Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

Probabilistic methods for drug discovery

This thesis introduces a flexible visual data exploration framework which combines advanced projection algorithms from the machine learning domain with visual representation techniques developed in the information visualisation domain to help a user to explore and understand effectively large multi-dimensional datasets. The advantage of such a framework to other techniques currently available to the domain experts is that the user is directly involved in the data mining process and advanced machine learning algorithms are employed for better projection. A hierarchical visualisation model guided by a domain expert allows them to obtain an informed segmentation of the input space. Two other components of this thesis exploit properties of these principled probabilistic projection algorithms to develop a guided mixture of local experts algorithm which provides robust prediction and a model to estimate feature saliency simultaneously with the training of a projection algorithm.Local models are useful since a single global model cannot capture the full variability of a heterogeneous data space such as the chemical space. Probabilistic hierarchical visualisation techniques provide an effective soft segmentation of an input space by a visualisation hierarchy whose leaf nodes represent different regions of the input space. We use this soft segmentation to develop a guided mixture of local experts (GME) algorithm which is appropriate for the heterogeneous datasets found in chemoinformatics problems. Moreover, in this approach the domain experts are more involved in the model development process which is suitable for an intuition and domain knowledge driven task such as drug discovery. We also derive a generative topographic mapping (GTM) based data visualisation approach which estimates feature saliency simultaneously with the training of a visualisation model.

Exploring ant-based algorithms for gene expression data analysis

Objective: Recently, much research has been proposed using nature inspired algorithms to perform complex machine learning tasks. Ant colony optimization (ACO) is one such algorithm based on swarm intelligence and is derived from a model inspired by the collective foraging behavior of ants. Taking advantage of the ACO in traits such as self-organization and robustness, this paper investigates ant-based algorithms for gene expression data clustering and associative classification. Methods and material: An ant-based clustering (Ant-C) and an ant-based association rule mining (Ant-ARM) algorithms are proposed for gene expression data analysis. The proposed algorithms make use of the natural behavior of ants such as cooperation and adaptation to allow for a flexible robust search for a good candidate solution. Results: Ant-C has been tested on the three datasets selected from the Stanford Genomic Resource Database and achieved relatively high accuracy compared to other classical clustering methods. Ant-ARM has been tested on the acute lymphoblastic leukemia (ALL)/acute myeloid leukemia (AML) dataset and generated about 30 classification rules with high accuracy. Conclusions: Ant-C can generate optimal number of clusters without incorporating any other algorithms such as K-means or agglomerative hierarchical clustering. For associative classification, while a few of the well-known algorithms such as Apriori, FP-growth and Magnum Opus are unable to mine any association rules from the ALL/AML dataset within a reasonable period of time, Ant-ARM is able to extract associative classification rules.

Joint sentiment/topic model for sentiment analysis

Sentiment analysis or opinion mining aims to use automated tools to detect subjective information such as opinions, attitudes, and feelings expressed in text. This paper proposes a novel probabilistic modeling framework based on Latent Dirichlet Allocation (LDA), called joint sentiment/topic model (JST), which detects sentiment and topic simultaneously from text. Unlike other machine learning approaches to sentiment classification which often require labeled corpora for classifier training, the proposed JST model is fully unsupervised. The model has been evaluated on the movie review dataset to classify the review sentiment polarity and minimum prior information have also been explored to further improve the sentiment classification accuracy. Preliminary experiments have shown promising results achieved by JST.

Evolving ambiguous images

This work explores the creation of ambiguous images, i.e., images that may induce multistable perception, by evolutionary means. Ambiguous images are created using a general purpose approach, composed of an expression-based evolutionary engine and a set of object detectors, which are trained in advance using Machine Learning techniques. Images are evolved using Genetic Programming and object detectors are used to classify them. The information gathered during classification is used to assign fitness. In a first stage, the system is used to evolve images that resemble a single object. In a second stage, the discovery of ambiguous images is promoted by combining pairs of object detectors. The analysis of the results highlights the ability of the system to evolve ambiguous images and the differences between computational and human ambiguous images.

A Cognitive Science Reasoning in Recognition of Emotions in Audio-Visual Speech

In this report we summarize the state-of-the-art of speech emotion recognition from the signal processing point of view. On the bases of multi-corporal experiments with machine-learning classifiers, the observation is made that existing approaches for supervised machine learning lead to database dependent classifiers which can not be applied for multi-language speech emotion recognition without additional training because they discriminate the emotion classes following the used training language. As there are experimental results showing that Humans can perform language independent categorisation, we made a parallel between machine recognition and the cognitive process and tried to discover the sources of these divergent results. The analysis suggests that the main difference is that the speech perception allows extraction of language independent features although language dependent features are incorporated in all levels of the speech signal and play as a strong discriminative function in human perception. Based on several results in related domains, we have suggested that in addition, the cognitive process of emotion-recognition is based on categorisation, assisted by some hierarchical structure of the emotional categories, existing in the cognitive space of all humans. We propose a strategy for developing language independent machine emotion recognition, related to the identification of language independent speech features and the use of additional information from visual (expression) features.

Experiments with two Approaches for Tracking Drifting Concepts

This paper addresses the task of learning classifiers from streams of labelled data. In this case we can face the problem that the underlying concepts can change over time. The paper studies two mechanisms developed for dealing with changing concepts. Both are based on the time window idea. The first one forgets gradually, by assigning to the examples weight that gradually decreases over time. The second one uses a statistical test to detect changes in concept and then optimizes the size of the time window, aiming to maximise the classification accuracy on the new examples. Both methods are general in nature and can be used with any learning algorithm. The objectives of the conducted experiments were to compare the mechanisms and explore whether they can be combined to achieve a synergetic e ect. Results from experiments with three basic learning algorithms (kNN, ID3 and NBC) using four datasets are reported and discussed.

Robot Control Using Inductive, Deductive and Case Based Reasoning

The paper deals with a problem of intelligent system’s design for complex environments. There is discussed a possibility to integrate several technologies into one basic structure that could form a kernel of an autonomous intelligent robotic system. One alternative structure is proposed in order to form a basis of an intelligent system that would be able to operate in complex environments. The proposed structure is very flexible because of features that allow adapting via learning and adjustment of the used knowledge. Therefore, the proposed structure may be used in environments with stochastic features such as hardly predictable events or elements. The basic elements of the proposed structure have found their implementation in software system and experimental robotic system. The software system as well as the robotic system has been used for experimentation in order to validate the proposed structure - its functionality, flexibility and reliability. Both of them are presented in the paper. The basic features of each system are presented as well. The most important results of experiments are outlined and discussed at the end of the paper. Some possible directions of further research are also sketched at the end of the paper.

Derivation of Context-free Stochastic L-Grammar Rules for Promoter Sequence Modeling Using Support Vector Machine

Formal grammars can used for describing complex repeatable structures such as DNA sequences. In this paper, we describe the structural composition of DNA sequences using a context-free stochastic L-grammar. L-grammars are a special class of parallel grammars that can model the growth of living organisms, e.g. plant development, and model the morphology of a variety of organisms. We believe that parallel grammars also can be used for modeling genetic mechanisms and sequences such as promoters. Promoters are short regulatory DNA sequences located upstream of a gene. Detection of promoters in DNA sequences is important for successful gene prediction. Promoters can be recognized by certain patterns that are conserved within a species, but there are many exceptions which makes the promoter recognition a complex problem. We replace the problem of promoter recognition by induction of context-free stochastic L-grammar rules, which are later used for the structural analysis of promoter sequences. L-grammar rules are derived automatically from the drosophila and vertebrate promoter datasets using a genetic programming technique and their fitness is evaluated using a Support Vector Machine (SVM) classifier. The artificial promoter sequences generated using the derived L- grammar rules are analyzed and compared with natural promoter sequences.

An aligned subtree kernel for weighted graphs

In this paper, we develop a new entropic matching kernel for weighted graphs by aligning depth-based representations. We demonstrate that this kernel can be seen as an aligned subtree kernel that incorporates explicit subtree correspondences, and thus addresses the drawback of neglecting the relative locations between substructures that arises in the R-convolution kernels. Experiments on standard datasets demonstrate that our kernel can easily outperform state-of-the-art graph kernels in terms of classification accuracy.

Seeking Relationships in Big Data: A Bayesian Perspective

The real purpose of collecting big data is to identify causality in the hope that this will facilitate credible predictivity . But the search for causality can trap one into infinite regress, and thus one takes refuge in seeking associations between variables in data sets. Regrettably, the mere knowledge of associations does not enable predictivity. Associations need to be embedded within the framework of probability calculus to make coherent predictions. This is so because associations are a feature of probability models, and hence they do not exist outside the framework of a model. Measures of association, like correlation, regression, and mutual information merely refute a preconceived model. Estimated measures of associations do not lead to a probability model; a model is the product of pure thought. This paper discusses these and other fundamentals that are germane to seeking associations in particular, and machine learning in general. ACM Computing Classification System (1998): H.1.2, H.2.4., G.3.

Knowledge discovery using multiple sources of biological data

The primary aim of this dissertation is to develop data mining tools for knowledge discovery in biomedical data when multiple (homogeneous or heterogeneous) sources of data are available. The central hypothesis is that, when information from multiple sources of data are used appropriately and effectively, knowledge discovery can be better achieved than what is possible from only a single source. ^ Recent advances in high-throughput technology have enabled biomedical researchers to generate large volumes of diverse types of data on a genome-wide scale. These data include DNA sequences, gene expression measurements, and much more; they provide the motivation for building analysis tools to elucidate the modular organization of the cell. The challenges include efficiently and accurately extracting information from the multiple data sources; representing the information effectively, developing analytical tools, and interpreting the results in the context of the domain. ^ The first part considers the application of feature-level integration to design classifiers that discriminate between soil types. The machine learning tools, SVM and KNN, were used to successfully distinguish between several soil samples. ^ The second part considers clustering using multiple heterogeneous data sources. The resulting Multi-Source Clustering (MSC) algorithm was shown to have a better performance than clustering methods that use only a single data source or a simple feature-level integration of heterogeneous data sources. ^ The third part proposes a new approach to effectively incorporate incomplete data into clustering analysis. Adapted from K-means algorithm, the Generalized Constrained Clustering (GCC) algorithm makes use of incomplete data in the form of constraints to perform exploratory analysis. Novel approaches for extracting constraints were proposed. For sufficiently large constraint sets, the GCC algorithm outperformed the MSC algorithm. ^ The last part considers the problem of providing a theme-specific environment for mining multi-source biomedical data. The database called PlasmoTFBM, focusing on gene regulation of Plasmodium falciparum, contains diverse information and has a simple interface to allow biologists to explore the data. It provided a framework for comparing different analytical tools for predicting regulatory elements and for designing useful data mining tools. ^ The conclusion is that the experiments reported in this dissertation strongly support the central hypothesis.^

User-centric music information retrieval

The rapid growth of the Internet and the advancements of the Web technologies have made it possible for users to have access to large amounts of on-line music data, including music acoustic signals, lyrics, style/mood labels, and user-assigned tags. The progress has made music listening more fun, but has raised an issue of how to organize this data, and more generally, how computer programs can assist users in their music experience. An important subject in computer-aided music listening is music retrieval, i.e., the issue of efficiently helping users in locating the music they are looking for. Traditionally, songs were organized in a hierarchical structure such as genre->artist->album->track, to facilitate the users’ navigation. However, the intentions of the users are often hard to be captured in such a simply organized structure. The users may want to listen to music of a particular mood, style or topic; and/or any songs similar to some given music samples. This motivated us to work on user-centric music retrieval system to improve users’ satisfaction with the system. The traditional music information retrieval research was mainly concerned with classification, clustering, identification, and similarity search of acoustic data of music by way of feature extraction algorithms and machine learning techniques. More recently the music information retrieval research has focused on utilizing other types of data, such as lyrics, user-access patterns, and user-defined tags, and on targeting non-genre categories for classification, such as mood labels and styles. This dissertation focused on investigating and developing effective data mining techniques for (1) organizing and annotating music data with styles, moods and user-assigned tags; (2) performing effective analysis of music data with features from diverse information sources; and (3) recommending music songs to the users utilizing both content features and user access patterns.

Sistema inteligente para o processamento de imagens digitais intrabucais oclusais

Several are the areas in which digital images are used in solving day-to-day problems. In medicine the use of computer systems have improved the diagnosis and medical interpretations. In dentistry it’s not different, increasingly procedures assisted by computers have support dentists in their tasks. Set in this context, an area of dentistry known as public oral health is responsible for diagnosis and oral health treatment of a population. To this end, oral visual inspections are held in order to obtain oral health status information of a given population. From this collection of information, also known as epidemiological survey, the dentist can plan and evaluate taken actions for the different problems identified. This procedure has limiting factors, such as a limited number of qualified professionals to perform these tasks, different diagnoses interpretations among other factors. Given this context came the ideia of using intelligent systems techniques in supporting carrying out these tasks. Thus, it was proposed in this paper the development of an intelligent system able to segment, count and classify teeth from occlusal intraoral digital photographic images. The proposed system makes combined use of machine learning techniques and digital image processing. We first carried out a color-based segmentation on regions of interest, teeth and non teeth, in the images through the use of Support Vector Machine. After identifying these regions were used techniques based on morphological operators such as erosion and transformed watershed for counting and detecting the boundaries of the teeth, respectively. With the border detection of teeth was possible to calculate the Fourier descriptors for their shape and the position descriptors. Then the teeth were classified according to their types through the use of the SVM from the method one-against-all used in multiclass problem. The multiclass classification problem has been approached in two different ways. In the first approach we have considered three class types: molar, premolar and non teeth, while the second approach were considered five class types: molar, premolar, canine, incisor and non teeth. The system presented a satisfactory performance in the segmenting, counting and classification of teeth present in the images.