The application of artificial neural networks to the interpretation and classification of freshwater benthic invertebrate communities

This thesis presents a thorough and principled investigation into the application of artificial neural networks to the biological monitoring of freshwater. It contains original ideas on the classification and interpretation of benthic macroinvertebrates, and aims to demonstrate their superiority over the biotic systems currently used in the UK to report river water quality. The conceptual basis of a new biological classification system is described, and a full review and analysis of a number of river data sets is presented. The biological classification is compared to the common biotic systems using data from the Upper Trent catchment. This data contained 292 expertly classified invertebrate samples identified to mixed taxonomic levels. The neural network experimental work concentrates on the classification of the invertebrate samples into biological class, where only a subset of the sample is used to form the classification. Other experimentation is conducted into the identification of novel input samples, the classification of samples from different biotopes and the use of prior information in the neural network models. The biological classification is shown to provide an intuitive interpretation of a graphical representation, generated without reference to the class labels, of the Upper Trent data. The selection of key indicator taxa is considered using three different approaches; one novel, one from information theory and one from classical statistical methods. Good indicators of quality class based on these analyses are found to be in good agreement with those chosen by a domain expert. The change in information associated with different levels of identification and enumeration of taxa is quantified. The feasibility of using neural network classifiers and predictors to develop numeric criteria for the biological assessment of sediment contamination in the Great Lakes is also investigated.

An investigation of location effect on trip production using artificial neural networks

As traffic congestion exuberates and new roadway construction is severely constrained because of limited availability of land, high cost of land acquisition, and communities' opposition to the building of major roads, new solutions have to be sought to either make roadway use more efficient or reduce travel demand. There is a general agreement that travel demand is affected by land use patterns. However, traditional aggregate four-step models, which are the prevailing modeling approach presently, assume that traffic condition will not affect people's decision on whether to make a trip or not when trip generation is estimated. Existing survey data indicate, however, that differences exist in trip rates for different geographic areas. The reasons for such differences have not been carefully studied, and the success of quantifying the influence of land use on travel demand beyond employment, households, and their characteristics has been limited to be useful to the traditional four-step models. There may be a number of reasons, such as that the representation of influence of land use on travel demand is aggregated and is not explicit and that land use variables such as density and mix and accessibility as measured by travel time and congestion have not been adequately considered. This research employs the artificial neural network technique to investigate the potential effects of land use and accessibility on trip productions. Sixty two variables that may potentially influence trip production are studied. These variables include demographic, socioeconomic, land use and accessibility variables. Different architectures of ANN models are tested. Sensitivity analysis of the models shows that land use does have an effect on trip production, so does traffic condition. The ANN models are compared with linear regression models and cross-classification models using the same data. The results show that ANN models are better than the linear regression models and cross-classification models in terms of RMSE. Future work may focus on finding a representation of traffic condition with existing network data and population data which might be available when the variables are needed to in prediction.

Transmission lines distance protection using artificial neural networks

This work presents the development and implementation of an artificial neural network based algorithm for transmission lines distance protection. This algorithm was developed to be used in any transmission line regardless of its configuration or voltage level. The described ANN-based algorithm does not need any topology adaptation or ANN parameters adjustment when applied to different electrical systems. This feature makes this solution unique since all ANN-based solutions presented until now were developed for particular transmission lines, which means that those solutions cannot be implemented in commercial relays. (c) 2011 Elsevier Ltd. All rights reserved.

Automatic modeling of pectus excavatum corrective prosthesis using artificial neural networks

Pectus excavatum is the most common deformity of the thorax. Pre-operative diagnosis usually includes Computed Tomography (CT) to successfully employ a thoracic prosthesis for anterior chest wall remodeling. Aiming at the elimination of radiation exposure, this paper presents a novel methodology for the replacement of CT by a 3D laser scanner (radiation-free) for prosthesis modeling. The complete elimination of CT is based on an accurate determination of ribs position and prosthesis placement region through skin surface points. The developed solution resorts to a normalized and combined outcome of an artificial neural network (ANN) set. Each ANN model was trained with data vectors from 165 male patients and using soft tissue thicknesses (STT) comprising information from the skin and rib cage (automatically determined by image processing algorithms). Tests revealed that ribs position for prosthesis placement and modeling can be estimated with an average error of 5.0 ± 3.6 mm. One also showed that the ANN performance can be improved by introducing a manually determined initial STT value in the ANN normalization procedure (average error of 2.82 ± 0.76 mm). Such error range is well below current prosthesis manual modeling (approximately 11 mm), which can provide a valuable and radiation-free procedure for prosthesis personalization.

Automatic modeling of pectus excavatum corrective prosthesis using artificial neural networks

Pectus excavatum is the most common deformity of the thorax. Pre-operative diagnosis usually includes Computed Tomography (CT) to successfully employ a thoracic prosthesis for anterior chest wall remodeling. Aiming at the elimination of radiation exposure, this paper presents a novel methodology for the replacement of CT by a 3D laser scanner (radiation-free) for prosthesis modeling. The complete elimination of CT is based on an accurate determination of ribs position and prosthesis placement region through skin surface points. The developed solution resorts to a normalized and combined outcome of an artificial neural network (ANN) set. Each ANN model was trained with data vectors from 165 male patients and using soft tissue thicknesses (STT) comprising information from the skin and rib cage (automatically determined by image processing algorithms). Tests revealed that ribs position for prosthesis placement and modeling can be estimated with an average error of 5.0 ± 3.6 mm. One also showed that the ANN performance can be improved by introducing a manually determined initial STT value in the ANN normalization procedure (average error of 2.82 ± 0.76 mm). Such error range is well below current prosthesis manual modeling (approximately 11 mm), which can provide a valuable and radiation-free procedure for prosthesis personalization.

Neural-network approach to modeling liquid crystals in complex confinement

Finding the structure of a confined liquid crystal is a difficult task since both the density and order parameter profiles are nonuniform. Starting from a microscopic model and density-functional theory, one has to either (i) solve a nonlinear, integral Euler-Lagrange equation, or (ii) perform a direct multidimensional free energy minimization. The traditional implementations of both approaches are computationally expensive and plagued with convergence problems. Here, as an alternative, we introduce an unsupervised variant of the multilayer perceptron (MLP) artificial neural network for minimizing the free energy of a fluid of hard nonspherical particles confined between planar substrates of variable penetrability. We then test our algorithm by comparing its results for the structure (density-orientation profiles) and equilibrium free energy with those obtained by standard iterative solution of the Euler-Lagrange equations and with Monte Carlo simulation results. Very good agreement is found and the MLP method proves competitively fast, flexible, and refinable. Furthermore, it can be readily generalized to the richer experimental patterned-substrate geometries that are now experimentally realizable but very problematic to conventional theoretical treatments.

Neural-network approach to modeling liquid crystals in complex confinement

Finding the structure of a confined liquid crystal is a difficult task since both the density and order parameter profiles are nonuniform. Starting from a microscopic model and density-functional theory, one has to either (i) solve a nonlinear, integral Euler-Lagrange equation, or (ii) perform a direct multidimensional free energy minimization. The traditional implementations of both approaches are computationally expensive and plagued with convergence problems. Here, as an alternative, we introduce an unsupervised variant of the multilayer perceptron (MLP) artificial neural network for minimizing the free energy of a fluid of hard nonspherical particles confined between planar substrates of variable penetrability. We then test our algorithm by comparing its results for the structure (density-orientation profiles) and equilibrium free energy with those obtained by standard iterative solution of the Euler-Lagrange equations and with Monte Carlo simulation results. Very good agreement is found and the MLP method proves competitively fast, flexible, and refinable. Furthermore, it can be readily generalized to the richer experimental patterned-substrate geometries that are now experimentally realizable but very problematic to conventional theoretical treatments.

Metalearner based on Dynamic Neural Network for Strategic Bidding in electricity Markets

The restructuring of electricity markets, conducted to increase the competition in this sector, and decrease the electricity prices, brought with it an enormous increase in the complexity of the considered mechanisms. The electricity market became a complex and unpredictable environment, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. Software tools became, therefore, essential to provide simulation and decision support capabilities, in order to potentiate the involved players’ actions. This paper presents the development of a metalearner, applied to the decision support of electricity markets’ negotiation entities. The proposed metalearner executes a dynamic artificial neural network to create its own output, taking advantage on several learning algorithms implemented in ALBidS, an adaptive learning system that provides decision support to electricity markets’ players. The proposed metalearner considers different weights for each strategy, depending on its individual quality of performance. The results of the proposed method are studied and analyzed in scenarios based on real electricity markets’ data, using MASCEM - a multi-agent electricity market simulator that simulates market players’ operation in the market.

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel context. An application to a panel of bilateral real exchange rate series with the US Dollar from the 20 major OECD countries is provided to investigate the Purchase Power Parity (PPP). The combination of neural network and bootstrapping significantly changes the findings of the economic study in favour of PPP.

Soil infiltration based on bp neural network and grey relational analysis

Soil infiltration is a key link of the natural water cycle process. Studies on soil permeability are conducive for water resources assessment and estimation, runoff regulation and management, soil erosion modeling, nonpoint and point source pollution of farmland, among other aspects. The unequal influence of rainfall duration, rainfall intensity, antecedent soil moisture, vegetation cover, vegetation type, and slope gradient on soil cumulative infiltration was studied under simulated rainfall and different underlying surfaces. We established a six factor-model of soil cumulative infiltration by the improved back propagation (BP)-based artificial neural network algorithm with a momentum term and self-adjusting learning rate. Compared to the multiple nonlinear regression method, the stability and accuracy of the improved BP algorithm was better. Based on the improved BP model, the sensitive index of these six factors on soil cumulative infiltration was investigated. Secondly, the grey relational analysis method was used to individually study grey correlations among these six factors and soil cumulative infiltration. The results of the two methods were very similar. Rainfall duration was the most influential factor, followed by vegetation cover, vegetation type, rainfall intensity and antecedent soil moisture. The effect of slope gradient on soil cumulative infiltration was not significant.

Time-series forecasting of pollutant concentration levels using particle swarm optimization and artificial neural networks

This study evaluates the application of an intelligent hybrid system for time-series forecasting of atmospheric pollutant concentration levels. The proposed method consists of an artificial neural network combined with a particle swarm optimization algorithm. The method not only searches relevant time lags for the correct characterization of the time series, but also determines the best neural network architecture. An experimental analysis is performed using four real time series and the results are shown in terms of six performance measures. The experimental results demonstrate that the proposed methodology achieves a fair prediction of the presented pollutant time series by using compact networks.

Application of artificial neural networks as an alternative to volumetric water balance in drip irrigation management in watermelon crop

Precision irrigation seeks to establish strategies which achieve an efficient ratio between the volume of water used (reduction in input) and the productivity obtained (increase in production). There are several studies in the literature on strategies for achieving this efficiency, such as those dealing with the method of volumetric water balance (VWB). However, it is also of great practical and economic interest to set up versatile implementations of irrigation strategies that: (i) maintain the performance obtained with other implementations, (ii) rely on few computational resources, (iii) adapt well to field conditions, and (iv) allow easy modification of the irrigation strategy. In this study, such characteristics are achieved when using an Artificial Neural Network (ANN) to determine the period of irrigation for a watermelon crop in the Irrigation Perimeter of the Lower Acaraú, in the state of Ceará, Brazil. The Volumetric Water Balance was taken as the standard for comparing the management carried out with the proposed implementation of ANN. The statistical analysis demonstrates the effectiveness of the proposed management, which is able to replace VWB as a strategy in automation.

Synergistic control of forearm based on accelerometer data and artificial neural networks

In the present study, we modeled a reaching task as a two-link mechanism. The upper arm and forearm motion trajectories during vertical arm movements were estimated from the measured angular accelerations with dual-axis accelerometers. A data set of reaching synergies from able-bodied individuals was used to train a radial basis function artificial neural network with upper arm/forearm tangential angular accelerations. The trained radial basis function artificial neural network for the specific movements predicted forearm motion from new upper arm trajectories with high correlation (mean, 0.9149-0.941). For all other movements, prediction was low (range, 0.0316-0.8302). Results suggest that the proposed algorithm is successful in generalization over similar motions and subjects. Such networks may be used as a high-level controller that could predict forearm kinematics from voluntary movements of the upper arm. This methodology is suitable for restoring the upper limb functions of individuals with motor disabilities of the forearm, but not of the upper arm. The developed control paradigm is applicable to upper-limb orthotic systems employing functional electrical stimulation. The proposed approach is of great significance particularly for humans with spinal cord injuries in a free-living environment. The implication of a measurement system with dual-axis accelerometers, developed for this study, is further seen in the evaluation of movement during the course of rehabilitation. For this purpose, training-related changes in synergies apparent from movement kinematics during rehabilitation would characterize the extent and the course of recovery. As such, a simple system using this methodology is of particular importance for stroke patients. The results underlie the important issue of upper-limb coordination.