Inverse forecasting:a new approach for predictive modelling

In the last two decades there have been substantial developments in the mathematical theory of inverse optimization problems, and their applications have expanded greatly. In parallel, time series analysis and forecasting have become increasingly important in various fields of research such as data mining, economics, business, engineering, medicine, politics, and many others. Despite the large uses of linear programming in forecasting models there is no a single application of inverse optimization reported in the forecasting literature when the time series data is available. Thus the goal of this paper is to introduce inverse optimization into forecasting field, and to provide a streamlined approach to time series analysis and forecasting using inverse linear programming. An application has been used to demonstrate the use of inverse forecasting developed in this study. © 2007 Elsevier Ltd. All rights reserved.

A Bayesian approach to modeling the conditional density of the inverse controller

The inverse controller is traditionally assumed to be a deterministic function. This paper presents a pedagogical methodology for estimating the stochastic model of the inverse controller. The proposed method is based on Bayes' theorem. Using Bayes' rule to obtain the stochastic model of the inverse controller allows the use of knowledge of uncertainty from both the inverse and the forward model in estimating the optimal control signal. The paper presents the methodology for general nonlinear systems. For illustration purposes, the proposed methodology is applied to linear Gaussian systems. © 2004 IEEE.

A novel approach to modelling and exploiting uncertainty in stochastic control systems

We consider an inversion-based neurocontroller for solving control problems of uncertain nonlinear systems. Classical approaches do not use uncertainty information in the neural network models. In this paper we show how we can exploit knowledge of this uncertainty to our advantage by developing a novel robust inverse control method. Simulations on a nonlinear uncertain second order system illustrate the approach.

Bayesian analysis of the scatterometer wind retrieval inverse problem:Some new approaches

The retrieval of wind vectors from satellite scatterometer observations is a non-linear inverse problem. A common approach to solving inverse problems is to adopt a Bayesian framework and to infer the posterior distribution of the parameters of interest given the observations by using a likelihood model relating the observations to the parameters, and a prior distribution over the parameters. We show how Gaussian process priors can be used efficiently with a variety of likelihood models, using local forward (observation) models and direct inverse models for the scatterometer. We present an enhanced Markov chain Monte Carlo method to sample from the resulting multimodal posterior distribution. We go on to show how the computational complexity of the inference can be controlled by using a sparse, sequential Bayes algorithm for estimation with Gaussian processes. This helps to overcome the most serious barrier to the use of probabilistic, Gaussian process methods in remote sensing inverse problems, which is the prohibitively large size of the data sets. We contrast the sampling results with the approximations that are found by using the sparse, sequential Bayes algorithm.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Nonlinear inverse synthesis and eigenvalue division multiplexing in optical fiber channels

We scrutinize the concept of integrable nonlinear communication channels, resurrecting and extending the idea of eigenvalue communications in a novel context of nonsoliton coherent optical communications. Using the integrable nonlinear Schrödinger equation as a channel model, we introduce a new approach - the nonlinear inverse synthesis method - for digital signal processing based on encoding the information directly onto the nonlinear signal spectrum. The latter evolves trivially and linearly along the transmission line, thus, providing an effective eigenvalue division multiplexing with no nonlinear channel cross talk. The general approach is illustrated with a coherent optical orthogonal frequency division multiplexing transmission format. We show how the strategy based upon the inverse scattering transform method can be geared for the creation of new efficient coding and modulation standards for the nonlinear channel. © Published by the American Physical Society.

Digital signal processing based on inverse scattering transform

Through numerical modeling, we illustrate the possibility of a new approach to digital signal processing in coherent optical communications based on the application of the so-called inverse scattering transform. Considering without loss of generality a fiber link with normal dispersion and quadrature phase shift keying signal modulation, we demonstrate how an initial information pattern can be recovered (without direct backward propagation) through the calculation of nonlinear spectral data of the received optical signal. © 2013 Optical Society of America.

Nonlinear inverse synthesis for high spectral efficiency transmission in optical fibers

In linear communication channels, spectral components (modes) defined by the Fourier transform of the signal propagate without interactions with each other. In certain nonlinear channels, such as the one modelled by the classical nonlinear Schrödinger equation, there are nonlinear modes (nonlinear signal spectrum) that also propagate without interacting with each other and without corresponding nonlinear cross talk, effectively, in a linear manner. Here, we describe in a constructive way how to introduce such nonlinear modes for a given input signal. We investigate the performance of the nonlinear inverse synthesis (NIS) method, in which the information is encoded directly onto the continuous part of the nonlinear signal spectrum. This transmission technique, combined with the appropriate distributed Raman amplification, can provide an effective eigenvalue division multiplexing with high spectral efficiency, thanks to highly suppressed channel cross talk. The proposed NIS approach can be integrated with any modulation formats. Here, we demonstrate numerically the feasibility of merging the NIS technique in a burst mode with high spectral efficiency methods, such as orthogonal frequency division multiplexing and Nyquist pulse shaping with advanced modulation formats (e.g., QPSK, 16QAM, and 64QAM), showing a performance improvement up to 4.5 dB, which is comparable to results achievable with multi-step per span digital back propagation.

Nonlinear inverse synthesis technique for optical links with lumped amplification

The nonlinear inverse synthesis (NIS) method, in which information is encoded directly onto the continuous part of the nonlinear signal spectrum, has been proposed recently as a promising digital signal processing technique for combating fiber nonlinearity impairments. However, because the NIS method is based on the integrability property of the lossless nonlinear Schrödinger equation, the original approach can only be applied directly to optical links with ideal distributed Raman amplification. In this paper, we propose and assess a modified scheme of the NIS method, which can be used effectively in standard optical links with lumped amplifiers, such as, erbium-doped fiber amplifiers (EDFAs). The proposed scheme takes into account the average effect of the fiber loss to obtain an integrable model (lossless path-averaged model) to which the NIS technique is applicable. We found that the error between lossless pathaveraged and lossy models increases linearly with transmission distance and input power (measured in dB). We numerically demonstrate the feasibility of the proposed NIS scheme in a burst mode with orthogonal frequency division multiplexing (OFDM) transmission scheme with advanced modulation formats (e.g., QPSK, 16QAM, and 64QAM), showing a performance improvement up to 3.5 dB; these results are comparable to those achievable with multi-step per span digital backpropagation.

A mixture density network approach to modelling and exploiting uncertainty in nonlinear control problems

In nonlinear and stochastic control problems, learning an efficient feed-forward controller is not amenable to conventional neurocontrol methods. For these approaches, estimating and then incorporating uncertainty in the controller and feed-forward models can produce more robust control results. Here, we introduce a novel inversion-based neurocontroller for solving control problems involving uncertain nonlinear systems which could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. Based on importance sampling from these distributions a novel robust inverse control approach is obtained. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider. A nonlinear multi-variable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non-Gaussian distributions of control signal as well as processes with hysteresis. © 2004 Elsevier Ltd. All rights reserved.

Modified nonlinear inverse synthesis for optical links with distributed Raman amplification

We propose a modification of the nonlinear digital signal processing technique based on the nonlinear inverse synthesis for the systems with distributed Raman amplification. The proposed path-average approach offers 3 dB performance gain, regardless of the signal power profile.

A new inverse DEA method for merging banks

This study suggests a novel application of Inverse Data Envelopment Analysis (InvDEA) in strategic decision making about mergers and acquisitions in banking. The conventional DEA assesses the efficiency of banks based on the information gathered about the quantities of inputs used to realize the observed level of outputs produced. The decision maker of a banking unit willing to merge/acquire another banking unit needs to decide about the inputs and/or outputs level if an efficiency target for the new banking unit is set. In this paper, a new InvDEA-based approach is developed to suggest the required level of the inputs and outputs for the merged bank to reach a predetermined efficiency target. This study illustrates the novelty of the proposed approach through the case of a bank considering merging with or acquiring one of its competitors to synergize and realize higher level of efficiency. A real data set of 42 banking units in Gulf Corporation Council countries is used to show the practicality of the proposed approach.