Neural Networks in Bankruptcy Prediction - A Comparative Study on the Basis of the First Hungarian Bankruptcy Model

The article attempts to answer the question whether or not the latest bankruptcy prediction techniques are more reliable than traditional mathematical–statistical ones in Hungary. Simulation experiments carried out on the database of the first Hungarian bankruptcy prediction model clearly prove that bankruptcy models built using artificial neural networks have higher classification accuracy than models created in the 1990s based on discriminant analysis and logistic regression analysis. The article presents the main results, analyses the reasons for the differences and presents constructive proposals concerning the further development of Hungarian bankruptcy prediction.

A novel neural network based system for assessing risks associated with information technology security breaches

Security remains a top priority for organizations as their information systems continue to be plagued by security breaches. This dissertation developed a unique approach to assess the security risks associated with information systems based on dynamic neural network architecture. The risks that are considered encompass the production computing environment and the client machine environment. The risks are established as metrics that define how susceptible each of the computing environments is to security breaches. ^ The merit of the approach developed in this dissertation is based on the design and implementation of Artificial Neural Networks to assess the risks in the computing and client machine environments. The datasets that were utilized in the implementation and validation of the model were obtained from business organizations using a web survey tool hosted by Microsoft. This site was designed as a host site for anonymous surveys that were devised specifically as part of this dissertation. Microsoft customers can login to the website and submit their responses to the questionnaire. ^ This work asserted that security in information systems is not dependent exclusively on technology but rather on the triumvirate people, process and technology. The questionnaire and consequently the developed neural network architecture accounted for all three key factors that impact information systems security. ^ As part of the study, a methodology on how to develop, train and validate such a predictive model was devised and successfully deployed. This methodology prescribed how to determine the optimal topology, activation function, and associated parameters for this security based scenario. The assessment of the effects of security breaches to the information systems has traditionally been post-mortem whereas this dissertation provided a predictive solution where organizations can determine how susceptible their environments are to security breaches in a proactive way. ^

Critério de correntropia no treinamento de redes fuzzy wavelet neural networks para identificação de sistemas dinâmicos não lineares

The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.

Machine Learning-based Techniques to Address Spectral Distortions in Photon Counting X-ray Computed Tomography

Spectral CT using a photon counting x-ray detector (PCXD) shows great potential for measuring material composition based on energy dependent x-ray attenuation. Spectral CT is especially suited for imaging with K-edge contrast agents to address the otherwise limited contrast in soft tissues. We have developed a micro-CT system based on a PCXD. This system enables full spectrum CT in which the energy thresholds of the PCXD are swept to sample the full energy spectrum for each detector element and projection angle. Measurements provided by the PCXD, however, are distorted due to undesirable physical eects in the detector and are very noisy due to photon starvation. In this work, we proposed two methods based on machine learning to address the spectral distortion issue and to improve the material decomposition. This rst approach is to model distortions using an articial neural network (ANN) and compensate for the distortion in a statistical reconstruction. The second approach is to directly correct for the distortion in the projections. Both technique can be done as a calibration process where the neural network can be trained using 3D printed phantoms data to learn the distortion model or the correction model of the spectral distortion. This replaces the need for synchrotron measurements required in conventional technique to derive the distortion model parametrically which could be costly and time consuming. The results demonstrate experimental feasibility and potential advantages of ANN-based distortion modeling and correction for more accurate K-edge imaging with a PCXD. Given the computational eciency with which the ANN can be applied to projection data, the proposed scheme can be readily integrated into existing CT reconstruction pipelines.

Use of a Neural Network to Predict Strength and Optimum Compositions of Natural Alumina-Silica-Based Geopolymers

In order to predict compressive strength of geopolymers prepared from alumina-silica natural products, based on the effect of Al 2 O 3 /SiO 2, Na 2 O/Al 2 O 3, Na 2 O/H 2 O, and Na/[Na+K], more than 50 pieces of data were gathered from the literature. The data was utilized to train and test a multilayer artificial neural network (ANN). Therefore a multilayer feedforward network was designed with chemical compositions of alumina silicate and alkali activators as inputs and compressive strength as output. In this study, a feedforward network with various numbers of hidden layers and neurons were tested to select the optimum network architecture. The developed three-layer neural network simulator model used the feedforward back propagation architecture, demonstrated its ability in training the given input/output patterns. The cross-validation data was used to show the validity and high prediction accuracy of the network. This leads to the optimum chemical composition and the best paste can be made from activated alumina-silica natural products using alkaline hydroxide, and alkaline silicate. The research results are in agreement with mechanism of geopolymerization.


Read More: http://ascelibrary.org/doi/abs/10.1061/(ASCE)MT.1943-5533.0000829

Machine learning and data decompositions for complex networked dynamical systems

Thesis (Ph.D.)--University of Washington, 2016-08

A survey of intrusion detection system technologies

This paper provides an overview of IDS types and how they work as well as configuration considerations and issues that affect them. Advanced methods of increasing the performance of an IDS are explored such as specification based IDS for protecting Supervisory Control And Data Acquisition (SCADA) and Cloud networks. Also by providing a review of varied studies ranging from issues in configuration and specific problems to custom techniques and cutting edge studies a reference can be provided to others interested in learning about and developing IDS solutions. Intrusion Detection is an area of much required study to provide solutions to satisfy evolving services and networks and systems that support them. This paper aims to be a reference for IDS technologies other researchers and developers interested in the field of intrusion detection.

Soft computing based parameter identification in pavements and geomechanical systems

Accurate estimation of road pavement geometry and layer material properties through the use of proper nondestructive testing and sensor technologies is essential for evaluating pavement’s structural condition and determining options for maintenance and rehabilitation. For these purposes, pavement deflection basins produced by the nondestructive Falling Weight Deflectometer (FWD) test data are commonly used. The nondestructive FWD test drops weights on the pavement to simulate traffic loads and measures the created pavement deflection basins. Backcalculation of pavement geometry and layer properties using FWD deflections is a difficult inverse problem, and the solution with conventional mathematical methods is often challenging due to the ill-posed nature of the problem. In this dissertation, a hybrid algorithm was developed to seek robust and fast solutions to this inverse problem. The algorithm is based on soft computing techniques, mainly Artificial Neural Networks (ANNs) and Genetic Algorithms (GAs) as well as the use of numerical analysis techniques to properly simulate the geomechanical system. A widely used pavement layered analysis program ILLI-PAVE was employed in the analyses of flexible pavements of various pavement types; including full-depth asphalt and conventional flexible pavements, were built on either lime stabilized soils or untreated subgrade. Nonlinear properties of the subgrade soil and the base course aggregate as transportation geomaterials were also considered. A computer program, Soft Computing Based System Identifier or SOFTSYS, was developed. In SOFTSYS, ANNs were used as surrogate models to provide faster solutions of the nonlinear finite element program ILLI-PAVE. The deflections obtained from FWD tests in the field were matched with the predictions obtained from the numerical simulations to develop SOFTSYS models. The solution to the inverse problem for multi-layered pavements is computationally hard to achieve and is often not feasible due to field variability and quality of the collected data. The primary difficulty in the analysis arises from the substantial increase in the degree of non-uniqueness of the mapping from the pavement layer parameters to the FWD deflections. The insensitivity of some layer properties lowered SOFTSYS model performances. Still, SOFTSYS models were shown to work effectively with the synthetic data obtained from ILLI-PAVE finite element solutions. In general, SOFTSYS solutions very closely matched the ILLI-PAVE mechanistic pavement analysis results. For SOFTSYS validation, field collected FWD data were successfully used to predict pavement layer thicknesses and layer moduli of in-service flexible pavements. Some of the very promising SOFTSYS results indicated average absolute errors on the order of 2%, 7%, and 4% for the Hot Mix Asphalt (HMA) thickness estimation of full-depth asphalt pavements, full-depth pavements on lime stabilized soils and conventional flexible pavements, respectively. The field validations of SOFTSYS data also produced meaningful results. The thickness data obtained from Ground Penetrating Radar testing matched reasonably well with predictions from SOFTSYS models. The differences observed in the HMA and lime stabilized soil layer thicknesses observed were attributed to deflection data variability from FWD tests. The backcalculated asphalt concrete layer thickness results matched better in the case of full-depth asphalt flexible pavements built on lime stabilized soils compared to conventional flexible pavements. Overall, SOFTSYS was capable of producing reliable thickness estimates despite the variability of field constructed asphalt layer thicknesses.

Redes elétricas inteligentes: desenvolvimento de modelos computacionais e aplicações para a gestão do lado da procura

Esta tese incide sobre o desenvolvimento de modelos computacionais e de aplicações para a gestão do lado da procura, no âmbito das redes elétricas inteligentes. É estudado o desempenho dos intervenientes da rede elétrica inteligente, sendo apresentado um modelo do produtor-consumidor doméstico. O problema de despacho económico considerando previsão de produção e consumo de energia obtidos a partir de redes neuronais artificiais é apresentado. São estudados os modelos existentes no âmbito dos programas de resposta à procura e é desenvolvida uma ferramenta computacional baseada no algoritmo de fuzzy-clustering subtrativo. São analisados perfis de consumo e modos de operação, incluindo uma breve análise da introdução do veículo elétrico e de contingências na rede de energia elétrica. São apresentadas aplicações para a gestão de energia dos consumidores no âmbito do projeto piloto InovGrid. São desenvolvidos sistemas de automação para, aquisição monitorização, controlo e supervisão do consumo a partir de dados fornecidos pelos contadores inteligente que permitem a incorporação das ações dos consumidores na gestão do consumo de energia elétrica; SMART GRIDS - COMPUTATIONAL MODELS DEVELOPMENT AND DEMAND SIDE MANAGMENT APPLICATIONS Abstract: This thesis focuses on the development of computational models and its applications on the demand side management within the smart grid scope. The performance of the electrical network players is studied and a domestic prosumer model is presented. The economic dispatch problem considering the production forecast and the energy consumption obtained from artificial neural networks is also presented. The existing demand response models are studied and a computational tool based on the fuzzy subtractive clustering algorithm is developed. Energy consumption profiles and operational modes are analyzed, including a brief analysis of the electrical vehicle and contingencies on the electrical network. Consumer energy management applications within the scope of InovGrid pilot project are presented. Computational systems are developed for the acquisition, monitoring, control and supervision of consumption data provided by smart meters allowing to incorporate consumer actions on their electrical energy management.

Model Probability in Self-organising Maps

Growing models have been widely used for clustering or topology learning. Traditionally these models work on stationary environments, grow incrementally and adapt their nodes to a given distribution based on global parameters. In this paper, we present an enhanced unsupervised self-organising network for the modelling of visual objects. We first develop a framework for building non-rigid shapes using the growth mechanism of the self-organising maps, and then we define an optimal number of nodes without overfitting or underfitting the network based on the knowledge obtained from information-theoretic considerations. We present experimental results for hands and we quantitatively evaluate the matching capabilities of the proposed method with the topographic product.

A Soft Computing Approach to Quality Evaluation of General Chemistry Learning in Higher Education

In contemporary societies higher education must shape individuals able to solve problems in a workable and simpler manner and, therefore, a multidisciplinary view of the problems, with insights in disciplines like psychology, mathematics or computer science becomes mandatory. Undeniably, the great challenge for teachers is to provide a comprehensive training in General Chemistry with high standards of quality, and aiming not only at the promotion of the student’s academic success, but also at the understanding of the competences/skills required to their future doings. Thus, this work will be focused on the development of an intelligent system to assess the Quality-of-General-Chemistry-Learning, based on factors related with subject, teachers and students.

Assessing the Role of General Chemistry Learning in Higher Education

The inclusion of General Chemistry (GC) in the curricula of higher education courses in science and technology aims, on the one hand, to develop students' skills necessary for further studies and, on the other hand, to respond to the need of endowing future professionals of knowledge to analyze and solve multidisciplinary problems in a sustainable way. The participation of students in the evaluation of the role played by the GC in their training is crucial, and the analysis of the results can be an essential tool to increase success in the education of students and improving practices in various professions. Undeniably, this work will be focused on the development of an intelligent system to assess the role of GC. The computational framework is built on top of a Logic Programming approach to Knowledge Representation and Reasoning, complemented with a problem solving methodology moored on Artificial Neural Networks. The results so far obtained show that the proposed model stands for a good start, being its overall accuracy higher than 95%.

Assessment of naproxen adsorption on bone char in aqueous solutions using batch and fixed-bed processes

An integrated analysis of naproxen adsorption on bone char in batch and packed-bed column conditions has been performed. Kinetic, thermodynamic and breakthrough parameters have been calculated using adsorption models and artificial neural networks. Results show that naproxen removal using bone char in batch conditions is a feasible and effective process, which could involve electrostatic and non-electrostatic interactions depending mainly on pH conditions. However, the application of packed-bed column for naproxen adsorption on bone char is not effective for the treatment of diluted solutions due to the low degree of adsorbent utilization (below 4%) at tested operating conditions. The proposed mechanism for naproxen removal using bone char could include a complexation process via phosphate and naproxen, hydrogen bonding and the possibility of hydrophobic interactions via π–π electron. This study highlights the relevance of performing an integrated analysis of adsorbent effectiveness in batch and dynamic conditions to establish the best process configuration for the removal of emerging water pollutants such as pharmaceuticals.

Controle preditivo neural aplicado à processos petroquímicos

A pesquisa tem como objetivo desenvolver uma estrutura de controle preditivo neural, com o intuito de controlar um processo de pH, caracterizado por ser um sistema SISO (Single Input - Single Output). O controle de pH é um processo de grande importância na indústria petroquímica, onde se deseja manter constante o nível de acidez de um produto ou neutralizar o afluente de uma planta de tratamento de fluidos. O processo de controle de pH exige robustez do sistema de controle, pois este processo pode ter ganho estático e dinâmica nãolineares. O controlador preditivo neural envolve duas outras teorias para o seu desenvolvimento, a primeira referente ao controle preditivo e a outra a redes neurais artificiais (RNA s). Este controlador pode ser dividido em dois blocos, um responsável pela identificação e outro pelo o cálculo do sinal de controle. Para realizar a identificação neural é utilizada uma RNA com arquitetura feedforward multicamadas com aprendizagem baseada na metodologia da Propagação Retroativa do Erro (Error Back Propagation). A partir de dados de entrada e saída da planta é iniciado o treinamento offline da rede. Dessa forma, os pesos sinápticos são ajustados e a rede está apta para representar o sistema com a máxima precisão possível. O modelo neural gerado é usado para predizer as saídas futuras do sistema, com isso o otimizador calcula uma série de ações de controle, através da minimização de uma função objetivo quadrática, fazendo com que a saída do processo siga um sinal de referência desejado. Foram desenvolvidos dois aplicativos, ambos na plataforma Builder C++, o primeiro realiza a identificação, via redes neurais e o segundo é responsável pelo controle do processo. As ferramentas aqui implementadas e aplicadas são genéricas, ambas permitem a aplicação da estrutura de controle a qualquer novo processo

Quality of Judgment Assessment

The intersection of Artificial Intelligence and The Law stands for a multifaceted matter, and its effects set the advances on culture, organization, as well as the social matters, when the emergent information technologies are taken into consideration. From this point of view, the weight of formal and informal Conflict Resolution settings should be highlighted, and the use of defective data, information or knowledge must be emphasized. Indeed, it is hard to do it with traditional problem solving methodologies. Therefore, in this work the focus is on the development of decision support systems, in terms of its knowledge representation and reasoning procedures, under a formal framework based on Logic Programming, complemented with an approach to computing centered on Artificial Neural Networks. It is intended to evaluate the Quality-of-Judgments and the respective Degree-of-Confidence that one has on such happenings.