An intelligent forex monitoring system

The need for intelligent monitoring systems has become a necessity to keep track of the complex forex market. The vast currency market is a foreign concept to the average individual. However, once it is broken down into simple terms, the average individual can begin to understand the foreign exchange market and use it as a financial instrument for future investing. We attempt to compare the performance of a Takagi-Sugeno, type neuro-fuzzy system and a feedforward neural network trained using the scaled conjugate gradient algorithm to predict the average monthly forex rates. We considered the exchange values of Australian dollar with respect to US dollar, Singapore dollar, New Zealand dollar, Japanese yen and United Kingdom pounds. The connectionist models were trained using 70% of the data and remaining was used for testing and validation purposes. It is observed that the proposed connectionist models were able to predict the average forex rates one month ahead accurately. Experiment results also reveal that the neuro-fuzzy technique performed better than the neural network

A proposed hybrid evaluation methodology for intelligent transport system deployment

The rapid deployment of intelligent transport systems in practice requires serious evaluation of new construction projects. Traditional transportation evaluation methods are insufficient to capture the new features of intelligent transport systems, particularly the applications of recently developed information technologies. This research aims to develop a new conceptual framework to evaluate the social, economic and environmental impacts of intelligent transport systems deployment, with explicit consideration of impacts of information technologies on variant travel behaviours. The research would provide a systematic evaluation methodology to enable decision makers and publics better evaluating and understanding the social, economic and environmental benefits of implementation of intelligent transport systems.

Fuzzy neural networks for control of dynamic systems

This thesis provides a unified and comprehensive treatment of the fuzzy neural networks as the intelligent controllers. This work has been motivated by a need to develop the solid control methodologies capable of coping with the complexity, the nonlinearity, the interactions, and the time variance of the processes under control. In addition, the dynamic behavior of such processes is strongly influenced by the disturbances and the noise, and such processes are characterized by a large degree of uncertainty. Therefore, it is important to integrate an intelligent component to increase the control system ability to extract the functional relationships from the process and to change such relationships to improve the control precision, that is, to display the learning and the reasoning abilities. The objective of this thesis was to develop a self-organizing learning controller for above processes by using a combination of the fuzzy logic and the neural networks. An on-line, direct fuzzy neural controller using the process input-output measurement data and the reference model with both structural and parameter tuning has been developed to fulfill the above objective. A number of practical issues were considered. This includes the dynamic construction of the controller in order to alleviate the bias/variance dilemma, the universal approximation property, and the requirements of the locality and the linearity in the parameters. Several important issues in the intelligent control were also considered such as the overall control scheme, the requirement of the persistency of excitation and the bounded learning rates of the controller for the overall closed loop stability. Other important issues considered in this thesis include the dependence of the generalization ability and the optimization methods on the data distribution, and the requirements for the on-line learning and the feedback structure of the controller. Fuzzy inference specific issues such as the influence of the choice of the defuzzification method, T-norm operator and the membership function on the overall performance of the controller were also discussed. In addition, the e-completeness requirement and the use of the fuzzy similarity measure were also investigated. Main emphasis of the thesis has been on the applications to the real-world problems such as the industrial process control. The applicability of the proposed method has been demonstrated through the empirical studies on several real-world control problems of industrial complexity. This includes the temperature and the number-average molecular weight control in the continuous stirred tank polymerization reactor, and the torsional vibration, the eccentricity, the hardness and the thickness control in the cold rolling mills. Compared to the traditional linear controllers and the dynamically constructed neural network, the proposed fuzzy neural controller shows the highest promise as an effective approach to such nonlinear multi-variable control problems with the strong influence of the disturbances and the noise on the dynamic process behavior. In addition, the applicability of the proposed method beyond the strictly control area has also been investigated, in particular to the data mining and the knowledge elicitation. When compared to the decision tree method and the pruned neural network method for the data mining, the proposed fuzzy neural network is able to achieve a comparable accuracy with a more compact set of rules. In addition, the performance of the proposed fuzzy neural network is much better for the classes with the low occurrences in the data set compared to the decision tree method. Thus, the proposed fuzzy neural network may be very useful in situations where the important information is contained in a small fraction of the available data.

Australian forex market anaylsis using connectionist models

The need for intelligent monitoring systems has become a necessity to keep track of the complex forex market. The forex market is difficult to understand by an average individual. However, once the market is broken down into simple terms, the average individual can begin to understand the foreign exchange market and use it as a financial instrument for future investing. This paper is an attempt to compare the performance of a Takagi-Sugeno type neuro-fuzzy system and a feed forward neural network trained using the scaled conjugate gradient algorithm to predict the average monthly forex rates. The exchange values of Australian dollar are considered with respect to US dollar, Singapore dollar, New Zealand dollar, Japanese yen and United Kingdom pound. The connectionist models were trained using 70% of the data and remaining was used for testing and validation purposes. It is observed that the proposed connectionist models were able to predict the average forex rates one month ahead accurately. Experiment results also reveal that neuro-fuzzy technique performed better than the neural network.

Agent-based heuristics to solve NP-hard scheduling problems

A novel agent-driven heuristic approach was developed to control the operational scheduling for a local manufacturer. This approach outperformed the traditional kanban control mechanism under numerous simulated benchmarking tests. Using this approach, the individual machine loading was reduced by, on average, 28%, with the loading spread reduced by 85%

Autonomous underwater vehicles in a hazardous non-deterministic environment

This research investigated the cooperation of multi underwater robots to perform a task. This combined engineering design, electronics and consensus control to create systems capable of achieving the task. Challenges such as underwater radio communications were researched and a simulation framework was created and tested on virtual and real systems.

AdaBoost.MRF: boosted Markov random forests and application to multilevel activity recognition

Activity recognition is an important issue in building intelligent monitoring systems. We address the recognition of multilevel activities in this paper via a conditional Markov random field (MRF), known as the dynamic conditional random field (DCRF). Parameter estimation in general MRFs using maximum likelihood is known to be computationally challenging (except for extreme cases), and thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. Distinct from most existing work, our algorithm can handle hidden variables (missing labels) and is particularly attractive for smarthouse domains where reliable labels are often sparsely observed. Furthermore, our method works exclusively on trees and thus is guaranteed to converge. We apply the AdaBoost.MRF algorithm to a home video surveillance application and demonstrate its efficacy.

Bayesian nonparametric extraction of hidden contexts from pervasive honest signals

Hidden patterns and contexts play an important part in intelligent pervasive systems. Most of the existing works have focused on simple forms of contexts derived directly from raw signals. High-level constructs and patterns have been largely neglected or remained under-explored in pervasive computing, mainly due to the growing complexity over time and the lack of efficient principal methods to extract them. Traditional parametric modeling approaches from machine learning find it difficult to discover new, unseen patterns and contexts arising from continuous growth of data streams due to its practice of training-then-prediction paradigm. In this work, we propose to apply Bayesian nonparametric models as a systematic and rigorous paradigm to continuously learn hidden patterns and contexts from raw social signals to provide basic building blocks for context-aware applications. Bayesian nonparametric models allow the model complexity to grow with data, fitting naturally to several problems encountered in pervasive computing. Under this framework, we use nonparametric prior distributions to model the data generative process, which helps towards learning the number of latent patterns automatically, adapting to changes in data and discovering never-seen-before patterns, contexts and activities. The proposed methods are agnostic to data types, however our work shall demonstrate to two types of signals: accelerometer activity data and Bluetooth proximal data. © 2014 IEEE.

An efficient mapreduce-based parallel clustering algorithm for distributed traffic subarea division

Traffic subarea division is vital for traffic system management and traffic network analysis in intelligent transportation systems (ITSs). Since existing methods may not be suitable for big traffic data processing, this paper presents a MapReduce-based Parallel Three-Phase K -Means (Par3PKM) algorithm for solving traffic subarea division problem on a widely adopted Hadoop distributed computing platform. Specifically, we first modify the distance metric and initialization strategy of K -Means and then employ a MapReduce paradigm to redesign the optimized K -Means algorithm for parallel clustering of large-scale taxi trajectories. Moreover, we propose a boundary identifying method to connect the borders of clustering results for each cluster. Finally, we divide traffic subarea of Beijing based on real-world trajectory data sets generated by 12,000 taxis in a period of one month using the proposed approach. Experimental evaluation results indicate that when compared with K -Means, Par2PK-Means, and ParCLARA, Par3PKM achieves higher efficiency, more accuracy, and better scalability and can effectively divide traffic subarea with big taxi trajectory data.

A distributed spatial-temporal weighted model on MapReduce for short-term traffic flow forecasting

Accurate and timely traffic flow prediction is crucial to proactive traffic management and control in data-driven intelligent transportation systems (D2ITS), which has attracted great research interest in the last few years. In this paper, we propose a Spatial-Temporal Weighted K-Nearest Neighbor model, named STW-KNN, in a general MapReduce framework of distributed modeling on a Hadoop platform, to enhance the accuracy and efficiency of short-term traffic flow forecasting. More specifically, STW-KNN considers the spatial-temporal correlation and weight of traffic flow with trend adjustment features, to optimize the search mechanisms containing state vector, proximity measure, prediction function, and K selection. urthermore, STW-KNN is implemented on a widely adopted Hadoop distributed computing platform with the MapReduce parallel processing paradigm, for parallel prediction of traffic flow in real time. inally, with extensive experiments on real-world big taxi trajectory data, STW-KNN is compared with the state-of-the-art prediction models including conventional K-Nearest Neighbor (KNN), Artificial Neural Networks (ANNs), Naïve Bayes (NB), Random orest (R), and C4.. The results demonstrate that the proposed model is superior to existing models on accuracy by decreasing the mean absolute percentage error (MAPE) value more than 11.9% only in time domain and even achieves 89.71% accuracy improvement with the MAPEs of between 4% and 6.% in both space and time domains, and also significantly improves the efficiency and scalability of short-term traffic flow forecasting over existing approaches.

Agent-Based Hybrid Intelligent Systems: An Agent-Based Framework for Complex Problem Solving

Pt. I. Fundamentals of hybrid intelligent systems and agents -- 1. Introduction -- 2. Basics of hybrid intelligent systems -- 3. Basics of agents and multi-agent systems -- Pt. II. Methodology and framework -- 4. Agent-oriented methodologies -- 5. Agent-based framework for hybrid intelligent systems --6. Matchmaking in middle agents -- Pt. III. Application systems -- 7. Agent-based hybrid intelligent system for financial investment
planning -- 8. Agent-based hybrid intelligent system for data mining -- Pt. IV. Concluding remarks -- 9. The less the more -- App. Sample source codes of the agent-based financial planning system

Building agent-based hybrid intelligent systems

Many complex problems including financial investment planning, foreign exchange trading, knowledge discovery from large/multiple databases require hybrid intelligent systems that integrate many intelligent techniques including expert systems, fuzzy logic, neural networks, and genetic algorithms. However, hybrid intelligent systems are difficult to develop because they have a large number of parts or components that have many interactions. On the other hand, agents offer a new and often more appropriate route to the development of complex systems, especially in open and dynamic environments. In this paper, it is argued that agent technology is well snited for constructing hybrid intelligent systems (especially loosely coupled hybrid intelligent systems) through a successful case study. A great number of heterogeneous computing techniques/packages are easily integlated into the experimental system under a unifying agent framework, which implies that agent technology can greatly facilitate the construction of hybrid intelligent systems.

Building agent-based hybrid intelligent systems : a case study

Many complex problems (e.g., financial investment planning, foreign exchange trading, data mining from large/multiple databases) require hybrid intelligent systems that integrate many intelligent techniques (e.g., fuzzy logic, neural networks, and genetic algorithms). However, hybrid intelligent systems are difficult to develop because they have a large number of parts or components that have many interactions. On the other hand, agents offer a new and often more appropriate route to the development of complex systems, especially in open and dynamic environments. Thus, this paper discusses the development of an agent-based hybrid intelligent system for financial investment planning, in which a great number of heterogeneous computing techniques/packages are easily integrated into a unifying agent framework. This shows that agent technology can indeed facilitate the development of hybrid intelligent systems.

Intelligent assistant to re-configure parameter-driven systems

Parameter-Driven Systems (PDS) are widely used in commerce for large-scale applications. Reusability is achieved with a PDS design by relocating implicit control structures in the software and the storage of explicit data in database files. This approach can accommodate various user requirements without tedious modification of the software. In order to specify appropriate parameters in a system, knowledge of both business activities and system behaviour are required. For large, complex software packages, this task becomes time consuming and requires specialist knowledge, yet the consistency and correctness still cannot be guaranteed. My research studied the types of knowledge required and agents involved in the PDS customisation. The work also identified the associated problems and constraints. A solution is proposed and implemented as an Intelligent Assistant prototype than a manual approach. Three areas of achievement have been highlighted: 1. The characteristics and problems of maintaining parameter instances in a PDS are defined. It is found that the verification is not complete with the technical/structural knowledge alone, but a context is necessary to provide semantic information and related business activities (thus the implemented parameters) so that mainline functions can relate with each other. 2. A knowledge-based modelling approach has been proposed and demonstrated via a practical implementation. A Specification Language was designed which can model various types of knowledge in a PDS and encapsulate relationships. The Knowledge-Based System (KBS) developed verifies parameters based on the interpreted model of a given context. 3. The performance of the Intelligent Assistant prototype was well received by the domain specialist from the participating organisation. The modelling and KBS approach developed in my research offers considerable promise in solving practical problems in the software industry.