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 verifiable solution to the MEG inverse problem

Magnetoencephalography (MEG) is a non-invasive brain imaging technique with the potential for very high temporal and spatial resolution of neuronal activity. The main stumbling block for the technique has been that the estimation of a neuronal current distribution, based on sensor data outside the head, is an inverse problem with an infinity of possible solutions. Many inversion techniques exist, all using different a-priori assumptions in order to reduce the number of possible solutions. Although all techniques can be thoroughly tested in simulation, implicit in the simulations are the experimenter's own assumptions about realistic brain function. To date, the only way to test the validity of inversions based on real MEG data has been through direct surgical validation, or through comparison with invasive primate data. In this work, we constructed a null hypothesis that the reconstruction of neuronal activity contains no information on the distribution of the cortical grey matter. To test this, we repeatedly compared rotated sections of grey matter with a beamformer estimate of neuronal activity to generate a distribution of mutual information values. The significance of the comparison between the un-rotated anatomical information and the electrical estimate was subsequently assessed against this distribution. We found that there was significant (P < 0.05) anatomical information contained in the beamformer images across a number of frequency bands. Based on the limited data presented here, we can say that the assumptions behind the beamformer algorithm are not unreasonable for the visual-motor task investigated.

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.

A method of fundamental solutions for the one-dimensional inverse Stefan problem

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional inverse Stefan problem for the heat equation by extending the MFS proposed in [5] for the one-dimensional direct Stefan problem. The sources are placed outside the space domain of interest and in the time interval (-T, T). Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

Numerical approximation of the one-dimensional inverse Cauchy–Stefan problem using a method of fundamental solutions

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional parabolic inverse Cauchy–Stefan problem, where boundary data and the initial condition are to be determined from the Cauchy data prescribed on a given moving interface. In [B.T. Johansson, D. Lesnic, and T. Reeve, A method of fundamental solutions for the one-dimensional inverse Stefan Problem, Appl. Math Model. 35 (2011), pp. 4367–4378], the inverse Stefan problem was considered, where only the boundary data is to be reconstructed on the fixed boundary. We extend the MFS proposed in Johansson et al. (2011) and show that the initial condition can also be simultaneously recovered, i.e. the MFS is appropriate for the inverse Cauchy-Stefan problem. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be efficiently obtained with small computational cost.

Boundary integral equations for acoustical inverse sound-soft scattering

The shape of a plane acoustical sound-soft obstacle is detected from knowledge of the far field pattern for one time-harmonic incident field. Two methods based on solving a system of integral equations for the incoming wave and the far field pattern are investigated. Properties of the integral operators required in order to apply regularization, i.e. injectivity and denseness of the range, are proved.

General and multiplicative non-parametric corporate performance models with interval ratio data

The increasing intensity of global competition has led organizations to utilize various types of performance measurement tools for improving the quality of their products and services. Data envelopment analysis (DEA) is a methodology for evaluating and measuring the relative efficiencies of a set of decision making units (DMUs) that use multiple inputs to produce multiple outputs. All the data in the conventional DEA with input and/or output ratios assumes the form of crisp numbers. However, the observed values of data in real-world problems are sometimes expressed as interval ratios. In this paper, we propose two new models: general and multiplicative non-parametric ratio models for DEA problems with interval data. The contributions of this paper are fourfold: (1) we consider input and output data expressed as interval ratios in DEA; (2) we address the gap in DEA literature for problems not suitable or difficult to model with crisp values; (3) we propose two new DEA models for evaluating the relative efficiencies of DMUs with interval ratios, and (4) we present a case study involving 20 banks with three interval ratios to demonstrate the applicability and efficacy of the proposed models where the traditional indicators are mostly financial ratios. © 2011 Elsevier Inc.

An aggregate measure of financial ratios using a multiplicative DEA model

This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.

Effect of solute segregation on the strength of nanocrystalline alloys:Inverse Hall-Petch relation

We have used a high-energy ball mill to prepare single-phased nanocrystalline Fe, Fe90Ni10, Fe85Al4Si11, Ni99Fe1 and Ni90Fe10 powders. We then increased their grain sizes by annealing. We found that a low-temperature anneal (T < 0.4 Tm) softens the elemental nanocrystalline Fe but hardens both the body-centered cubic iron- and face-centered cubic nickel-based solid solutions, leading in these alloys to an inverse Hall–Petch relationship. We explain this abnormal Hall–Petch effect in terms of solute segregation to the grain boundaries of the nanocrystalline alloys. Our analysis can also explain the inverse Hall–Petch relationship found in previous studies during the thermal anneal of ball-milled nanocrystalline Fe (containing ∼1.5 at.% impurities) and electrodeposited nanocrystalline Ni (containing ∼1.0 at.% impurities).

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.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

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.