (2D) Zernike polynomial expansion for a range of retrospective videokeratoscopic height data from three clinical groups. The data were collected using the Medmont E300 videokeratoscope. The groups included 10 normal corneas with corneal astigmatism less than −0.75 D, 10 astigmatic corneas with corneal astigmatism between −1.07 D and 3.34 D (Mean = −1.83 D, SD = ±0.75 D), and 10 keratoconic corneas. Only data from the right eyes of the subjects were considered. Results: All object-centered decompositions led to significantly better fits to corneal surfaces (in terms of the RMS error values) than the corresponding 2D Zernike polynomial expansions with the same number of coefficients, for all considered corneal surfaces, corneal diameters (2, 4, 6, and 8 mm), and model orders (4th to 10th radial orders) The best results (smallest RMS fit error) were obtained with spherical harmonics decomposition which lead to about 22% reduction in the RMS fit error, as compared to the traditional 2D Zernike polynomials. Hemispherical harmonics and the 3D Zernike polynomials reduced the RMS fit error by about 15% and 12%, respectively. Larger reduction in RMS fit error was achieved for smaller corneral diameters and lower order fits. Conclusions: Object-centered 3D decompositions provide viable alternatives to traditional viewer-centered 2D Zernike polynomial expansion of a corneal surface. They achieve better fits to videokeratoscopic height data and could be particularly suited to the analysis of multiple corneal measurements, where there can be slight variations in the position of the cornea from one map acquisition to the next.

Data-driven background dataset selection for SVM-based speaker verification

The recently proposed data-driven background dataset refinement technique provides a means of selecting an informative background for support vector machine (SVM)-based speaker verification systems. This paper investigates the characteristics of the impostor examples in such highly-informative background datasets. Data-driven dataset refinement individually evaluates the suitability of candidate impostor examples for the SVM background prior to selecting the highest-ranking examples as a refined background dataset. Further, the characteristics of the refined dataset were analysed to investigate the desired traits of an informative SVM background. The most informative examples of the refined dataset were found to consist of large amounts of active speech and distinctive language characteristics. The data-driven refinement technique was shown to filter the set of candidate impostor examples to produce a more disperse representation of the impostor population in the SVM kernel space, thereby reducing the number of redundant and less-informative examples in the background dataset. Furthermore, data-driven refinement was shown to provide performance gains when applied to the difficult task of refining a small candidate dataset that was mis-matched to the evaluation conditions.

Conditional coskewness and asset pricing

We explore the empirical usefulness of conditional coskewness to explain the cross-section of equity returns. We find that coskewness is an important determinant of the returns to equity, and that the pricing relationship varies through time. In particular we find that when the conditional market skewness is positive investors are willing to sacrifice 7.87% annually per unit of gamma (a standardized measure of coskewness risk) while they only demand a premium of 1.80% when the market is negatively skewed. A similar picture emerges from the coskewness factor of Harvey and Siddique (Harvey, C., Siddique, A., 2000a. Conditional skewness in asset pricing models tests. Journal of Finance 65, 1263–1295.) (a portfolio that is long stocks with small coskewness with the market and short high coskewness stocks) which earns 5.00% annually when the market is positively skewed but only 2.81% when the market is negatively skewed. The conditional two-moment CAPM and a conditional Fama and French (Fama, E., French, K., 1992. The cross-section of expected returns. Journal of Finance 47,427465.) three-factor model are rejected, but a model which includes coskewness is not rejected by the data. The model also passes a structural break test which many existing asset pricing models fail.

Adaptive instantaneous frequency estimation: Techniques and algorithms

This thesis deals with the problem of the instantaneous frequency (IF) estimation of sinusoidal signals. This topic plays significant role in signal processing and communications. Depending on the type of the signal, two major approaches are considered. For IF estimation of single-tone or digitally-modulated sinusoidal signals (like frequency shift keying signals) the approach of digital phase-locked loops (DPLLs) is considered, and this is Part-I of this thesis. For FM signals the approach of time-frequency analysis is considered, and this is Part-II of the thesis. In part-I we have utilized sinusoidal DPLLs with non-uniform sampling scheme as this type is widely used in communication systems. The digital tanlock loop (DTL) has introduced significant advantages over other existing DPLLs. In the last 10 years many efforts have been made to improve DTL performance. However, this loop and all of its modifications utilizes Hilbert transformer (HT) to produce a signal-independent 90-degree phase-shifted version of the input signal. Hilbert transformer can be realized approximately using a finite impulse response (FIR) digital filter. This realization introduces further complexity in the loop in addition to approximations and frequency limitations on the input signal. We have tried to avoid practical difficulties associated with the conventional tanlock scheme while keeping its advantages. A time-delay is utilized in the tanlock scheme of DTL to produce a signal-dependent phase shift. This gave rise to the time-delay digital tanlock loop (TDTL). Fixed point theorems are used to analyze the behavior of the new loop. As such TDTL combines the two major approaches in DPLLs: the non-linear approach of sinusoidal DPLL based on fixed point analysis, and the linear tanlock approach based on the arctan phase detection. TDTL preserves the main advantages of the DTL despite its reduced structure. An application of TDTL in FSK demodulation is also considered. This idea of replacing HT by a time-delay may be of interest in other signal processing systems. Hence we have analyzed and compared the behaviors of the HT and the time-delay in the presence of additive Gaussian noise. Based on the above analysis, the behavior of the first and second-order TDTLs has been analyzed in additive Gaussian noise. Since DPLLs need time for locking, they are normally not efficient in tracking the continuously changing frequencies of non-stationary signals, i.e. signals with time-varying spectra. Nonstationary signals are of importance in synthetic and real life applications. An example is the frequency-modulated (FM) signals widely used in communication systems. Part-II of this thesis is dedicated for the IF estimation of non-stationary signals. For such signals the classical spectral techniques break down, due to the time-varying nature of their spectra, and more advanced techniques should be utilized. For the purpose of instantaneous frequency estimation of non-stationary signals there are two major approaches: parametric and non-parametric. We chose the non-parametric approach which is based on time-frequency analysis. This approach is computationally less expensive and more effective in dealing with multicomponent signals, which are the main aim of this part of the thesis. A time-frequency distribution (TFD) of a signal is a two-dimensional transformation of the signal to the time-frequency domain. Multicomponent signals can be identified by multiple energy peaks in the time-frequency domain. Many real life and synthetic signals are of multicomponent nature and there is little in the literature concerning IF estimation of such signals. This is why we have concentrated on multicomponent signals in Part-H. An adaptive algorithm for IF estimation using the quadratic time-frequency distributions has been analyzed. A class of time-frequency distributions that are more suitable for this purpose has been proposed. The kernels of this class are time-only or one-dimensional, rather than the time-lag (two-dimensional) kernels. Hence this class has been named as the T -class. If the parameters of these TFDs are properly chosen, they are more efficient than the existing fixed-kernel TFDs in terms of resolution (energy concentration around the IF) and artifacts reduction. The T-distributions has been used in the IF adaptive algorithm and proved to be efficient in tracking rapidly changing frequencies. They also enables direct amplitude estimation for the components of a multicomponent