Techniques to improve forecasting models: applications to energy demand and price

This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.

A smart sensing platform for the discrimination of human movement

This thesis documents the design, implementation and testing of a smart sensing platform that is able to discriminate between differences or small changes in a persons walking. The distributive tactile sensing method is used to monitor the deflection of the platform surface using just a small number of sensors and, through the use of neural networks, infer the characteristics of the object in contact with the surface. The thesis first describes the development of a mathematical model which uses a novel method to track the position of a moving load as it passes over the smart sensing surface. Experimental methods are then described for using the platform to track the position of swinging pendulum in three dimensions. It is demonstrated that the method can be extended to that of real-time measurement of balance and sway of a person during quiet standing. Current classification methods are then investigated for use in the classification of different gait patterns, in particular to identify individuals by their unique gait pattern. Based on these observations, a novel algorithm is developed that is able to discriminate between abnormal and affected gait. This algorithm, using the distributive tactile sensing method, was found to have greater accuracy than other methods investigated and was designed to be able to cope with any type of gait variation. The system developed in this thesis has applications in the area of medical diagnostics, either as an initial screening tool for detecting walking disorders or to be able to automatically detect changes in gait over time. The system could also be used as a discrete biometric identification method, for example identifying office workers as they pass over the surface.

Complexity of classical dynamics of molecular systems. I. Methodology

Methods for the calculation of complexity have been investigated as a possible alternative for the analysis of the dynamics of molecular systems. “Computational mechanics” is the approach chosen to describe emergent behavior in molecular systems that evolve in time. A novel algorithm has been developed for symbolization of a continuous physical trajectory of a dynamic system. A method for calculating statistical complexity has been implemented and tested on representative systems. It is shown that the computational mechanics approach is suitable for analyzing the dynamic complexity of molecular systems and offers new insight into the process.

Coarse-to-fine skeleton extraction for high resolution 3D meshes

This paper presents a novel algorithm for medial surfaces extraction that is based on the density-corrected Hamiltonian analysis of Torsello and Hancock [1]. In order to cope with the exponential growth of the number of voxels, we compute a first coarse discretization of the mesh which is iteratively refined until a desired resolution is achieved. The refinement criterion relies on the analysis of the momentum field, where only the voxels with a suitable value of the divergence are exploded to a lower level of the hierarchy. In order to compensate for the discretization errors incurred at the coarser levels, a dilation procedure is added at the end of each iteration. Finally we design a simple alignment procedure to correct the displacement of the extracted skeleton with respect to the true underlying medial surface. We evaluate the proposed approach with an extensive series of qualitative and quantitative experiments. © 2013 Elsevier Inc. All rights reserved.

An adaptive hierarchical approach to the extraction of high resolution medial surfaces

We introduce a novel algorithm for medial surfaces extraction that is based on the density-corrected Hamiltonian analysis. The approach extracts the skeleton directly from a triangulated mesh and adopts an adaptive octree-based approach in which only skeletal voxels are refined to a lower level of the hierarchy, resulting in robust and accurate skeletons at extremely high resolution. The quality of the extracted medial surfaces is confirmed by an extensive set of experiments. © 2012 IEEE.

Generalized KPCA by adaptive rules in feature space

Principal component analysis (PCA) is well recognized in dimensionality reduction, and kernel PCA (KPCA) has also been proposed in statistical data analysis. However, KPCA fails to detect the nonlinear structure of data well when outliers exist. To reduce this problem, this paper presents a novel algorithm, named iterative robust KPCA (IRKPCA). IRKPCA works well in dealing with outliers, and can be carried out in an iterative manner, which makes it suitable to process incremental input data. As in the traditional robust PCA (RPCA), a binary field is employed for characterizing the outlier process, and the optimization problem is formulated as maximizing marginal distribution of a Gibbs distribution. In this paper, this optimization problem is solved by stochastic gradient descent techniques. In IRKPCA, the outlier process is in a high-dimensional feature space, and therefore kernel trick is used. IRKPCA can be regarded as a kernelized version of RPCA and a robust form of kernel Hebbian algorithm. Experimental results on synthetic data demonstrate the effectiveness of IRKPCA. © 2010 Taylor & Francis.

Event mining for system and service management

Modern IT infrastructures are constructed by large scale computing systems and administered by IT service providers. Manually maintaining such large computing systems is costly and inefficient. Service providers often seek automatic or semi-automatic methodologies of detecting and resolving system issues to improve their service quality and efficiency. This dissertation investigates several data-driven approaches for assisting service providers in achieving this goal. The detailed problems studied by these approaches can be categorized into the three aspects in the service workflow: 1) preprocessing raw textual system logs to structural events; 2) refining monitoring configurations for eliminating false positives and false negatives; 3) improving the efficiency of system diagnosis on detected alerts. Solving these problems usually requires a huge amount of domain knowledge about the particular computing systems. The approaches investigated by this dissertation are developed based on event mining algorithms, which are able to automatically derive part of that knowledge from the historical system logs, events and tickets. ^ In particular, two textual clustering algorithms are developed for converting raw textual logs into system events. For refining the monitoring configuration, a rule based alert prediction algorithm is proposed for eliminating false alerts (false positives) without losing any real alert and a textual classification method is applied to identify the missing alerts (false negatives) from manual incident tickets. For system diagnosis, this dissertation presents an efficient algorithm for discovering the temporal dependencies between system events with corresponding time lags, which can help the administrators to determine the redundancies of deployed monitoring situations and dependencies of system components. To improve the efficiency of incident ticket resolving, several KNN-based algorithms that recommend relevant historical tickets with resolutions for incoming tickets are investigated. Finally, this dissertation offers a novel algorithm for searching similar textual event segments over large system logs that assists administrators to locate similar system behaviors in the logs. Extensive empirical evaluation on system logs, events and tickets from real IT infrastructures demonstrates the effectiveness and efficiency of the proposed approaches.^

Probing Tissue Microstructure Using Susceptibility Contrast Magnetic Resonance Imaging

Magnetic resonance imaging is a research and clinical tool that has been applied in a wide variety of sciences. One area of magnetic resonance imaging that has exhibited terrific promise and growth in the past decade is magnetic susceptibility imaging. Imaging tissue susceptibility provides insight into the microstructural organization and chemical properties of biological tissues, but this image contrast is not well understood. The purpose of this work is to develop effective approaches to image, assess, and model the mechanisms that generate both isotropic and anisotropic magnetic susceptibility contrast in biological tissues, including myocardium and central nervous system white matter.

This document contains the first report of MRI-measured susceptibility anisotropy in myocardium. Intact mouse heart specimens were scanned using MRI at 9.4 T to ascertain both the magnetic susceptibility and myofiber orientation of the tissue. The susceptibility anisotropy of myocardium was observed and measured by relating the apparent tissue susceptibility as a function of the myofiber angle with respect to the applied magnetic field. A multi-filament model of myocardial tissue revealed that the diamagnetically anisotropy α-helix peptide bonds in myofilament proteins are capable of producing bulk susceptibility anisotropy on a scale measurable by MRI, and are potentially the chief sources of the experimentally observed anisotropy.

The growing use of paramagnetic contrast agents in magnetic susceptibility imaging motivated a series of investigations regarding the effect of these exogenous agents on susceptibility imaging in the brain, heart, and kidney. In each of these organs, gadolinium increases susceptibility contrast and anisotropy, though the enhancements depend on the tissue type, compartmentalization of contrast agent, and complex multi-pool relaxation. In the brain, the introduction of paramagnetic contrast agents actually makes white matter tissue regions appear more diamagnetic relative to the reference susceptibility. Gadolinium-enhanced MRI yields tensor-valued susceptibility images with eigenvectors that more accurately reflect the underlying tissue orientation.

Despite the boost gadolinium provides, tensor-valued susceptibility image reconstruction is prone to image artifacts. A novel algorithm was developed to mitigate these artifacts by incorporating orientation-dependent tissue relaxation information into susceptibility tensor estimation. The technique was verified using a numerical phantom simulation, and improves susceptibility-based tractography in the brain, kidney, and heart. This work represents the first successful application of susceptibility-based tractography to a whole, intact heart.

The knowledge and tools developed throughout the course of this research were then applied to studying mouse models of Alzheimer’s disease in vivo, and studying hypertrophic human myocardium specimens ex vivo. Though a preliminary study using contrast-enhanced quantitative susceptibility mapping has revealed diamagnetic amyloid plaques associated with Alzheimer’s disease in the mouse brain ex vivo, non-contrast susceptibility imaging was unable to precisely identify these plaques in vivo. Susceptibility tensor imaging of human myocardium specimens at 9.4 T shows that susceptibility anisotropy is larger and mean susceptibility is more diamagnetic in hypertrophic tissue than in normal tissue. These findings support the hypothesis that myofilament proteins are a source of susceptibility contrast and anisotropy in myocardium. This collection of preclinical studies provides new tools and context for analyzing tissue structure, chemistry, and health in a variety of organs throughout the body.

Learning Treewidth-Bounded Bayesian Networks with Thousands of Variables

We present a method for learning treewidth-bounded Bayesian networks from data sets containing thousands of variables. Bounding the treewidth of a Bayesian network greatly reduces the complexity of inferences. Yet, being a global property of the graph, it considerably increases the difficulty of the learning process. Our novel algorithm accomplishes this task, scaling both to large domains and to large treewidths. Our novel approach consistently outperforms the state of the art on experiments with up to thousands of variables.

Contribuciones sobre métodos óptimos y subóptimos de aproximaciones poligonales de curvas 2-D

Esta tesis versa sobre el an álisis de la forma de objetos 2D. En visión articial existen numerosos aspectos de los que se pueden extraer información. Uno de los más usados es la forma o el contorno de esos objetos. Esta característica visual de los objetos nos permite, mediante el procesamiento adecuado, extraer información de los objetos, analizar escenas, etc. No obstante el contorno o silueta de los objetos contiene información redundante. Este exceso de datos que no aporta nuevo conocimiento debe ser eliminado, con el objeto de agilizar el procesamiento posterior o de minimizar el tamaño de la representación de ese contorno, para su almacenamiento o transmisión. Esta reducción de datos debe realizarse sin que se produzca una pérdida de información importante para representación del contorno original. Se puede obtener una versión reducida de un contorno eliminando puntos intermedios y uniendo los puntos restantes mediante segmentos. Esta representación reducida de un contorno se conoce como aproximación poligonal. Estas aproximaciones poligonales de contornos representan, por tanto, una versión comprimida de la información original. El principal uso de las mismas es la reducción del volumen de información necesario para representar el contorno de un objeto. No obstante, en los últimos años estas aproximaciones han sido usadas para el reconocimiento de objetos. Para ello los algoritmos de aproximaci ón poligonal se han usado directamente para la extracci ón de los vectores de caracter ísticas empleados en la fase de aprendizaje. Las contribuciones realizadas por tanto en esta tesis se han centrado en diversos aspectos de las aproximaciones poligonales. En la primera contribución se han mejorado varios algoritmos de aproximaciones poligonales, mediante el uso de una fase de preprocesado que acelera estos algoritmos permitiendo incluso mejorar la calidad de las soluciones en un menor tiempo. En la segunda contribución se ha propuesto un nuevo algoritmo de aproximaciones poligonales que obtiene soluciones optimas en un menor espacio de tiempo que el resto de métodos que aparecen en la literatura. En la tercera contribución se ha propuesto un algoritmo de aproximaciones que es capaz de obtener la solución óptima en pocas iteraciones en la mayor parte de los casos. Por último, se ha propuesto una versi ón mejorada del algoritmo óptimo para obtener aproximaciones poligonales que soluciona otro problema de optimización alternativo.

A machine-driven process for human limb length estimation using inertial sensors

The computer based human motion tracking systems are widely used in medicine and sports. The accurate determination of limb lengths is crucial for not only constructing the limb motion trajectories which are used for evaluation process of human kinematics, but also individually recognising human beings. Yet, as the common practice, the limb lengths are measured manually which is inconvenient, time-consuming and requires professional knowledge. In this paper, the estimation process of limb lengths is automated with a novel algorithm calculating curvature using the measurements from inertial sensors. The proposed algorithm was validated with computer simulations and experiments conducted with four healthy subjects. The experiment results show the significantly low root mean squared error percentages such as upper arm - 5.16%, upper limbs - 5.09%, upper leg - 2.56% and lower extremities - 6.64% compared to measured lengths.

Automatic generation of traditional style painting by using density-based color clustering

In this paper, a novel approach is proposed to automatically generate both watercolor painting and pencil sketch drawing, or binary image of contour, from realism-style photo by using DBSCAN color clustering based on HSV color space. While the color clusters produced by proposed methods help to create watercolor painting, the noise pixels are useful to generate the pencil sketch drawing. Moreover, noise pixels are reassigned to color clusters by a novel algorithm to refine the contour in the watercolor painting. The main goal of this paper is to inspire non-professional artists' imagination to produce traditional style painting easily by only adjusting a few parameters. Also, another contribution of this paper is to propose an easy method to produce the binary image of contour, which is a vice product when mining image data by DBSCAN clustering. Thus the binary image is useful in resource limited system to reduce data but keep enough information of images. © 2007 IEEE.

Inter-Frame Change Directing online clustering of multiple moving objects for video-based sensor networks

Recognition of multiple moving objects is a very important task for achieving user-cared knowledge to send to the base station in wireless video-based sensor networks. However, video based sensor nodes, which have constrained resources and produce huge amount of video streams continuously, bring a challenge to segment multiple moving objects from the video stream online. Traditional efficient clustering algorithms such as DBSCAN cannot run time-efficiently and even fail to run on limited memory space on sensor nodes, because the number of pixel points is too huge. This paper provides a novel algorithm named Inter-Frame Change Directing Online clustering (IFCDO clustering) for segmenting multiple moving objects from video stream on sensor nodes. IFCDO clustering only needs to group inter-frame different pixels, thus it reduces both space and time complexity while achieves robust clusters the same as DBSCAN. Experiment results show IFCDO clustering excels DBSCAN in terms of both time and space efficiency. © 2008 IEEE.

Feature-based tracking of urethral motion in low-resolution trans-perineal ultrasound

This paper describes a novel algorithm for tracking the motion of the urethra from trans-perineal ultrasound. Our work is based on the structure-from-motion paradigm and therefore handles well structures with ill-defined and partially missing boundaries. The proposed approach is particularly well-suited for video sequences of low resolution and variable levels of blurriness introduced by anatomical motion of variable speed. Our tracking method identifies feature points on a frame by frame basis using the SURF detector/descriptor. Inter-frame correspondence is achieved using nearest-neighbor matching in the feature space. The motion is estimated using a non-linear bi-quadratic model, which adequately describes the deformable motion of the urethra. Experimental results are promising and show that our algorithm performs well when compared to manual tracking.

Feature-based tracking of urethral motion in low-resolution trans-perineal ultrasound

This paper describes a novel algorithm for tracking the motion of the urethra from trans-perineal ultrasound. Our work is based on the structure-from-motion paradigm and therefore handles well structures with ill-defined and partially missing boundaries. The proposed approach is particularly well-suited for video sequences of low resolution and variable levels of blurriness introduced by anatomical motion of variable speed. Our tracking method identifies feature points on a frame by frame basis using the SURF detector/descriptor. Inter-frame correspondence is achieved using nearest-neighbor matching in the feature space. The motion is estimated using a non-linear bi-quadratic model, which adequately describes the deformable motion of the urethra. Experimental results are promising and show that our algorithm performs well when compared to manual tracking.