Collaborative filtering on data streams

Collaborate Filtering is one of the most popular recommendation algorithms. Most Collaborative Filtering algorithms work with a static set of data. This paper introduces a novel approach to providing recommendations using Collaborative Filtering when user rating is received over an incoming data stream. In an incoming stream there are massive amounts of data arriving rapidly making it impossible to save all the records for later analysis. By dynamically building a decision tree for every item as data arrive, the incoming data stream is used effectively although an inevitable trade off between accuracy and amount of memory used is introduced. By adding a simple personalization step using a hierarchy of the items, it is possible to improve the predicted ratings made by each decision tree and generate recommendations in real-time. Empirical studies with the dynamically built decision trees show that the personalization step improves the overall predicted accuracy.

Time weight collaborative filtering

Collaborative filtering is regarded as one of the most promising recommendation algorithms. The item-based approaches for collaborative filtering identify the similarity between two items by comparing users' ratings on them. In these approaches, ratings produced at different times are weighted equally. That is to say, changes in user purchase interest are not taken into consideration. For example, an item that was rated recently by a user should have a bigger impact on the prediction of future user behaviour than an item that was rated a long time ago. In this paper, we present a novel algorithm to compute the time weights for different items in a manner that will assign a decreasing weight to old data. More specifically, the users' purchase habits vary. Even the same user has quite different attitudes towards different items. Our proposed algorithm uses clustering to discriminate between different kinds of items. To each item cluster, we trace each user's purchase interest change and introduce a personalized decay factor according to the user own purchase behaviour. Empirical studies have shown that our new algorithm substantially improves the precision of item-based collaborative filtering without introducing higher order computational complexity.

Filtering duplicate items over distributed data streams

In recent years many real time applications need to handle data streams. We consider the distributed environments in which remote data sources keep on collecting data from real world or from other data sources, and continuously push the data to a central stream processor. In these kinds of environments, significant communication is induced by the transmitting of rapid, high-volume and time-varying data streams. At the same time, the computing overhead at the central processor is also incurred. In this paper, we develop a novel filter approach, called DTFilter approach, for evaluating the windowed distinct queries in such a distributed system. DTFilter approach is based on the searching algorithm using a data structure of two height-balanced trees, and it avoids transmitting duplicate items in data streams, thus lots of network resources are saved. In addition, theoretical analysis of the time spent in performing the search, and of the amount of memory needed is provided. Extensive experiments also show that DTFilter approach owns high performance.

Mach edges: local features predicted by 3rd derivative spatial filtering

Edges are key points of information in visual scenes. One important class of models supposes that edges correspond to the steepest parts of the luminance profile, implying that they can be found as peaks and troughs in the response of a gradient (1st derivative) filter, or as zero-crossings in the 2nd derivative (ZCs). We tested those ideas using a stimulus that has no local peaks of gradient and no ZCs, at any scale. The stimulus profile is analogous to the Mach ramp, but it is the luminance gradient (not the absolute luminance) that increases as a linear ramp between two plateaux; the luminance profile is a blurred triangle-wave. For all image-blurs tested, observers marked edges at or close to the corner points in the gradient profile, even though these were not gradient maxima. These Mach edges correspond to peaks and troughs in the 3rd derivative. Thus Mach edges are inconsistent with many standard edge-detection schemes, but are nicely predicted by a recent model that finds edge points with a 2-stage sequence of 1st then 2nd derivative operators, each followed by a half-wave rectifier.

The intelligibility of noise-vocoded speech:spectral information available from across-channel comparison of amplitude envelopes

Noise-vocoded (NV) speech is often regarded as conveying phonetic information primarily through temporal-envelope cues rather than spectral cues. However, listeners may infer the formant frequencies in the vocal-tract output—a key source of phonetic detail—from across-band differences in amplitude when speech is processed through a small number of channels. The potential utility of this spectral information was assessed for NV speech created by filtering sentences into six frequency bands, and using the amplitude envelope of each band (=30 Hz) to modulate a matched noise-band carrier (N). Bands were paired, corresponding to F1 (˜N1 + N2), F2 (˜N3 + N4) and the higher formants (F3' ˜ N5 + N6), such that the frequency contour of each formant was implied by variations in relative amplitude between bands within the corresponding pair. Three-formant analogues (F0 = 150 Hz) of the NV stimuli were synthesized using frame-by-frame reconstruction of the frequency and amplitude of each formant. These analogues were less intelligible than the NV stimuli or analogues created using contours extracted from spectrograms of the original sentences, but more intelligible than when the frequency contours were replaced with constant (mean) values. Across-band comparisons of amplitude envelopes in NV speech can provide phonetically important information about the frequency contours of the underlying formants.

Making hiring decisions:a grounded theory approach to a practise-based study of filtering in selection

This thesis objective is to discover “How are informal decisions reached by screeners when filtering out undesirable job applications?” Grounded theory techniques were employed in the field to observe and analyse informal decisions at the source by screeners in three distinct empirical studies. Whilst grounded theory provided the method for case and cross-case analysis, literature from academic and non-academic sources was evaluated and integrated to strengthen this research and create a foundation for understanding informal decisions. As informal decisions in early hiring processes have been under researched, this thesis contributes to current knowledge in several ways. First, it locates the Cycle of Employment which enhances Robertson and Smith’s (1993) Selection Paradigm through the integration of stages that individuals occupy whilst seeking employment. Secondly, a general depiction of the Workflow of General Hiring Processes provides a template for practitioners to map and further develop their organisational processes. Finally, it highlights the emergence of the Locality Effect, which is a geographically driven heuristic and bias that can significantly impact recruitment and informal decisions. Although screeners make informal decisions using multiple variables, informal decisions are made in stages as evidence in the Cycle of Employment. Moreover, informal decisions can be erroneous as a result of a majority and minority influence, the weighting of information, the injection of inappropriate information and criteria, and the influence of an assessor. This thesis considers these faults and develops a basic framework of understanding informal decisions to which future research can be launched.

An Approach to Collaborative Filtering by ARTMAP Neural Networks

Recommender systems are now widely used in e-commerce applications to assist customers to find relevant products from the many that are frequently available. Collaborative filtering (CF) is a key component of many of these systems, in which recommendations are made to users based on the opinions of similar users in a system. This paper presents a model-based approach to CF by using supervised ARTMAP neural networks (NN). This approach deploys formation of reference vectors, which makes a CF recommendation system able to classify user profile patterns into classes of similar profiles. Empirical results reported show that the proposed approach performs better than similar CF systems based on unsupervised ART2 NN or neighbourhood-based algorithm.

An autoregressive conditional filtering process to remove intraday seasonal volatility and its application to testing the noisy rational expectations model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

Mitigating inconsistencies by coupling data cleaning, filtering, and contextual data validation in wireless sensor networks

With the advent of peer to peer networks, and more importantly sensor networks, the desire to extract useful information from continuous and unbounded streams of data has become more prominent. For example, in tele-health applications, sensor based data streaming systems are used to continuously and accurately monitor Alzheimer's patients and their surrounding environment. Typically, the requirements of such applications necessitate the cleaning and filtering of continuous, corrupted and incomplete data streams gathered wirelessly in dynamically varying conditions. Yet, existing data stream cleaning and filtering schemes are incapable of capturing the dynamics of the environment while simultaneously suppressing the losses and corruption introduced by uncertain environmental, hardware, and network conditions. Consequently, existing data cleaning and filtering paradigms are being challenged. This dissertation develops novel schemes for cleaning data streams received from a wireless sensor network operating under non-linear and dynamically varying conditions. The study establishes a paradigm for validating spatio-temporal associations among data sources to enhance data cleaning. To simplify the complexity of the validation process, the developed solution maps the requirements of the application on a geometrical space and identifies the potential sensor nodes of interest. Additionally, this dissertation models a wireless sensor network data reduction system by ascertaining that segregating data adaptation and prediction processes will augment the data reduction rates. The schemes presented in this study are evaluated using simulation and information theory concepts. The results demonstrate that dynamic conditions of the environment are better managed when validation is used for data cleaning. They also show that when a fast convergent adaptation process is deployed, data reduction rates are significantly improved. Targeted applications of the developed methodology include machine health monitoring, tele-health, environment and habitat monitoring, intermodal transportation and homeland security.

Mitigating Inconsistencies by Coupling Data Cleaning, Filtering, and Contextual Data Validation in Wireless Sensor Networks

With the advent of peer to peer networks, and more importantly sensor networks, the desire to extract useful information from continuous and unbounded streams of data has become more prominent. For example, in tele-health applications, sensor based data streaming systems are used to continuously and accurately monitor Alzheimer's patients and their surrounding environment. Typically, the requirements of such applications necessitate the cleaning and filtering of continuous, corrupted and incomplete data streams gathered wirelessly in dynamically varying conditions. Yet, existing data stream cleaning and filtering schemes are incapable of capturing the dynamics of the environment while simultaneously suppressing the losses and corruption introduced by uncertain environmental, hardware, and network conditions. Consequently, existing data cleaning and filtering paradigms are being challenged. This dissertation develops novel schemes for cleaning data streams received from a wireless sensor network operating under non-linear and dynamically varying conditions. The study establishes a paradigm for validating spatio-temporal associations among data sources to enhance data cleaning. To simplify the complexity of the validation process, the developed solution maps the requirements of the application on a geometrical space and identifies the potential sensor nodes of interest. Additionally, this dissertation models a wireless sensor network data reduction system by ascertaining that segregating data adaptation and prediction processes will augment the data reduction rates. The schemes presented in this study are evaluated using simulation and information theory concepts. The results demonstrate that dynamic conditions of the environment are better managed when validation is used for data cleaning. They also show that when a fast convergent adaptation process is deployed, data reduction rates are significantly improved. Targeted applications of the developed methodology include machine health monitoring, tele-health, environment and habitat monitoring, intermodal transportation and homeland security.

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

Collaborative Filtering with Data Classification : A Combined Approach to Hotel Recommendation Systems

Recommendation systems aim to help users make decisions more efficiently. The most widely used method in recommendation systems is collaborative filtering, of which, a critical step is to analyze a user's preferences and make recommendations of products or services based on similarity analysis with other users' ratings. However, collaborative filtering is less usable for recommendation facing the "cold start" problem, i.e. few comments being given to products or services. To tackle this problem, we propose an improved method that combines collaborative filtering and data classification. We use hotel recommendation data to test the proposed method. The accuracy of the recommendation is determined by the rankings. Evaluations regarding the accuracies of Top-3 and Top-10 recommendation lists using the 10-fold cross-validation method and ROC curves are conducted. The results show that the Top-3 hotel recommendation list proposed by the combined method has the superiority of the recommendation performance than the Top-10 list under the cold start condition in most of the times.

Variational ensemble Kalman filtering applied to data assimilation problems in computational fluid dynamics

One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.

Low spatial frequency filtering modulates early brain processing of affective complex pictures

Recent research on affective processing has suggested that low spatial frequency information of fearful faces provide rapid emotional cues to the amygdala, whereas high spatial frequencies convey fine-grained information to the fusiform gyrus, regardless of emotional expression. In the present experiment, we examined the effects of low (LSF, <15 cycles/image width) and high spatial frequency filtering (HSF, >25 cycles/image width) on brain processing of complex pictures depicting pleasant, unpleasant, and neutral scenes. Event-related potentials (ERP), percentage of recognized stimuli and response times were recorded in 19 healthy volunteers. Behavioral results indicated faster reaction times in response to unpleasant LSF than to unpleasant HSF pictures. Unpleasant LSF pictures and pleasant unfiltered pictures also elicited significant enhancements of P1 amplitudes at occipital electrodes as compared to neutral LSF and unfiltered pictures, respectively; whereas no significant effects of affective modulation were found for HSF pictures. Moreover, mean ERP amplitudes in the time between 200 and 500ms post-stimulus were significantly greater for affective (pleasant and unpleasant) than for neutral unfiltered pictures; whereas no significant affective modulation was found for HSF or LSF pictures at those latencies. The fact that affective LSF pictures elicited an enhancement of brain responses at early, but not at later latencies, suggests the existence of a rapid and preattentive neural mechanism for the processing of motivationally relevant stimuli, which could be driven by LSF cues. Our findings confirm thus previous results showing differences on brain processing of affective LSF and HSF faces, and extend these results to more complex and social affective pictures.