Forecasting the UK/US exchange rate with divisia monetary models and neural networks

This paper compares the UK/US exchange rate forecasting performance of linear and nonlinear models based on monetary fundamentals, to a random walk (RW) model. Structural breaks are identified and taken into account. The exchange rate forecasting framework is also used for assessing the relative merits of the official Simple Sum and the weighted Divisia measures of money. Overall, there are four main findings. First, the majority of the models with fundamentals are able to beat the RW model in forecasting the UK/US exchange rate. Second, the most accurate forecasts of the UK/US exchange rate are obtained with a nonlinear model. Third, taking into account structural breaks reveals that the Divisia aggregate performs better than its Simple Sum counterpart. Finally, Divisia-based models provide more accurate forecasts than Simple Sum-based models provided they are constructed within a nonlinear framework.

Survival data analysis using neural networks

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Combining deformable templates and neural networks for HCR

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Neural networks for modelling wind vectors

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Neural networks applied to ignition timing calibration

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Pulse coupled neural networks:an exploration of parameterisation methods

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Feed-forward neural networks and topographic mappings for exploratory data analysis

A recent novel approach to the visualisation and analysis of datasets, and one which is particularly applicable to those of a high dimension, is discussed in the context of real applications. A feed-forward neural network is utilised to effect a topographic, structure-preserving, dimension-reducing transformation of the data, with an additional facility to incorporate different degrees of associated subjective information. The properties of this transformation are illustrated on synthetic and real datasets, including the 1992 UK Research Assessment Exercise for funding in higher education. The method is compared and contrasted to established techniques for feature extraction, and related to topographic mappings, the Sammon projection and the statistical field of multidimensional scaling.

Aplications of Neural Networks to Find the Impact of Water in Different Berry Components in Grapes

Grape juice composition during the different stages of berry growth was compared. The analytical data collected were used to investigate the relationships between some of the different components studied in these berries during the ripening period. Our goal is to study, with neural networks, the impact of water availability on Vitis vinifera L. cv. Tempranillo grape yields and juice composition over a three-year period.

Evaluation efficiency of large-scale data set with negative data:an artificial neural network approach

Data envelopment analysis (DEA) is the most widely used methods for measuring the efficiency and productivity of decision-making units (DMUs). The need for huge computer resources in terms of memory and CPU time in DEA is inevitable for a large-scale data set, especially with negative measures. In recent years, wide ranges of studies have been conducted in the area of artificial neural network and DEA combined methods. In this study, a supervised feed-forward neural network is proposed to evaluate the efficiency and productivity of large-scale data sets with negative values in contrast to the corresponding DEA method. Results indicate that the proposed network has some computational advantages over the corresponding DEA models; therefore, it can be considered as a useful tool for measuring the efficiency of DMUs with (large-scale) negative data.

Solving a Direct Marketing Problem by Three Types of ARTMAP Neural Networks

An important task for a direct mailing company is to detect potential customers in order to avoid unnecessary and unwanted mailing. This paper describes a non-linear method to predict profiles of potential customers using dARTMAP, ARTMAP-IC, and Fuzzy ARTMAP neural networks. The paper discusses advantages of the proposed approaches over similar techniques based on MLP neural networks.

Applications of Radial Basis Neural Networks for Area Forest

This paper proposes a new method using radial basis neural networks in order to find the classification and the recognition of trees species for forest inventories. This method computes the wood volume using a set of data easily obtained. The results that are obtained improve the used classic and statistical models.

Selecting Classifiers Techniques for Outcome Prediction Using Neural Networks Approach

This paper presents an analysis of different techniques that is designed to aid a researcher in determining which of the classification techniques would be most appropriate to choose the ridge, robust and linear regression methods for predicting outcomes for specific quasi-stationary process.

Neural Networks for Modelling of Large Social Systems. Approaches for Mentality, Anticipating and Multivaluedness Accounting

It is consider the new global models for society of neuronet type. The hierarchical structure of society and mentality of individual are considered. The way for incorporating in model anticipatory (prognostic) ability of individual is considered. Some implementations of approach for real task and further research problems are described. Multivaluedness of models and solutions is discussed. Sensory-motor systems analogy also is discussed. New problems for theory and applications of neural networks are described.

Model Construction and Research using System Compositional Approach on Natural Hierarchical Neural Networks. Development of Computer Toolbox

System compositional approach to model construction and research of informational processes, which take place in biological hierarchical neural networks, is being discussed. A computer toolbox has been successfully developed for solution of tasks from this scientific sphere. A series of computational experiments investigating the work of this toolbox on olfactory bulb model has been carried out. The well-known psychophysical phenomena have been reproduced in experiments.