Engineering Commons^™

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …

Intelligent Technology Of Command And Control System In The Rts Perspective, Wenfeng Wu, Zhang Yu, Rong Ming

Journal of System Simulation

Abstract: Real-Time Strategy (RTS) games have important reference value for studying the intelligent technology of command and control systems. The similarities between RTS games and the strategic battle level command and control systems are described according to the decision process. The challenges brought by the problems of planning, learning, uncertainty and space-time reasoning in the intelligent technology of RTS games are analyzed. The key technologies and latest research progress of action sequence planning, plan recognition, state assessment, multi-agent collaboration and multi-scale AI are studied. The trend of intelligent technology development of strategic and operational level command and control systems is …

Deep Learning: Edge-Cloud Data Analytics For Iot, Katarina Grolinger, Ananda M. Ghosh

Electrical and Computer Engineering Publications

Sensors, wearables, mobile and other Internet of Thing (IoT) devices are becoming increasingly integrated in all aspects of our lives. They are capable of collecting massive quantities of data that are typically transmitted to the cloud for processing. However, this results in increased network traffic and latencies. Edge computing has a potential to remedy these challenges by moving computation physically closer to the network edge where data are generated. However, edge computing does not have sufficient resources for complex data analytics tasks. Consequently, this paper investigates merging cloud and edge computing for IoT data analytics and presents a deep learning-based …

Dedicated Hardware For Machine/Deep Learning: Domain Specific Architectures, Angel Izael Solis

Open Access Theses & Dissertations

Artificial intelligence has come a very long way from being a mere spectacle on the silver screen in the 1920s [Hml18]. As artificial intelligence continues to evolve, and we begin to develop more sophisticated Artificial Neural Networks, the need for specialized and more efficient machines (less computational strain while maintaining the same performance results) becomes increasingly evident. Though these “new” techniques, such as Multilayer Perceptron’s, Convolutional Neural Networks and Recurrent Neural Networks, may seem as if they are on the cutting edge of technology, many of these ideas are over 60 years old! However, many of these earlier models, at …

Deep Neural Network Learning-Based Classifier Design For Big-Data Analytics, Krishnan Raghavan

Doctoral Dissertations

"In this digital age, big-data sets are commonly found in the field of healthcare, manufacturing and others where sustainable analysis is necessary to create useful information. Big-data sets are often characterized by high-dimensionality and massive sample size. High dimensionality refers to the presence of unwanted dimensions in the data where challenges such as noise, spurious correlation and incidental endogeneity are observed. Massive sample size, on the other hand, introduces the problem of heterogeneity because complex and unstructured data types must analyzed. To mitigate the impact of these challenges while considering the application of classification, a two step analysis approach is …

Efficient Detection Of Diseases By Feature Engineering Approach From Chest Radiograph, Avishek Mukherjee

Legacy Theses & Dissertations (2009 - 2024)

Deep Learning is the new state-of-the-art technology in Image Processing. We applied Deep Learning techniques for identification of diseases from Radiographs made publicly available by NIH. We applied some Feature Engineering approach to augment the data from Anterior-Posterior position to Posterior-Anterior position and vice-versa for all the diseases, at the same point we suppressed ‘No Finding’ radiographs which contributed to more than 50% (approximately 60,000) of the dataset to top 1000 images. We also prepared a model by adding a huge amount of noise to the augmented data, which if need be can be deployed at rural locations which lack …

Emotion Forecasting In Dyadic Conversation : Characterizing And Predicting Future Emotion With Audio-Visual Information Using Deep Learning, Sadat Shahriar

Legacy Theses & Dissertations (2009 - 2024)

Emotion forecasting is the task of predicting the future emotion of a speaker, i.e., the emotion label of the future speaking turn–based on the speaker’s past and current audio-visual cues. Emotion forecasting systems require new problem formulations that differ from traditional emotion recognition systems. In this thesis, we first explore two types of forecasting windows(i.e., analysis windows for which the speaker’s emotion is being forecasted): utterance forecasting and time forecasting. Utterance forecasting is based on speaking turns and forecasts what the speaker’s emotion will be after one, two, or three speaking turns. Time forecasting forecasts what the speaker’s emotion will …

Knowledge Graph Reasoning Over Unseen Rdf Data, Bhargavacharan Reddy Kaithi

Browse all Theses and Dissertations

In recent years, the research in deep learning and knowledge engineering has made a wide impact on the data and knowledge representations. The research in knowledge engineering has frequently focused on modeling the high level human cognitive abilities, such as reasoning, making inferences, and validation. Semantic Web Technologies and Deep Learning have an interest in creating intelligent artifacts. Deep learning is a set of machine learning algorithms that attempt to model data representations through many layers of non-linear transformations. Deep learning is in- creasingly employed to analyze various knowledge representations mentioned in Semantic Web and provides better results for Semantic …

A Multi-Task Approach To Incremental Dialogue State Tracking, Anh Duong Trinh, Robert J. Ross, John D. Kelleher

Conference papers

Incrementality is a fundamental feature of language in real world use. To this point, however, the vast majority of work in automated dialogue processing has focused on language as turn based. In this paper we explore the challenge of incremental dialogue state tracking through the development and analysis of a multi-task approach to incremental dialogue state tracking. We present the design of our incremental dialogue state tracker in detail and provide evaluation against the well known Dialogue State Tracking Challenge 2 (DSTC2) dataset. In addition to a standard evaluation of the tracker, we also provide an analysis of the Incrementality …

Investigating Dataset Distinctiveness, Andrew Ulmer, Kent W. Gauen, Yung-Hsiang Lu, Zohar R. Kapach, Daniel P. Merrick

The Summer Undergraduate Research Fellowship (SURF) Symposium

Just as a human might struggle to interpret another human’s handwriting, a computer vision program might fail when asked to perform one task in two different domains. To be more specific, visualize a self-driving car as a human driver who had only ever driven on clear, sunny days, during daylight hours. This driver – the self-driving car – would inevitably face a significant challenge when asked to drive when it is violently raining or foggy during the night, putting the safety of its passengers in danger. An extensive understanding of the data we use to teach computer vision models – …

Deep Neural Network Architectures For Modulation Classification Using Principal Component Analysis, Sharan Ramjee, Shengtai Ju, Diyu Yang, Aly El Gamal

The Summer Undergraduate Research Fellowship (SURF) Symposium

In this work, we investigate the application of Principal Component Analysis to the task of wireless signal modulation recognition using deep neural network architectures. Sampling signals at the Nyquist rate, which is often very high, requires a large amount of energy and space to collect and store the samples. Moreover, the time taken to train neural networks for the task of modulation classification is large due to the large number of samples. These problems can be drastically reduced using Principal Component Analysis, which is a technique that allows us to reduce the dimensionality or number of features of the samples …

Worker Activity Recognition In Smart Manufacturing Using Imu And Semg Signals With Convolutional Neural Networks, Wenjin Tao, Ze-Hao Lai, Ming-Chuan Leu, Zhaozheng Yin

Mechanical and Aerospace Engineering Faculty Research & Creative Works

In a smart manufacturing system involving workers, recognition of the worker's activity can be used for quantification and evaluation of the worker's performance, as well as to provide onsite instructions with augmented reality. In this paper, we propose a method for activity recognition using Inertial Measurement Unit (IMU) and surface electromyography (sEMG) signals obtained from a Myo armband. The raw 10-channel IMU signals are stacked to form a signal image. This image is transformed into an activity image by applying Discrete Fourier Transformation (DFT) and then fed into a Convolutional Neural Network (CNN) for feature extraction, resulting in a high-level …

Data-Driven Modeling For Decision Support Systems And Treatment Management In Personalized Healthcare, Milad Zafar Nezhad

Wayne State University Dissertations

Massive amount of electronic medical records (EMRs) accumulating from patients and populations motivates clinicians and data scientists to collaborate for the advanced analytics to create knowledge that is essential to address the extensive personalized insights needed for patients, clinicians, providers, scientists, and health policy makers. Learning from large and complicated data is using extensively in marketing and commercial enterprises to generate personalized recommendations. Recently the medical research community focuses to take the benefits of big data analytic approaches and moves to personalized (precision) medicine. So, it is a significant period in healthcare and medicine for transferring to a new paradigm. …

Graph-Based Latent Embedding, Annotation And Representation Learning In Neural Networks For Semi-Supervised And Unsupervised Settings, Ismail Ozsel Kilinc

USF Tampa Graduate Theses and Dissertations

Machine learning has been immensely successful in supervised learning with outstanding examples in major industrial applications such as voice and image recognition. Following these developments, the most recent research has now begun to focus primarily on algorithms which can exploit very large sets of unlabeled examples to reduce the amount of manually labeled data required for existing models to perform well. In this dissertation, we propose graph-based latent embedding/annotation/representation learning techniques in neural networks tailored for semi-supervised and unsupervised learning problems. Specifically, we propose a novel regularization technique called Graph-based Activity Regularization (GAR) and a novel output layer modification called …

Explorations Into Machine Learning Techniques For Precipitation Nowcasting, Aditya Nagarajan

Masters Theses

Recent advances in cloud-based big-data technologies now makes data driven solutions feasible for increasing numbers of scientific computing applications. One such data driven solution approach is machine learning where patterns in large data sets are brought to the surface by finding complex mathematical relationships within the data. Nowcasting or short-term prediction of rainfall in a given region is an important problem in meteorology. In this thesis we explore the nowcasting problem through a data driven approach by formulating it as a machine learning problem.

State-of-the-art nowcasting systems today are based on numerical models which describe the physical processes leading to …

Deep Neural Networks With Confidence Sampling For Electrical Anomaly Detection, Norman L. Tasfi, Wilson A. Higashino, Katarina Grolinger, Miriam A. M. Capretz

Electrical and Computer Engineering Publications

The increase in electrical metering has created tremendous quantities of data and, as a result, possibilities for deep insights into energy usage, better energy management, and new ways of energy conservation. As buildings are responsible for a significant portion of overall energy consumption, conservation efforts targeting buildings can provide tremendous effect on energy savings. Building energy monitoring enables identification of anomalous or unexpected behaviors which, when corrected, can lead to energy savings. Although the available data is large, the limited availability of labels makes anomaly detection difficult. This research proposes a deep semi-supervised convolutional neural network with confidence sampling for …

Deep Learning Approach For Intrusion Detection System (Ids) In The Internet Of Things (Iot) Network Using Gated Recurrent Neural Networks (Gru), Manoj Kumar Putchala

Browse all Theses and Dissertations

The Internet of Things (IoT) is a complex paradigm where billions of devices are connected to a network. These connected devices form an intelligent system of systems that share the data without human-to-computer or human-to-human interaction. These systems extract meaningful data that can transform human lives, businesses, and the world in significant ways. However, the reality of IoT is prone to countless cyber-attacks in the extremely hostile environment like the internet. The recent hack of 2014 Jeep Cherokee, iStan pacemaker, and a German steel plant are a few notable security breaches. To secure an IoT system, the traditional high-end security …

Investigating The Impact Of Unsupervised Feature-Extraction From Multi-Wavelength Image Data For Photometric Classification Of Stars, Galaxies And Qsos, Annika Lindh

Conference papers

Accurate classification of astronomical objects currently relies on spectroscopic data. Acquiring this data is time-consuming and expensive compared to photometric data. Hence, improving the accuracy of photometric classification could lead to far better coverage and faster classification pipelines. This paper investigates the benefit of using unsupervised feature-extraction from multi-wavelength image data for photometric classification of stars, galaxies and QSOs. An unsupervised Deep Belief Network is used, giving the model a higher level of interpretability thanks to its generative nature and layer-wise training. A Random Forest classifier is used to measure the contribution of the novel features compared to a set …

Investigating The Impact Of Unsupervised Feature-Extraction From Multi-Wavelength Image Data For Photometric Classification Of Stars, Galaxies And Qsos, Annika Lindh

Dissertations

This thesis reviews the current state of photometric classification in Astronomy and identifies two main gaps: a dependence on handcrafted rules, and a lack of interpretability in the more successful classifiers. To address this, Deep Learning and Computer Vision were used to create a more interpretable model, using unsupervised training to reduce human bias.

The main contribution is the investigation into the impact of using unsupervised feature-extraction from multi-wavelength image data for the classification task. The feature-extraction is achieved by implementing an unsupervised Deep Belief Network to extract lower-dimensionality features from the multi-wavelength image data captured by the Sloan Digital …

Visualization Of Deep Convolutional Neural Networks, Dingwen Li

McKelvey School of Engineering Theses & Dissertations

Deep learning has achieved great accuracy in large scale image classification and scene recognition tasks, especially after the Convolutional Neural Network (CNN) model was introduced. Although a CNN often demonstrates very good classification results, it is usually unclear how or why a classification result is achieved. The objective of this thesis is to explore several existing visualization approaches which offer intuitive visual results. The thesis focuses on three visualization approaches: (1) image masking which highlights the region of image with high influence on the classification, (2) Taylor decomposition back-propagation which generates a per pixel heat map that describes each pixel's …