Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach

Financial prediction has attracted a lot of interest due to the financial implications that the accurate prediction of financial markets can have. A variety of data driven modellingapproaches have been applied but their performance has produced mixed results. In this study we apply both parametric (neural networks with active neurons) and nonparametric (analog complexing) self-organisingmodelling methods for the daily prediction of the exchangerate market. We also propose acombinedapproach where the parametric and nonparametricself-organising methods are combined sequentially, exploiting the advantages of the individual methods with the aim of improving their performance. The combined method is found to produce promising results and to outperform the individual methods when tested with two exchangerates: the American Dollar and the Deutche Mark against the British Pound.

Dynamics and topographic organization of recursive self-organizing maps

Recently there has been an outburst of interest in extending topographic maps of vectorial data to more general data structures, such as sequences or trees. However, there is no general consensus as to how best to process sequences using topographicmaps, and this topic remains an active focus of neurocomputational research. The representational capabilities and internal representations of the models are not well understood. Here, we rigorously analyze a generalization of the self-organizingmap (SOM) for processing sequential data, recursive SOM (RecSOM) (Voegtlin, 2002), as a nonautonomous dynamical system consisting of a set of fixed input maps. We argue that contractive fixed-input maps are likely to produce Markovian organizations of receptive fields on the RecSOM map. We derive bounds on parameter β (weighting the importance of importing past information when processing sequences) under which contractiveness of the fixed-input maps is guaranteed. Some generalizations of SOM contain a dynamic module responsible for processing temporal contexts as an integral part of the model. We show that Markovian topographic maps of sequential data can be produced using a simple fixed (nonadaptable) dynamic module externally feeding a standard topographic model designed to process static vectorial data of fixed dimensionality (e.g., SOM). However, by allowing trainable feedback connections, one can obtain Markovian maps with superior memory depth and topography preservation. We elaborate on the importance of non-Markovian organizations in topographic maps of sequential data. © 2006 Massachusetts Institute of Technology.

Nootropia : a user profiling model based on a self-organising term network

Artificial Immune Systems are well suited to the problem of using a profile representation of an individual’s or a group’s interests to evaluate documents. Nootropia is a user profiling model that exhibits similarities to models of the immune system that have been developed in the context of autopoietic theory. It uses a self-organising term network that can represent a user’s multiple interests and can adapt to both short-term variations and substantial changes in them. This allows Nootropia to drift, constantly following changes in the user’s multiple interests, and, thus, to become structurally coupled to the user.

Self-organising zooms for decentralised redundancy management in visual sensor networks

When visual sensor networks are composed of cameras which can adjust the zoom factor of their own lens, one must determine the optimal zoom levels for the cameras, for a given task. This gives rise to an important trade-off between the overlap of the different cameras’ fields of view, providing redundancy, and image quality. In an object tracking task, having multiple cameras observe the same area allows for quicker recovery, when a camera fails. In contrast having narrow zooms allow for a higher pixel count on regions of interest, leading to increased tracking confidence. In this paper we propose an approach for the self-organisation of redundancy in a distributed visual sensor network, based on decentralised multi-objective online learning using only local information to approximate the global state. We explore the impact of different zoom levels on these trade-offs, when tasking omnidirectional cameras, having perfect 360-degree view, with keeping track of a varying number of moving objects. We further show how employing decentralised reinforcement learning enables zoom configurations to be achieved dynamically at runtime according to an operator’s preference for maximising either the proportion of objects tracked, confidence associated with tracking, or redundancy in expectation of camera failure. We show that explicitly taking account of the level of overlap, even based only on local knowledge, improves resilience when cameras fail. Our results illustrate the trade-off between maintaining high confidence and object coverage, and maintaining redundancy, in anticipation of future failure. Our approach provides a fully tunable decentralised method for the self-organisation of redundancy in a changing environment, according to an operator’s preferences.

Data visualization during the early stages of drug discovery

Multidimensional compound optimization is a new paradigm in the drug discovery process, yielding efficiencies during early stages and reducing attrition in the later stages of drug development. The success of this strategy relies heavily on understanding this multidimensional data and extracting useful information from it. This paper demonstrates how principled visualization algorithms can be used to understand and explore a large data set created in the early stages of drug discovery. The experiments presented are performed on a real-world data set comprising biological activity data and some whole-molecular physicochemical properties. Data visualization is a popular way of presenting complex data in a simpler form. We have applied powerful principled visualization methods, such as generative topographic mapping (GTM) and hierarchical GTM (HGTM), to help the domain experts (screening scientists, chemists, biologists, etc.) understand and draw meaningful decisions. We also benchmark these principled methods against relatively better known visualization approaches, principal component analysis (PCA), Sammon's mapping, and self-organizing maps (SOMs), to demonstrate their enhanced power to help the user visualize the large multidimensional data sets one has to deal with during the early stages of the drug discovery process. The results reported clearly show that the GTM and HGTM algorithms allow the user to cluster active compounds for different targets and understand them better than the benchmarks. An interactive software tool supporting these visualization algorithms was provided to the domain experts. The tool facilitates the domain experts by exploration of the projection obtained from the visualization algorithms providing facilities such as parallel coordinate plots, magnification factors, directional curvatures, and integration with industry standard software. © 2006 American Chemical Society.

Data visualization with simultaneous feature selection

Data visualization algorithms and feature selection techniques are both widely used in bioinformatics but as distinct analytical approaches. Until now there has been no method of measuring feature saliency while training a data visualization model. We derive a generative topographic mapping (GTM) based data visualization approach which estimates feature saliency simultaneously with the training of the visualization model. The approach not only provides a better projection by modeling irrelevant features with a separate noise model but also gives feature saliency values which help the user to assess the significance of each feature. We compare the quality of projection obtained using the new approach with the projections from traditional GTM and self-organizing maps (SOM) algorithms. The results obtained on a synthetic and a real-life chemoinformatics dataset demonstrate that the proposed approach successfully identifies feature significance and provides coherent (compact) projections. © 2006 IEEE.

Magnification factors for the SOM and GTM algorithms

Magnification factors specify the extent to which the area of a small patch of the latent (or `feature') space of a topographic mapping is magnified on projection to the data space, and are of considerable interest in both neuro-biological and data analysis contexts. Previous attempts to consider magnification factors for the self-organizing map (SOM) algorithm have been hindered because the mapping is only defined at discrete points (given by the reference vectors). In this paper we consider the batch version of SOM, for which a continuous mapping can be defined, as well as the Generative Topographic Mapping (GTM) algorithm of Bishop et al. (1997) which has been introduced as a probabilistic formulation of the SOM. We show how the techniques of differential geometry can be used to determine magnification factors as continuous functions of the latent space coordinates. The results are illustrated here using a problem involving the identification of crab species from morphological data.

Traffic based energy consumption optimisation to improve the lifetime and performance of ad hoc wireless sensor networks

Ad hoc wireless sensor networks (WSNs) are formed from self-organising configurations of distributed, energy constrained, autonomous sensor nodes. The service lifetime of such sensor nodes depends on the power supply and the energy consumption, which is typically dominated by the communication subsystem. One of the key challenges in unlocking the potential of such data gathering sensor networks is conserving energy so as to maximize their post deployment active lifetime. This thesis described the research carried on the continual development of the novel energy efficient Optimised grids algorithm that increases the WSNs lifetime and improves on the QoS parameters yielding higher throughput, lower latency and jitter for next generation of WSNs. Based on the range and traffic relationship the novel Optimised grids algorithm provides a robust traffic dependent energy efficient grid size that minimises the cluster head energy consumption in each grid and balances the energy use throughout the network. Efficient spatial reusability allows the novel Optimised grids algorithm improves on network QoS parameters. The most important advantage of this model is that it can be applied to all one and two dimensional traffic scenarios where the traffic load may fluctuate due to sensor activities. During traffic fluctuations the novel Optimised grids algorithm can be used to re-optimise the wireless sensor network to bring further benefits in energy reduction and improvement in QoS parameters. As the idle energy becomes dominant at lower traffic loads, the new Sleep Optimised grids model incorporates the sleep energy and idle energy duty cycles that can be implemented to achieve further network lifetime gains in all wireless sensor network models. Another key advantage of the novel Optimised grids algorithm is that it can be implemented with existing energy saving protocols like GAF, LEACH, SMAC and TMAC to further enhance the network lifetimes and improve on QoS parameters. The novel Optimised grids algorithm does not interfere with these protocols, but creates an overlay to optimise the grids sizes and hence transmission range of wireless sensor nodes.

Influential DMUs and outlier detection in data envelopment analysis with an application to health care

This paper explains some drawbacks on previous approaches for detecting influential observations in deterministic nonparametric data envelopment analysis models as developed by Yang et al. (Annals of Operations Research 173:89-103, 2010). For example efficiency scores and relative entropies obtained in this model are unimportant to outlier detection and the empirical distribution of all estimated relative entropies is not a Monte-Carlo approximation. In this paper we developed a new method to detect whether a specific DMU is truly influential and a statistical test has been applied to determine the significance level. An application for measuring efficiency of hospitals is used to show the superiority of this method that leads to significant advancements in outlier detection. © 2014 Springer Science+Business Media New York.

Learning to be different:heterogeneity and efficiency in distributed smart camera networks

In this paper we study the self-organising behaviour of smart camera networks which use market-based handover of object tracking responsibilities to achieve an efficient allocation of objects to cameras. Specifically, we compare previously known homogeneous configurations, when all cameras use the same marketing strategy, with heterogeneous configurations, when each camera makes use of its own, possibly different marketing strategy. Our first contribution is to establish that such heterogeneity of marketing strategies can lead to system wide outcomes which are Pareto superior when compared to those possible in homogeneous configurations. However, since the particular configuration required to lead to Pareto efficiency in a given scenario will not be known in advance, our second contribution is to show how online learning of marketing strategies at the individual camera level can lead to high performing heterogeneous configurations from the system point of view, extending the Pareto front when compared to the homogeneous case. Our third contribution is to show that in many cases, the dynamic behaviour resulting from online learning leads to global outcomes which extend the Pareto front even when compared to static heterogeneous configurations. Our evaluation considers results obtained from an open source simulation package as well as data from a network of real cameras. © 2013 IEEE.

The application of remote sensing to water resources

Techniques are developed for the visual interpretation of drainage features from satellite imagery. The process of interpretation is formalised by the introduction of objective criteria. Problems of assessing the accuracy of maps are recognized, and a method is developed for quantifying the correctness of an interpretation, in which the more important features are given an appropriate weight. A study was made of imagery from a variety of landscapes in Britain and overseas, from which maps of drainage networks were drawn. The accuracy of the mapping was assessed in absolute terms, and also in relation to the geomorphic parameters used in hydrologic models. Results are presented relating the accuracy of interpretation to image quality, subjectivity and the effects of topography. It is concluded that the visual interpretation of satellite imagery gives maps of sufficient accuracy for the preliminary assessment of water resources, and for the estimation of geomorphic parameters. An examination is made of the use of remotely sensed data in hydrologic models. It is proposed that the spectral properties of a scene are holistic, and are therefore more efficient than conventional catchment characteristics. Key hydrologic parameters were identified, and were estimated from streamflow records. The correlation between hydrologic variables and spectral characteristics was examined, and regression models for streamflow were developed, based solely on spectral data. Regression models were also developed using conventional catchment characteristics, whose values were estimated using satellite imagery. It was concluded that models based primarily on variables derived from remotely sensed data give results which are as good as, or better than, models using conventional map data. The holistic properties of remotely sensed data are realised only in undeveloped areas. In developed areas an assessment of current land-use is a more useful indication of hydrologic response.

A novel adaptive weight selection algorithm for multi-objective multi-agent reinforcement learning

To solve multi-objective problems, multiple reward signals are often scalarized into a single value and further processed using established single-objective problem solving techniques. While the field of multi-objective optimization has made many advances in applying scalarization techniques to obtain good solution trade-offs, the utility of applying these techniques in the multi-objective multi-agent learning domain has not yet been thoroughly investigated. Agents learn the value of their decisions by linearly scalarizing their reward signals at the local level, while acceptable system wide behaviour results. However, the non-linear relationship between weighting parameters of the scalarization function and the learned policy makes the discovery of system wide trade-offs time consuming. Our first contribution is a thorough analysis of well known scalarization schemes within the multi-objective multi-agent reinforcement learning setup. The analysed approaches intelligently explore the weight-space in order to find a wider range of system trade-offs. In our second contribution, we propose a novel adaptive weight algorithm which interacts with the underlying local multi-objective solvers and allows for a better coverage of the Pareto front. Our third contribution is the experimental validation of our approach by learning bi-objective policies in self-organising smart camera networks. We note that our algorithm (i) explores the objective space faster on many problem instances, (ii) obtained solutions that exhibit a larger hypervolume, while (iii) acquiring a greater spread in the objective space.

Anticholinergic burden in older adults with intellectual disability; relationships with multimorbidity and adverse effects

Background: Anticholinergic medications may be associated with adverse clinical outcomes, including acute impairments in cognition and anticholinergic side effects, the risk of adverse outcomes increasing with increasing anticholinergic exposure. Older people with intellectual disability may be at increased risk of exposure to anticholinergic medicines due to their higher prevalence of comorbidities. We sought to determine anticholinergic burden in ageing people with intellectual disability. Methods: Medication data (self-report/proxy-report) was drawn from Wave 1 of the Intellectual Disability Supplement to the Irish Longitudinal Study on Ageing (IDS-TILDA), a study on the ageing of 753nationally representative people with an IDC40 years randomly selected from the National Intellectual Disability Database. Each individual’s cumulative exposure to anticholinergic medications was calculated using the Anticholinergic Cognitive Burden Scale (ACB) amended by a multi-disciplinary group with independent advice to account for the range of medicines in use in this population. Results: Overall, 70.1 % (527) reported taking medications with possible or definite anticholinergic properties (ACBC1), with a mean (±SD) ACB score of 4.5 (±3.0) (maximum 16). Of those reporting anticholinergic exposure (n=527), 41.3 % (217) reported an ACB score o fC5. Antipsychotics accounted for 36.4 % of the total cumulative ACB score followed by anticholinergics (16 %) and antidepressants (10.8 %). The most frequently reported medicine with anticholinergic activity was carbamazepine 16.8 % (127). The most frequently reported medicine with high anticholinergic activity (ACB 3) was olanzapine13.4 % (101). There was a significant association between higher anti-cholinergic exposure and multimorbidity, particularly mental health morbidity, and some anticholinergic adverse effects such as constipation and day-time drowsiness but not self-rated health. Conclusion: Using simple cumulative measures proved an effective means to capture total burden and helped establish that anticholinergic exposure in the study population was high. The finding highlights the need for comprehensive reviews of medications.