A mathematical modelling technique for the analysis of the dynamics of a simple continuous EDA

This paper presents some initial attempts to mathematically model the dynamics of a continuous estimation of distribution algorithm (EDA) based on a Gaussian distribution and truncation selection. Case studies are conducted on both unimodal and multimodal problems to highlight the effectiveness of the proposed technique and explore some important properties of the EDA. With some general assumptions, we show that, for ID unimodal problems and with the (mu, lambda) scheme: (1). The behaviour of the EDA is dependent only on the general shape of the test function, rather than its specific form; (2). When initialized far from the global optimum, the EDA has a tendency to converge prematurely; (3). Given a certain selection pressure, there is a unique value for the proposed amplification parameter that could help the EDA achieve desirable performance; for ID multimodal problems: (1). The EDA could get stuck with the (mu, lambda) scheme; (2). The EDA will never get stuck with the (mu, lambda) scheme.

An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy.

Modelling the dynamics of genetic algorithms using statistical mechanics

A formalism for modelling the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics, originally due to Prugel-Bennett and Shapiro, is reviewed, generalized and improved upon. This formalism can be used to predict the averaged trajectory of macroscopic statistics describing the GA's population. These macroscopics are chosen to average well between runs, so that fluctuations from mean behaviour can often be neglected. Where necessary, non-trivial terms are determined by assuming maximum entropy with constraints on known macroscopics. Problems of realistic size are described in compact form and finite population effects are included, often proving to be of fundamental importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The formalism is applied to a number of simple optimization problems in order to determine its predictive power and to gain insight into GA dynamics. Problems which are most amenable to analysis come from the class where alleles within the genotype contribute additively to the phenotype. This class can be treated with some generality, including problems with inhomogeneous contributions from each site, non-linear or noisy fitness measures, simple diploid representations and temporally varying fitness. The results can also be applied to a simple learning problem, generalization in a binary perceptron, and a limit is identified for which the optimal training batch size can be determined for this problem. The theory is compared to averaged results from a real GA in each case, showing excellent agreement if the maximum entropy principle holds. Some situations where this approximation brakes down are identified. In order to fully test the formalism, an attempt is made on the strong sc np-hard problem of storing random patterns in a binary perceptron. Here, the relationship between the genotype and phenotype (training error) is strongly non-linear. Mutation is modelled under the assumption that perceptron configurations are typical of perceptrons with a given training error. Unfortunately, this assumption does not provide a good approximation in general. It is conjectured that perceptron configurations would have to be constrained by other statistics in order to accurately model mutation for this problem. Issues arising from this study are discussed in conclusion and some possible areas of further research are outlined.

Estimation of functional connectivity from electromagnetic signals and the amount of empirical data required

An increasing number of neuroimaging studies are concerned with the identification of interactions or statistical dependencies between brain areas. Dependencies between the activities of different brain regions can be quantified with functional connectivity measures such as the cross-correlation coefficient. An important factor limiting the accuracy of such measures is the amount of empirical data available. For event-related protocols, the amount of data also affects the temporal resolution of the analysis. We use analytical expressions to calculate the amount of empirical data needed to establish whether a certain level of dependency is significant when the time series are autocorrelated, as is the case for biological signals. These analytical results are then contrasted with estimates from simulations based on real data recorded with magnetoencephalography during a resting-state paradigm and during the presentation of visual stimuli. Results indicate that, for broadband signals, 50-100 s of data is required to detect a true underlying cross-correlations coefficient of 0.05. This corresponds to a resolution of a few hundred milliseconds for typical event-related recordings. The required time window increases for narrow band signals as frequency decreases. For instance, approximately 3 times as much data is necessary for signals in the alpha band. Important implications can be derived for the design and interpretation of experiments to characterize weak interactions, which are potentially important for brain processing.

Simultaneous estimation of global background synaptic inhibition and excitation from membrane potential fluctuations in layer III neurons of the rat entorhinal cortex in vitro

It is becoming clear that the detection and integration of synaptic input and its conversion into an output signal in cortical neurons are strongly influenced by background synaptic activity or "noise." The majority of this noise results from the spontaneous release of synaptic transmitters, interacting with ligand-gated ion channels in the postsynaptic neuron [Berretta N, Jones RSG (1996); A comparison of spontaneous synaptic EPSCs in layer V and layer II neurones in the rat entorhinal cortex in vitro. J Neurophysiol 76:1089-1110; Jones RSG, Woodhall GL (2005) Background synaptic activity in rat entorhinal cortical neurons: differential control of transmitter release by presynaptic receptors. J Physiol 562:107-120; LoTurco JJ, Mody I, Kriegstein AR (1990) Differential activation of glutamate receptors by spontaneously released transmitter in slices of neocortex. Neurosci Lett 114:265-271; Otis TS, Staley KJ, Mody I (1991) Perpetual inhibitory activity in mammalian brain slices generated by spontaneous GABA release. Brain Res 545:142-150; Ropert N, Miles R, Korn H (1990) Characteristics of miniature inhibitory postsynaptic currents in CA1 pyramidal neurones of rat hippocampus. J Physiol 428:707-722; Salin PA, Prince DA (1996) Spontaneous GABAA receptor-mediated inhibitory currents in adult rat somatosensory cortex. J Neurophysiol 75:1573-1588; Staley KJ (1999) Quantal GABA release: noise or not? Nat Neurosci 2:494-495; Woodhall GL, Bailey SJ, Thompson SE, Evans DIP, Stacey AE, Jones RSG (2005) Fundamental differences in spontaneous synaptic inhibition between deep and superficial layers of the rat entorhinal cortex. Hippocampus 15:232-245]. The function of synaptic noise has been the subject of debate for some years, but there is increasing evidence that it modifies or controls neuronal excitability and, thus, the integrative properties of cortical neurons. In the present study we have investigated a novel approach [Rudolph M, Piwkowska Z, Badoual M, Bal T, Destexhe A (2004) A method to estimate synaptic conductances from membrane potential fluctuations. J Neurophysiol 91:2884-2896] to simultaneously quantify synaptic inhibitory and excitatory synaptic noise, together with postsynaptic excitability, in rat entorhinal cortical neurons in vitro. The results suggest that this is a viable and useful approach to the study of the function of synaptic noise in cortical networks. © 2007 IBRO.

Estimation of the production cost of fast pyrolysis bio-oil

A number of papers and reports covering the techno-economic analysis of bio-oil production has been published. These have had different scopes, use different feedstocks and reflected national cost structures. This paper reviews and compares their cost estimates and the experimental results that underpin them. A comprehensive cost and performance model was produced based on consensus data from the previous studies or stated scenarios where data is not available that reflected UK costs. The model takes account sales of bio-char that is a co-product of pyrolysis and the electricity consumption of the pyrolysis plant and biomass pre-processing plants. It was concluded that it should be able to produce bio-oil in the UK from energy crops for a similar cost as distillate fuel oil. It was also found that there was little difference in the processing cost for woodchips and baled miscanthus. © 2011 Elsevier Ltd.