Optimizing the quality of bootstrap-based prediction intervals

The bootstrap method is one of the most widely used methods in literature for construction of confidence and prediction intervals. This paper proposes a new method for improving the quality of bootstrap-based prediction intervals. The core of the proposed method is a prediction interval-based cost function, which is used for training neural networks. A simulated annealing method is applied for minimization of the cost function and neural network parameter adjustment. The developed neural networks are then used for estimation of the target variance. Through experiments and simulations it is shown that the proposed method can be used to construct better quality bootstrap-based prediction intervals. The optimized prediction intervals have narrower widths with a greater coverage probability compared to traditional bootstrap-based prediction intervals.

Prediction intervals to account for uncertainties in travel time prediction

The accurate prediction of travel times is desirable but frequently prone to error. This is mainly attributable to both the underlying traffic processes and the data that are used to infer travel time. A more meaningful and pragmatic approach is to view travel time prediction as a probabilistic inference and to construct prediction intervals (PIs), which cover the range of probable travel times travelers may encounter. This paper introduces the delta and Bayesian techniques for the construction of PIs. Quantitative measures are developed and applied for a comprehensive assessment of the constructed PIs. These measures simultaneously address two important aspects of PIs: 1) coverage probability and 2) length. The Bayesian and delta methods are used to construct PIs for the neural network (NN) point forecasts of bus and freeway travel time data sets. The obtained results indicate that the delta technique outperforms the Bayesian technique in terms of narrowness of PIs with satisfactory coverage probability. In contrast, PIs constructed using the Bayesian technique are more robust against the NN structure and exhibit excellent coverage probability.

Calibration of audio-video sensors for multi-modal event indexing

This paper addresses the coordinated use of video and audio cues to capture and index surveillance events with multimodal labels. The focus of this paper is the development of a joint-sensor calibration technique that uses audio-visual observations to improve the calibration process. One significant feature of this approach is the ability to continuously check and update the calibration status of the sensor suite, making it resilient to independent drift in the individual sensors. We present scenarios in which this system is used to enhance surveillance.

A point-based representation for intervals

Information about time or space is often expressed in terms of points or intervals, and the relations between points and intervals. The interval based representations fall into two distinct classes based on: (i) closure and (ii) minimal representation of the domain. The advantage of closure based representation is the minimal search time at the expense of time to construct the representation, and the storage requirement. Minimal representation optimises storage required, at the expense of construction and search time. Intervals can be represented in terms of their end points. The information about points can be effectively represented using the closure approach but intervals cannot be represented with their endpoints using a point algebra system.

This paper proposes a point based system of representation for interval relations that does not perform closure. Point information is represented in terms of the known relationships between points. The costs of such a representation lies between the expense of closure and minimisation. The time taken for search and construction is better than for minimisation but not as good as for closure. Respectively, the space used is better than for closure but not as good as for minimisation

A coarse-grained parallel genetic algorithm employing cluster analysis for multi-modal numerical optimisation

This paper describes a technique for improving the performance of parallel genetic algorithms on multi-modal numerical optimisation problems. It employs a cluster analysis algorithm to identify regions of the search space in which more than one sub-population is sampling. Overlapping clusters are merged in one sub-population whilst a simple derating function is applied to samples in all other sub-populations to discourage them from further sampling in that region. This approach leads to a better distribution of the search effort across multiple subpopulations and helps to prevent premature convergence. On the test problems used, significant performance improvements over the traditional island model implementation are realised.

Osteo-cise : Strong bones for life': protocol for a community-based randomised controlled trial of a multi-modal exercise and osteoporosis education program for older adults at risk of falls and fractures

Background : Osteoporosis affects over 220 million people worldwide, and currently there is no 'cure' for the disease. Thus, there is a need to develop evidence-based, safe and acceptable prevention strategies at the population level that target multiple risk factors for fragility fractures to reduce the health and economic burden of the condition.

Methods : The 'Osteo-cise: Strong Bones for Life' study will investigate the effectiveness and feasibility of a multi-component targeted exercise, osteoporosis education/awareness and behavioural change program for improving bone health and muscle function, and reducing falls risk in community-dwelling older adults at an increased risk of fracture. Men and women aged 60 years or above will participate in an 18-month randomised controlled trial comprising a 12-month structured and supervised community-based program and a 6-month 'research to practise' translational phase. Participants will be randomly assigned to either the 'Osteo-cise' intervention or a self-management control group. The intervention will comprise a multi-modal exercise program incorporating high velocity progressive resistance training, moderate impact weight-bearing exercise and high challenging balance exercises performed three times weekly at local community-based fitness centres. A behavioural change program will be used to enhance exercise adoption and adherence to the program. Community-based osteoporosis education seminars will be conducted to improve participant knowledge and understanding of the risk factors and preventative measures for osteoporosis, falls and fractures. The primary outcomes measures, to be collected at baseline, 6, 12, and 18 months, will include DXA-derived hip and spine bone mineral density measurements and functional muscle power (timed stair-climb test). Secondary outcomes measures include: MRI-assessed distal femur and proximal tibia trabecular bone micro-architecture, lower limb and back maximal muscle strength, balance and function (four square step test, functional reach test, timed up-and-go test and 30-second sit-to-stand), falls incidence and health-related quality of life. Cost-effectiveness will also be assessed.

Discussion : The findings from the Osteo-cise: Strong Bones for Life study will provide new information on the efficacy of a targeted multi-modal community-based exercise program incorporating high velocity resistance training, together with an osteoporosis education and behavioural change program for improving multiple risk factors for falls and fracture in older adults at risk of fragility fracture. Trial Registration: Australian New Zealand Clinical Trials Registry reference ACTRN12609000100291

Construction of neural network-based prediction intervals using particle swarm optimization

Prediction intervals (PIs) are excellent tools for quantification of uncertainties associated with point forecasts and predictions. This paper adopts and develops the lower upper bound estimation (LUBE) method for construction of PIs using neural network (NN) models. This method is fast and simple and does not require calculation of heavy matrices, as required by traditional methods. Besides, it makes no assumption about the data distribution. A new width-based index is proposed to quantitatively check how much PIs are informative. Using this measure and the coverage probability of PIs, a multi-objective optimization problem is formulated to train NN models in the LUBE method. The optimization problem is then transformed into a training problem through definition of a PI-based cost function. Particle swarm optimization (PSO) with the mutation operator is used to minimize the cost function. Experiments with synthetic and real-world case studies indicate that the proposed PSO-based LUBE method can construct higher quality PIs in a simpler and faster manner.

Multi-modal abnormality detection in video with unknown data segmentation

This paper examines a new problem in large scale stream data: abnormality detection which is localized to a data segmentation process. Unlike traditional abnormality detection methods which typically build one unified model across data stream, we propose that building multiple detection models focused on different coherent sections of the video stream would result in better detection performance. One key challenge is to segment the data into coherent sections as the number of segments is not known in advance and can vary greatly across cameras; and a principled way approach is required. To this end, we first employ the recently proposed infinite HMM and collapsed Gibbs inference to automatically infer data segmentation followed by constructing abnormality detection models which are localized to each segmentation. We demonstrate the superior performance of the proposed framework in a real-world surveillance camera data over 14 days.

Combined nonparametric prediction intervals for wind power generation

Prediction intervals (PIs) are a promising tool for quantification of uncertainties associated with point forecasts of wind power. However, construction of PIs using parametric methods is questionable, as forecast errors do not follow a standard distribution. This paper proposes a nonparametric method for construction of reliable PIs for neural network (NN) forecasts. A lower upper bound estimation (LUBE) method is adapted for construction of PIs for wind power generation. A new framework is proposed for synthesizing PIs generated using an ensemble of NN models in the LUBE method. This is done to guard against NN performance instability in generating reliable and informative PIs. A validation set is applied for short listing NNs based on the quality of PIs. Then, PIs constructed using filtered NNs are aggregated to obtain combined PIs. Performance of the proposed method is examined using data sets taken from two wind farms in Australia. Simulation results indicate that the quality of combined PIs is significantly superior to the quality of PIs constructed using NN models ranked and filtered by the validation set.

Prediction intervals for short-term wind farm power generation forecasts

Quantification of uncertainties associated with wind power generation forecasts is essential for optimal management of wind farms and their successful integration into power systems. This paper investigates two neural network-based methods for direct and rapid construction of prediction intervals (PIs) for short-term forecasting of power generation in wind farms. The lower upper bound estimation and bootstrap methods are used to quantify uncertainties associated with forecasts. The effectiveness and efficiency of these two general methods for uncertainty quantification is examined using twenty four month data from a wind farm in Australia. PIs with a confidence level of 90% are constructed for four forecasting horizons: five, ten, fifteen, and thirty minutes. Quantitative measures are applied for objective evaluation and unbiased comparison of PI quality. Demonstrated results indicate that reliable PIs can be constructed in a short time without resorting to complicate computational methods or models. Also quantitative comparison reveals that bootstrap PIs are more suitable for short prediction horizon, and lower upper bound estimation PIs are more appropriate for longer forecasting horizons.