A comparison of linear forecasting models and neural networks:an application to Euro inflation and Euro Divisia

Linear models reach their limitations in applications with nonlinearities in the data. In this paper new empirical evidence is provided on the relative Euro inflation forecasting performance of linear and non-linear models. The well established and widely used univariate ARIMA and multivariate VAR models are used as linear forecasting models whereas neural networks (NN) are used as non-linear forecasting models. It is endeavoured to keep the level of subjectivity in the NN building process to a minimum in an attempt to exploit the full potentials of the NN. It is also investigated whether the historically poor performance of the theoretically superior measure of the monetary services flow, Divisia, relative to the traditional Simple Sum measure could be attributed to a certain extent to the evaluation of these indices within a linear framework. Results obtained suggest that non-linear models provide better within-sample and out-of-sample forecasts and linear models are simply a subset of them. The Divisia index also outperforms the Simple Sum index when evaluated in a non-linear framework. © 2005 Taylor & Francis Group Ltd.

Tactile sensing with fibre Bragg gratings and neural networks

Fibre Bragg grating sensors are usually expensive to interrogate, and part of this thesis describes a low cost interrogation system for a group of such devices which can be indefinitely scaled up for larger numbers of sensors without requiring an increasingly broadband light source. It incorporates inherent temperature correction and also uses fewer photodiodes than the number or sensors it interrogates, using neural networks to interpret the photodiode data. A novel sensing arrangement using an FBG grating encapsulated in a silicone polymer is presented. This sensor is capable of distinguishing between different surface profiles with ridges 0.5 to 1mm deep and 2mm pitch and either triangular, semicircular or square in profile. Early experiments using neural networks to distinguish between these profiles are also presented. The potential applications for tactile sensing systems incorporating fibre Bragg gratings and neural networks are explored.

Forecasting the UK/US exchange rate with divisia monetary models and neural networks

This paper compares the UK/US exchange rate forecasting performance of linear and nonlinear models based on monetary fundamentals, to a random walk (RW) model. Structural breaks are identified and taken into account. The exchange rate forecasting framework is also used for assessing the relative merits of the official Simple Sum and the weighted Divisia measures of money. Overall, there are four main findings. First, the majority of the models with fundamentals are able to beat the RW model in forecasting the UK/US exchange rate. Second, the most accurate forecasts of the UK/US exchange rate are obtained with a nonlinear model. Third, taking into account structural breaks reveals that the Divisia aggregate performs better than its Simple Sum counterpart. Finally, Divisia-based models provide more accurate forecasts than Simple Sum-based models provided they are constructed within a nonlinear framework.

Combining deformable templates and neural networks for HCR

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Learning with noise and regularizers in multilayer neural networks

We study the effect of two types of noise, data noise and model noise, in an on-line gradient-descent learning scenario for general two-layer student network with an arbitrary number of hidden units. Training examples are randomly drawn input vectors labeled by a two-layer teacher network with an arbitrary number of hidden units. Data is then corrupted by Gaussian noise affecting either the output or the model itself. We examine the effect of both types of noise on the evolution of order parameters and the generalization error in various phases of the learning process.

Topographic mappings and feed-forward neural networks

This thesis is a study of the generation of topographic mappings - dimension reducing transformations of data that preserve some element of geometric structure - with feed-forward neural networks. As an alternative to established methods, a transformational variant of Sammon's method is proposed, where the projection is effected by a radial basis function neural network. This approach is related to the statistical field of multidimensional scaling, and from that the concept of a 'subjective metric' is defined, which permits the exploitation of additional prior knowledge concerning the data in the mapping process. This then enables the generation of more appropriate feature spaces for the purposes of enhanced visualisation or subsequent classification. A comparison with established methods for feature extraction is given for data taken from the 1992 Research Assessment Exercise for higher educational institutions in the United Kingdom. This is a difficult high-dimensional dataset, and illustrates well the benefit of the new topographic technique. A generalisation of the proposed model is considered for implementation of the classical multidimensional scaling (¸mds}) routine. This is related to Oja's principal subspace neural network, whose learning rule is shown to descend the error surface of the proposed ¸mds model. Some of the technical issues concerning the design and training of topographic neural networks are investigated. It is shown that neural network models can be less sensitive to entrapment in the sub-optimal global minima that badly affect the standard Sammon algorithm, and tend to exhibit good generalisation as a result of implicit weight decay in the training process. It is further argued that for ideal structure retention, the network transformation should be perfectly smooth for all inter-data directions in input space. Finally, there is a critique of optimisation techniques for topographic mappings, and a new training algorithm is proposed. A convergence proof is given, and the method is shown to produce lower-error mappings more rapidly than previous algorithms.

CDMA multiuser detection, neural networks, and statistical mechanics

A novel approach, based on statistical mechanics, to analyze typical performance of optimum code-division multiple-access (CDMA) multiuser detectors is reviewed. A `black-box' view ot the basic CDMA channel is introduced, based on which the CDMA multiuser detection problem is regarded as a `learning-from-examples' problem of the `binary linear perceptron' in the neural network literature. Adopting Bayes framework, analysis of the performance of the optimum CDMA multiuser detectors is reduced to evaluation of the average of the cumulant generating function of a relevant posterior distribution. The evaluation of the average cumulant generating function is done, based on formal analogy with a similar calculation appearing in the spin glass theory in statistical mechanics, by making use of the replica method, a method developed in the spin glass theory.

A novel silicon membrane-based biosensing platform using distributive sensing strategy and artificial neural networks for feature analysis

A novel biosensing system based on a micromachined rectangular silicon membrane is proposed and investigated in this paper. A distributive sensing scheme is designed to monitor the dynamics of the sensing structure. An artificial neural network is used to process the measured data and to identify cell presence and density. Without specifying any particular bio-application, the investigation is mainly concentrated on the performance testing of this kind of biosensor as a general biosensing platform. The biosensing experiments on the microfabricated membranes involve seeding different cell densities onto the sensing surface of membrane, and measuring the corresponding dynamics information of each tested silicon membrane in the form of a series of frequency response functions (FRFs). All of those experiments are carried out in cell culture medium to simulate a practical working environment. The EA.hy 926 endothelial cell lines are chosen in this paper for the bio-experiments. The EA.hy 926 endothelial cell lines represent a particular class of biological particles that have irregular shapes, non-uniform density and uncertain growth behaviour, which are difficult to monitor using the traditional biosensors. The final predicted results reveal that the methodology of a neural-network based algorithm to perform the feature identification of cells from distributive sensory measurement has great potential in biosensing applications.

Studies on the generalisation of Gaussian processes and Bayesian neural networks

The assessment of the reliability of systems which learn from data is a key issue to investigate thoroughly before the actual application of information processing techniques to real-world problems. Over the recent years Gaussian processes and Bayesian neural networks have come to the fore and in this thesis their generalisation capabilities are analysed from theoretical and empirical perspectives. Upper and lower bounds on the learning curve of Gaussian processes are investigated in order to estimate the amount of data required to guarantee a certain level of generalisation performance. In this thesis we analyse the effects on the bounds and the learning curve induced by the smoothness of stochastic processes described by four different covariance functions. We also explain the early, linearly-decreasing behaviour of the curves and we investigate the asymptotic behaviour of the upper bounds. The effect of the noise and the characteristic lengthscale of the stochastic process on the tightness of the bounds are also discussed. The analysis is supported by several numerical simulations. The generalisation error of a Gaussian process is affected by the dimension of the input vector and may be decreased by input-variable reduction techniques. In conventional approaches to Gaussian process regression, the positive definite matrix estimating the distance between input points is often taken diagonal. In this thesis we show that a general distance matrix is able to estimate the effective dimensionality of the regression problem as well as to discover the linear transformation from the manifest variables to the hidden-feature space, with a significant reduction of the input dimension. Numerical simulations confirm the significant superiority of the general distance matrix with respect to the diagonal one.In the thesis we also present an empirical investigation of the generalisation errors of neural networks trained by two Bayesian algorithms, the Markov Chain Monte Carlo method and the evidence framework; the neural networks have been trained on the task of labelling segmented outdoor images.

The impact of architecture on the performance of artificial neural networks

A number of researchers have investigated the impact of network architecture on the performance of artificial neural networks. Particular attention has been paid to the impact on the performance of the multi-layer perceptron of architectural issues, and the use of various strategies to attain an optimal network structure. However, there are still perceived limitations with the multi-layer perceptron and networks that employ a different architecture to the multi-layer perceptron have gained in popularity in recent years, particularly, networks that implement a more localised solution, where the solution in one area of the problem space does not impact, or has a minimal impact, on other areas of the space. In this study, we discuss the major architectural issues affecting the performance of a multi-layer perceptron, before moving on to examine in detail the performance of a new localised network, namely the bumptree. The work presented here examines the impact on the performance of artificial neural networks of employing alternative networks to the long established multi-layer perceptron. In particular, networks that impose a solution where the impact of each parameter in the final network architecture has a localised impact on the problem space being modelled are examined. The alternatives examined are the radial basis function and bumptree neural networks, and the impact of architectural issues on the performance of these networks is examined. Particular attention is paid to the bumptree, with new techniques for both developing the bumptree structure and employing this structure to classify patterns being examined.

Evolutionary neural networks : models and applications

The scaling problems which afflict attempts to optimise neural networks (NNs) with genetic algorithms (GAs) are disclosed. A novel GA-NN hybrid is introduced, based on the bumptree, a little-used connectionist model. As well as being computationally efficient, the bumptree is shown to be more amenable to genetic coding lthan other NN models. A hierarchical genetic coding scheme is developed for the bumptree and shown to have low redundancy, as well as being complete and closed with respect to the search space. When applied to optimising bumptree architectures for classification problems the GA discovers bumptrees which significantly out-perform those constructed using a standard algorithm. The fields of artificial life, control and robotics are identified as likely application areas for the evolutionary optimisation of NNs. An artificial life case-study is presented and discussed. Experiments are reported which show that the GA-bumptree is able to learn simulated pole balancing and car parking tasks using only limited environmental feedback. A simple modification of the fitness function allows the GA-bumptree to learn mappings which are multi-modal, such as robot arm inverse kinematics. The dynamics of the 'geographic speciation' selection model used by the GA-bumptree are investigated empirically and the convergence profile is introduced as an analytical tool. The relationships between the rate of genetic convergence and the phenomena of speciation, genetic drift and punctuated equilibrium arc discussed. The importance of genetic linkage to GA design is discussed and two new recombination operators arc introduced. The first, linkage mapped crossover (LMX) is shown to be a generalisation of existing crossover operators. LMX provides a new framework for incorporating prior knowledge into GAs.Its adaptive form, ALMX, is shown to be able to infer linkage relationships automatically during genetic search.

The application of artificial neural networks to the interpretation and classification of freshwater benthic invertebrate communities

This thesis presents a thorough and principled investigation into the application of artificial neural networks to the biological monitoring of freshwater. It contains original ideas on the classification and interpretation of benthic macroinvertebrates, and aims to demonstrate their superiority over the biotic systems currently used in the UK to report river water quality. The conceptual basis of a new biological classification system is described, and a full review and analysis of a number of river data sets is presented. The biological classification is compared to the common biotic systems using data from the Upper Trent catchment. This data contained 292 expertly classified invertebrate samples identified to mixed taxonomic levels. The neural network experimental work concentrates on the classification of the invertebrate samples into biological class, where only a subset of the sample is used to form the classification. Other experimentation is conducted into the identification of novel input samples, the classification of samples from different biotopes and the use of prior information in the neural network models. The biological classification is shown to provide an intuitive interpretation of a graphical representation, generated without reference to the class labels, of the Upper Trent data. The selection of key indicator taxa is considered using three different approaches; one novel, one from information theory and one from classical statistical methods. Good indicators of quality class based on these analyses are found to be in good agreement with those chosen by a domain expert. The change in information associated with different levels of identification and enumeration of taxa is quantified. The feasibility of using neural network classifiers and predictors to develop numeric criteria for the biological assessment of sediment contamination in the Great Lakes is also investigated.

Drying processess in the United Kingdom:assessment of industrial energy utilisation and efficiency of drying systems and the modelling of drying characters using neural networks (BL)

Drying is an important unit operation in process industry. Results have suggested that the energy used for drying has increased from 12% in 1978 to 18% of the total energy used in 1990. A literature survey of previous studies regarding overall drying energy consumption has demonstrated that there is little continuity of methods and energy trends could not be established. In the ceramics, timber and paper industrial sectors specific energy consumption and energy trends have been investigated by auditing drying equipment. Ceramic products examined have included tableware, tiles, sanitaryware, electrical ceramics, plasterboard, refractories, bricks and abrasives. Data from industry has shown that drying energy has not varied significantly in the ceramics sector over the last decade, representing about 31% of the total energy consumed. Information from the timber industry has established that radical changes have occurred over the last 20 years, both in terms of equipment and energy utilisation. The energy efficiency of hardwood drying has improved by 15% since the 1970s, although no significant savings have been realised for softwood. A survey estimating the energy efficiency and operating characteristics of 192 paper dryer sections has been conducted. Drying energy was found to increase to nearly 60% of the total energy used in the early 1980s, but has fallen over the last decade, representing 23% of the total in 1993. These results have demonstrated that effective energy saving measures, such as improved pressing and heat recovery, have been successfully implemented since the 1970s. Artificial neural networks have successfully been applied to model process characteristics of microwave and convective drying of paper coated gypsum cove. Parameters modelled have included product moisture loss, core gypsum temperature and quality factors relating to paper burning and bubbling defects. Evaluation of thermal and dielectric properties have highlighted gypsum's heat sensitive characteristics in convective and electromagnetic regimes. Modelling experimental data has shown that the networks were capable of simulating drying process characteristics to a high degree of accuracy. Product weight and temperature were predicted to within 0.5% and 5C of the target data respectively. Furthermore, it was demonstrated that the underlying properties of the data could be predicted through a high level of input noise.

Dissociable patterns of neural activity during response inhibition in depressed adolescents with and without suicidal behavior

Objectives - Impaired attentional control and behavioral control are implicated in adult suicidal behavior. Little is known about the functional integrity of neural circuitry supporting these processes in suicidal behavior in adolescence. Method - Functional magnetic resonance imaging was used in 15 adolescent suicide attempters with a history of major depressive disorder (ATTs), 15 adolescents with a history of depressive disorder but no suicide attempt (NATs), and 14 healthy controls (HCs) during the performance of a well-validated go-no-go response inhibition and motor control task that measures attentional and behavioral control and has been shown to activate prefrontal, anterior cingulate, and parietal cortical circuitries. Questionnaires assessed symptoms and standardized interviews characterized suicide attempts. Results - A 3 group by 2 condition (go-no-go response inhibition versus go motor control blocks) block-design whole-brain analysis (p < .05, corrected) showed that NATs showed greater activity than ATTs in the right anterior cingulate gyrus (p = .008), and that NATs, but not ATTs, showed significantly greater activity than HCs in the left insula (p = .004) to go-no-go response inhibition blocks. Conclusions - Although ATTs did not show differential patterns of neural activity from HCs during the go-no-go response inhibition blocks, ATTs and NATs showed differential activation of the right anterior cingulate gyrus during response inhibition. These findings indicate that suicide attempts during adolescence are not associated with abnormal activity in response inhibition neural circuitry. The differential patterns of activity in response inhibition neural circuitry in ATTs and NATs, however, suggest different neural mechanisms for suicide attempt versus major depressive disorder in general in adolescence that should be a focus of further study.

Feed-forward neural networks and topographic mappings for exploratory data analysis

A recent novel approach to the visualisation and analysis of datasets, and one which is particularly applicable to those of a high dimension, is discussed in the context of real applications. A feed-forward neural network is utilised to effect a topographic, structure-preserving, dimension-reducing transformation of the data, with an additional facility to incorporate different degrees of associated subjective information. The properties of this transformation are illustrated on synthetic and real datasets, including the 1992 UK Research Assessment Exercise for funding in higher education. The method is compared and contrasted to established techniques for feature extraction, and related to topographic mappings, the Sammon projection and the statistical field of multidimensional scaling.