Independent component analysis and feature extraction of financial time series

DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT

Dynamical embedding and feature extraction of electroencephalographic data

DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT

Rotation invariant iris feature extraction using Gaussian Markov random fields with non-separable wavelet

Rotation invariance is important for an iris recognition system since changes of head orientation and binocular vergence may cause eye rotation. The conventional methods of iris recognition cannot achieve true rotation invariance. They only achieve approximate rotation invariance by rotating the feature vector before matching or unwrapping the iris ring at different initial angles. In these methods, the complexity of the method is increased, and when the rotation scale is beyond the certain scope, the error rates of these methods may substantially increase. In order to solve this problem, a new rotation invariant approach for iris feature extraction based on the non-separable wavelet is proposed in this paper. Firstly, a bank of non-separable orthogonal wavelet filters is used to capture characteristics of the iris. Secondly, a method of Markov random fields is used to capture rotation invariant iris feature. Finally, two-class kernel Fisher classifiers are adopted for classification. Experimental results on public iris databases show that the proposed approach has a low error rate and achieves true rotation invariance. © 2010.

A novel neural network technique for exploratory data analysis

This paper surveys the context of feature extraction by neural network approaches, and compares and contrasts their behaviour as prospective data visualisation tools in a real world problem. We also introduce and discuss a hybrid approach which allows us to control the degree of discriminatory and topographic information in the extracted feature space.

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.

Towards sea surface pollution detection from visible band images

This paper presents a novel approach to water pollution detection from remotely sensed low-platform mounted visible band camera images. We examine the feasibility of unsupervised segmentation for slick (oily spills on the water surface) region labelling. Adaptive and non adaptive filtering is combined with density modeling of the obtained textural features. A particular effort is concentrated on the textural feature extraction from raw intensity images using filter banks and adaptive feature extraction from the obtained output coefficients. Segmentation in the extracted feature space is achieved using Gaussian mixture models (GMM).

Petrographic image analysis and understanding

This study considers the application of image analysis in petrography and investigates the possibilities for advancing existing techniques by introducing feature extraction and analysis capabilities of a higher level than those currently employed. The aim is to construct relevant, useful descriptions of crystal form and inter-crystal relations in polycrystalline igneous rock sections. Such descriptions cannot be derived until the `ownership' of boundaries between adjacent crystals has been established: this is the fundamental problem of crystal boundary assignment. An analysis of this problem establishes key image features which reveal boundary ownership; a set of explicit analysis rules is presented. A petrographic image analysis scheme based on these principles is outlined and the implementation of key components of the scheme considered. An algorithm for the extraction and symbolic representation of image structural information is developed. A new multiscale analysis algorithm which produces a hierarchical description of the linear and near-linear structure on a contour is presented in detail. Novel techniques for symmetry analysis are developed. The analyses considered contribute both to the solution of the boundary assignment problem and to the construction of geologically useful descriptions of crystal form. The analysis scheme which is developed employs grouping principles such as collinearity, parallelism, symmetry and continuity, so providing a link between this study and more general work in perceptual grouping and intermediate level computer vision. Consequently, the techniques developed in this study may be expected to find wider application beyond the petrographic domain.

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.

Spatial ecological complexity measures in GRASS GIS

Good estimates of ecosystem complexity are essential for a number of ecological tasks: from biodiversity estimation, to forest structure variable retrieval, to feature extraction by edge detection and generation of multifractal surface as neutral models for e.g. feature change assessment. Hence, measuring ecological complexity over space becomes crucial in macroecology and geography. Many geospatial tools have been advocated in spatial ecology to estimate ecosystem complexity and its changes over space and time. Among these tools, free and open source options especially offer opportunities to guarantee the robustness of algorithms and reproducibility. In this paper we will summarize the most straightforward measures of spatial complexity available in the Free and Open Source Software GRASS GIS, relating them to key ecological patterns and processes.

Event trigger identification for biomedical events extraction using domain knowledge

Motivation: In molecular biology, molecular events describe observable alterations of biomolecules, such as binding of proteins or RNA production. These events might be responsible for drug reactions or development of certain diseases. As such, biomedical event extraction, the process of automatically detecting description of molecular interactions in research articles, attracted substantial research interest recently. Event trigger identification, detecting the words describing the event types, is a crucial and prerequisite step in the pipeline process of biomedical event extraction. Taking the event types as classes, event trigger identification can be viewed as a classification task. For each word in a sentence, a trained classifier predicts whether the word corresponds to an event type and which event type based on the context features. Therefore, a well-designed feature set with a good level of discrimination and generalization is crucial for the performance of event trigger identification. Results: In this article, we propose a novel framework for event trigger identification. In particular, we learn biomedical domain knowledge from a large text corpus built from Medline and embed it into word features using neural language modeling. The embedded features are then combined with the syntactic and semantic context features using the multiple kernel learning method. The combined feature set is used for training the event trigger classifier. Experimental results on the golden standard corpus show that >2.5% improvement on F-score is achieved by the proposed framework when compared with the state-of-the-art approach, demonstrating the effectiveness of the proposed framework. © 2014 The Author 2014. The source code for the proposed framework is freely available and can be downloaded at http://cse.seu.edu.cn/people/zhoudeyu/ETI_Sourcecode.zip.