Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Advanced geostatistical and machine-learning models for spatial data analysis of radioactively contaminated regions

Radioactive soil-contamination mapping and risk assessment is a vital issue for decision makers. Traditional approaches for mapping the spatial concentration of radionuclides employ various regression-based models, which usually provide a single-value prediction realization accompanied (in some cases) by estimation error. Such approaches do not provide the capability for rigorous uncertainty quantification or probabilistic mapping. Machine learning is a recent and fast-developing approach based on learning patterns and information from data. Artificial neural networks for prediction mapping have been especially powerful in combination with spatial statistics. A data-driven approach provides the opportunity to integrate additional relevant information about spatial phenomena into a prediction model for more accurate spatial estimates and associated uncertainty. Machine-learning algorithms can also be used for a wider spectrum of problems than before: classification, probability density estimation, and so forth. Stochastic simulations are used to model spatial variability and uncertainty. Unlike regression models, they provide multiple realizations of a particular spatial pattern that allow uncertainty and risk quantification. This paper reviews the most recent methods of spatial data analysis, prediction, and risk mapping, based on machine learning and stochastic simulations in comparison with more traditional regression models. The radioactive fallout from the Chernobyl Nuclear Power Plant accident is used to illustrate the application of the models for prediction and classification problems. This fallout is a unique case study that provides the challenging task of analyzing huge amounts of data ('hard' direct measurements, as well as supplementary information and expert estimates) and solving particular decision-oriented problems.

Applying machine learning methods to avalanche forecasting

Avalanche forecasting is a complex process involving the assimilation of multiple data sources to make predictions over varying spatial and temporal resolutions. Numerically assisted forecasting often uses nearest neighbour methods (NN), which are known to have limitations when dealing with high dimensional data. We apply Support Vector Machines to a dataset from Lochaber, Scotland to assess their applicability in avalanche forecasting. Support Vector Machines (SVMs) belong to a family of theoretically based techniques from machine learning and are designed to deal with high dimensional data. Initial experiments showed that SVMs gave results which were comparable with NN for categorical and probabilistic forecasts. Experiments utilising the ability of SVMs to deal with high dimensionality in producing a spatial forecast show promise, but require further work.

Individual prediction of cognitive decline in mild cognitive impairment using support vector machine-based analysis of diffusion tensor imaging data.

Although cross-sectional diffusion tensor imaging (DTI) studies revealed significant white matter changes in mild cognitive impairment (MCI), the utility of this technique in predicting further cognitive decline is debated. Thirty-five healthy controls (HC) and 67 MCI subjects with DTI baseline data were neuropsychologically assessed at one year. Among them, there were 40 stable (sMCI; 9 single domain amnestic, 7 single domain frontal, 24 multiple domain) and 27 were progressive (pMCI; 7 single domain amnestic, 4 single domain frontal, 16 multiple domain). Fractional anisotropy (FA) and longitudinal, radial, and mean diffusivity were measured using Tract-Based Spatial Statistics. Statistics included group comparisons and individual classification of MCI cases using support vector machines (SVM). FA was significantly higher in HC compared to MCI in a distributed network including the ventral part of the corpus callosum, right temporal and frontal pathways. There were no significant group-level differences between sMCI versus pMCI or between MCI subtypes after correction for multiple comparisons. However, SVM analysis allowed for an individual classification with accuracies up to 91.4% (HC versus MCI) and 98.4% (sMCI versus pMCI). When considering the MCI subgroups separately, the minimum SVM classification accuracy for stable versus progressive cognitive decline was 97.5% in the multiple domain MCI group. SVM analysis of DTI data provided highly accurate individual classification of stable versus progressive MCI regardless of MCI subtype, indicating that this method may become an easily applicable tool for early individual detection of MCI subjects evolving to dementia.

Parallel evolution of facial stripe patterns in the Neolamprologus brichardi/pulcher species complex endemic to Lake Tanganyika.

Colour pattern diversity can be due to random processes or to natural or sexual selection. Consequently, similarities in colour patterns are not always correlated with common ancestry, but may result from convergent evolution under shared selection pressures or drift. Neolamprologus brichardi and Neolamprologus pulcher have been described as two distinct species based on differences in the arrangement of two dark bars on the operculum. Our study uses DNA sequences of the mitochondrial control region to show that relatedness of haplotypes disagrees with species assignment based on head colour pattern. This suggests repeated parallel evolution of particular stripe patterns. The complete lack of shared haplotypes between populations of the same or different phenotypes reflects strong philopatric behaviour, possibly induced by the cooperative breeding mode in which offspring remain in their natal territory and serve as helpers until they disperse to nearby territories or take over a breeding position. Concordant phylogeographic patterns between N. brichardi/N. pulcher populations and other rock-dwelling cichlids suggest that the same colonization routes have been taken by sympatric species and that these routes were affected by lake level fluctuations in the past.

Why microalgal biofuels won't save the internal combustion machine

Proponents of microalgae biofuel technologies often claim that the world demand of liquid fuels, about 5 trillion liters per year, could be supplied by microalgae cultivated on only a few tens of millions of hectares. This perspective reviews this subject and points out that such projections are greatly exaggerated, because (1) the pro- ductivities achieved in large-scale commercial microalgae production systems, operated year-round, do not surpass those of irrigated tropical crops; (2) cultivating, harvesting and processing microalgae solely for the production of biofuels is simply too expensive using current or prospective technology; and (3) currently available (limited) data suggest that the energy balance of algal biofuels is very poor. Thus, microalgal biofuels are no panacea for depleting oil or global warming, and are unlikely to save the internal combustion machine.

The parallel lives of angiogenesis and immunosuppression: cancer and other tales.

Emerging evidence indicates that angiogenesis and immunosuppression frequently occur simultaneously in response to diverse stimuli. Here, we describe a fundamental biological programme that involves the activation of both angiogenesis and immunosuppressive responses, often through the same cell types or soluble factors. We suggest that the initiation of these responses is part of a physiological and homeostatic tissue repair programme, which can be co-opted in pathological states, notably by tumours. This view can help to devise new cancer therapies and may have implications for aseptic tissue injury, pathogen-mediated tissue destruction, chronic inflammation and even reproduction.

Sensitive gene expression profiling of human T cell subsets reveals parallel post-thymic differentiation for CD4+ and CD8+ lineages.

The differentiation of CD4(+) or CD8(+) T cells following priming of naive cells is central in the establishment of the immune response against pathogens or tumors. However, our understanding of this complex process and the significance of the multiple subsets of differentiation remains controversial. Gene expression profiling has opened new directions of investigation in immunobiology. Nonetheless, the need for substantial amount of biological material often limits its application range. In this study, we have developed procedures to perform microarray analysis on amplified cDNA from low numbers of cells, including primary T lymphocytes, and applied this technology to the study of CD4 and CD8 lineage differentiation. Gene expression profiling was performed on samples of 1000 cells from 10 different subpopulations, defining the major stages of post-thymic CD4(+) or CD8(+) T cell differentiation. Surprisingly, our data revealed that while CD4(+) and CD8(+) T cell gene expression programs diverge at early stages of differentiation, they become increasingly similar as cells reach a late differentiation stage. This suggests that functional heterogeneity between Ag experienced CD4(+) and CD8(+) T cells is more likely to be located early during post-thymic differentiation, and that late stages of differentiation may represent a common end in the development of T-lymphocytes.

Data-driven topo-climatic mapping with machine learning methods

Automatic environmental monitoring networks enforced by wireless communication technologies provide large and ever increasing volumes of data nowadays. The use of this information in natural hazard research is an important issue. Particularly useful for risk assessment and decision making are the spatial maps of hazard-related parameters produced from point observations and available auxiliary information. The purpose of this article is to present and explore the appropriate tools to process large amounts of available data and produce predictions at fine spatial scales. These are the algorithms of machine learning, which are aimed at non-parametric robust modelling of non-linear dependencies from empirical data. The computational efficiency of the data-driven methods allows producing the prediction maps in real time which makes them superior to physical models for the operational use in risk assessment and mitigation. Particularly, this situation encounters in spatial prediction of climatic variables (topo-climatic mapping). In complex topographies of the mountainous regions, the meteorological processes are highly influenced by the relief. The article shows how these relations, possibly regionalized and non-linear, can be modelled from data using the information from digital elevation models. The particular illustration of the developed methodology concerns the mapping of temperatures (including the situations of Föhn and temperature inversion) given the measurements taken from the Swiss meteorological monitoring network. The range of the methods used in the study includes data-driven feature selection, support vector algorithms and artificial neural networks.

Segmentation of foot and ankle complex based on kinematic criteria.

Although various foot models were proposed for kinematics assessment using skin makers, no objective justification exists for the foot segmentations. This study proposed objective kinematic criteria to define which foot joints are relevant (dominant) in skin markers assessments. Among the studied joints, shank-hindfoot, hindfoot-midfoot and medial-lateral forefoot joints were found to have larger mobility than flexibility of their neighbour bonesets. The amplitude and pattern consistency of these joint angles confirmed their dominancy. Nevertheless, the consistency of the medial-lateral forefoot joint amplitude was lower. These three joints also showed acceptable sensibility to experimental errors which supported their dominancy. This study concluded that to be reliable for assessments using skin markers, the foot and ankle complex could be divided into shank, hindfoot, medial forefoot, lateral forefoot and toes. Kinematics of foot models with more segments must be more cautiously used.

Three essays on major trends in a slow clockspeed industry : the case of industrial automation

The motivation for this research initiated from the abrupt rise and fall of minicomputers which were initially used both for industrial automation and business applications due to their significantly lower cost than their predecessors, the mainframes. Later industrial automation developed its own vertically integrated hardware and software to address the application needs of uninterrupted operations, real-time control and resilience to harsh environmental conditions. This has led to the creation of an independent industry, namely industrial automation used in PLC, DCS, SCADA and robot control systems. This industry employs today over 200'000 people in a profitable slow clockspeed context in contrast to the two mainstream computing industries of information technology (IT) focused on business applications and telecommunications focused on communications networks and hand-held devices. Already in 1990s it was foreseen that IT and communication would merge into one Information and communication industry (ICT). The fundamental question of the thesis is: Could industrial automation leverage a common technology platform with the newly formed ICT industry? Computer systems dominated by complex instruction set computers (CISC) were challenged during 1990s with higher performance reduced instruction set computers (RISC). RISC started to evolve parallel to the constant advancement of Moore's law. These developments created the high performance and low energy consumption System-on-Chip architecture (SoC). Unlike to the CISC processors RISC processor architecture is a separate industry from the RISC chip manufacturing industry. It also has several hardware independent software platforms consisting of integrated operating system, development environment, user interface and application market which enables customers to have more choices due to hardware independent real time capable software applications. An architecture disruption merged and the smartphone and tablet market were formed with new rules and new key players in the ICT industry. Today there are more RISC computer systems running Linux (or other Unix variants) than any other computer system. The astonishing rise of SoC based technologies and related software platforms in smartphones created in unit terms the largest installed base ever seen in the history of computers and is now being further extended by tablets. An underlying additional element of this transition is the increasing role of open source technologies both in software and hardware. This has driven the microprocessor based personal computer industry with few dominating closed operating system platforms into a steep decline. A significant factor in this process has been the separation of processor architecture and processor chip production and operating systems and application development platforms merger into integrated software platforms with proprietary application markets. Furthermore the pay-by-click marketing has changed the way applications development is compensated: Three essays on major trends in a slow clockspeed industry: The case of industrial automation 2014 freeware, ad based or licensed - all at a lower price and used by a wider customer base than ever before. Moreover, the concept of software maintenance contract is very remote in the app world. However, as a slow clockspeed industry, industrial automation has remained intact during the disruptions based on SoC and related software platforms in the ICT industries. Industrial automation incumbents continue to supply systems based on vertically integrated systems consisting of proprietary software and proprietary mainly microprocessor based hardware. They enjoy admirable profitability levels on a very narrow customer base due to strong technology-enabled customer lock-in and customers' high risk leverage as their production is dependent on fault-free operation of the industrial automation systems. When will this balance of power be disrupted? The thesis suggests how industrial automation could join the mainstream ICT industry and create an information, communication and automation (ICAT) industry. Lately the Internet of Things (loT) and weightless networks, a new standard leveraging frequency channels earlier occupied by TV broadcasting, have gradually started to change the rigid world of Machine to Machine (M2M) interaction. It is foreseeable that enough momentum will be created that the industrial automation market will in due course face an architecture disruption empowered by these new trends. This thesis examines the current state of industrial automation subject to the competition between the incumbents firstly through a research on cost competitiveness efforts in captive outsourcing of engineering, research and development and secondly researching process re- engineering in the case of complex system global software support. Thirdly we investigate the industry actors', namely customers, incumbents and newcomers, views on the future direction of industrial automation and conclude with our assessments of the possible routes industrial automation could advance taking into account the looming rise of the Internet of Things (loT) and weightless networks. Industrial automation is an industry dominated by a handful of global players each of them focusing on maintaining their own proprietary solutions. The rise of de facto standards like IBM PC, Unix and Linux and SoC leveraged by IBM, Compaq, Dell, HP, ARM, Apple, Google, Samsung and others have created new markets of personal computers, smartphone and tablets and will eventually also impact industrial automation through game changing commoditization and related control point and business model changes. This trend will inevitably continue, but the transition to a commoditized industrial automation will not happen in the near future.

Machine learning for spatial environmental data. Theory, applications and software

The book presents the state of the art in machine learning algorithms (artificial neural networks of different architectures, support vector machines, etc.) as applied to the classification and mapping of spatially distributed environmental data. Basic geostatistical algorithms are presented as well. New trends in machine learning and their application to spatial data are given, and real case studies based on environmental and pollution data are carried out. The book provides a CD-ROM with the Machine Learning Office software, including sample sets of data, that will allow both students and researchers to put the concepts rapidly to practice.