Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Advanced geostatistical and machine-learning models for spatial data analysis of radioactively contaminated regions

Radioactive soil-contamination mapping and risk assessment is a vital issue for decision makers. Traditional approaches for mapping the spatial concentration of radionuclides employ various regression-based models, which usually provide a single-value prediction realization accompanied (in some cases) by estimation error. Such approaches do not provide the capability for rigorous uncertainty quantification or probabilistic mapping. Machine learning is a recent and fast-developing approach based on learning patterns and information from data. Artificial neural networks for prediction mapping have been especially powerful in combination with spatial statistics. A data-driven approach provides the opportunity to integrate additional relevant information about spatial phenomena into a prediction model for more accurate spatial estimates and associated uncertainty. Machine-learning algorithms can also be used for a wider spectrum of problems than before: classification, probability density estimation, and so forth. Stochastic simulations are used to model spatial variability and uncertainty. Unlike regression models, they provide multiple realizations of a particular spatial pattern that allow uncertainty and risk quantification. This paper reviews the most recent methods of spatial data analysis, prediction, and risk mapping, based on machine learning and stochastic simulations in comparison with more traditional regression models. The radioactive fallout from the Chernobyl Nuclear Power Plant accident is used to illustrate the application of the models for prediction and classification problems. This fallout is a unique case study that provides the challenging task of analyzing huge amounts of data ('hard' direct measurements, as well as supplementary information and expert estimates) and solving particular decision-oriented problems.

Data-driven topo-climatic mapping with machine learning methods

Automatic environmental monitoring networks enforced by wireless communication technologies provide large and ever increasing volumes of data nowadays. The use of this information in natural hazard research is an important issue. Particularly useful for risk assessment and decision making are the spatial maps of hazard-related parameters produced from point observations and available auxiliary information. The purpose of this article is to present and explore the appropriate tools to process large amounts of available data and produce predictions at fine spatial scales. These are the algorithms of machine learning, which are aimed at non-parametric robust modelling of non-linear dependencies from empirical data. The computational efficiency of the data-driven methods allows producing the prediction maps in real time which makes them superior to physical models for the operational use in risk assessment and mitigation. Particularly, this situation encounters in spatial prediction of climatic variables (topo-climatic mapping). In complex topographies of the mountainous regions, the meteorological processes are highly influenced by the relief. The article shows how these relations, possibly regionalized and non-linear, can be modelled from data using the information from digital elevation models. The particular illustration of the developed methodology concerns the mapping of temperatures (including the situations of Föhn and temperature inversion) given the measurements taken from the Swiss meteorological monitoring network. The range of the methods used in the study includes data-driven feature selection, support vector algorithms and artificial neural networks.

Machine learning for spatial environmental data. Theory, applications and software

The book presents the state of the art in machine learning algorithms (artificial neural networks of different architectures, support vector machines, etc.) as applied to the classification and mapping of spatially distributed environmental data. Basic geostatistical algorithms are presented as well. New trends in machine learning and their application to spatial data are given, and real case studies based on environmental and pollution data are carried out. The book provides a CD-ROM with the Machine Learning Office software, including sample sets of data, that will allow both students and researchers to put the concepts rapidly to practice.

Parametric Approach to Blind Deconvolution of Nonlinear Channels

A parametric procedure for the blind inversion of nonlinear channels is proposed, based on a recent method of blind source separation in nonlinear mixtures. Experiments show that the proposed algorithms perform efficiently, even in the presence of hard distortion. The method, based on the minimization of the output mutual information, needs the knowledge of log-derivative of input distribution (the so-called score function). Each algorithm consists of three adaptive blocks: one devoted to adaptive estimation of the score function, and two other blocks estimating the inverses of the linear and nonlinear parts of the channel, (quasi-)optimally adapted using the estimated score functions. This paper is mainly concerned by the nonlinear part, for which we propose two parametric models, the first based on a polynomial model and the second on a neural network, while [14, 15] proposed non-parametric approaches.

On the Selection of Non-Invasive Methods Based on Speech Analysis Oriented to Automatic Alzheimer Disease Diagnosis

The work presented here is part of a larger study to identify novel technologies and biomarkers for early Alzheimer disease (AD) detection and it focuses on evaluating the suitability of a new approach for early AD diagnosis by non-invasive methods. The purpose is to examine in a pilot study the potential of applying intelligent algorithms to speech features obtained from suspected patients in order to contribute to the improvement of diagnosis of AD and its degree of severity. In this sense, Artificial Neural Networks (ANN) have been used for the automatic classification of the two classes (AD and control subjects). Two human issues have been analyzed for feature selection: Spontaneous Speech and Emotional Response. Not only linear features but also non-linear ones, such as Fractal Dimension, have been explored. The approach is non invasive, low cost and without any side effects. Obtained experimental results were very satisfactory and promising for early diagnosis and classification of AD patients.

A Robust Multiple Feature Approach To Endpoint Detection In Car Environment Based On Advanced Classifiers

In this paper we propose an endpoint detection system based on the use of several features extracted from each speech frame, followed by a robust classifier (i.e Adaboost and Bagging of decision trees, and a multilayer perceptron) and a finite state automata (FSA). We present results for four different classifiers. The FSA module consisted of a 4-state decision logic that filtered false alarms and false positives. We compare the use of four different classifiers in this task. The look ahead of the method that we propose was of 7 frames, which are the number of frames that maximized the accuracy of the system. The system was tested with real signals recorded inside a car, with signal to noise ratio that ranged from 6 dB to 30dB. Finally we present experimental results demonstrating that the system yields robust endpoint detection.

Robust Nonlinear Mapping of Soil Contamination Using Support Regression

Spatial data analysis mapping and visualization is of great importance in various fields: environment, pollution, natural hazards and risks, epidemiology, spatial econometrics, etc. A basic task of spatial mapping is to make predictions based on some empirical data (measurements). A number of state-of-the-art methods can be used for the task: deterministic interpolations, methods of geostatistics: the family of kriging estimators (Deutsch and Journel, 1997), machine learning algorithms such as artificial neural networks (ANN) of different architectures, hybrid ANN-geostatistics models (Kanevski and Maignan, 2004; Kanevski et al., 1996), etc. All the methods mentioned above can be used for solving the problem of spatial data mapping. Environmental empirical data are always contaminated/corrupted by noise, and often with noise of unknown nature. That's one of the reasons why deterministic models can be inconsistent, since they treat the measurements as values of some unknown function that should be interpolated. Kriging estimators treat the measurements as the realization of some spatial randomn process. To obtain the estimation with kriging one has to model the spatial structure of the data: spatial correlation function or (semi-)variogram. This task can be complicated if there is not sufficient number of measurements and variogram is sensitive to outliers and extremes. ANN is a powerful tool, but it also suffers from the number of reasons. of a special type ? multiplayer perceptrons ? are often used as a detrending tool in hybrid (ANN+geostatistics) models (Kanevski and Maignank, 2004). Therefore, development and adaptation of the method that would be nonlinear and robust to noise in measurements, would deal with the small empirical datasets and which has solid mathematical background is of great importance. The present paper deals with such model, based on Statistical Learning Theory (SLT) - Support Vector Regression. SLT is a general mathematical framework devoted to the problem of estimation of the dependencies from empirical data (Hastie et al, 2004; Vapnik, 1998). SLT models for classification - Support Vector Machines - have shown good results on different machine learning tasks. The results of SVM classification of spatial data are also promising (Kanevski et al, 2002). The properties of SVM for regression - Support Vector Regression (SVR) are less studied. First results of the application of SVR for spatial mapping of physical quantities were obtained by the authorsin for mapping of medium porosity (Kanevski et al, 1999), and for mapping of radioactively contaminated territories (Kanevski and Canu, 2000). The present paper is devoted to further understanding of the properties of SVR model for spatial data analysis and mapping. Detailed description of the SVR theory can be found in (Cristianini and Shawe-Taylor, 2000; Smola, 1996) and basic equations for the nonlinear modeling are given in section 2. Section 3 discusses the application of SVR for spatial data mapping on the real case study - soil pollution by Cs137 radionuclide. Section 4 discusses the properties of the modelapplied to noised data or data with outliers.

Prediction of soil orders with high spatial resolution: response of different classifiers to sampling density

The objective of this work was to evaluate sampling density on the prediction accuracy of soil orders, with high spatial resolution, in a viticultural zone of Serra Gaúcha, Southern Brazil. A digital elevation model (DEM), a cartographic base, a conventional soil map, and the Idrisi software were used. Seven predictor variables were calculated and read along with soil classes in randomly distributed points, with sampling densities of 0.5, 1, 1.5, 2, and 4 points per hectare. Data were used to train a decision tree (Gini) and three artificial neural networks: adaptive resonance theory, fuzzy ARTMap; self‑organizing map, SOM; and multi‑layer perceptron, MLP. Estimated maps were compared with the conventional soil map to calculate omission and commission errors, overall accuracy, and quantity and allocation disagreement. The decision tree was less sensitive to sampling density and had the highest accuracy and consistence. The SOM was the less sensitive and most consistent network. The MLP had a critical minimum and showed high inconsistency, whereas fuzzy ARTMap was more sensitive and less accurate. Results indicate that sampling densities used in conventional soil surveys can serve as a reference to predict soil orders in Serra Gaúcha.

Selecting the most relevant variables for anaerobic digestion imbalances : Two case studies

In this study, a wrapper approach was applied to objectively select the most important variables related to two different anaerobic digestion imbalances, acidogenic states and foaming. This feature selection method, implemented in artificial neural networks (ANN), was performed using input and output data from a fully instrumented pilot plant (1 m 3 upflow fixed bed digester). Results for acidogenic states showed that pH, volatile fatty acids, and inflow rate were the most relevant variables. Results for foaming showed that inflow rate and total organic carbon were among the relevant variables, both of which were related to the feed loading of the digester. Because there is not a complete agreement on the causes of foaming, these results highlight the role of digester feeding patterns in the development of foaming

Avaliação do uso de métodos quimiométricos em análise de solos

One of the major interests in soil analysis is the evaluation of its chemical, physical and biological parameters, which are indicators of soil quality (the most important is the organic matter). Besides there is a great interest in the study of humic substances and on the assessment of pollutants, such as pesticides and heavy metals, in soils. Chemometrics is a powerful tool to deal with these problems and can help soil researchers to extract much more information from their data. In spite of this, the presence of these kinds of strategies in the literature has obtained projection only recently. The utilization of chemometric methods in soil analysis is evaluated in this article. The applications will be divided in four parts (with emphasis in the first two): (i) descriptive and exploratory methods based on Principal Component Analysis (PCA); (ii) multivariate calibration methods (MLR, PCR and PLS); (iii) methods such as Evolving Factor Analysis and SIMPLISMA; and (iv) artificial intelligence methods, such as Artificial Neural Networks.

Aplicação de métodos de calibração multivariada para a determinação simultânea de riboflavina (VB2), tiamina (VB1), piridoxina (VB6) e nicotinamida (VPP)

In this work, the artificial neural networks (ANN) and partial least squares (PLS) regression were applied to UV spectral data for quantitative determination of thiamin hydrochloride (VB1), riboflavin phosphate (VB2), pyridoxine hydrochloride (VB6) and nicotinamide (VPP) in pharmaceutical samples. For calibration purposes, commercial samples in 0.2 mol L-1 acetate buffer (pH 4.0) were employed as standards. The concentration ranges used in the calibration step were: 0.1 - 7.5 mg L-1 for VB1, 0.1 - 3.0 mg L-1 for VB2, 0.1 - 3.0 mg L-1 for VB6 and 0.4 - 30.0 mg L-1 for VPP. From the results it is possible to verify that both methods can be successfully applied for these determinations. The similar error values were obtained by using neural network or PLS methods. The proposed methodology is simple, rapid and can be easily used in quality control laboratories.

Reconeixement de veu mitjançant xarxes neuronals

La interacció home-màquina per mitjà de la veu cobreix moltes àrees d’investigació. Es destaquen entre altres, el reconeixement de la parla, la síntesis i identificació de discurs, la verificació i identificació de locutor i l’activació per veu (ordres) de sistemes robòtics. Reconèixer la parla és natural i simple per a les persones, però és un treball complex per a les màquines, pel qual existeixen diverses metodologies i tècniques, entre elles les Xarxes Neuronals. L’objectiu d’aquest treball és desenvolupar una eina en Matlab per al reconeixement i identificació de paraules pronunciades per un locutor, entre un conjunt de paraules possibles, i amb una bona fiabilitat dins d’uns marges preestablerts. El sistema és independent del locutor que pronuncia la paraula, és a dir, aquest locutor no haurà intervingut en el procés d’entrenament del sistema. S’ha dissenyat una interfície que permet l’adquisició del senyal de veu i el seu processament mitjançant xarxes neuronals i altres tècniques. Adaptant una part de control al sistema, es podria utilitzar per donar ordres a un robot com l’Alfa6Uvic o qualsevol altre dispositiu.

REDUÇÃO DE VARIÁVEIS DE ENTRADA DE REDES NEURAIS ARTIFICIAIS A PARTIR DE DADOS DE ANÁLISE DE COMPONENTES PRINCIPAIS NA MODELAGEM DE OXIGÊNIO DISSOLVIDO

The objective of this work is to demonstrate the efficient utilization of the Principal Components Analysis (PCA) as a method to pre-process the original multivariate data, that is rewrite in a new matrix with principal components sorted by it's accumulated variance. The Artificial Neural Network (ANN) with backpropagation algorithm is trained, using this pre-processed data set derived from the PCA method, representing 90.02% of accumulated variance of the original data, as input. The training goal is modeling Dissolved Oxygen using information of other physical and chemical parameters. The water samples used in the experiments are gathered from the Paraíba do Sul River in São Paulo State, Brazil. The smallest Mean Square Errors (MSE) is used to compare the results of the different architectures and choose the best. The utilization of this method allowed the reduction of more than 20% of the input data, which contributed directly for the shorting time and computational effort in the ANN training.

Evaluation of thermorregulatory capacity of dairy buffaloes using infrared thermography

ABSTRACT The objective of this study was to evaluate the thermoregulatory response of dairy buffaloes in pre-milking and post-milking. To identify animal thermoregulatory capacity, skin surface temperatures were taken by an infrared thermometer (SST), a thermographic camera (MTBP) as well as respiratory rate records (RR). Black Globe and Humidity Index (BGHI), radiating thermal load (RTL) and enthalpy (H) were used to characterize the thermal environment. Artificial Neural Networks analyzed those indices as well as animal physiological data, using a single layer trained with the least mean square (LMS) algorithm. The results indicated that pre-milking and post-milking environments reached BGHI, RR, SST and MTBP values above thermal neutrality zone for buffaloes. In addition, limits of surface skin temperatures were mostly influenced by changing ambient conditions to the detriment of respiratory rates. It follows that buffaloes are sensitive to environmental changes and their skin temperatures are the best indicators of thermal comfort in relation to respiratory rate.