Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Online learning in discrete hidden Markov models

We present and analyze three different online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare their performance with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of the generalization error we draw learning curves in simplified situations and compare the results. The performance for learning drifting concepts of one of the presented algorithms is analyzed and compared with the Baldi-Chauvin algorithm in the same situations. A brief discussion about learning and symmetry breaking based on our results is also presented. © 2006 American Institute of Physics.

Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Forecasting exchange rates with linear and nonlinear models

In this paper, the exchange rate forecasting performance of neural network models are evaluated against the random walk, autoregressive moving average and generalised autoregressive conditional heteroskedasticity models. There are no guidelines available that can be used to choose the parameters of neural network models and therefore, the parameters are chosen according to what the researcher considers to be the best. Such an approach, however,implies that the risk of making bad decisions is extremely high, which could explain why in many studies, neural network models do not consistently perform better than their time series counterparts. In this paper, through extensive experimentation, the level of subjectivity in building neural network models is considerably reduced and therefore giving them a better chance of Forecasting exchange rates with linear and nonlinear models 415 performing well. The results show that in general, neural network models perform better than the traditionally used time series models in forecasting exchange rates.

Comparing different approach and avoidance models of learning and personality in the prediction of work, university, and leadership outcomes

Jackson (2005) developed a hybrid model of personality and learning, known as the learning styles profiler (LSP) which was designed to span biological, socio-cognitive, and experiential research foci of personality and learning research. The hybrid model argues that functional and dysfunctional learning outcomes can be best understood in terms of how cognitions and experiences control, discipline, and re-express the biologically based scale of sensation-seeking. In two studies with part-time workers undertaking tertiary education (N=137 and 58), established models of approach and avoidance from each of the three different research foci were compared with Jackson's hybrid model in their predictiveness of leadership, work, and university outcomes using self-report and supervisor ratings. Results showed that the hybrid model was generally optimal and, as hypothesized, that goal orientation was a mediator of sensation-seeking on outcomes (work performance, university performance, leader behaviours, and counterproductive work behaviour). Our studies suggest that the hybrid model has considerable promise as a predictor of work and educational outcomes as well as dysfunctional outcomes.

Numerical Q parameter estimates for scalar and vector models in optical communication system simulations

The Q parameter scales differently with the noise power for the signal-noise and the noise-noise beating terms in scalar and vector models. Some procedures for including noise in the scalar model largely under-estimate the Q parameter. We propose a simple method for including noise within a scalar model which will allow both the noise-noise dominated limit and the signal-noise dominated limit to be treated consistently. © 2005 Elsevier B.V. All rights reserved.

Q parameter scaling in scalar and vector models with dominant signal-noise and noise-noise beating terms

The Q parameter scales differently with the noise power for the signal-noise and the noise-noise beating terms in scalar and vector models. Some procedures for including noise in the scalar model largely under-estimate the Q parameter.

Forecasting exchange rates with linear and nonlinear models

In this paper the exchange rate forecasting performance of neural network models are evaluated against random walk and a range of time series models. There are no guidelines available that can be used to choose the parameters of neural network models and therefore the parameters are chosen according to what the researcher considers to be the best. Such an approach, however, implies that the risk of making bad decisions is extremely high which could explain why in many studies neural network models do not consistently perform better than their time series counterparts. In this paper through extensive experimentation the level of subjectivity in building neural network models is considerably reduced and therefore giving them a better chance of performing well. Our results show that in general neural network models perform better than traditionally used time series models in forecasting exchange rates.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

Mach bands and multiscale models of spatial vision:the role of first, second, and third derivative operators in encoding bars and edges

Ernst Mach observed that light or dark bands could be seen at abrupt changes of luminance gradient in the absence of peaks or troughs in luminance. Many models of feature detection share the idea that bars, lines, and Mach bands are found at peaks and troughs in the output of even-symmetric spatial filters. Our experiments assessed the appearance of Mach bands (position and width) and the probability of seeing them on a novel set of generalized Gaussian edges. Mach band probability was mainly determined by the shape of the luminance profile and increased with the sharpness of its corners, controlled by a single parameter (n). Doubling or halving the size of the images had no significant effect. Variations in contrast (20%-80%) and duration (50-300 ms) had relatively minor effects. These results rule out the idea that Mach bands depend simply on the amplitude of the second derivative, but a multiscale model, based on Gaussian-smoothed first- and second-derivative filtering, can account accurately for the probability and perceived spatial layout of the bands. A key idea is that Mach band visibility depends on the ratio of second- to first-derivative responses at peaks in the second-derivative scale-space map. This ratio is approximately scale-invariant and increases with the sharpness of the corners of the luminance ramp, as observed. The edges of Mach bands pose a surprisingly difficult challenge for models of edge detection, but a nonlinear third-derivative operation is shown to predict the locations of Mach band edges strikingly well. Mach bands thus shed new light on the role of multiscale filtering systems in feature coding. © 2012 ARVO.

Debate : arm's- length bodies and alternative models of service delivery

This article reflects on the UK coalition government’s ‘alternative models’ agenda, specifically in terms of the adoption of new models of service delivery by arm’s-length bodies (ALBs). It provides an overview of the alternative models agenda and discusses barriers to implementation. These include practical challenges involved in the set up of alternative models, the role of sponsor departments, and the effective communication of best practice. Finally, the article highlights some issues for further discussion.

The use of erythrocytic and animal models in the study of protein phosphorylation

Phosphorylation processes are common post-transductional mechanisms, by which it is possible to modulate a number of metabolic pathways. Proteins are highly sensitive to phosphorylation, which governs many protein-protein interactions. The enzymatic activity of some protein tyrosine-kinases is under tyrosine-phosphorylation control, as well as several transmembrane anion-fluxes and cation exchanges. In addition, phosphorylation reactions are involved in intra and extra-cellular 'cross-talk' processes. Early studies adopted laboratory animals to study these little known phosphorylation processes. The main difficulty encountered with these animal techniques was obtaining sufficient kinase or phosphatase activity suitable for studying the enzymatic process. Large amounts of biological material from organs, such as the liver and spleen were necessary to conduct such work with protein kinases. Subsequent studies revealed the ubiquity and complexity of phosphorylation processes and techniques evolved from early rat studies to the adaptation of more rewarding in vitro models. These involved human erythrocytes, which are a convenient source both for the enzymes, we investigated and for their substrates. This preliminary work facilitated the development of more advanced phosphorylative models that are based on cell lines. © 2005 Elsevier B.V. All rights reserved.

On the 'classification' of neurodegenerative disorders:discrete entities, overlap or continuum?

The traditional method of classifying neurodegenerative diseases is based on the original clinico-pathological concept supported by 'consensus' criteria and data from molecular pathological studies. This review discusses first, current problems in classification resulting from the coexistence of different classificatory schemes, the presence of disease heterogeneity and multiple pathologies, the use of 'signature' brain lesions in diagnosis, and the existence of pathological processes common to different diseases. Second, three models of neurodegenerative disease are proposed: (1) that distinct diseases exist ('discrete' model), (2) that relatively distinct diseases exist but exhibit overlapping features ('overlap' model), and (3) that distinct diseases do not exist and neurodegenerative disease is a 'continuum' in which there is continuous variation in clinical/pathological features from one case to another ('continuum' model). Third, to distinguish between models, the distribution of the most important molecular 'signature' lesions across the different diseases is reviewed. Such lesions often have poor 'fidelity', i.e., they are not unique to individual disorders but are distributed across many diseases consistent with the overlap or continuum models. Fourth, the question of whether the current classificatory system should be rejected is considered and three alternatives are proposed, viz., objective classification, classification for convenience (a 'dissection'), or analysis as a continuum.