A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Automatic modeling of pectus excavatum corrective prosthesis using artificial neural networks

Pectus excavatum is the most common deformity of the thorax. Pre-operative diagnosis usually includes Computed Tomography (CT) to successfully employ a thoracic prosthesis for anterior chest wall remodeling. Aiming at the elimination of radiation exposure, this paper presents a novel methodology for the replacement of CT by a 3D laser scanner (radiation-free) for prosthesis modeling. The complete elimination of CT is based on an accurate determination of ribs position and prosthesis placement region through skin surface points. The developed solution resorts to a normalized and combined outcome of an artificial neural network (ANN) set. Each ANN model was trained with data vectors from 165 male patients and using soft tissue thicknesses (STT) comprising information from the skin and rib cage (automatically determined by image processing algorithms). Tests revealed that ribs position for prosthesis placement and modeling can be estimated with an average error of 5.0 ± 3.6 mm. One also showed that the ANN performance can be improved by introducing a manually determined initial STT value in the ANN normalization procedure (average error of 2.82 ± 0.76 mm). Such error range is well below current prosthesis manual modeling (approximately 11 mm), which can provide a valuable and radiation-free procedure for prosthesis personalization.

Automatic modeling of pectus excavatum corrective prosthesis using artificial neural networks

Pectus excavatum is the most common deformity of the thorax. Pre-operative diagnosis usually includes Computed Tomography (CT) to successfully employ a thoracic prosthesis for anterior chest wall remodeling. Aiming at the elimination of radiation exposure, this paper presents a novel methodology for the replacement of CT by a 3D laser scanner (radiation-free) for prosthesis modeling. The complete elimination of CT is based on an accurate determination of ribs position and prosthesis placement region through skin surface points. The developed solution resorts to a normalized and combined outcome of an artificial neural network (ANN) set. Each ANN model was trained with data vectors from 165 male patients and using soft tissue thicknesses (STT) comprising information from the skin and rib cage (automatically determined by image processing algorithms). Tests revealed that ribs position for prosthesis placement and modeling can be estimated with an average error of 5.0 ± 3.6 mm. One also showed that the ANN performance can be improved by introducing a manually determined initial STT value in the ANN normalization procedure (average error of 2.82 ± 0.76 mm). Such error range is well below current prosthesis manual modeling (approximately 11 mm), which can provide a valuable and radiation-free procedure for prosthesis personalization.

Building a person home behavior model based on data from smart house sensors 2015

Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

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.

Search for the Standard Model Higgs boson produced in association with top quarks and decaying into bb in pp collisions at √s = 8 TeV with the ATLAS detector

A search for the Standard Model Higgs boson produced in association with a pair of top quarks, tt¯H, is presented. The analysis uses 20.3 fb−1 of pp collision data at s√ = 8 TeV, collected with the ATLAS detector at the Large Hadron Collider during 2012. The search is designed for the H to bb¯ decay mode and uses events containing one or two electrons or muons. In order to improve the sensitivity of the search, events are categorised according to their jet and b-tagged jet multiplicities. A neural network is used to discriminate between signal and background events, the latter being dominated by tt¯+jets production. In the single-lepton channel, variables calculated using a matrix element method are included as inputs to the neural network to improve discrimination of the irreducible tt¯+bb¯ background. No significant excess of events above the background expectation is found and an observed (expected) limit of 3.4 (2.2) times the Standard Model cross section is obtained at 95% confidence level. The ratio of the measured tt¯H signal cross section to the Standard Model expectation is found to be μ=1.5±1.1 assuming a Higgs boson mass of 125 GeV.

Model-Free Reconstruction of Excitatory Neuronal Connectivity from Calcium Imaging Signals

A systematic assessment of global neural network connectivity through direct electrophysiological assays has remained technically infeasible, even in simpler systems like dissociated neuronal cultures. We introduce an improved algorithmic approach based on Transfer Entropy to reconstruct structural connectivity from network activity monitored through calcium imaging. We focus in this study on the inference of excitatory synaptic links. Based on information theory, our method requires no prior assumptions on the statistics of neuronal firing and neuronal connections. The performance of our algorithm is benchmarked on surrogate time series of calcium fluorescence generated by the simulated dynamics of a network with known ground-truth topology. We find that the functional network topology revealed by Transfer Entropy depends qualitatively on the time-dependent dynamic state of the network (bursting or non-bursting). Thus by conditioning with respect to the global mean activity, we improve the performance of our method. This allows us to focus the analysis to specific dynamical regimes of the network in which the inferred functional connectivity is shaped by monosynaptic excitatory connections, rather than by collective synchrony. Our method can discriminate between actual causal influences between neurons and spurious non-causal correlations due to light scattering artifacts, which inherently affect the quality of fluorescence imaging. Compared to other reconstruction strategies such as cross-correlation or Granger Causality methods, our method based on improved Transfer Entropy is remarkably more accurate. In particular, it provides a good estimation of the excitatory network clustering coefficient, allowing for discrimination between weakly and strongly clustered topologies. Finally, we demonstrate the applicability of our method to analyses of real recordings of in vitro disinhibited cortical cultures where we suggest that excitatory connections are characterized by an elevated level of clustering compared to a random graph (although not extreme) and can be markedly non-local.

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.

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.

Forecasting of wind speeds and directions with artificial neural networks

In this master’s thesis, wind speeds and directions were modeled with the aim of developing suitable models for hourly, daily, weekly and monthly forecasting. Artificial Neural Networks implemented in MATLAB software were used to perform the forecasts. Three main types of artificial neural network were built, namely: Feed forward neural networks, Jordan Elman neural networks and Cascade forward neural networks. Four sub models of each of these neural networks were also built, corresponding to the four forecast horizons, for both wind speeds and directions. A single neural network topology was used for each of the forecast horizons, regardless of the model type. All the models were then trained with real data of wind speeds and directions collected over a period of two years in the municipal region of Puumala in Finland. Only 70% of the data was used for training, validation and testing of the models, while the second last 15% of the data was presented to the trained models for verification. The model outputs were then compared to the last 15% of the original data, by measuring the mean square errors and sum square errors between them. Based on the results, the feed forward networks returned the lowest generalization errors for hourly, weekly and monthly forecasts of wind speeds; Jordan Elman networks returned the lowest errors when used for forecasting of daily wind speeds. Cascade forward networks gave the lowest errors when used for forecasting daily, weekly and monthly wind directions; Jordan Elman networks returned the lowest errors when used for hourly forecasting. The errors were relatively low during training of the models, but shot up upon simulation with new inputs. In addition, a combination of hyperbolic tangent transfer functions for both hidden and output layers returned better results compared to other combinations of transfer functions. In general, wind speeds were more predictable as compared to wind directions, opening up opportunities for further research into building better models for wind direction forecasting.

Pretraining Convolutional Neural Networks for Visual Recognition

Convolutional Neural Networks (CNN) have become the state-of-the-art methods on many large scale visual recognition tasks. For a lot of practical applications, CNN architectures have a restrictive requirement: A huge amount of labeled data are needed for training. The idea of generative pretraining is to obtain initial weights of the network by training the network in a completely unsupervised way and then fine-tune the weights for the task at hand using supervised learning. In this thesis, a general introduction to Deep Neural Networks and algorithms are given and these methods are applied to classification tasks of handwritten digits and natural images for developing unsupervised feature learning. The goal of this thesis is to find out if the effect of pretraining is damped by recent practical advances in optimization and regularization of CNN. The experimental results show that pretraining is still a substantial regularizer, however, not a necessary step in training Convolutional Neural Networks with rectified activations. On handwritten digits, the proposed pretraining model achieved a classification accuracy comparable to the state-of-the-art methods.

Data-Driven Text Generation using Neural Networks & Provenance is Complicated and Boring — Is there a solution?

Title: Data-Driven Text Generation using Neural Networks Speaker: Pavlos Vougiouklis, University of Southampton Abstract: Recent work on neural networks shows their great potential at tackling a wide variety of Natural Language Processing (NLP) tasks. This talk will focus on the Natural Language Generation (NLG) problem and, more specifically, on the extend to which neural network language models could be employed for context-sensitive and data-driven text generation. In addition, a neural network architecture for response generation in social media along with the training methods that enable it to capture contextual information and effectively participate in public conversations will be discussed. Speaker Bio: Pavlos Vougiouklis obtained his 5-year Diploma in Electrical and Computer Engineering from the Aristotle University of Thessaloniki in 2013. He was awarded an MSc degree in Software Engineering from the University of Southampton in 2014. In 2015, he joined the Web and Internet Science (WAIS) research group of the University of Southampton and he is currently working towards the acquisition of his PhD degree in the field of Neural Network Approaches for Natural Language Processing. Title: Provenance is Complicated and Boring — Is there a solution? Speaker: Darren Richardson, University of Southampton Abstract: Paper trails, auditing, and accountability — arguably not the sexiest terms in computer science. But then you discover that you've possibly been eating horse-meat, and the importance of provenance becomes almost palpable. Having accepted that we should be creating provenance-enabled systems, the challenge of then communicating that provenance to casual users is not trivial: users should not have to have a detailed working knowledge of your system, and they certainly shouldn't be expected to understand the data model. So how, then, do you give users an insight into the provenance, without having to build a bespoke system for each and every different provenance installation? Speaker Bio: Darren is a final year Computer Science PhD student. He completed his undergraduate degree in Electronic Engineering at Southampton in 2012.

Benchmarking consensus model quality assessment for protein fold recognition

Background: Selecting the highest quality 3D model of a protein structure from a number of alternatives remains an important challenge in the field of structural bioinformatics. Many Model Quality Assessment Programs (MQAPs) have been developed which adopt various strategies in order to tackle this problem, ranging from the so called "true" MQAPs capable of producing a single energy score based on a single model, to methods which rely on structural comparisons of multiple models or additional information from meta-servers. However, it is clear that no current method can separate the highest accuracy models from the lowest consistently. In this paper, a number of the top performing MQAP methods are benchmarked in the context of the potential value that they add to protein fold recognition. Two novel methods are also described: ModSSEA, which based on the alignment of predicted secondary structure elements and ModFOLD which combines several true MQAP methods using an artificial neural network. Results: The ModSSEA method is found to be an effective model quality assessment program for ranking multiple models from many servers, however further accuracy can be gained by using the consensus approach of ModFOLD. The ModFOLD method is shown to significantly outperform the true MQAPs tested and is competitive with methods which make use of clustering or additional information from multiple servers. Several of the true MQAPs are also shown to add value to most individual fold recognition servers by improving model selection, when applied as a post filter in order to re-rank models. Conclusion: MQAPs should be benchmarked appropriately for the practical context in which they are intended to be used. Clustering based methods are the top performing MQAPs where many models are available from many servers; however, they often do not add value to individual fold recognition servers when limited models are available. Conversely, the true MQAP methods tested can often be used as effective post filters for re-ranking few models from individual fold recognition servers and further improvements can be achieved using a consensus of these methods.

How the brain blinks: towards a neurocognitive model of the attentional blink

When people monitor a visual stream of rapidly presented stimuli for two targets (T1 and T2), they often miss T2 if it falls into a time window of about half a second after T1 onset-the attentional blink (AB). We provide an overview of recent neuroscientific studies devoted to analyze the neural processes underlying the AB and their temporal dynamics. The available evidence points to an attentional network involving temporal, right-parietal and frontal cortex, and suggests that the components of this neural network interact by means of synchronization and stimulus-induced desynchronization in the beta frequency range. We set up a neurocognitive scenario describing how the AB might emerge and why it depends on the presence of masks and the other event(s) the targets are embedded in. The scenario supports the idea that the AB arises from "biased competition", with the top-down bias being generated by parietal-frontal interactions and the competition taking place between stimulus codes in temporal cortex.

Simulating global properties of electroencephalograms with minimal random neural networks

The human electroencephalogram (EEG) is globally characterized by a 1/f power spectrum superimposed with certain peaks, whereby the "alpha peak" in a frequency range of 8-14 Hz is the most prominent one for relaxed states of wakefulness. We present simulations of a minimal dynamical network model of leaky integrator neurons attached to the nodes of an evolving directed and weighted random graph (an Erdos-Renyi graph). We derive a model of the dendritic field potential (DFP) for the neurons leading to a simulated EEG that describes the global activity of the network. Depending on the network size, we find an oscillatory transition of the simulated EEG when the network reaches a critical connectivity. This transition, indicated by a suitably defined order parameter, is reflected by a sudden change of the network's topology when super-cycles are formed from merging isolated loops. After the oscillatory transition, the power spectra of simulated EEG time series exhibit a 1/f continuum superimposed with certain peaks. (c) 2007 Elsevier B.V. All rights reserved.