Adaptive modelling with tunable RBF network using multi-innovation RLS algorithm assisted by swarm intelligence

In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

The automatic layout model in the sequencing of construction activities of multi-objective diaphragm wall unit by using self-learning neural network

Foundation construction process has been an important key point in a successful construction engineering. The frequency of using diaphragm wall construction method among many deep excavation construction methods in Taiwan is the highest in the world. The traditional view of managing diaphragm wall unit in the sequencing of construction activities is to establish each phase of the sequencing of construction activities by heuristics. However, it conflicts final phase of engineering construction with unit construction and effects planning construction time. In order to avoid this kind of situation, we use management of science in the study of diaphragm wall unit construction to formulate multi-objective combinational optimization problem. Because the characteristic (belong to NP-Complete problem) of problem mathematic model is multi-objective and combining explosive, it is advised that using the 2-type Self-Learning Neural Network (SLNN) to solve the N=12, 24, 36 of diaphragm wall unit in the sequencing of construction activities program problem. In order to compare the liability of the results, this study will use random researching method in comparison with the SLNN. It is found that the testing result of SLNN is superior to random researching method in whether solution-quality or Solving-efficiency.

The system identification and control of Hammerstein system using non-uniform rational B-spline neural network and particle swarm optimization

In this paper a new system identification algorithm is introduced for Hammerstein systems based on observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a non-uniform rational B-spline (NURB) neural network. The proposed system identification algorithm for this NURB network based Hammerstein system consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples including a model based controller are utilized to demonstrate the efficacy of the proposed approach. The controller consists of computing the inverse of the nonlinear static function approximated by NURB network, followed by a linear pole assignment controller.

Linear-wavelet networks

This paper proposes a nonlinear regression structure comprising a wavelet network and a linear term. The introduction of the linear term is aimed at providing a more parsimonious interpolation in high-dimensional spaces when the modelling samples are sparse. A constructive procedure for building such structures, termed linear-wavelet networks, is described. For illustration, the proposed procedure is employed in the framework of dynamic system identification. In an example involving a simulated fermentation process, it is shown that a linear-wavelet network yields a smaller approximation error when compared with a wavelet network with the same number of regressors. The proposed technique is also applied to the identification of a pressure plant from experimental data. In this case, the results show that the introduction of wavelets considerably improves the prediction ability of a linear model. Standard errors on the estimated model coefficients are also calculated to assess the numerical conditioning of the identification process.

Attention through self-synchronisation in the spiking neuron stochastic diffusion network

The paper discusses ensemble behaviour in the Spiking Neuron Stochastic Diffusion Network, SNSDN, a novel network exploring biologically plausible information processing based on higher order temporal coding. SNSDN was proposed as an alternative solution to the binding problem [1]. SNSDN operation resembles Stochastic Diffusin on Search, SDS, a non-deterministic search algorithm able to rapidly locate the best instantiation of a target pattern within a noisy search space ([3], [5]). In SNSDN, relevant information is encoded in the length of interspike intervals. Although every neuron operates in its own time, ‘attention’ to a pattern in the search space results in self-synchronised activity of a large population of neurons. When multiple patterns are present in the search space, ‘switching of at- tention’ results in a change of the synchronous activity. The qualitative effect of attention on the synchronicity of spiking behaviour in both time and frequency domain will be discussed.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Emergence of a small-world functional network in cultured neurons

The functional networks of cultured neurons exhibit complex network properties similar to those found in vivo. Starting from random seeding, cultures undergo significant reorganization during the initial period in vitro, yet despite providing an ideal platform for observing developmental changes in neuronal connectivity, little is known about how a complex functional network evolves from isolated neurons. In the present study, evolution of functional connectivity was estimated from correlations of spontaneous activity. Network properties were quantified using complex measures from graph theory and used to compare cultures at different stages of development during the first 5 weeks in vitro. Networks obtained from young cultures (14 days in vitro) exhibited a random topology, which evolved to a small-world topology during maturation. The topology change was accompanied by an increased presence of highly connected areas (hubs) and network efficiency increased with age. The small-world topology balances integration of network areas with segregation of specialized processing units. The emergence of such network structure in cultured neurons, despite a lack of external input, points to complex intrinsic biological mechanisms. Moreover, the functional network of cultures at mature ages is efficient and highly suited to complex processing tasks.

CP-OQAM-OFDM based SC-FDMA: adjustable user bandwidth and space-time coding

The discrete Fourier transmission spread OFDM DFTS-OFDM) based single-carrier frequency division multiple access (SC-FDMA) has been widely adopted due to its lower peak-to-average power ratio (PAPR) of transmit signals compared with OFDM. However, the offset modulation, which has lower PAPR than general modulation, cannot be directly applied into the existing SC-FDMA. When pulse-shaping filters are employed to further reduce the envelope fluctuation of transmit signals of SC-FDMA, the spectral efficiency degrades as well. In order to overcome such limitations of conventional SC-FDMA, this paper for the first time investigated cyclic prefixed OQAMOFDM (CP-OQAM-OFDM) based SC-FDMA transmission with adjustable user bandwidth and space-time coding. Firstly, we propose CP-OQAM-OFDM transmission with unequally-spaced subbands. We then apply it to SC-FDMA transmission and propose a SC-FDMA scheme with the following features: a) the transmit signal of each user is offset modulated single-carrier with frequency-domain pulse-shaping; b) the bandwidth of each user is adjustable; c) the spectral efficiency does not decrease with increasing roll-off factors. To combat both inter-symbolinterference and multiple access interference in frequencyselective fading channels, a joint linear minimum mean square error frequency domain equalization using a prior information with low complexity is developed. Subsequently, we construct space-time codes for the proposed SC-FDMA. Simulation results confirm the powerfulness of the proposed CP-OQAM-OFDM scheme (i.e., effective yet with low complexity).

Linear and non-linear (non-)forecastability of high-frequency exchange rates

This paper forecasts Daily Sterling exchange rate returns using various naive, linear and non-linear univariate time-series models. The accuracy of the forecasts is evaluated using mean squared error and sign prediction criteria. These show only a very modest improvement over forecasts generated by a random walk model. The Pesaran–Timmerman test and a comparison with forecasts generated artificially shows that even the best models have no evidence of market timing ability.

Network optimization for enhanced resilience of urban heat island measurements

The urban heat island is a well-known phenomenon that impacts a wide variety of city operations. With greater availability of cheap meteorological sensors, it is possible to measure the spatial patterns of urban atmospheric characteristics with greater resolution. To develop robust and resilient networks, recognizing sensors may malfunction, it is important to know when measurement points are providing additional information and also the minimum number of sensors needed to provide spatial information for particular applications. Here we consider the example of temperature data, and the urban heat island, through analysis of a network of sensors in the Tokyo metropolitan area (Extended METROS). The effect of reducing observation points from an existing meteorological measurement network is considered, using random sampling and sampling with clustering. The results indicated the sampling with hierarchical clustering can yield similar temperature patterns with up to a 30% reduction in measurement sites in Tokyo. The methods presented have broader utility in evaluating the robustness and resilience of existing urban temperature networks and in how networks can be enhanced by new mobile and open data sources.

B-spline neural network based single-carrier frequency domain equalisation for Hammerstein channels

A practical single-carrier (SC) block transmission with frequency domain equalisation (FDE) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such Hammerstein channels, the standard SC-FDE scheme no longer works. We propose a novel Bspline neural network based nonlinear SC-FDE scheme for Hammerstein channels. In particular, we model the nonlinear HPA, which represents the complex-valued static nonlinearity of the Hammerstein channel, by two real-valued B-spline neural networks, one for modelling the nonlinear amplitude response of the HPA and the other for the nonlinear phase response of the HPA. We then develop an efficient alternating least squares algorithm for estimating the parameters of the Hammerstein channel, including the channel impulse response coefficients and the parameters of the two B-spline models. Moreover, we also use another real-valued B-spline neural network to model the inversion of the HPA’s nonlinear amplitude response, and the parameters of this inverting B-spline model can be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse Bspline neural network model obtained in time domain. The effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels is demonstrated in a simulation study.

Adaptive B-spline neural network based nonlinear equalization for high-order QAM systems with nonlinear transmit high power amplifier

High bandwidth-efficiency quadrature amplitude modulation (QAM) signaling widely adopted in high-rate communication systems suffers from a drawback of high peak-toaverage power ratio, which may cause the nonlinear saturation of the high power amplifier (HPA) at transmitter. Thus, practical high-throughput QAM communication systems exhibit nonlinear and dispersive channel characteristics that must be modeled as a Hammerstein channel. Standard linear equalization becomes inadequate for such Hammerstein communication systems. In this paper, we advocate an adaptive B-Spline neural network based nonlinear equalizer. Specifically, during the training phase, an efficient alternating least squares (LS) scheme is employed to estimate the parameters of the Hammerstein channel, including both the channel impulse response (CIR) coefficients and the parameters of the B-spline neural network that models the HPA’s nonlinearity. In addition, another B-spline neural network is used to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard LS algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Nonlinear equalisation of the Hammerstein channel is then accomplished by the linear equalization based on the estimated CIR as well as the inverse B-spline neural network model. Furthermore, during the data communication phase, the decision-directed LS channel estimation is adopted to track the time-varying CIR. Extensive simulation results demonstrate the effectiveness of our proposed B-Spline neural network based nonlinear equalization scheme.

Distributed parallelization of greedy Mobile Network Optimization algorithms

The Mobile Network Optimization (MNO) technologies have advanced at a tremendous pace in recent years. And the Dynamic Network Optimization (DNO) concept emerged years ago, aimed to continuously optimize the network in response to variations in network traffic and conditions. Yet, DNO development is still at its infancy, mainly hindered by a significant bottleneck of the lengthy optimization runtime. This paper identifies parallelism in greedy MNO algorithms and presents an advanced distributed parallel solution. The solution is designed, implemented and applied to real-life projects whose results yield a significant, highly scalable and nearly linear speedup up to 6.9 and 14.5 on distributed 8-core and 16-core systems respectively. Meanwhile, optimization outputs exhibit self-consistency and high precision compared to their sequential counterpart. This is a milestone in realizing the DNO. Further, the techniques may be applied to similar greedy optimization algorithm based applications.

Improving power and accuracy of genome-wide association studies via a multi-locus mixed linear model methodology

Genome-wide association studies (GWAS) have been widely used in genetic dissection of complex traits. However, common methods are all based on a fixed-SNP-effect mixed linear model (MLM) and single marker analysis, such as efficient mixed model analysis (EMMA). These methods require Bonferroni correction for multiple tests, which often is too conservative when the number of markers is extremely large. To address this concern, we proposed a random-SNP-effect MLM (RMLM) and a multi-locus RMLM (MRMLM) for GWAS. The RMLM simply treats the SNP-effect as random, but it allows a modified Bonferroni correction to be used to calculate the threshold p value for significance tests. The MRMLM is a multi-locus model including markers selected from the RMLM method with a less stringent selection criterion. Due to the multi-locus nature, no multiple test correction is needed. Simulation studies show that the MRMLM is more powerful in QTN detection and more accurate in QTN effect estimation than the RMLM, which in turn is more powerful and accurate than the EMMA. To demonstrate the new methods, we analyzed six flowering time related traits in Arabidopsis thaliana and detected more genes than previous reported using the EMMA. Therefore, the MRMLM provides an alternative for multi-locus GWAS.