Bagging k-dependence probabilistic networks: An alternative powerful fraud detection tool

Fraud is a global problem that has required more attention due to an accentuated expansion of modern technology and communication. When statistical techniques are used to detect fraud, whether a fraud detection model is accurate enough in order to provide correct classification of the case as a fraudulent or legitimate is a critical factor. In this context, the concept of bootstrap aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the adjusted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper, for the first time, we aim to present a pioneer study of the performance of the discrete and continuous k-dependence probabilistic networks within the context of bagging predictors classification. Via a large simulation study and various real datasets, we discovered that the probabilistic networks are a strong modeling option with high predictive capacity and with a high increment using the bagging procedure when compared to traditional techniques. (C) 2012 Elsevier Ltd. All rights reserved.

Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks

Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provade a very Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that interferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is construtive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynominal-time algorithm for SQPn. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.

Detecting an abnormality in a recovery boiler using dynamic multivariate data analysis with parallel coordinate plots

Data visualization techniques are powerful in the handling and analysis of multivariate systems. One such technique known as parallel coordinates was used to support the diagnosis of an event, detected by a neural network-based monitoring system, in a boiler at a Brazilian Kraft pulp mill. Its attractiveness is the possibility of the visualization of several variables simultaneously. The diagnostic procedure was carried out step-by-step going through exploratory, explanatory, confirmatory, and communicative goals. This tool allowed the visualization of the boiler dynamics in an easier way, compared to commonly used univariate trend plots. In addition it facilitated analysis of other aspects, namely relationships among process variables, distinct modes of operation and discrepant data. The whole analysis revealed firstly that the period involving the detected event was associated with a transition between two distinct normal modes of operation, and secondly the presence of unusual changes in process variables at this time.

Disentangling social networks from spatiotemporal dynamics: the temporal structure of a dolphin society

Social networks are static illustrations of dynamic societies, within which social interactions are constantly changing. Fundamental sources of variation include ranging behaviour and temporal demographic changes. Spatiotemporal dynamics can favour or limit opportunities for individuals to interact, and then a network may not essentially represent social processes. We examined whether a social network can embed such nonsocial effects in its topology, whereby emerging modules depict spatially or temporally segregated individuals. To this end, we applied a combination of spatial, temporal and demographic analyses to a long-term study of the association patterns of Guiana dolphins, Sotalia guianensis. We found that association patterns are organized into a modular social network. Space use was unlikely to reflect these modules, since dolphins' ranging behaviour clearly overlapped. However, a temporal demographic turnover, caused by the exit/entrance of individuals (most likely emigration/immigration), defined three modules of associations occurring at different times. Although this factor could mask real social processes, we identified the temporal scale that allowed us to account for these demographic effects. By looking within this turnover period (32 months), we assessed fission-fusion dynamics of the poorly known social organization of Guiana dolphins. We highlight that spatiotemporal dynamics can strongly influence the structure of social networks. Our findings show that hypothetical social units can emerge due to the temporal opportunities for individuals to interact. Therefore, a thorough search for a satisfactory spatiotemporal scale that removes such nonsocial noise is critical when analysing a social system. (C) 2012 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

Probabilistic patterns of interaction: the effects of link-strength variability on food web structure

Patterns of species interactions affect the dynamics of food webs. An important component of species interactions that is rarely considered with respect to food webs is the strengths of interactions, which may affect both structure and dynamics. In natural systems, these strengths are variable, and can be quantified as probability distributions. We examined how variation in strengths of interactions can be described hierarchically, and how this variation impacts the structure of species interactions in predator-prey networks, both of which are important components of ecological food webs. The stable isotope ratios of predator and prey species may be particularly useful for quantifying this variability, and we show how these data can be used to build probabilistic predator-prey networks. Moreover, the distribution of variation in strengths among interactions can be estimated from a limited number of observations. This distribution informs network structure, especially the key role of dietary specialization, which may be useful for predicting structural properties in systems that are difficult to observe. Finally, using three mammalian predator-prey networks ( two African and one Canadian) quantified from stable isotope data, we show that exclusion of link-strength variability results in biased estimates of nestedness and modularity within food webs, whereas the inclusion of body size constraints only marginally increases the predictive accuracy of the isotope-based network. We find that modularity is the consequence of strong link-strengths in both African systems, while nestedness is not significantly present in any of the three predator-prey networks.

The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

ACTIVE NETWORKS THAT MAXIMIZE THE AMOUNT OF INFORMATION TRANSMISSION

This work clarifies the relationship between network circuit (topology) and behavior (information transmission and synchronization) in active networks, e. g. neural networks. As an application, we show how to determine a network topology that is optimal for information transmission. By optimal, we mean that the network is able to transmit a large amount of information, it possesses a large number of communication channels, and it is robust under large variations of the network coupling configuration. This theoretical approach is general and does not depend on the particular dynamic of the elements forming the network, since the network topology can be determined by finding a Laplacian matrix (the matrix that describes the connections and the coupling strengths among the elements) whose eigenvalues satisfy some special conditions. To illustrate our ideas and theoretical approaches, we use neural networks of electrically connected chaotic Hindmarsh-Rose neurons.

Link prediction using a probabilistic description logic

Due to the growing interest in social networks, link prediction has received significant attention. Link prediction is mostly based on graph-based features, with some recent approaches focusing on domain semantics. We propose algorithms for link prediction that use a probabilistic ontology to enhance the analysis of the domain and the unavoidable uncertainty in the task (the ontology is specified in the probabilistic description logic crALC). The scalability of the approach is investigated, through a combination of semantic assumptions and graph-based features. We evaluate empirically our proposal, and compare it with standard solutions in the literature.