J-measure based hybrid pruning for complexity reduction in classification rules

Prism is a modular classification rule generation method based on the ‘separate and conquer’ approach that is alternative to the rule induction approach using decision trees also known as ‘divide and conquer’. Prism often achieves a similar level of classification accuracy compared with decision trees, but tends to produce a more compact noise tolerant set of classification rules. As with other classification rule generation methods, a principle problem arising with Prism is that of overfitting due to over-specialised rules. In addition, over-specialised rules increase the associated computational complexity. These problems can be solved by pruning methods. For the Prism method, two pruning algorithms have been introduced recently for reducing overfitting of classification rules - J-pruning and Jmax-pruning. Both algorithms are based on the J-measure, an information theoretic means for quantifying the theoretical information content of a rule. Jmax-pruning attempts to exploit the J-measure to its full potential because J-pruning does not actually achieve this and may even lead to underfitting. A series of experiments have proved that Jmax-pruning may outperform J-pruning in reducing overfitting. However, Jmax-pruning is computationally relatively expensive and may also lead to underfitting. This paper reviews the Prism method and the two existing pruning algorithms above. It also proposes a novel pruning algorithm called Jmid-pruning. The latter is based on the J-measure and it reduces overfitting to a similar level as the other two algorithms but is better in avoiding underfitting and unnecessary computational effort. The authors conduct an experimental study on the performance of the Jmid-pruning algorithm in terms of classification accuracy and computational efficiency. The algorithm is also evaluated comparatively with the J-pruning and Jmax-pruning algorithms.

Dynamic group communication for large-scale parallel data mining

Exascale systems are the next frontier in high-performance computing and are expected to deliver a performance of the order of 10^18 operations per second using massive multicore processors. Very large- and extreme-scale parallel systems pose critical algorithmic challenges, especially related to concurrency, locality and the need to avoid global communication patterns. This work investigates a novel protocol for dynamic group communication that can be used to remove the global communication requirement and to reduce the communication cost in parallel formulations of iterative data mining algorithms. The protocol is used to provide a communication-efficient parallel formulation of the k-means algorithm for cluster analysis. The approach is based on a collective communication operation for dynamic groups of processes and exploits non-uniform data distributions. Non-uniform data distributions can be either found in real-world distributed applications or induced by means of multidimensional binary search trees. The analysis of the proposed dynamic group communication protocol has shown that it does not introduce significant communication overhead. The parallel clustering algorithm has also been extended to accommodate an approximation error, which allows a further reduction of the communication costs. The effectiveness of the exact and approximate methods has been tested in a parallel computing system with 64 processors and in simulations with 1024 processing elements.

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

This paper examines the lead–lag relationship between the FTSE 100 index and index futures price employing a number of time series models. Using 10-min observations from June 1996–1997, it is found that lagged changes in the futures price can help to predict changes in the spot price. The best forecasting model is of the error correction type, allowing for the theoretical difference between spot and futures prices according to the cost of carry relationship. This predictive ability is in turn utilised to derive a trading strategy which is tested under real-world conditions to search for systematic profitable trading opportunities. It is revealed that although the model forecasts produce significantly higher returns than a passive benchmark, the model was unable to outperform the benchmark after allowing for transaction costs.

Fast identification algorithms for Gaussian process model

A class identification algorithms is introduced for Gaussian process(GP)models.The fundamental approach is to propose a new kernel function which leads to a covariance matrix with low rank,a property that is consequently exploited for computational efficiency for both model parameter estimation and model predictions.The objective of either maximizing the marginal likelihood or the Kullback–Leibler (K–L) divergence between the estimated output probability density function(pdf)and the true pdf has been used as respective cost functions.For each cost function,an efficient coordinate descent algorithm is proposed to estimate the kernel parameters using a one dimensional derivative free search, and noise variance using a fast gradient descent algorithm. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

Evaluation of seven European aerosol optical depth retrieval algorithms for climate analysis

Satellite data are increasingly used to provide observation-based estimates of the effects of aerosols on climate. The Aerosol-cci project, part of the European Space Agency's Climate Change Initiative (CCI), was designed to provide essential climate variables for aerosols from satellite data. Eight algorithms, developed for the retrieval of aerosol properties using data from AATSR (4), MERIS (3) and POLDER, were evaluated to determine their suitability for climate studies. The primary result from each of these algorithms is the aerosol optical depth (AOD) at several wavelengths, together with the Ångström exponent (AE) which describes the spectral variation of the AOD for a given wavelength pair. Other aerosol parameters which are possibly retrieved from satellite observations are not considered in this paper. The AOD and AE (AE only for Level 2) were evaluated against independent collocated observations from the ground-based AERONET sun photometer network and against “reference” satellite data provided by MODIS and MISR. Tools used for the evaluation were developed for daily products as produced by the retrieval with a spatial resolution of 10 × 10 km2 (Level 2) and daily or monthly aggregates (Level 3). These tools include statistics for L2 and L3 products compared with AERONET, as well as scoring based on spatial and temporal correlations. In this paper we describe their use in a round robin (RR) evaluation of four months of data, one month for each season in 2008. The amount of data was restricted to only four months because of the large effort made to improve the algorithms, and to evaluate the improvement and current status, before larger data sets will be processed. Evaluation criteria are discussed. Results presented show the current status of the European aerosol algorithms in comparison to both AERONET and MODIS and MISR data. The comparison leads to a preliminary conclusion that the scores are similar, including those for the references, but the coverage of AATSR needs to be enhanced and further improvements are possible for most algorithms. None of the algorithms, including the references, outperforms all others everywhere. AATSR data can be used for the retrieval of AOD and AE over land and ocean. PARASOL and one of the MERIS algorithms have been evaluated over ocean only and both algorithms provide good results.

Automated algorithms for multilayer thin film filter design using metamaterials

Currently, infrared filters for astronomical telescopes and satellite radiometers are based on multilayer thin film stacks of alternating high and low refractive index materials. However, the choice of suitable layer materials is limited and this places limitations on the filter performance that can be achieved. The ability to design materials with arbitrary refractive index allows for filter performance to be greatly increased but also increases the complexity of design. Here a differential algorithm was used as a method for optimised design of filters with arbitrary refractive indices, and then materials are designed to these specifications as mono-materials with sub wavelength structures using Bruggeman’s effective material approximation (EMA).

Control methodologies: Peak reduction algorithms for DNO owned storage devices on the Low Voltage network

The Distribution Network Operators (DNOs) role is becoming more difficult as electric vehicles and electric heating penetrate the network, increasing the demand. As a result it becomes harder for the distribution networks infrastructure to remain within its operating constraints. Energy storage is a potential alternative to conventional network reinforcement such as upgrading cables and transformers. The research presented here in this paper shows that due to the volatile nature of the LV network, the control approach used for energy storage has a significant impact on performance. This paper presents and compares control methodologies for energy storage where the objective is to get the greatest possible peak demand reduction across the day from a pre-specified storage device. The results presented show the benefits and detriments of specific types of control on a storage device connected to a single phase of an LV network, using aggregated demand profiles based on real smart meter data from individual homes. The research demonstrates an important relationship between how predictable an aggregation is and the best control methodology required to achieve the objective.

Aircraft-based observations of air–sea turbulent fluxes around the British Isles

Observations of turbulent fluxes of momentum, heat and moisture from low-level aircraft data are presented. Fluxes are calculated using the eddy covariance technique from flight legs typically ∼40 m above the sea surface. Over 400 runs of 2 min (∼12 km) from 26 flights are evaluated. Flight legs are mainly from around the British Isles although a small number are from around Iceland and Norway. Sea-surface temperature (SST) observations from two on-board sensors (the ARIES interferometer and a Heimann radiometer) and a satellite-based analysis (OSTIA) are used to determine an improved SST estimate. Most of the observations are from moderate to strong wind speed conditions, the latter being a regime short of validation data for the bulk flux algorithms that are necessary for numerical weather prediction and climate models. Observations from both statically stable and unstable atmospheric boundary-layer conditions are presented. There is a particular focus on several flights made as part of the DIAMET (Diabatic influence on mesoscale structures in extratropical storms) project. Observed neutral exchange coefficients are in the same range as previous studies, although higher for the momentum coefficient, and are broadly consistent with the COARE 3.0 bulk flux algorithm, as well as the surface exchange schemes used in the ECMWF and Met Office models. Examining the results as a function of aircraft heading shows higher fluxes and exchange coefficients in the across-wind direction, compared to along-wind (although this comparison is limited by the relatively small number of along-wind legs). A multi-resolution spectral decomposition technique demonstrates a lengthening of spatial scales in along-wind variances in along-wind legs, implying the boundary-layer eddies are elongated in the along-wind direction. The along-wind runs may not be able to adequately capture the full range of turbulent exchange that is occurring because elongation places the largest eddies outside of the run length.

A novel ensemble method for retrieving properties of warm cloud in 3-D using ground-based scanning radar and zenith radiances

We present a novel method for retrieving high-resolution, three-dimensional (3-D) nonprecipitating cloud fields in both overcast and broken-cloud situations. The method uses scanning cloud radar and multiwavelength zenith radiances to obtain gridded 3-D liquid water content (LWC) and effective radius (re) and 2-D column mean droplet number concentration (Nd). By using an adaption of the ensemble Kalman filter, radiances are used to constrain the optical properties of the clouds using a forward model that employs full 3-D radiative transfer while also providing full error statistics given the uncertainty in the observations. To evaluate the new method, we first perform retrievals using synthetic measurements from a challenging cumulus cloud field produced by a large-eddy simulation snapshot. Uncertainty due to measurement error in overhead clouds is estimated at 20% in LWC and 6% in re, but the true error can be greater due to uncertainties in the assumed droplet size distribution and radiative transfer. Over the entire domain, LWC and re are retrieved with average error 0.05–0.08 g m-3 and ~2 μm, respectively, depending on the number of radiance channels used. The method is then evaluated using real data from the Atmospheric Radiation Measurement program Mobile Facility at the Azores. Two case studies are considered, one stratocumulus and one cumulus. Where available, the liquid water path retrieved directly above the observation site was found to be in good agreement with independent values obtained from microwave radiometer measurements, with an error of 20 g m-2.

An energy budget agent-based model of earthworm populations and its application to study the effects of pesticides

Earthworms are important organisms in soil communities and so are used as model organisms in environmental risk assessments of chemicals. However current risk assessments of soil invertebrates are based on short-term laboratory studies, of limited ecological relevance, supplemented if necessary by site-specific field trials, which sometimes are challenging to apply across the whole agricultural landscape. Here, we investigate whether population responses to environmental stressors and pesticide exposure can be accurately predicted by combining energy budget and agent-based models (ABMs), based on knowledge of how individuals respond to their local circumstances. A simple energy budget model was implemented within each earthworm Eisenia fetida in the ABM, based on a priori parameter estimates. From broadly accepted physiological principles, simple algorithms specify how energy acquisition and expenditure drive life cycle processes. Each individual allocates energy between maintenance, growth and/or reproduction under varying conditions of food density, soil temperature and soil moisture. When simulating published experiments, good model fits were obtained to experimental data on individual growth, reproduction and starvation. Using the energy budget model as a platform we developed methods to identify which of the physiological parameters in the energy budget model (rates of ingestion, maintenance, growth or reproduction) are primarily affected by pesticide applications, producing four hypotheses about how toxicity acts. We tested these hypotheses by comparing model outputs with published toxicity data on the effects of copper oxychloride and chlorpyrifos on E. fetida. Both growth and reproduction were directly affected in experiments in which sufficient food was provided, whilst maintenance was targeted under food limitation. Although we only incorporate toxic effects at the individual level we show how ABMs can readily extrapolate to larger scales by providing good model fits to field population data. The ability of the presented model to fit the available field and laboratory data for E. fetida demonstrates the promise of the agent-based approach in ecology, by showing how biological knowledge can be used to make ecological inferences. Further work is required to extend the approach to populations of more ecologically relevant species studied at the field scale. Such a model could help extrapolate from laboratory to field conditions and from one set of field conditions to another or from species to species.

Software evolution: a graph based model

A model based on graph isomorphisms is used to formalize software evolution. Step by step we narrow the search space by an informed selection of the attributes based on the current state-of-the-art in software engineering and generate a seed solution. We then traverse the resulting space using graph isomorphisms and other set operations over the vertex sets. The new solutions will preserve the desired attributes. The goal of defining an isomorphism based search mechanism is to construct predictors of evolution that can facilitate the automation of ’software factory’ paradigm. The model allows for automation via software tools implementing the concepts.

Case study on the maintenance of a construction monitoring using USN-based data acquisition

In recent years, there has been an increasing interest in the adoption of emerging ubiquitous sensor network (USN) technologies for instrumentation within a variety of sustainability systems. USN is emerging as a sensing paradigm that is being newly considered by the sustainability management field as an alternative to traditional tethered monitoring systems. Researchers have been discovering that USN is an exciting technology that should not be viewed simply as a substitute for traditional tethered monitoring systems. In this study, we investigate how a movement monitoring measurement system of a complex building is developed as a research environment for USN and related decision-supportive technologies. To address the apparent danger of building movement, agent-mediated communication concepts have been designed to autonomously manage large volumes of exchanged information. In this study, we additionally detail the design of the proposed system, including its principles, data processing algorithms, system architecture, and user interface specifics. Results of the test and case study demonstrate the effectiveness of the USN-based data acquisition system for real-time monitoring of movement operations.

Software evolution: a graph based model

A model based on graph isomorphisms is used to formalize software evolution. Step by step we narrow the search space by an informed selection of the attributes based on the current state-of-the-art in software engineering and generate a seed solution. We then traverse the resulting space using graph isomorphisms and other set operations over the vertex sets. The new solutions will preserve the desired attributes. The goal of defining an isomorphism based search mechanism is to construct predictors of evolution that can facilitate the automation of ’software factory’ paradigm. The model allows for automation via software tools implementing the concepts.

Routing protocols and quality of services for security based applications using wireless video sensor networks

Wireless video sensor networks have been a hot topic in recent years; the monitoring capability is the central feature of the services offered by a wireless video sensor network can be classified into three major categories: monitoring, alerting, and information on-demand. These features have been applied to a large number of applications related to the environment (agriculture, water, forest and fire detection), military, buildings, health (elderly people and home monitoring), disaster relief, area and industrial monitoring. Security applications oriented toward critical infrastructures and disaster relief are very important applications that many countries have identified as critical in the near future. This paper aims to design a cross layer based protocol to provide the required quality of services for security related applications using wireless video sensor networks. Energy saving, delay and reliability for the delivered data are crucial in the proposed application. Simulation results show that the proposed cross layer based protocol offers a good performance in term of providing the required quality of services for the proposed application.

A cross layer protocol based on mac and routing protocols for healthcare applications using Wireless Sensor Networks

Using Wireless Sensor Networks (WSNs) in healthcare systems has had a lot of attention in recent years. In much of this research tasks like sensor data processing, health states decision making and emergency message sending are done by a remote server. Many patients with lots of sensor data consume a great deal of communication resources, bring a burden to the remote server and delay the decision time and notification time. A healthcare application for elderly people using WSN has been simulated in this paper. A WSN designed for the proposed healthcare application needs efficient MAC and routing protocols to provide a guarantee for the reliability of the data delivered from the patients to the medical centre. Based on these requirements, A cross layer based on the modified versions of APTEEN and GinMAC has been designed and implemented, with new features, such as a mobility module and routes discovery algorithms have been added. Simulation results show that the proposed cross layer based protocol can conserve energy for nodes and provide the required performance such as life time of the network, delay and reliability for the proposed healthcare application.