99 resultados para Statistical models of Box-Jenkins. Artificial neural networks (ANN). Oil flow curve


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A multi-layered architecture of self-organizing neural networks is being developed as part of an intelligent alarm processor to analyse a stream of power grid fault messages and provide a suggested diagnosis of the fault location. Feedback concerning the accuracy of the diagnosis is provided by an object-oriented grid simulator which acts as an external supervisor to the learning system. The utilization of artificial neural networks within this environment should result in a powerful generic alarm processor which will not require extensive training by a human expert to produce accurate results.

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This paper describes the application of artificial neural networks for automatic tuning of PID controllers using the Model Reference Adaptive Control approach. The effectiveness of the proposed method is shown through a simulated application.

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The main activity carried out by the geophysicist when interpreting seismic data, in terms of both importance and time spent is tracking (or picking) seismic events. in practice, this activity turns out to be rather challenging, particularly when the targeted event is interrupted by discontinuities such as geological faults or exhibits lateral changes in seismic character. In recent years, several automated schemes, known as auto-trackers, have been developed to assist the interpreter in this tedious and time-consuming task. The automatic tracking tool available in modem interpretation software packages often employs artificial neural networks (ANN's) to identify seismic picks belonging to target events through a pattern recognition process. The ability of ANNs to track horizons across discontinuities largely depends on how reliably data patterns characterise these horizons. While seismic attributes are commonly used to characterise amplitude peaks forming a seismic horizon, some researchers in the field claim that inherent seismic information is lost in the attribute extraction process and advocate instead the use of raw data (amplitude samples). This paper investigates the performance of ANNs using either characterisation methods, and demonstrates how the complementarity of both seismic attributes and raw data can be exploited in conjunction with other geological information in a fuzzy inference system (FIS) to achieve an enhanced auto-tracking performance.

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In high speed manufacturing systems, continuous operation is desirable, with minimal disruption for repairs and service. An intelligent diagnostic monitoring system, designed to detect developing faults before catastrophic failure, or prior to undesirable reduction in output quality, is a good means of achieving this. Artificial neural networks have already been found to be of value in fault diagnosis of machinery. The aim here is to provide a system capable of detecting a number of faults, in order that maintenance can be scheduled in advance of sudden failure, and to reduce the necessity to replace parts at intervals based on mean time between failures. Instead, parts will need to be replaced only when necessary. Analysis of control information in the form of position error data from two servomotors is described.

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The performance of various statistical models and commonly used financial indicators for forecasting securitised real estate returns are examined for five European countries: the UK, Belgium, the Netherlands, France and Italy. Within a VAR framework, it is demonstrated that the gilt-equity yield ratio is in most cases a better predictor of securitized returns than the term structure or the dividend yield. In particular, investors should consider in their real estate return models the predictability of the gilt-equity yield ratio in Belgium, the Netherlands and France, and the term structure of interest rates in France. Predictions obtained from the VAR and univariate time-series models are compared with the predictions of an artificial neural network model. It is found that, whilst no single model is universally superior across all series, accuracy measures and horizons considered, the neural network model is generally able to offer the most accurate predictions for 1-month horizons. For quarterly and half-yearly forecasts, the random walk with a drift is the most successful for the UK, Belgian and Dutch returns and the neural network for French and Italian returns. Although this study underscores market context and forecast horizon as parameters relevant to the choice of the forecast model, it strongly indicates that analysts should exploit the potential of neural networks and assess more fully their forecast performance against more traditional models.

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More than thirty years ago, Amari and colleagues proposed a statistical framework for identifying structurally stable macrostates of neural networks from observations of their microstates. We compare their stochastic stability criterion with a deterministic stability criterion based on the ergodic theory of dynamical systems, recently proposed for the scheme of contextual emergence and applied to particular inter-level relations in neuroscience. Stochastic and deterministic stability criteria for macrostates rely on macro-level contexts, which make them sensitive to differences between different macro-levels.

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This work analyzes the use of linear discriminant models, multi-layer perceptron neural networks and wavelet networks for corporate financial distress prediction. Although simple and easy to interpret, linear models require statistical assumptions that may be unrealistic. Neural networks are able to discriminate patterns that are not linearly separable, but the large number of parameters involved in a neural model often causes generalization problems. Wavelet networks are classification models that implement nonlinear discriminant surfaces as the superposition of dilated and translated versions of a single "mother wavelet" function. In this paper, an algorithm is proposed to select dilation and translation parameters that yield a wavelet network classifier with good parsimony characteristics. The models are compared in a case study involving failed and continuing British firms in the period 1997-2000. Problems associated with over-parameterized neural networks are illustrated and the Optimal Brain Damage pruning technique is employed to obtain a parsimonious neural model. The results, supported by a re-sampling study, show that both neural and wavelet networks may be a valid alternative to classical linear discriminant models.

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Dynamic neural networks (DNNs), which are also known as recurrent neural networks, are often used for nonlinear system identification. The main contribution of this letter is the introduction of an efficient parameterization of a class of DNNs. Having to adjust less parameters simplifies the training problem and leads to more parsimonious models. The parameterization is based on approximation theory dealing with the ability of a class of DNNs to approximate finite trajectories of nonautonomous systems. The use of the proposed parameterization is illustrated through a numerical example, using data from a nonlinear model of a magnetic levitation system.

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Progress in functional neuroimaging of the brain increasingly relies on the integration of data from complementary imaging modalities in order to improve spatiotemporal resolution and interpretability. However, the usefulness of merely statistical combinations is limited, since neural signal sources differ between modalities and are related non-trivially. We demonstrate here that a mean field model of brain activity can simultaneously predict EEG and fMRI BOLD with proper signal generation and expression. Simulations are shown using a realistic head model based on structural MRI, which includes both dense short-range background connectivity and long-range specific connectivity between brain regions. The distribution of modeled neural masses is comparable to the spatial resolution of fMRI BOLD, and the temporal resolution of the modeled dynamics, importantly including activity conduction, matches the fastest known EEG phenomena. The creation of a cortical mean field model with anatomically sound geometry, extensive connectivity, and proper signal expression is an important first step towards the model-based integration of multimodal neuroimages.

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Deep Brain Stimulator devices are becoming widely used for therapeutic benefits in movement disorders such as Parkinson's disease. Prolonging the battery life span of such devices could dramatically reduce the risks and accumulative costs associated with surgical replacement. This paper demonstrates how an artificial neural network can be trained using pre-processing frequency analysis of deep brain electrode recordings to detect the onset of tremor in Parkinsonian patients. Implementing this solution into an 'intelligent' neurostimulator device will remove the need for continuous stimulation currently used, and open up the possibility of demand-driven stimulation. Such a methodology could potentially decrease the power consumption of a deep brain pulse generator.

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A new technique is described for the analysis of cloud-resolving model simulations, which allows one to investigate the statistics of the lifecycles of cumulus clouds. Clouds are tracked from timestep-to-timestep within the model run. This allows for a very simple method of tracking, but one which is both comprehensive and robust. An approach for handling cloud splits and mergers is described which allows clouds with simple and complicated time histories to be compared within a single framework. This is found to be important for the analysis of an idealized simulation of radiative-convective equilibrium, in which the moist, buoyant, updrafts (i.e., the convective cores) were tracked. Around half of all such cores were subject to splits and mergers during their lifecycles. For cores without any such events, the average lifetime is 30min, but events can lengthen the typical lifetime considerably.

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Bloom-forming and toxin-producing cyanobacteria remain a persistent nuisance across the world. Modelling of cyanobacteria in freshwaters is an important tool for understanding their population dynamics and predicting bloom occurrence in lakes and rivers. In this paper existing key models of cyanobacteria are reviewed, evaluated and classified. Two major groups emerge: deterministic mathematical and artificial neural network models. Mathematical models can be further subcategorized into those models concerned with impounded water bodies and those concerned with rivers. Most existing models focus on a single aspect such as the growth of transport mechanisms, but there are a few models which couple both.

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An appropriate model of recent human evolution is not only important to understand our own history, but it is necessary to disentangle the effects of demography and selection on genome diversity. Although most genetic data support the view that our species originated recently in Africa, it is still unclear if it completely replaced former members of the Homo genus, or if some interbreeding occurred during its range expansion. Several scenarios of modern human evolution have been proposed on the basis of molecular and paleontological data, but their likelihood has never been statistically assessed. Using DNA data from 50 nuclear loci sequenced in African, Asian and Native American samples, we show here by extensive simulations that a simple African replacement model with exponential growth has a higher probability (78%) as compared with alternative multiregional evolution or assimilation scenarios. A Bayesian analysis of the data under this best supported model points to an origin of our species approximate to 141 thousand years ago (Kya), an exit out-of-Africa approximate to 51 Kya, and a recent colonization of the Americas approximate to 10.5 Kya. We also find that the African replacement model explains not only the shallow ancestry of mtDNA or Y-chromosomes but also the occurrence of deep lineages at some autosomal loci, which has been formerly interpreted as a sign of interbreeding with Homo erectus.