Using neural networks and support vector regression to relate marchetti dilatometer test parameters and maximum shear modulus

In the last two decades, small strain shear modulus became one of the most important geotechnical parameters to characterize soil stiffness. Finite element analysis have shown that in-situ stiffness of soils and rocks is much higher than what was previously thought and that stress-strain behaviour of these materials is non-linear in most cases with small strain levels, especially in the ground around retaining walls, foundations and tunnels, typically in the order of 10−2 to 10−4 of strain. Although the best approach to estimate shear modulus seems to be based in measuring seismic wave velocities, deriving the parameter through correlations with in-situ tests is usually considered very useful for design practice.The use of Neural Networks for modeling systems has been widespread, in particular within areas where the great amount of available data and the complexity of the systems keeps the problem very unfriendly to treat following traditional data analysis methodologies. In this work, the use of Neural Networks and Support Vector Regression is proposed to estimate small strain shear modulus for sedimentary soils from the basic or intermediate parameters derived from Marchetti Dilatometer Test. The results are discussed and compared with some of the most common available methodologies for this evaluation.

Using neural networks and support vector regression to relate marchetti dilatometer test parameters and maximum shear modulus

In the last two decades, small strain shear modulus became one of the most important geotechnical parameters to characterize soil stiffness. Finite element analysis have shown that in-situ stiffness of soils and rocks is much higher than what was previously thought and that stress-strain behaviour of these materials is non-linear in most cases with small strain levels, especially in the ground around retaining walls, foundations and tunnels, typically in the order of 10−2 to 10−4 of strain. Although the best approach to estimate shear modulus seems to be based in measuring seismic wave velocities, deriving the parameter through correlations with in-situ tests is usually considered very useful for design practice.The use of Neural Networks for modeling systems has been widespread, in particular within areas where the great amount of available data and the complexity of the systems keeps the problem very unfriendly to treat following traditional data analysis methodologies. In this work, the use of Neural Networks and Support Vector Regression is proposed to estimate small strain shear modulus for sedimentary soils from the basic or intermediate parameters derived from Marchetti Dilatometer Test. The results are discussed and compared with some of the most common available methodologies for this evaluation.

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.

Logic programming and artificial neural networks in breast cancer detection

About 90% of breast cancers do not cause or are capable of producing death if detected at an early stage and treated properly. Indeed, it is still not known a specific cause for the illness. It may be not only a beginning, but also a set of associations that will determine the onset of the disease. Undeniably, there are some factors that seem to be associated with the boosted risk of the malady. Pondering the present study, different breast cancer risk assessment models where considered. It is our intention to develop a hybrid decision support system under a formal framework based on Logic Programming for knowledge representation and reasoning, complemented with an approach to computing centered on Artificial Neural Networks, to evaluate the risk of developing breast cancer and the respective Degree-of-Confidence that one has on such a happening.

Comparison between artificial neural networks and maximum likelihood classification in digital soil mapping

Soil surveys are the main source of spatial information on soils and have a range of different applications, mainly in agriculture. The continuity of this activity has however been severely compromised, mainly due to a lack of governmental funding. The purpose of this study was to evaluate the feasibility of two different classifiers (artificial neural networks and a maximum likelihood algorithm) in the prediction of soil classes in the northwest of the state of Rio de Janeiro. Terrain attributes such as elevation, slope, aspect, plan curvature and compound topographic index (CTI) and indices of clay minerals, iron oxide and Normalized Difference Vegetation Index (NDVI), derived from Landsat 7 ETM+ sensor imagery, were used as discriminating variables. The two classifiers were trained and validated for each soil class using 300 and 150 samples respectively, representing the characteristics of these classes in terms of the discriminating variables. According to the statistical tests, the accuracy of the classifier based on artificial neural networks (ANNs) was greater than of the classic Maximum Likelihood Classifier (MLC). Comparing the results with 126 points of reference showed that the resulting ANN map (73.81 %) was superior to the MLC map (57.94 %). The main errors when using the two classifiers were caused by: a) the geological heterogeneity of the area coupled with problems related to the geological map; b) the depth of lithic contact and/or rock exposure, and c) problems with the environmental correlation model used due to the polygenetic nature of the soils. This study confirms that the use of terrain attributes together with remote sensing data by an ANN approach can be a tool to facilitate soil mapping in Brazil, primarily due to the availability of low-cost remote sensing data and the ease by which terrain attributes can be obtained.

Neural networks complemented with genetic algorithms and fuzzy systems for predicting nitrogenous effluent variables in wastewater treatment plants

This work focuses on the prediction of the two main nitrogenous variables that describe the water quality at the effluent of a Wastewater Treatment Plant. We have developed two kind of Neural Networks architectures based on considering only one output or, in the other hand, the usual five effluent variables that define the water quality: suspended solids, biochemical organic matter, chemical organic matter, total nitrogen and total Kjedhal nitrogen. Two learning techniques based on a classical adaptative gradient and a Kalman filter have been implemented. In order to try to improve generalization and performance we have selected variables by means genetic algorithms and fuzzy systems. The training, testing and validation sets show that the final networks are able to learn enough well the simulated available data specially for the total nitrogen

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.

Time-series forecasting of pollutant concentration levels using particle swarm optimization and artificial neural networks

This study evaluates the application of an intelligent hybrid system for time-series forecasting of atmospheric pollutant concentration levels. The proposed method consists of an artificial neural network combined with a particle swarm optimization algorithm. The method not only searches relevant time lags for the correct characterization of the time series, but also determines the best neural network architecture. An experimental analysis is performed using four real time series and the results are shown in terms of six performance measures. The experimental results demonstrate that the proposed methodology achieves a fair prediction of the presented pollutant time series by using compact networks.

Evaluation of follicular lymphoid depletion in the Bursa of Fabricius: an alternative methodology using digital image analysis and artificial neural networks

Fifty Bursa of Fabricius (BF) were examined by conventional optical microscopy and digital images were acquired and processed using Matlab® 6.5 software. The Artificial Neuronal Network (ANN) was generated using Neuroshell® Classifier software and the optical and digital data were compared. The ANN was able to make a comparable classification of digital and optical scores. The use of ANN was able to classify correctly the majority of the follicles, reaching sensibility and specificity of 89% and 96%, respectively. When the follicles were scored and grouped in a binary fashion the sensibility increased to 90% and obtained the maximum value for the specificity of 92%. These results demonstrate that the use of digital image analysis and ANN is a useful tool for the pathological classification of the BF lymphoid depletion. In addition it provides objective results that allow measuring the dimension of the error in the diagnosis and classification therefore making comparison between databases feasible.

Classification of antimicrobial resistance using artificial neural networks and the relationship of 38 genes associated with the virulence of Escherichia coli isolates from broilers

Avian pathogenic Escherichia coli (APEC) is responsible for various pathological processes in birds and is considered as one of the principal causes of morbidity and mortality, associated with economic losses to the poultry industry. The objective of this study was to demonstrate that it is possible to predict antimicrobial resistance of 256 samples (APEC) using 38 different genes responsible for virulence factors, through a computer program of artificial neural networks (ANNs). A second target was to find the relationship between (PI) pathogenicity index and resistance to 14 antibiotics by statistical analysis. The results showed that the RNAs were able to make the correct classification of the behavior of APEC samples with a range from 74.22 to 98.44%, and make it possible to predict antimicrobial resistance. The statistical analysis to assess the relationship between the pathogenic index (PI) and resistance against 14 antibiotics showed that these variables are independent, i.e. peaks in PI can happen without changing the antimicrobial resistance, or the opposite, changing the antimicrobial resistance without a change in PI.

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.

Synergistic control of forearm based on accelerometer data and artificial neural networks

In the present study, we modeled a reaching task as a two-link mechanism. The upper arm and forearm motion trajectories during vertical arm movements were estimated from the measured angular accelerations with dual-axis accelerometers. A data set of reaching synergies from able-bodied individuals was used to train a radial basis function artificial neural network with upper arm/forearm tangential angular accelerations. The trained radial basis function artificial neural network for the specific movements predicted forearm motion from new upper arm trajectories with high correlation (mean, 0.9149-0.941). For all other movements, prediction was low (range, 0.0316-0.8302). Results suggest that the proposed algorithm is successful in generalization over similar motions and subjects. Such networks may be used as a high-level controller that could predict forearm kinematics from voluntary movements of the upper arm. This methodology is suitable for restoring the upper limb functions of individuals with motor disabilities of the forearm, but not of the upper arm. The developed control paradigm is applicable to upper-limb orthotic systems employing functional electrical stimulation. The proposed approach is of great significance particularly for humans with spinal cord injuries in a free-living environment. The implication of a measurement system with dual-axis accelerometers, developed for this study, is further seen in the evaluation of movement during the course of rehabilitation. For this purpose, training-related changes in synergies apparent from movement kinematics during rehabilitation would characterize the extent and the course of recovery. As such, a simple system using this methodology is of particular importance for stroke patients. The results underlie the important issue of upper-limb coordination.

Modeling High-Dimensional Audio Sequences with Recurrent Neural Networks

Cette thèse étudie des modèles de séquences de haute dimension basés sur des réseaux de neurones récurrents (RNN) et leur application à la musique et à la parole. Bien qu'en principe les RNN puissent représenter les dépendances à long terme et la dynamique temporelle complexe propres aux séquences d'intérêt comme la vidéo, l'audio et la langue naturelle, ceux-ci n'ont pas été utilisés à leur plein potentiel depuis leur introduction par Rumelhart et al. (1986a) en raison de la difficulté de les entraîner efficacement par descente de gradient. Récemment, l'application fructueuse de l'optimisation Hessian-free et d'autres techniques d'entraînement avancées ont entraîné la recrudescence de leur utilisation dans plusieurs systèmes de l'état de l'art. Le travail de cette thèse prend part à ce développement. L'idée centrale consiste à exploiter la flexibilité des RNN pour apprendre une description probabiliste de séquences de symboles, c'est-à-dire une information de haut niveau associée aux signaux observés, qui en retour pourra servir d'à priori pour améliorer la précision de la recherche d'information. Par exemple, en modélisant l'évolution de groupes de notes dans la musique polyphonique, d'accords dans une progression harmonique, de phonèmes dans un énoncé oral ou encore de sources individuelles dans un mélange audio, nous pouvons améliorer significativement les méthodes de transcription polyphonique, de reconnaissance d'accords, de reconnaissance de la parole et de séparation de sources audio respectivement. L'application pratique de nos modèles à ces tâches est détaillée dans les quatre derniers articles présentés dans cette thèse. Dans le premier article, nous remplaçons la couche de sortie d'un RNN par des machines de Boltzmann restreintes conditionnelles pour décrire des distributions de sortie multimodales beaucoup plus riches. Dans le deuxième article, nous évaluons et proposons des méthodes avancées pour entraîner les RNN. Dans les quatre derniers articles, nous examinons différentes façons de combiner nos modèles symboliques à des réseaux profonds et à la factorisation matricielle non-négative, notamment par des produits d'experts, des architectures entrée/sortie et des cadres génératifs généralisant les modèles de Markov cachés. Nous proposons et analysons également des méthodes d'inférence efficaces pour ces modèles, telles la recherche vorace chronologique, la recherche en faisceau à haute dimension, la recherche en faisceau élagué et la descente de gradient. Finalement, nous abordons les questions de l'étiquette biaisée, du maître imposant, du lissage temporel, de la régularisation et du pré-entraînement.