Optimising errors in signaling corporate collapse using MCCCRA

Purpose – The purpose of this paper is to put forward an innovative approach for reducing the variation between Type I and Type II errors in the context of ratio-based modeling of corporate collapse, without compromising the accuracy of the predictive model. Its contribution to the literature lies in resolving the problematic trade-off between predictive accuracy and variations between the two types of errors.

Design/methodology/approach – The methodological approach in this paper – called MCCCRA – utilizes a novel multi-classification matrix based on a combination of correlation and regression analysis, with the former being subject to optimisation criteria. In order to ascertain its accuracy in signaling collapse, MCCCRA is empirically tested against multiple discriminant analysis (MDA).

Findings – Based on a data sample of 899 US publicly listed companies, the empirical results indicate that in addition to a high level of accuracy in signaling collapse, MCCCRA generates lower variability between Type I and Type II errors when compared to MDA.

Originality/value – Although correlation and regression analysis are long-standing statistical tools, the optimisation constraints that are applied to the correlations are unique. Moreover, the multi-classification matrix is a first in signaling collapse. By providing economic insight into more stable financial modeling, these innovations make an original contribution to the literature.

High Order Multi-Moment Constrained Finite Volume Method. Part I: Basic Formulation

A new high-order finite volume method based on local reconstruction is presented in this paper. The method, so-called the multi-moment constrained finite volume (MCV) method, uses the point values defined within single cell at equally spaced points as the model variables (or unknowns). The time evolution equations used to update the unknowns are derived from a set of constraint conditions imposed on multi kinds of moments, i.e. the cell-averaged value and the point-wise value of the state variable and its derivatives. The finite volume constraint on the cell-average guarantees the numerical conservativeness of the method. Most constraint conditions are imposed on the cell boundaries, where the numerical flux and its derivatives are solved as general Riemann problems. A multi-moment constrained Lagrange interpolation reconstruction for the demanded order of accuracy is constructed over single cell and converts the evolution equations of the moments to those of the unknowns. The presented method provides a general framework to construct efficient schemes of high orders. The basic formulations for hyperbolic conservation laws in 1- and 2D structured grids are detailed with the numerical results of widely used benchmark tests. (C) 2009 Elsevier Inc. All rights reserved.

A global shallow water model using high order multi-moment constrained finite volume method and icosahedral grid

A novel accurate numerical model for shallow water equations on sphere have been developed by implementing the high order multi-moment constrained finite volume (MCV) method on the icosahedral geodesic grid. High order reconstructions are conducted cell-wisely by making use of the point values as the unknowns distributed within each triangular cell element. The time evolution equations to update the unknowns are derived from a set of constrained conditions for two types of moments, i.e. the point values on the cell boundary edges and the cell-integrated average. The numerical conservation is rigorously guaranteed. in the present model, all unknowns or computational variables are point values and no numerical quadrature is involved, which particularly benefits the computational accuracy and efficiency in handling the spherical geometry, such as coordinate transformation and curved surface. Numerical formulations of third and fourth order accuracy are presented in detail. The proposed numerical model has been validated by widely used benchmark tests and competitive results are obtained. The present numerical framework provides a promising and practical base for further development of atmospheric and oceanic general circulation models. (C) 2009 Elsevier Inc. All rights reserved.

Hierarchical Multi-classification with Predictive Clustering Trees in Functional Genomics

Struyf, J., Dzeroski, S. Blockeel, H. and Clare, A. (2005) Hierarchical Multi-classification with Predictive Clustering Trees in Functional Genomics. In proceedings of the EPIA 2005 CMB Workshop

Multi-season eddy covariance observations of energy, water and carbon fluxes over a suburban area in Swindon, UK

Eddy covariance measurements of the turbulent sensible heat, latent heat and carbon dioxide fluxes for 12 months (2011–2012) are reported for the first time for a suburban area in the UK. The results from Swindon are comparable to suburban studies of similar surface cover elsewhere but reveal large seasonal variability. Energy partitioning favours turbulent sensible heat during summer (midday Bowen ratio 1.4–1.6) and latent heat in winter (0.05–0.7). A significant proportion of energy is stored (and released) by the urban fabric and the estimated anthropogenic heat flux is small but non-negligible (0.5–0.9 MJ m−2 day−1). The sensible heat flux is negative at night and for much of winter daytimes, reflecting the suburban nature of the site (44% vegetation) and relatively low built fraction (16%). Latent heat fluxes appear to be water limited during a dry spring in both 2011 and 2012, when the response of the surface to moisture availability can be seen on a daily timescale. Energy and other factors are more relevant controls at other times; at night the wind speed is important. On average, surface conductance follows a smooth, asymmetrical diurnal course peaking at around 6–9 mm s−1, but values are larger and highly variable in wet conditions. The combination of natural (vegetative) and anthropogenic (emission) processes is most evident in the temporal variation of the carbon flux: significant photosynthetic uptake is seen during summer, whilst traffic and building emissions explain peak release in winter (9.5 g C m−2 day−1). The area is a net source of CO2 annually. Analysis by wind direction highlights the role of urban vegetation in promoting evapotranspiration and offsetting CO2 emissions, especially when contrasted against peak traffic emissions from sectors with more roads. Given the extent of suburban land use, these results have important implications for understanding urban energy, water and carbon dynamics.

A hierarchical multiclass support vector machine incorporated with holistic triple learning units

This paper proposes a new hierarchical learning structure, namely the holistic triple learning (HTL), for extending the binary support vector machine (SVM) to multi-classification problems. For an N-class problem, a HTL constructs a decision tree up to a depth of A leaf node of the decision tree is allowed to be placed with a holistic triple learning unit whose generalisation abilities are assessed and approved. Meanwhile, the remaining nodes in the decision tree each accommodate a standard binary SVM classifier. The holistic triple classifier is a regression model trained on three classes, whose training algorithm is originated from a recently proposed implementation technique, namely the least-squares support vector machine (LS-SVM). A major novelty with the holistic triple classifier is the reduced number of support vectors in the solution. For the resultant HTL-SVM, an upper bound of the generalisation error can be obtained. The time complexity of training the HTL-SVM is analysed, and is shown to be comparable to that of training the one-versus-one (1-vs.-1) SVM, particularly on small-scale datasets. Empirical studies show that the proposed HTL-SVM achieves competitive classification accuracy with a reduced number of support vectors compared to the popular 1-vs-1 alternative.

Aplicação de técnicas de aprendizado de máquina no reconhecimento de classes estruturais de proteínas

Nowadays, classifying proteins in structural classes, which concerns the inference of patterns in their 3D conformation, is one of the most important open problems in Molecular Biology. The main reason for this is that the function of a protein is intrinsically related to its spatial conformation. However, such conformations are very difficult to be obtained experimentally in laboratory. Thus, this problem has drawn the attention of many researchers in Bioinformatics. Considering the great difference between the number of protein sequences already known and the number of three-dimensional structures determined experimentally, the demand of automated techniques for structural classification of proteins is very high. In this context, computational tools, especially Machine Learning (ML) techniques, have become essential to deal with this problem. In this work, ML techniques are used in the recognition of protein structural classes: Decision Trees, k-Nearest Neighbor, Naive Bayes, Support Vector Machine and Neural Networks. These methods have been chosen because they represent different paradigms of learning and have been widely used in the Bioinfornmatics literature. Aiming to obtain an improvment in the performance of these techniques (individual classifiers), homogeneous (Bagging and Boosting) and heterogeneous (Voting, Stacking and StackingC) multiclassification systems are used. Moreover, since the protein database used in this work presents the problem of imbalanced classes, artificial techniques for class balance (Undersampling Random, Tomek Links, CNN, NCL and OSS) are used to minimize such a problem. In order to evaluate the ML methods, a cross-validation procedure is applied, where the accuracy of the classifiers is measured using the mean of classification error rate, on independent test sets. These means are compared, two by two, by the hypothesis test aiming to evaluate if there is, statistically, a significant difference between them. With respect to the results obtained with the individual classifiers, Support Vector Machine presented the best accuracy. In terms of the multi-classification systems (homogeneous and heterogeneous), they showed, in general, a superior or similar performance when compared to the one achieved by the individual classifiers used - especially Boosting with Decision Tree and the StackingC with Linear Regression as meta classifier. The Voting method, despite of its simplicity, has shown to be adequate for solving the problem presented in this work. The techniques for class balance, on the other hand, have not produced a significant improvement in the global classification error. Nevertheless, the use of such techniques did improve the classification error for the minority class. In this context, the NCL technique has shown to be more appropriated

Optimization of Cooling Protocols for Hearts Destined for Transplantation

Design and analysis of conceptually different cooling systems for the human heart preservation are numerically investigated. A heart cooling container with required connections was designed for a normal size human heart. A three-dimensional, high resolution human heart geometric model obtained from CT-angio data was used for simulations. Nine different cooling designs are introduced in this research. The first cooling design (Case 1) used a cooling gelatin only outside of the heart. In the second cooling design (Case 2), the internal parts of the heart were cooled via pumping a cooling liquid inside both the heart’s pulmonary and systemic circulation systems. An unsteady conjugate heat transfer analysis is performed to simulate the temperature field variations within the heart during the cooling process. Case 3 simulated the currently used cooling method in which the coolant is stagnant. Case 4 was a combination of Case 1 and Case 2. A linear thermoelasticity analysis was performed to assess the stresses applied on the heart during the cooling process. In Cases 5 through 9, the coolant solution was used for both internal and external cooling. For external circulation in Case 5 and Case 6, two inlets and two outlets were designed on the walls of the cooling container. Case 5 used laminar flows for coolant circulations inside and outside of the heart. Effects of turbulent flow on cooling of the heart were studied in Case 6. In Case 7, an additional inlet was designed on the cooling container wall to create a jet impinging the hot region of the heart’s wall. Unsteady periodic inlet velocities were applied in Case 8 and Case 9. The average temperature of the heart in Case 5 was +5.0oC after 1500 s of cooling. Multi-objective constrained optimization was performed for Case 5. Inlet velocities for two internal and one external coolant circulations were the three design variables for optimization. Minimizing the average temperature of the heart, wall shear stress and total volumetric flow rates were the three objectives. The only constraint was to keep von Mises stress below the ultimate tensile stress of the heart’s tissue.

Unsupervised multi-label text classification using a world knowledge ontology

The development of text classification techniques has been largely promoted in the past decade due to the increasing availability and widespread use of digital documents. Usually, the performance of text classification relies on the quality of categories and the accuracy of classifiers learned from samples. When training samples are unavailable or categories are unqualified, text classification performance would be degraded. In this paper, we propose an unsupervised multi-label text classification method to classify documents using a large set of categories stored in a world ontology. The approach has been promisingly evaluated by compared with typical text classification methods, using a real-world document collection and based on the ground truth encoded by human experts.

Binary image steganographic techniques classification based on multi-class steganalysis

In this paper, we propose a new multi-class steganalysis for binary image. The proposed method can identify the type of steganographic technique used by examining on the given binary image. In addition, our proposed method is also capable of differentiating an image with hidden message from the one without hidden message. In order to do that, we will extract some features from the binary image. The feature extraction method used is a combination of the method extended from our previous work and some new methods proposed in this paper. Based on the extracted feature sets, we construct our multi-class steganalysis from the SVM classifier. We also present the empirical works to demonstrate that the proposed method can effectively identify five different types of steganography.

Multi-shot person re-identification via relational stein divergence

Person re-identification is particularly challenging due to significant appearance changes across separate camera views. In order to re-identify people, a representative human signature should effectively handle differences in illumination, pose and camera parameters. While general appearance-based methods are modelled in Euclidean spaces, it has been argued that some applications in image and video analysis are better modelled via non-Euclidean manifold geometry. To this end, recent approaches represent images as covariance matrices, and interpret such matrices as points on Riemannian manifolds. As direct classification on such manifolds can be difficult, in this paper we propose to represent each manifold point as a vector of similarities to class representers, via a recently introduced form of Bregman matrix divergence known as the Stein divergence. This is followed by using a discriminative mapping of similarity vectors for final classification. The use of similarity vectors is in contrast to the traditional approach of embedding manifolds into tangent spaces, which can suffer from representing the manifold structure inaccurately. Comparative evaluations on benchmark ETHZ and iLIDS datasets for the person re-identification task show that the proposed approach obtains better performance than recent techniques such as Histogram Plus Epitome, Partial Least Squares, and Symmetry-Driven Accumulation of Local Features.

Acoustic features for multi-level classification of Australian frogs

Over past few decades, frog species have been experiencing dramatic decline around the world. The reason for this decline includes habitat loss, invasive species, climate change and so on. To better know the status of frog species, classifying frogs has become increasingly important. In this study, acoustic features are investigated for multi-level classification of Australian frogs: family, genus and species, including three families, eleven genera and eighty five species which are collected from Queensland, Australia. For each frog species, six instances are selected from which ten acoustic features are calculated. Then, the multicollinearity between ten features are studied for selecting non-correlated features for subsequent analysis. A decision tree (DT) classifier is used to visually and explicitly determine which acoustic features are relatively important for classifying family, which for genus, and which for species. Finally, a weighted support vector machines (SVMs) classifier is used for the multi- level classification with three most important acoustic features respectively. Our experiment results indicate that using different acoustic feature sets can successfully classify frogs at different levels and the average classification accuracy can be up to 85.6%, 86.1% and 56.2% for family, genus and species respectively.

Using multi-label classification for acoustic pattern detection and assisting bird species surveys

Acoustics is a rich source of environmental information that can reflect the ecological dynamics. To deal with the escalating acoustic data, a variety of automated classification techniques have been used for acoustic patterns or scene recognition, including urban soundscapes such as streets and restaurants; and natural soundscapes such as raining and thundering. It is common to classify acoustic patterns under the assumption that a single type of soundscapes present in an audio clip. This assumption is reasonable for some carefully selected audios. However, only few experiments have been focused on classifying simultaneous acoustic patterns in long-duration recordings. This paper proposes a binary relevance based multi-label classification approach to recognise simultaneous acoustic patterns in one-minute audio clips. By utilising acoustic indices as global features and multilayer perceptron as a base classifier, we achieve good classification performance on in-the-field data. Compared with single-label classification, multi-label classification approach provides more detailed information about the distributions of various acoustic patterns in long-duration recordings. These results will merit further biodiversity investigations, such as bird species surveys.

Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out to be intractable. The key novelty is in employing Bernstein bounding schemes to relax the CCP as a convex second order cone program whose solution is guaranteed to satisfy the probabilistic constraint. Prior to this work, only the Chebyshev based relaxations were exploited in learning algorithms. Bernstein bounds employ richer partial information and hence can be far less conservative than Chebyshev bounds. Due to this efficient modeling of uncertainty, the resulting classifiers achieve higher classification margins and hence better generalization. Methodologies for classifying uncertain test data points and error measures for evaluating classifiers robust to uncertain data are discussed. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle data uncertainty and outperform state-of-the-art in many cases.

Multi-spectral satellite image classification using Glowworm Swarm Optimization

This paper investigates a new Glowworm Swarm Optimization (GSO) clustering algorithm for hierarchical splitting and merging of automatic multi-spectral satellite image classification (land cover mapping problem). Amongst the multiple benefits and uses of remote sensing, one of the most important has been its use in solving the problem of land cover mapping. Image classification forms the core of the solution to the land cover mapping problem. No single classifier can prove to classify all the basic land cover classes of an urban region in a satisfactory manner. In unsupervised classification methods, the automatic generation of clusters to classify a huge database is not exploited to their full potential. The proposed methodology searches for the best possible number of clusters and its center using Glowworm Swarm Optimization (GSO). Using these clusters, we classify by merging based on parametric method (k-means technique). The performance of the proposed unsupervised classification technique is evaluated for Landsat 7 thematic mapper image. Results are evaluated in terms of the classification efficiency - individual, average and overall.