Criação de clusters de clientes de um banco através do self-organizing maps hierárquico: comparação entre HSOM e SOM

Trabalho de Projeto apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Identifying the neural correlates of executive functions in early cerebral microangiopathy: a combined VBM and DTI study.

Cerebral microangiopathy (CMA) has been associated with executive dysfunction and fronto-parietal neural network disruption. Advances in magnetic resonance imaging allow more detailed analyses of gray (e.g., voxel-based morphometry-VBM) and white matter (e.g., diffusion tensor imaging-DTI) than traditional visual rating scales. The current study investigated patients with early CMA and healthy control subjects with all three approaches. Neuropsychological assessment focused on executive functions, the cognitive domain most discussed in CMA. The DTI and age-related white matter changes rating scales revealed convergent results showing widespread white matter changes in early CMA. Correlations were found in frontal and parietal areas exclusively with speeded, but not with speed-corrected executive measures. The VBM analyses showed reduced gray matter in frontal areas. All three approaches confirmed the hypothesized fronto-parietal network disruption in early CMA. Innovative methods (DTI) converged with results from conventional methods (visual rating) while allowing greater spatial and tissue accuracy. They are thus valid additions to the analysis of neural correlates of cognitive dysfunction. We found a clear distinction between speeded and nonspeeded executive measures in relationship to imaging parameters. Cognitive slowing is related to disease severity in early CMA and therefore important for early diagnostics.

Using self organizing maps on compositional data

Self-organizing maps (Kohonen 1997) is a type of artificial neural network developedto explore patterns in high-dimensional multivariate data. The conventional versionof the algorithm involves the use of Euclidean metric in the process of adaptation ofthe model vectors, thus rendering in theory a whole methodology incompatible withnon-Euclidean geometries.In this contribution we explore the two main aspects of the problem:1. Whether the conventional approach using Euclidean metric can shed valid resultswith compositional data.2. If a modification of the conventional approach replacing vectorial sum and scalarmultiplication by the canonical operators in the simplex (i.e. perturbation andpowering) can converge to an adequate solution.Preliminary tests showed that both methodologies can be used on compositional data.However, the modified version of the algorithm performs poorer than the conventionalversion, in particular, when the data is pathological. Moreover, the conventional ap-proach converges faster to a solution, when data is \well-behaved".Key words: Self Organizing Map; Artificial Neural networks; Compositional data

Efficient learning of reactive robot behaviors with a Neural-Q_learning approach

The purpose of this paper is to propose a Neural-Q_learning approach designed for online learning of simple and reactive robot behaviors. In this approach, the Q_function is generalized by a multi-layer neural network allowing the use of continuous states and actions. The algorithm uses a database of the most recent learning samples to accelerate and guarantee the convergence. Each Neural-Q_learning function represents an independent, reactive and adaptive behavior which maps sensorial states to robot control actions. A group of these behaviors constitutes a reactive control scheme designed to fulfill simple missions. The paper centers on the description of the Neural-Q_learning based behaviors showing their performance with an underwater robot in a target following task. Real experiments demonstrate the convergence and stability of the learning system, pointing out its suitability for online robot learning. Advantages and limitations are discussed

Semi-online neural-Q_leaming for real-time robot learning

Reinforcement learning (RL) is a very suitable technique for robot learning, as it can learn in unknown environments and in real-time computation. The main difficulties in adapting classic RL algorithms to robotic systems are the generalization problem and the correct observation of the Markovian state. This paper attempts to solve the generalization problem by proposing the semi-online neural-Q_learning algorithm (SONQL). The algorithm uses the classic Q_learning technique with two modifications. First, a neural network (NN) approximates the Q_function allowing the use of continuous states and actions. Second, a database of the most representative learning samples accelerates and stabilizes the convergence. The term semi-online is referred to the fact that the algorithm uses the current but also past learning samples. However, the algorithm is able to learn in real-time while the robot is interacting with the environment. The paper shows simulated results with the "mountain-car" benchmark and, also, real results with an underwater robot in a target following behavior

Morphometric shape analysis using learning vector quantization neural networks - an example distinguishing two microtine vole species

Closely related species may be very difficult to distinguish morphologically, yet sometimes morphology is the only reasonable possibility for taxonomic classification. Here we present learning-vector-quantization artificial neural networks as a powerful tool to classify specimens on the basis of geometric morphometric shape measurements. As an example, we trained a neural network to distinguish between field and root voles from Procrustes transformed landmark coordinates on the dorsal side of the skull, which is so similar in these two species that the human eye cannot make this distinction. Properly trained neural networks misclassified only 3% of specimens. Therefore, we conclude that the capacity of learning vector quantization neural networks to analyse spatial coordinates is a powerful tool among the range of pattern recognition procedures that is available to employ the information content of geometric morphometrics.

Artificial neural networks applied for soil class prediction in mountainous landscape of the Serra do Mar¹

Soil information is needed for managing the agricultural environment. The aim of this study was to apply artificial neural networks (ANNs) for the prediction of soil classes using orbital remote sensing products, terrain attributes derived from a digital elevation model and local geology information as data sources. This approach to digital soil mapping was evaluated in an area with a high degree of lithologic diversity in the Serra do Mar. The neural network simulator used in this study was JavaNNS and the backpropagation learning algorithm. For soil class prediction, different combinations of the selected discriminant variables were tested: elevation, declivity, aspect, curvature, curvature plan, curvature profile, topographic index, solar radiation, LS topographic factor, local geology information, and clay mineral indices, iron oxides and the normalized difference vegetation index (NDVI) derived from an image of a Landsat-7 Enhanced Thematic Mapper Plus (ETM+) sensor. With the tested sets, best results were obtained when all discriminant variables were associated with geological information (overall accuracy 93.2 - 95.6 %, Kappa index 0.924 - 0.951, for set 13). Excluding the variable profile curvature (set 12), overall accuracy ranged from 93.9 to 95.4 % and the Kappa index from 0.932 to 0.948. The maps based on the neural network classifier were consistent and similar to conventional soil maps drawn for the study area, although with more spatial details. The results show the potential of ANNs for soil class prediction in mountainous areas with lithological diversity.

Forecasting tourism demand to Catalonia: neural networks vs. time series models

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more accurate forecasts of tourismdemand at the destination level due to the constant growth of world tourism, has lead us to evaluate the forecasting performance of neural modelling relative to that of time seriesmethods at a regional level. Seasonality and volatility are important features of tourism data, which makes it a particularly favourable context in which to compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official statistical data of overnight stays and tourist arrivals fromall the different countries of origin to Catalonia from 2001 to 2009 is used in the study. When comparing the forecasting accuracy of the different techniques for different time horizons, autoregressive integrated moving average models outperform self-exciting threshold autoregressions and artificial neural network models, especially for shorter horizons. These results suggest that the there is a trade-off between the degree of pre-processing and the accuracy of the forecasts obtained with neural networks, which are more suitable in the presence of nonlinearity in the data. In spite of the significant differences between countries, which can be explained by different patterns of consumer behaviour,we also find that forecasts of tourist arrivals aremore accurate than forecasts of overnight stays.

Yhteiskunnallisen sisältöpalvelun sosioteknologinen tarkastelu Kohosen itseorganisoituvien karttojen avulla - Case deittipalvelu

Työn tavoitteena on tutkia deittipalvelun käyttäjien anonyymiaineistoa neuroverkko-opetuksessa segmentoituneiden piirrekarttojen (SOM, Self-Organizing Map) avulla. Näiden piirrekarttojen avulla on tarkoitus selvittää, löytyykö mahdollisesti selkeitä SMS- ja e-mail - käyttäjäryhmiä. Tutkimusta lähestytään perehtymällä ensin yrityksen tekniseen palvelualusta-arkkitehtuuriin ja myös varsinaiseen deittipalveluun käyttäjän kannalta.Tutkimus aloitettiin koodaamalla tietoaineisto SOM Toolbox-ohjelmalle käytettäväksi. Varsinaisia tutkimustuloksia analysoitiin valitsemalla otoksia neuroverkko-opetuksessa segmentoituneista piirrekartoista. Saadut tulokset osoittavat, ettäSOM-teknologia soveltuu hyvin sisältöpalveluiden sosioteknologiseen tutkimukseen ja sitä on myös mahdollista käyttää asiakkuudenhallinnassa erilaisten käyttäjäryhmien profilointiin.

Integrating defeasible argumentation with fuzzy ART neural networks for pattern classification

Many classification systems rely on clustering techniques in which a collection of training examples is provided as an input, and a number of clusters c1,...cm modelling some concept C results as an output, such that every cluster ci is labelled as positive or negative. Given a new, unlabelled instance enew, the above classification is used to determine to which particular cluster ci this new instance belongs. In such a setting clusters can overlap, and a new unlabelled instance can be assigned to more than one cluster with conflicting labels. In the literature, such a case is usually solved non-deterministically by making a random choice. This paper presents a novel, hybrid approach to solve this situation by combining a neural network for classification along with a defeasible argumentation framework which models preference criteria for performing clustering.

Modelling bird species richness with neural networks for forest landscape management in NE Spain

Para preservar la biodiversidad de los ecosistemas forestales de la Europa mediterránea en escenarios actuales y futuros de cambio global mediante una gestión forestal sostenible es necesario determinar cómo influye el medio ambiente y las propias características de los bosques sobre la biodiversidad que éstos albergan. Con este propósito, se analizó la influencia de diferentes factores ambientales y de estructura y composición del bosque sobre la riqueza de aves forestales a escala 1 × 1 km en Cataluña (NE de España). Se construyeron modelos univariantes y multivariantes de redes neuronales para respectivamente explorar la respuesta individual a las variables y obtener un modelo parsimonioso (ecológicamente interpretable) y preciso. La superficie de bosque (con una fracción de cabida cubierta superior a 5%), la fracción de cabida cubierta media, la temperatura anual y la precipitación estival medias fueron los mejores predictores de la riqueza de aves forestales. La red neuronal multivariante obtenida tuvo una buena capacidad de generalización salvo en las localidades con una mayor riqueza. Además, los bosques con diferentes grados de apertura del dosel arbóreo, más maduros y más diversos en cuanto a su composición de especies arbóreas se asociaron de forma positiva con una mayor riqueza de aves forestales. Finalmente, se proporcionan directrices de gestión para la planificación forestal que permitan promover la diversidad ornítica en esta región de la Europa mediterránea.

Fluctuation-Driven Neural Dynamics Reproduce Drosophila Locomotor Patterns.

The neural mechanisms determining the timing of even simple actions, such as when to walk or rest, are largely mysterious. One intriguing, but untested, hypothesis posits a role for ongoing activity fluctuations in neurons of central action selection circuits that drive animal behavior from moment to moment. To examine how fluctuating activity can contribute to action timing, we paired high-resolution measurements of freely walking Drosophila melanogaster with data-driven neural network modeling and dynamical systems analysis. We generated fluctuation-driven network models whose outputs-locomotor bouts-matched those measured from sensory-deprived Drosophila. From these models, we identified those that could also reproduce a second, unrelated dataset: the complex time-course of odor-evoked walking for genetically diverse Drosophila strains. Dynamical models that best reproduced both Drosophila basal and odor-evoked locomotor patterns exhibited specific characteristics. First, ongoing fluctuations were required. In a stochastic resonance-like manner, these fluctuations allowed neural activity to escape stable equilibria and to exceed a threshold for locomotion. Second, odor-induced shifts of equilibria in these models caused a depression in locomotor frequency following olfactory stimulation. Our models predict that activity fluctuations in action selection circuits cause behavioral output to more closely match sensory drive and may therefore enhance navigation in complex sensory environments. Together these data reveal how simple neural dynamics, when coupled with activity fluctuations, can give rise to complex patterns of animal behavior.

Neural mechanisms underlying adaptive actions after slips

An increase in cognitive control has been systematically observed in responses produced immediately after the commission of an error. Such responses show a delay in reaction time (post-error slowing) and an increase in accuracy. To characterize the neurophysiological mechanism involved in the adaptation of cognitive control, we examined oscillatory electrical brain activity by electroencephalogram and its corresponding neural network by event-related functional magnetic resonance imaging in three experiments. We identified a new oscillatory thetabeta component related to the degree of post-error slowing in the correct responses following an erroneous trial. Additionally, we found that the activity of the right dorsolateral prefrontal cortex, the right inferior frontal cortex, and the right superior frontal cortex was correlated with the degree of caution shown in the trial following the commission of an error. Given the overlap between this brain network and the regions activated by the need to inhibit motor responses in a stop-signal manipulation, we conclude that the increase in cognitive control observed after the commission of an error is implemented through the participation of an inhibitory mechanism.