Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Some Dynamic Generalized Information Measures In The Context Of Weighted Models

In this paper, we study some dynamic generalized information measures between a true distribution and an observed (weighted) distribution, useful in life length studies. Further, some bounds and inequalities related to these measures are also studied

Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures

In this article, we study some relevant information divergence measures viz. Renyi divergence and Kerridge’s inaccuracy measures. These measures are extended to conditionally specifiedmodels and they are used to characterize some bivariate distributions using the concepts of weighted and proportional hazard rate models. Moreover, some bounds are obtained for these measures using the likelihood ratio order

Development of thermo-analytical prediction and classification models for food in thermal devices using a multi sensor system and artificial neural networks

Die thermische Verarbeitung von Lebensmitteln beeinflusst deren Qualität und ernährungsphysiologischen Eigenschaften. Im Haushalt ist die Überwachung der Temperatur innerhalb des Lebensmittels sehr schwierig. Zudem ist das Wissen über optimale Temperatur- und Zeitparameter für die verschiedenen Speisen oft unzureichend. Die optimale Steuerung der thermischen Zubereitung ist maßgeblich abhängig von der Art des Lebensmittels und der äußeren und inneren Temperatureinwirkung während des Garvorgangs. Das Ziel der Arbeiten war die Entwicklung eines automatischen Backofens, der in der Lage ist, die Art des Lebensmittels zu erkennen und die Temperatur im Inneren des Lebensmittels während des Backens zu errechnen. Die für die Temperaturberechnung benötigten Daten wurden mit mehreren Sensoren erfasst. Hierzu kam ein Infrarotthermometer, ein Infrarotabstandssensor, eine Kamera, ein Temperatursensor und ein Lambdasonde innerhalb des Ofens zum Einsatz. Ferner wurden eine Wägezelle, ein Strom- sowie Spannungs-Sensor und ein Temperatursensor außerhalb des Ofens genutzt. Die während der Aufheizphase aufgenommen Datensätze ermöglichten das Training mehrerer künstlicher neuronaler Netze, die die verschiedenen Lebensmittel in die entsprechenden Kategorien einordnen konnten, um so das optimale Backprogram auszuwählen. Zur Abschätzung der thermische Diffusivität der Nahrung, die von der Zusammensetzung (Kohlenhydrate, Fett, Protein, Wasser) abhängt, wurden mehrere künstliche neuronale Netze trainiert. Mit Ausnahme des Fettanteils der Lebensmittel konnten alle Komponenten durch verschiedene KNNs mit einem Maximum von 8 versteckten Neuronen ausreichend genau abgeschätzt werden um auf deren Grundlage die Temperatur im inneren des Lebensmittels zu berechnen. Die durchgeführte Arbeit zeigt, dass mit Hilfe verschiedenster Sensoren zur direkten beziehungsweise indirekten Messung der äußeren Eigenschaften der Lebensmittel sowie KNNs für die Kategorisierung und Abschätzung der Lebensmittelzusammensetzung die automatische Erkennung und Berechnung der inneren Temperatur von verschiedensten Lebensmitteln möglich ist.

An approach to coded structured light to obtain three dimensional information

The human visual ability to perceive depth looks like a puzzle. We perceive three-dimensional spatial information quickly and efficiently by using the binocular stereopsis of our eyes and, what is mote important the learning of the most common objects which we achieved through living. Nowadays, modelling the behaviour of our brain is a fiction, that is why the huge problem of 3D perception and further, interpretation is split into a sequence of easier problems. A lot of research is involved in robot vision in order to obtain 3D information of the surrounded scene. Most of this research is based on modelling the stereopsis of humans by using two cameras as if they were two eyes. This method is known as stereo vision and has been widely studied in the past and is being studied at present, and a lot of work will be surely done in the future. This fact allows us to affirm that this topic is one of the most interesting ones in computer vision. The stereo vision principle is based on obtaining the three dimensional position of an object point from the position of its projective points in both camera image planes. However, before inferring 3D information, the mathematical models of both cameras have to be known. This step is known as camera calibration and is broadly describes in the thesis. Perhaps the most important problem in stereo vision is the determination of the pair of homologue points in the two images, known as the correspondence problem, and it is also one of the most difficult problems to be solved which is currently investigated by a lot of researchers. The epipolar geometry allows us to reduce the correspondence problem. An approach to the epipolar geometry is describes in the thesis. Nevertheless, it does not solve it at all as a lot of considerations have to be taken into account. As an example we have to consider points without correspondence due to a surface occlusion or simply due to a projection out of the camera scope. The interest of the thesis is focused on structured light which has been considered as one of the most frequently used techniques in order to reduce the problems related lo stereo vision. Structured light is based on the relationship between a projected light pattern its projection and an image sensor. The deformations between the pattern projected into the scene and the one captured by the camera, permits to obtain three dimensional information of the illuminated scene. This technique has been widely used in such applications as: 3D object reconstruction, robot navigation, quality control, and so on. Although the projection of regular patterns solve the problem of points without match, it does not solve the problem of multiple matching, which leads us to use hard computing algorithms in order to search the correct matches. In recent years, another structured light technique has increased in importance. This technique is based on the codification of the light projected on the scene in order to be used as a tool to obtain an unique match. Each token of light is imaged by the camera, we have to read the label (decode the pattern) in order to solve the correspondence problem. The advantages and disadvantages of stereo vision against structured light and a survey on coded structured light are related and discussed. The work carried out in the frame of this thesis has permitted to present a new coded structured light pattern which solves the correspondence problem uniquely and robust. Unique, as each token of light is coded by a different word which removes the problem of multiple matching. Robust, since the pattern has been coded using the position of each token of light with respect to both co-ordinate axis. Algorithms and experimental results are included in the thesis. The reader can see examples 3D measurement of static objects, and the more complicated measurement of moving objects. The technique can be used in both cases as the pattern is coded by a single projection shot. Then it can be used in several applications of robot vision. Our interest is focused on the mathematical study of the camera and pattern projector models. We are also interested in how these models can be obtained by calibration, and how they can be used to obtained three dimensional information from two correspondence points. Furthermore, we have studied structured light and coded structured light, and we have presented a new coded structured light pattern. However, in this thesis we started from the assumption that the correspondence points could be well-segmented from the captured image. Computer vision constitutes a huge problem and a lot of work is being done at all levels of human vision modelling, starting from a)image acquisition; b) further image enhancement, filtering and processing, c) image segmentation which involves thresholding, thinning, contour detection, texture and colour analysis, and so on. The interest of this thesis starts in the next step, usually known as depth perception or 3D measurement.

Methodology to obtain the user's Human Values Scale from Smart User Models

En años recientes,la Inteligencia Artificial ha contribuido a resolver problemas encontrados en el desempeño de las tareas de unidades informáticas, tanto si las computadoras están distribuidas para interactuar entre ellas o en cualquier entorno (Inteligencia Artificial Distribuida). Las Tecnologías de la Información permiten la creación de soluciones novedosas para problemas específicos mediante la aplicación de los hallazgos en diversas áreas de investigación. Nuestro trabajo está dirigido a la creación de modelos de usuario mediante un enfoque multidisciplinario en los cuales se emplean los principios de la psicología, inteligencia artificial distribuida, y el aprendizaje automático para crear modelos de usuario en entornos abiertos; uno de estos es la Inteligencia Ambiental basada en Modelos de Usuario con funciones de aprendizaje incremental y distribuido (conocidos como Smart User Model). Basándonos en estos modelos de usuario, dirigimos esta investigación a la adquisición de características del usuario importantes y que determinan la escala de valores dominantes de este en aquellos temas en los cuales está más interesado, desarrollando una metodología para obtener la Escala de Valores Humanos del usuario con respecto a sus características objetivas, subjetivas y emocionales (particularmente en Sistemas de Recomendación).Una de las áreas que ha sido poco investigada es la inclusión de la escala de valores humanos en los sistemas de información. Un Sistema de Recomendación, Modelo de usuario o Sistemas de Información, solo toman en cuenta las preferencias y emociones del usuario [Velásquez, 1996, 1997; Goldspink, 2000; Conte and Paolucci, 2001; Urban and Schmidt, 2001; Dal Forno and Merlone, 2001, 2002; Berkovsky et al., 2007c]. Por lo tanto, el principal enfoque de nuestra investigación está basado en la creación de una metodología que permita la generación de una escala de valores humanos para el usuario desde el modelo de usuario. Presentamos resultados obtenidos de un estudio de casos utilizando las características objetivas, subjetivas y emocionales en las áreas de servicios bancarios y de restaurantes donde la metodología propuesta en esta investigación fue puesta a prueba.En esta tesis, las principales contribuciones son: El desarrollo de una metodología que, dado un modelo de usuario con atributos objetivos, subjetivos y emocionales, se obtenga la Escala de Valores Humanos del usuario. La metodología propuesta está basada en el uso de aplicaciones ya existentes, donde todas las conexiones entre usuarios, agentes y dominios que se caracterizan por estas particularidades y atributos; por lo tanto, no se requiere de un esfuerzo extra por parte del usuario.