Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Unsupervised learning to cluster the disease stages in parkinson's disease

Parkinson's disease (PD) is the second most common neurodegenerative disorder (after Alzheimer's disease) and directly affects upto 5 million people worldwide. The stages (Hoehn and Yaar) of disease has been predicted by many methods which will be helpful for the doctors to give the dosage according to it. So these methods were brought up based on the data set which includes about seventy patients at nine clinics in Sweden. The purpose of the work is to analyze unsupervised technique with supervised neural network techniques in order to make sure the collected data sets are reliable to make decisions. The data which is available was preprocessed before calculating the features of it. One of the complex and efficient feature called wavelets has been calculated to present the data set to the network. The dimension of the final feature set has been reduced using principle component analysis. For unsupervised learning k-means gives the closer result around 76% while comparing with supervised techniques. Back propagation and J4 has been used as supervised model to classify the stages of Parkinson's disease where back propagation gives the variance percentage of 76-82%. The results of both these models have been analyzed. This proves that the data which are collected are reliable to predict the disease stages in Parkinson's disease.