Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach

Financial prediction has attracted a lot of interest due to the financial implications that the accurate prediction of financial markets can have. A variety of data driven modellingapproaches have been applied but their performance has produced mixed results. In this study we apply both parametric (neural networks with active neurons) and nonparametric (analog complexing) self-organisingmodelling methods for the daily prediction of the exchangerate market. We also propose acombinedapproach where the parametric and nonparametricself-organising methods are combined sequentially, exploiting the advantages of the individual methods with the aim of improving their performance. The combined method is found to produce promising results and to outperform the individual methods when tested with two exchangerates: the American Dollar and the Deutche Mark against the British Pound.

Mathematical and numerical modelling of dispersion-managed solitons, autosolitons and self-similar optical pulses

This thesis presents theoretical investigation of three topics concerned with nonlinear optical pulse propagation in optical fibres. The techniques used are mathematical analysis and numerical modelling. Firstly, dispersion-managed (DM) solitons in fibre lines employing a weak dispersion map are analysed by means of a perturbation approach. In the case of small dispersion map strengths the average pulse dynamics is described by a perturbation approach (NLS) equation. Applying a perturbation theory, based on the Inverse Scattering Transform method, an analytic expression for the envelope of the DM soliton is derived. This expression correctly predicts the power enhancement arising from the dispersion management.Secondly, autosoliton transmission in DM fibre systems with periodical in-line deployment of nonlinear optical loop mirrors (NOLMs) is investigated. The use of in-line NOLMs is addressed as a general technique for all-optical passive 2R regeneration of return-to-zero data in high speed transmission system with strong dispersion management. By system optimisation, the feasibility of ultra-long single-channel and wavelength-division multiplexed data transmission at bit-rates ³ 40 Gbit s-1 in standard fibre-based systems is demonstrated. The tolerance limits of the results are defined.Thirdly, solutions of the NLS equation with gain and normal dispersion, that describes optical pulse propagation in an amplifying medium, are examined. A self-similar parabolic solution in the energy-containing core of the pulse is matched through Painlevé functions to the linear low-amplitude tails. The analysis provides a full description of the features of high-power pulses generated in an amplifying medium.

Pole tip recession in linear tape systems

The tribology of linear tape storage system including Linear Tape Open (LTO) and Travan5 was investigated by combining X-ray Photoelectron Spectroscopy (XPS), Auger Electron Spectroscopy (AES), Optical Microscopy and Atomic Force Microscopy (AFM) technologies. The purpose of this study was to understand the tribology mechanism of linear tape systems then projected recording densities may be achieved in future systems. Water vapour pressure or Normalized Water Content (NWC) rather than the Relative Humidity (RH) values (as are used almost universally in this field) determined the extent of PTR and stain (if produced) in linear heads. Approximately linear dependencies were found for saturated PTR increasing with normalized water content increasing over the range studied using the same tape. Fe Stain (if produced) preferentially formed on the head surfaces at the lower water contents. The stain formation mechanism had been identified. Adhesive bond formation is a chemical process that is governed by temperature. Thus the higher the contact pressure, the higher the contact temperature in the interface of head and tape, was produced higher the probability of adhesive bond formation and the greater the amount of transferred material (stain). Water molecules at the interface saturate the surface bonds and makes adhesive junctions less likely. Tape polymeric binder formulation also has a significant role in stain formation, with the latest generation binders producing less transfer of material. This is almost certainly due to higher cohesive bonds within the body of the magnetic layer. TiC in the two-phase ceramic tape-bearing surface (AlTiC) was found to oxidise to form TiO2.The oxidation rate of TiC increased with water content increasing. The oxide was less dense than the underlying carbide; hence the interface between TiO2 oxide and TiC was stressed. Removals of the oxide phase results in the formation of three-body abrasive particles that were swept across the tape head, and gave rise to three-body abrasive wear, particularly in the pole regions. Hence, PTR and subsequent which signal loss and error growth. The lower contact pressure of the LTO system comparing with the Travan5 system ensures that fewer and smaller three-body abrasive particles were swept across the poles and insulator regions. Hence, lower contact pressure, as well as reducing stain in the same time significantly reduces PTR in the LTO system.

The tribology of linear tape recording systems

This thesis is devoted to the tribology at the head~to~tape interface of linear tape recording systems, OnStream ADRTM system being used as an experimental platform, Combining experimental characterisation with computer modelling, a comprehensive picture of the mechanisms involved in a tape recording system is drawn. The work is designed to isolate the mechanisms responsible for the physical spacing between head and tape with the aim of minimising spacing losses and errors and optimising signal output. Standard heads-used in ADR current products-and prototype heads- DLC and SPL coated and dummy heads built from a AI203-TiC and alternative single-phase ceramics intended to constitute the head tape-bearing surface-are tested in controlled environment for up to 500 hours (exceptionally 1000 hours), Evidences of wear on the standard head are mainly observable as a preferential wear of the TiC phase of the AI203-TiC ceramic, The TiC grains are believed to delaminate due to a fatigue wear mechanism, a hypothesis further confirmed via modelling, locating the maximum von Mises equivalent stress at a depth equivalent to the TiC recession (20 to 30 nm). Debris of TiC delaminated residues is moreover found trapped within the pole-tip recession, assumed therefore to provide three~body abrasive particles, thus increasing the pole-tip recession. Iron rich stain is found over the cycled standard head surface (preferentially over the pole-tip and to a lesser extent over the TiC grains) at any environment condition except high temperature/humidity, where mainly organic stain was apparent, Temperature (locally or globally) affects staining rate and aspect; stain transfer is generally promoted at high temperature. Humidity affects transfer rate and quantity; low humidity produces, thinner stains at higher rate. Stain generally targets preferentially head materials with high electrical conductivity, i.e. Permalloy and TiC. Stains are found to decrease the friction at the head-to-tape interface, delay the TiC recession hollow-out and act as a protective soft coating reducing the pole-tip recession. This is obviously at the expense of an additional spacing at the head-to-tape interface of the order of 20 nm. Two kinds of wear resistant coating are tested: diamond like carbon (DLC) and superprotective layer (SPL), 10 nm and 20 to 40 nm thick, respectively. DLC coating disappears within 100 hours due possibly to abrasive and fatigue wear. SPL coatings are generally more resistant, particularly at high temperature and low humidity, possibly in relation with stain transfer. 20 nm coatings are found to rely on the substrate wear behaviour whereas 40 nm coatings are found to rely on the adhesive strength at the coating/substrate interface. These observations seem to locate the wear-driving forces 40 nm below the surface, hence indicate that for coatings in the 10 nm thickness range-· i,e. compatible with high-density recording-the substrate resistance must be taken into account. Single-phase ceramic as candidate for wear-resistant tape-bearing surface are tested in form of full-contour dummy-heads. The absence of a second phase eliminates the preferential wear observed at the AI203-TiC surface; very low wear rates and no evidence of brittle fracture are observed.

Effect of the Hofmeister anions upon the swelling of a self-assembled pH-responsive hydrogel

We report the effect of a range of monovalent sodium salts on the molecular equilibrium swelling of a simple synthetic microphase separated poly(methyl methacrylate)-block-poly(2-(diethylamino)ethyl methacrylate)-block-poly(methyl methacrylate) (PMMA88-b-PDEA223-b-PMMA88) pH-responsive hydrogel. Sodium acetate, sodium chloride, sodium bromide, sodium iodide, sodium nitrate and sodium thiocyanate were selected for study at controlled ionic strength and pH; all salts are taken from the Hofmeister series (HS). The influence of the anions on the expansion of the hydrogel was found to follow the reverse order of the classical HS. The expansion ratio of the gel measured in solutions containing the simple sodium halide salts (NaCl, NaBr, and NaI) was found to be strongly related to parameters which describe the interaction of the ion with water; surface charge density, viscosity coefficient, and entropy of hydration. A global study which also included nonspherical ions (NaAce, NaNO3 and NaSCN) showed the strongest correlation with the viscosity coefficient. Our results are interpreted in terms of the Collins model,(1) where larger ions have more mobile water in the first hydration cage immediately surrounding the gel, therefore making them more adhesive to the surface of the stationary phase of the gel and ultimately reducing the level of expansion.

Combining data driven programming with component based software development:with applications in geovisualisation and dynamic data driven application systems

Software development methodologies are becoming increasingly abstract, progressing from low level assembly and implementation languages such as C and Ada, to component based approaches that can be used to assemble applications using technologies such as JavaBeans and the .NET framework. Meanwhile, model driven approaches emphasise the role of higher level models and notations, and embody a process of automatically deriving lower level representations and concrete software implementations. The relationship between data and software is also evolving. Modern data formats are becoming increasingly standardised, open and empowered in order to support a growing need to share data in both academia and industry. Many contemporary data formats, most notably those based on XML, are self-describing, able to specify valid data structure and content, and can also describe data manipulations and transformations. Furthermore, while applications of the past have made extensive use of data, the runtime behaviour of future applications may be driven by data, as demonstrated by the field of dynamic data driven application systems. The combination of empowered data formats and high level software development methodologies forms the basis of modern game development technologies, which drive software capabilities and runtime behaviour using empowered data formats describing game content. While low level libraries provide optimised runtime execution, content data is used to drive a wide variety of interactive and immersive experiences. This thesis describes the Fluid project, which combines component based software development and game development technologies in order to define novel component technologies for the description of data driven component based applications. The thesis makes explicit contributions to the fields of component based software development and visualisation of spatiotemporal scenes, and also describes potential implications for game development technologies. The thesis also proposes a number of developments in dynamic data driven application systems in order to further empower the role of data in this field.

A systems approach to students' motivation and academic achievement

This research followed earlier work (reported in a thesis presented in 1970) on factors associated with the academic performance of a sample of technical college students, which recommended the further study of students' motivation. The technical college then became part of a polytechnic, but the courses chosen for the continuation of the research were all of a specifically vocational character. The approach was influenced by Angyal (1941) in seeking to relate symbolic processes to broader behaviour patterns within a systems framework. Forms of semantic differential were developed to obtain the students' responses to words representing various activities and various people both within and outside the academic environment. Also, a "!growth motivation questionnaire" was produced using ideas from self-actualisation, job satisfaction and expectancy theory and examination marks were recorded. From pre-coded responses to the growth motivation questionnaire, scores on a 'study satisfaction' factor were calculated, and subsamples of students were taken at the extremes of this scale. Wriitten responses from the same questionnaire and semantic differential factor scores showed contrasting patterns between the two subsamples. Interpretation of these patterns suggested a diversity of approach to academic work among the students which calls for greater flexibility in the educational system serving them.

Adhesive bonding of aluminium

Adhesive bonding of aluminium is widely used in the aerospace industry. High initial bood strengths can be obtained, but bond failure occurs atter prolonged exposure to humid enviroments. The thesis contains details ot a test procedure which has been designed and developed for the assessment of different alloys, pretreatments, and adhesives, which will give adhesively bonded aluminium joints of high strength coupled with long term durability. The test involves assembly of lap shear specimens in a precision jig using 250 ballotini spacers in the adhesive to control the bond line thickness. The test is modified by drilling three accurately located holes through the bonded area after assembly of the joint and curing of the adhesive. Further important features at the test, such as fillet control, are detailed. The test was assessed, modified and developed to give a reliable and reproducible method which would discriminate amongst different bonding systems after exposure to humid test environments. This is the first test to have achieved the discrimination necessary for short term assessment of bond systems where long term durability is required. Even better discrimination has been obtained by applying stress in a stress humidity test. Having established accurate, reliable and discriminating test methods they were used to study the durability of structural epoxy adhesive bonds to aluminium as a function of alloy, pretreatment, adhesive and environment. It was established that the long term durability or adhesively bonded aluminium was directly related to the infulence of water migrating within the adhesive. Pretreatments differed in their ability to prevent hydration of the aluminium oxide by the water absorbed within the adhesive.

Dynamic QoS management and optimisation in service-based systems

Service-based systems that are dynamically composed at run time to provide complex, adaptive functionality are currently one of the main development paradigms in software engineering. However, the Quality of Service (QoS) delivered by these systems remains an important concern, and needs to be managed in an equally adaptive and predictable way. To address this need, we introduce a novel, tool-supported framework for the development of adaptive service-based systems called QoSMOS (QoS Management and Optimisation of Service-based systems). QoSMOS can be used to develop service-based systems that achieve their QoS requirements through dynamically adapting to changes in the system state, environment and workload. QoSMOS service-based systems translate high-level QoS requirements specified by their administrators into probabilistic temporal logic formulae, which are then formally and automatically analysed to identify and enforce optimal system configurations. The QoSMOS self-adaptation mechanism can handle reliability- and performance-related QoS requirements, and can be integrated into newly developed solutions or legacy systems. The effectiveness and scalability of the approach are validated using simulations and a set of experiments based on an implementation of an adaptive service-based system for remote medical assistance.

The application of H controller synthesis to high speed independent drive systems

This thesis describes work completed on the application of H controller synthesis to the design of controllers for single axis high speed independent drive design examples. H controller synthesis was used in a single controller format and in a self-tuning regulator, a type of adaptive controller. Three types of industrial design examples were attempted using H controller synthesis, both in simulation and on a Drives Test Facility at Aston University. The results were benchmarked against a Proportional, Integral and Derivative (PID) with velocity feedforward controller (VFF), the industrial standard for this application. An analysis of the differences between a H and PID with VFF controller was completed. A direct-form H controller was determined for a limited class of weighting function and plants which shows the relationship between the weighting function, nominal plant and the controller parameters. The direct-form controller was utilised in two ways. Firstly it allowed the production of simple guidelines for the industrial design of H controllers. Secondly it was used as the controller modifier in a self-tuning regulator (STR). The STR had a controller modification time (including nominal model parameter estimation) of 8ms. A Set-Point Gain Scheduling (SPGS) controller was developed and applied to an industrial design example. The applicability of each control strategy, PID with VFF, H, SPGS and STR, was investigated and a set of general guidelines for their use was determined. All controllers developed were implemented using standard industrial equipment.

Towards requirements aware systems:run-time resolution of design-time assumptions

In earlier work we proposed the idea of requirements-aware systems that could introspect about the extent to which their goals were being satisfied at runtime. When combined with requirements monitoring and self adaptive capabilities, requirements awareness should help optimize goal satisfaction even in the presence of changing run-time context. In this paper we describe initial progress towards the realization of requirements-aware systems with REAssuRE. REAssuRE focuses on explicit representation of assumptions made at design time. When such assumptions are shown not to hold, REAssuRE can trigger system adaptations to alternative goal realization strategies.

A language for self-adaptive system requirements

Self-adaptive systems have the capability to autonomously modify their behaviour at run-time in response to changes in their environment. Such systems are now commonly built in domains as diverse as enterprise computing, automotive control systems, and environmental monitoring systems. To date, however, there has been limited attention paid to how to engineer requirements for such systems. As a result, selfadaptivity is often constructed in an ad-hoc manner. In this paper, we argue that a more rigorous treatment of requirements relating to self-adaptivity is needed and that, in particular, requirements languages for self-adaptive systems should include explicit constructs for specifying and dealing with the uncertainty inherent in self-adaptive systems. We present some initial thoughts on a new requirements language for selfadaptive systems and illustrate it using examples from the services domain. © 2008 IEEE.

Using architecture models to support the generation and operation of component-based adaptive systems

Modelling architectural information is particularly important because of the acknowledged crucial role of software architecture in raising the level of abstraction during development. In the MDE area, the level of abstraction of models has frequently been related to low-level design concepts. However, model-driven techniques can be further exploited to model software artefacts that take into account the architecture of the system and its changes according to variations of the environment. In this paper, we propose model-driven techniques and dynamic variability as concepts useful for modelling the dynamic fluctuation of the environment and its impact on the architecture. Using the mappings from the models to implementation, generative techniques allow the (semi) automatic generation of artefacts making the process more efficient and promoting software reuse. The automatic generation of configurations and reconfigurations from models provides the basis for safer execution. The architectural perspective offered by the models shift focus away from implementation details to the whole view of the system and its runtime change promoting high-level analysis. © 2009 Springer Berlin Heidelberg.

Market-awareness in service-based systems

Service-based systems are applications built by composing pre-existing services. During design time and according to the specifications, a set of services is selected. Both, service providers and consumers exist in a service market that is constantly changing. Service providers continuously change their quality of services (QoS), and service consumers can update their specifications according to what the market is offering. Therefore, during runtime, the services are periodically and manually checked to verify if they still satisfy the specifications. Unfortunately, humans are overwhelmed with the degree of changes exhibited by the service market. Consequently, verification of the compliance specification and execution of the corresponding adaptations when deviations are detected cannot be carried out in a manual fashion. In this work, we propose a framework to enable online awareness of changes in the service market in both consumers and providers by representing them as active software agents. At runtime, consumer agents concretize QoS specifications according to the available market knowledge. Services agents are collectively aware of themselves and of the consumers' requests. Moreover, they can create and maintain virtual organizations to react actively to demands that come from the market. In this paper we show preliminary results that allow us to conclude that the creation and adaptation of service-based systems can be carried out by a self-organized service market system. © 2012 IEEE.