The exponentiated convex variable step-size (ECVSS) algorithm

For some time there is a large interest in variable step-size methods for adaptive filtering. Recently, a few stochastic gradient algorithms have been proposed, which are based on cost functions that have exponential dependence on the chosen error. However, we have experienced that the cost function based on exponential of the squared error does not always satisfactorily converge. In this paper we modify this cost function in order to improve the convergence of exponentiated cost function and the novel ECVSS (exponentiated convex variable step-size) stochastic gradient algorithm is obtained. The proposed technique has attractive properties in both stationary and abrupt-change situations. (C) 2010 Elsevier B.V. All rights reserved.

Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series

Based on an algorithm for pattern matching in character strings, we implement a pattern matching machine that searches for occurrences of patterns in multidimensional time series. Before the search process takes place, time series are encoded in user-designed alphabets. The patterns, on the other hand, are formulated as regular expressions that are composed of letters from these alphabets and operators. Furthermore, we develop a genetic algorithm to breed patterns that maximize a user-defined fitness function. In an application to financial data, we show that patterns bred to predict high exchange rates volatility in training samples retain statistically significant predictive power in validation samples.

Dynamic pricing model and algorithm for perishable products with fuzzy demand (ABS 2* Journal)

This paper studies the dynamic pricing problem of selling fixed stock of perishable items over a finite horizon, where the decision maker does not have the necessary historic data to estimate the distribution of uncertain demand, but has imprecise information about the quantity demand. We model this uncertainty using fuzzy variables. The dynamic pricing problem based on credibility theory is formulated using three fuzzy programming models, viz.: the fuzzy expected revenue maximization model, a-optimistic revenue maximization model, and credibility maximization model. Fuzzy simulations for functions with fuzzy parameters are given and embedded into a genetic algorithm to design a hybrid intelligent algorithm to solve these three models. Finally, a real-world example is presented to highlight the effectiveness of the developed model and algorithm.

A new algorithm for spectral and spatial reconstruction of proton beams from dosimetric measurements

We report on a new algorithm developed for the dosimetric analysis of broad-spectrum, multi-MeV laser-accelerated proton beams. The algorithm allows the reconstruction of the proton beam spectrum from radiochromic film data. This processing technique makes dosimetry measurements a viable alternative to the use of track detectors for spatially and spectrally resolved proton beam analysis. (C) 2003 Elsevier B.V. All rights reserved.

Locally regularised two-stage learning algorithm for RBF network centre selection

Nonlinear models constructed from radial basis function (RBF) networks can easily be over-fitted due to the noise on the data. While information criteria, such as the final prediction error (FPE), can provide a trade-off between training error and network complexity, the tunable parameters that penalise a large size of network model are hard to determine and are usually network dependent. This article introduces a new locally regularised, two-stage stepwise construction algorithm for RBF networks. The main objective is to produce a parsomous network that generalises well over unseen data. This is achieved by utilising Bayesian learning within a two-stage stepwise construction procedure to penalise centres that are mainly interpreted by the noise.

A topological algorithm for identification of structural domains of proteins

Background: Identification of the structural domains of proteins is important for our understanding of the organizational principles and mechanisms of protein folding, and for insights into protein function and evolution. Algorithmic methods of dissecting protein of known structure into domains developed so far are based on an examination of multiple geometrical, physical and topological features. Successful as many of these approaches are, they employ a lot of heuristics, and it is not clear whether they illuminate any deep underlying principles of protein domain organization. Other well-performing domain dissection methods rely on comparative sequence analysis. These methods are applicable to sequences with known and unknown structure alike, and their success highlights a fundamental principle of protein modularity, but this does not directly improve our understanding of protein spatial structure.

A Frequency Domain Algorithm for Wave Separation

We propose a frequency domain adaptive algorithm for
wave separation in wind instruments. Forward and backward travelling waves are obtained from the signals acquired by two microphones placed along the tube, while the
separation ?lter is adapted from the information given by a
third microphone. Working in the frequency domain has a
series of advantages, among which are the ease of design of
the propagation ?lter and its differentiation with respect to
its parameters.
Although the adaptive algorithm was developed as a ?rst
step for the estimation of playing parameters in wind instruments it can also be used, without any modi?cations, for
other applications such as in-air direction of arrival (DOA)
estimation. Preliminary results on these applications will
also be presented.