Impact of traditional and embedded image denoising on CNN-based deep learning
- Kaur, Roopdeep, Karmakar, Gour, Imran, Muhammad
- Authors: Kaur, Roopdeep , Karmakar, Gour , Imran, Muhammad
- Date: 2023
- Type: Text , Journal article
- Relation: Applied sciences Vol. 13, no. 20 (2023), p.
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- Description: In digital image processing, filtering noise is an important step for reconstructing a high-quality image for further processing such as object segmentation, object detection, and object recognition. Various image-denoising approaches, including median, Gaussian, and bilateral filters, are available in the literature. Since convolutional neural networks (CNN) are able to directly learn complex patterns and features from data, they have become a popular choice for image-denoising tasks. As a result of their ability to learn and adapt to various denoising scenarios, CNNs are powerful tools for image denoising. Some deep learning techniques such as CNN incorporate denoising strategies directly into the CNN model layers. A primary limitation of these methods is their necessity to resize images to a consistent size. This resizing can result in a loss of vital image details, which might compromise CNN’s effectiveness. Because of this issue, we utilize a traditional denoising method as a preliminary step for noise reduction before applying CNN. To our knowledge, a comparative performance study of CNN using traditional and embedded denoising against a baseline approach (without denoising) is yet to be performed. To analyze the impact of denoising on the CNN performance, in this paper, firstly, we filter the noise from the images using traditional means of denoising method before their use in the CNN model. Secondly, we embed a denoising layer in the CNN model. To validate the performance of image denoising, we performed extensive experiments for both traffic sign and object recognition datasets. To decide whether denoising will be adopted and to decide on the type of filter to be used, we also present an approach exploiting the peak-signal-to-noise-ratio (PSNRs) distribution of images. Both CNN accuracy and PSNRs distribution are used to evaluate the effectiveness of the denoising approaches. As expected, the results vary with the type of filter, impact, and dataset used in both traditional and embedded denoising approaches. However, traditional denoising shows better accuracy, while embedded denoising shows lower computational time for most of the cases. Overall, this comparative study gives insights into whether denoising will be adopted in various CNN-based image analyses, including autonomous driving, animal detection, and facial recognition.
- Authors: Kaur, Roopdeep , Karmakar, Gour , Imran, Muhammad
- Date: 2023
- Type: Text , Journal article
- Relation: Applied sciences Vol. 13, no. 20 (2023), p.
- Full Text:
- Reviewed:
- Description: In digital image processing, filtering noise is an important step for reconstructing a high-quality image for further processing such as object segmentation, object detection, and object recognition. Various image-denoising approaches, including median, Gaussian, and bilateral filters, are available in the literature. Since convolutional neural networks (CNN) are able to directly learn complex patterns and features from data, they have become a popular choice for image-denoising tasks. As a result of their ability to learn and adapt to various denoising scenarios, CNNs are powerful tools for image denoising. Some deep learning techniques such as CNN incorporate denoising strategies directly into the CNN model layers. A primary limitation of these methods is their necessity to resize images to a consistent size. This resizing can result in a loss of vital image details, which might compromise CNN’s effectiveness. Because of this issue, we utilize a traditional denoising method as a preliminary step for noise reduction before applying CNN. To our knowledge, a comparative performance study of CNN using traditional and embedded denoising against a baseline approach (without denoising) is yet to be performed. To analyze the impact of denoising on the CNN performance, in this paper, firstly, we filter the noise from the images using traditional means of denoising method before their use in the CNN model. Secondly, we embed a denoising layer in the CNN model. To validate the performance of image denoising, we performed extensive experiments for both traffic sign and object recognition datasets. To decide whether denoising will be adopted and to decide on the type of filter to be used, we also present an approach exploiting the peak-signal-to-noise-ratio (PSNRs) distribution of images. Both CNN accuracy and PSNRs distribution are used to evaluate the effectiveness of the denoising approaches. As expected, the results vary with the type of filter, impact, and dataset used in both traditional and embedded denoising approaches. However, traditional denoising shows better accuracy, while embedded denoising shows lower computational time for most of the cases. Overall, this comparative study gives insights into whether denoising will be adopted in various CNN-based image analyses, including autonomous driving, animal detection, and facial recognition.
Nonsmooth optimization-based hyperparameter-free neural networks for large-scale regression
- Karmitsa, Napsu, Taheri, Sona, Joki, Kaisa, Paasivirta, Pauliina, Defterdarovic, J., Bagirov, Adil, Mäkelä, Marko
- Authors: Karmitsa, Napsu , Taheri, Sona , Joki, Kaisa , Paasivirta, Pauliina , Defterdarovic, J. , Bagirov, Adil , Mäkelä, Marko
- Date: 2023
- Type: Text , Journal article
- Relation: Algorithms Vol. 16, no. 9 (2023), p.
- Relation: http://purl.org/au-research/grants/arc/DP190100580
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- Description: In this paper, a new nonsmooth optimization-based algorithm for solving large-scale regression problems is introduced. The regression problem is modeled as fully-connected feedforward neural networks with one hidden layer, piecewise linear activation, and the (Formula presented.) -loss functions. A modified version of the limited memory bundle method is applied to minimize this nonsmooth objective. In addition, a novel constructive approach for automated determination of the proper number of hidden nodes is developed. Finally, large real-world data sets are used to evaluate the proposed algorithm and to compare it with some state-of-the-art neural network algorithms for regression. The results demonstrate the superiority of the proposed algorithm as a predictive tool in most data sets used in numerical experiments. © 2023 by the authors.
- Authors: Karmitsa, Napsu , Taheri, Sona , Joki, Kaisa , Paasivirta, Pauliina , Defterdarovic, J. , Bagirov, Adil , Mäkelä, Marko
- Date: 2023
- Type: Text , Journal article
- Relation: Algorithms Vol. 16, no. 9 (2023), p.
- Relation: http://purl.org/au-research/grants/arc/DP190100580
- Full Text:
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- Description: In this paper, a new nonsmooth optimization-based algorithm for solving large-scale regression problems is introduced. The regression problem is modeled as fully-connected feedforward neural networks with one hidden layer, piecewise linear activation, and the (Formula presented.) -loss functions. A modified version of the limited memory bundle method is applied to minimize this nonsmooth objective. In addition, a novel constructive approach for automated determination of the proper number of hidden nodes is developed. Finally, large real-world data sets are used to evaluate the proposed algorithm and to compare it with some state-of-the-art neural network algorithms for regression. The results demonstrate the superiority of the proposed algorithm as a predictive tool in most data sets used in numerical experiments. © 2023 by the authors.
Obfuscated memory malware detection in resource-constrained iot devices for smart city applications
- Shafin, Sakib, Karmakar, Gour, Mareels, Iven
- Authors: Shafin, Sakib , Karmakar, Gour , Mareels, Iven
- Date: 2023
- Type: Text , Journal article
- Relation: Sensors Vol. 23, no. 11 (2023), p. 5348
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- Description: Obfuscated Memory Malware (OMM) presents significant threats to interconnected systems, including smart city applications, for its ability to evade detection through concealment tactics. Existing OMM detection methods primarily focus on binary detection. Their multiclass versions consider a few families only and, thereby, fail to detect much existing and emerging malware. Moreover, their large memory size makes them unsuitable to be executed in resource-constrained embedded/IoT devices. To address this problem, in this paper, we propose a multiclass but lightweight malware detection method capable of identifying recent malware and is suitable to execute in embedded devices. For this, the method considers a hybrid model by combining the feature-learning capabilities of convolutional neural networks with the temporal modeling advantage of bidirectional long short-term memory. The proposed architecture exhibits compact size and fast processing speed, making it suitable for deployment in IoT devices that constitute the major components of smart city systems. Extensive experiments with the recent CIC-Malmem-2022 OMM dataset demonstrate that our method outperforms other machine learning-based models proposed in the literature in both detecting OMM and identifying specific attack types. Our proposed method thus offers a robust yet compact model executable in IoT devices for defending against obfuscated malware.
- Authors: Shafin, Sakib , Karmakar, Gour , Mareels, Iven
- Date: 2023
- Type: Text , Journal article
- Relation: Sensors Vol. 23, no. 11 (2023), p. 5348
- Full Text:
- Reviewed:
- Description: Obfuscated Memory Malware (OMM) presents significant threats to interconnected systems, including smart city applications, for its ability to evade detection through concealment tactics. Existing OMM detection methods primarily focus on binary detection. Their multiclass versions consider a few families only and, thereby, fail to detect much existing and emerging malware. Moreover, their large memory size makes them unsuitable to be executed in resource-constrained embedded/IoT devices. To address this problem, in this paper, we propose a multiclass but lightweight malware detection method capable of identifying recent malware and is suitable to execute in embedded devices. For this, the method considers a hybrid model by combining the feature-learning capabilities of convolutional neural networks with the temporal modeling advantage of bidirectional long short-term memory. The proposed architecture exhibits compact size and fast processing speed, making it suitable for deployment in IoT devices that constitute the major components of smart city systems. Extensive experiments with the recent CIC-Malmem-2022 OMM dataset demonstrate that our method outperforms other machine learning-based models proposed in the literature in both detecting OMM and identifying specific attack types. Our proposed method thus offers a robust yet compact model executable in IoT devices for defending against obfuscated malware.
Predicting mental health problems with personality, behavior, and social networks
- Zhang, Dongyu, Guo, Teng, Han, Shiyu, Vahabli, Sadaf, Naseriparsa, Mehdi, Xia, Feng
- Authors: Zhang, Dongyu , Guo, Teng , Han, Shiyu , Vahabli, Sadaf , Naseriparsa, Mehdi , Xia, Feng
- Date: 2021
- Type: Text , Conference paper
- Relation: 2021 IEEE International Conference on Big Data, Big Data 2021, virtual online, 15-18 December 2021, Proceedings - 2021 IEEE International Conference on Big Data, Big Data 2021 p. 4537-4546
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- Description: Mental health is an integral part of human health and well-being. Unhealthy mentality leads to serious consequences such as self-mutilation and suicide, especially for college students. While the literature focused on analysing the relationship between mental health and a single factor such as personality or behavior, accurate prediction is yet to be achieved due to the lack of cross-dimensional analysis and multi-dimensional joint prediction. To this end, this work proposes leveraging multiple factors from three crucial dimensions of mental health: behaviors, personality, and social networks. We recruited 490 college students, and collected their behavioral records from smart cards. In addition, we extracted their psychological traits from questionnaires, and social networks by conducting the survey on the nominating community members. We created a neural network-based model to integrate behavioral, psychological, and social network factors to predict mental health problems. The experimental results verify the efficacy of the proposed model, and demonstrate that the classification model of various factors effectively predicts the students' mental issues. © 2021 IEEE.
- Authors: Zhang, Dongyu , Guo, Teng , Han, Shiyu , Vahabli, Sadaf , Naseriparsa, Mehdi , Xia, Feng
- Date: 2021
- Type: Text , Conference paper
- Relation: 2021 IEEE International Conference on Big Data, Big Data 2021, virtual online, 15-18 December 2021, Proceedings - 2021 IEEE International Conference on Big Data, Big Data 2021 p. 4537-4546
- Full Text:
- Reviewed:
- Description: Mental health is an integral part of human health and well-being. Unhealthy mentality leads to serious consequences such as self-mutilation and suicide, especially for college students. While the literature focused on analysing the relationship between mental health and a single factor such as personality or behavior, accurate prediction is yet to be achieved due to the lack of cross-dimensional analysis and multi-dimensional joint prediction. To this end, this work proposes leveraging multiple factors from three crucial dimensions of mental health: behaviors, personality, and social networks. We recruited 490 college students, and collected their behavioral records from smart cards. In addition, we extracted their psychological traits from questionnaires, and social networks by conducting the survey on the nominating community members. We created a neural network-based model to integrate behavioral, psychological, and social network factors to predict mental health problems. The experimental results verify the efficacy of the proposed model, and demonstrate that the classification model of various factors effectively predicts the students' mental issues. © 2021 IEEE.
Solving ESL sentence completion questions via pre-trained neural language models
- Liu, Qiongqiong, Liu, Tianqiao, Zhao, Jiafu, Fang, Qiang, Ding, Wenbiao, Wu, Zhongqin, Xia, Feng, Tang, Jiliang, Liu, Zitao
- Authors: Liu, Qiongqiong , Liu, Tianqiao , Zhao, Jiafu , Fang, Qiang , Ding, Wenbiao , Wu, Zhongqin , Xia, Feng , Tang, Jiliang , Liu, Zitao
- Date: 2021
- Type: Text , Conference paper
- Relation: 22nd International Conference on Artificial Intelligence in Education, AIED 2021, Virtual, Online, 14-18 June 2021, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) Vol. 12749 LNAI, p. 256-261
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- Description: Sentence completion (SC) questions present a sentence with one or more blanks that need to be filled in, three to five possible words or phrases as options. SC questions are widely used for students learning English as a Second Language (ESL) and building computational approaches to automatically solve such questions is beneficial to language learners. In this work, we propose a neural framework to solve SC questions in English examinations by utilizing pre-trained language models. We conduct extensive experiments on a real-world K-12 ESL SC question dataset and the results demonstrate the superiority of our model in terms of prediction accuracy. Furthermore, we run precision-recall tradeoff analysis to discuss the practical issues when deploying it in real-life scenarios. To encourage reproducible results, we make our code publicly available at https://github.com/AIED2021/ESL-SentenceCompletion. © Springer Nature Switzerland AG 2021.
- Authors: Liu, Qiongqiong , Liu, Tianqiao , Zhao, Jiafu , Fang, Qiang , Ding, Wenbiao , Wu, Zhongqin , Xia, Feng , Tang, Jiliang , Liu, Zitao
- Date: 2021
- Type: Text , Conference paper
- Relation: 22nd International Conference on Artificial Intelligence in Education, AIED 2021, Virtual, Online, 14-18 June 2021, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) Vol. 12749 LNAI, p. 256-261
- Full Text:
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- Description: Sentence completion (SC) questions present a sentence with one or more blanks that need to be filled in, three to five possible words or phrases as options. SC questions are widely used for students learning English as a Second Language (ESL) and building computational approaches to automatically solve such questions is beneficial to language learners. In this work, we propose a neural framework to solve SC questions in English examinations by utilizing pre-trained language models. We conduct extensive experiments on a real-world K-12 ESL SC question dataset and the results demonstrate the superiority of our model in terms of prediction accuracy. Furthermore, we run precision-recall tradeoff analysis to discuss the practical issues when deploying it in real-life scenarios. To encourage reproducible results, we make our code publicly available at https://github.com/AIED2021/ESL-SentenceCompletion. © Springer Nature Switzerland AG 2021.
A feature agnostic approach for glaucoma detection in OCT volumes
- Maetschke, Stefan, Antony, Bhavna, Ishikawa, Hiroshi, Wollstein, Gadi, Schuman, Joel, Garnavi, Rahil
- Authors: Maetschke, Stefan , Antony, Bhavna , Ishikawa, Hiroshi , Wollstein, Gadi , Schuman, Joel , Garnavi, Rahil
- Date: 2019
- Type: Text , Journal article
- Relation: PLoS One Vol. 14, no. 7 (2019), p. e0219126
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- Description: Optical coherence tomography (OCT) based measurements of retinal layer thickness, such as the retinal nerve fibre layer (RNFL) and the ganglion cell with inner plexiform layer (GCIPL) are commonly employed for the diagnosis and monitoring of glaucoma. Previously, machine learning techniques have relied on segmentation-based imaging features such as the peripapillary RNFL thickness and the cup-to-disc ratio. Here, we propose a deep learning technique that classifies eyes as healthy or glaucomatous directly from raw, unsegmented OCT volumes of the optic nerve head (ONH) using a 3D Convolutional Neural Network (CNN). We compared the accuracy of this technique with various feature-based machine learning algorithms and demonstrated the superiority of the proposed deep learning based method. Logistic regression was found to be the best performing classical machine learning technique with an AUC of 0.89. In direct comparison, the deep learning approach achieved a substantially higher AUC of 0.94 with the additional advantage of providing insight into which regions of an OCT volume are important for glaucoma detection. Computing Class Activation Maps (CAM), we found that the CNN identified neuroretinal rim and optic disc cupping as well as the lamina cribrosa (LC) and its surrounding areas as the regions significantly associated with the glaucoma classification. These regions anatomically correspond to the well established and commonly used clinical markers for glaucoma diagnosis such as increased cup volume, cup diameter, and neuroretinal rim thinning at the superior and inferior segments.
- Authors: Maetschke, Stefan , Antony, Bhavna , Ishikawa, Hiroshi , Wollstein, Gadi , Schuman, Joel , Garnavi, Rahil
- Date: 2019
- Type: Text , Journal article
- Relation: PLoS One Vol. 14, no. 7 (2019), p. e0219126
- Full Text:
- Reviewed:
- Description: Optical coherence tomography (OCT) based measurements of retinal layer thickness, such as the retinal nerve fibre layer (RNFL) and the ganglion cell with inner plexiform layer (GCIPL) are commonly employed for the diagnosis and monitoring of glaucoma. Previously, machine learning techniques have relied on segmentation-based imaging features such as the peripapillary RNFL thickness and the cup-to-disc ratio. Here, we propose a deep learning technique that classifies eyes as healthy or glaucomatous directly from raw, unsegmented OCT volumes of the optic nerve head (ONH) using a 3D Convolutional Neural Network (CNN). We compared the accuracy of this technique with various feature-based machine learning algorithms and demonstrated the superiority of the proposed deep learning based method. Logistic regression was found to be the best performing classical machine learning technique with an AUC of 0.89. In direct comparison, the deep learning approach achieved a substantially higher AUC of 0.94 with the additional advantage of providing insight into which regions of an OCT volume are important for glaucoma detection. Computing Class Activation Maps (CAM), we found that the CNN identified neuroretinal rim and optic disc cupping as well as the lamina cribrosa (LC) and its surrounding areas as the regions significantly associated with the glaucoma classification. These regions anatomically correspond to the well established and commonly used clinical markers for glaucoma diagnosis such as increased cup volume, cup diameter, and neuroretinal rim thinning at the superior and inferior segments.
Prediction of drillability of rocks with strength properties using a hybrid GA-ANN technique
- Khandelwal, Manoj, Armaghani, Danial
- Authors: Khandelwal, Manoj , Armaghani, Danial
- Date: 2016
- Type: Text , Journal article
- Relation: Geotechnical and Geological Engineering Vol. 34, no. 2 (2016), p. 605-620
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- Description: The purpose of this paper is to provide a proper, practical and convenient drilling rate index (DRI) prediction model based on rock material properties. In order to obtain this purpose, 47 DRI tests were used. In addition, the relevant strength properties i.e. uniaxial compressive strength and Brazilian tensile strength were also used and selected as input parameters to predict DRI. Examined simple regression analysis showed that the relationships between the DRI and predictors are statistically meaningful but not good enough for DRI estimation in practice. Moreover, multiple regression, artificial neural network (ANN) and hybrid genetic algorithm (GA)-ANN models were constructed to estimate DRI. Several performance indices i.e. coefficient of determination (R2), root mean square error and variance account for were used for evaluation of performance prediction the proposed methods. Based on these results and the use of simple ranking procedure, the best models were chosen. It was found that the hybrid GA-ANN technique can performed better in predicting DRI compared to other developed models. This is because of the fact that the proposed hybrid model can update the biases and weights of the network connection to train by ANN.
- Description: The purpose of this paper is to provide a proper, practical and convenient drilling rate index (DRI) prediction model based on rock material properties. In order to obtain this purpose, 47 DRI tests were used. In addition, the relevant strength properties i.e. uniaxial compressive strength and Brazilian tensile strength were also used and selected as input parameters to predict DRI. Examined simple regression analysis showed that the relationships between the DRI and predictors are statistically meaningful but not good enough for DRI estimation in practice. Moreover, multiple regression, artificial neural network (ANN) and hybrid genetic algorithm (GA)-ANN models were constructed to estimate DRI. Several performance indices i.e. coefficient of determination (R2), root mean square error and variance account for were used for evaluation of performance prediction the proposed methods. Based on these results and the use of simple ranking procedure, the best models were chosen. It was found that the hybrid GA-ANN technique can performed better in predicting DRI compared to other developed models. This is because of the fact that the proposed hybrid model can update the biases and weights of the network connection to train by ANN. © 2015 Springer International Publishing Switzerland
- Authors: Khandelwal, Manoj , Armaghani, Danial
- Date: 2016
- Type: Text , Journal article
- Relation: Geotechnical and Geological Engineering Vol. 34, no. 2 (2016), p. 605-620
- Full Text:
- Reviewed:
- Description: The purpose of this paper is to provide a proper, practical and convenient drilling rate index (DRI) prediction model based on rock material properties. In order to obtain this purpose, 47 DRI tests were used. In addition, the relevant strength properties i.e. uniaxial compressive strength and Brazilian tensile strength were also used and selected as input parameters to predict DRI. Examined simple regression analysis showed that the relationships between the DRI and predictors are statistically meaningful but not good enough for DRI estimation in practice. Moreover, multiple regression, artificial neural network (ANN) and hybrid genetic algorithm (GA)-ANN models were constructed to estimate DRI. Several performance indices i.e. coefficient of determination (R2), root mean square error and variance account for were used for evaluation of performance prediction the proposed methods. Based on these results and the use of simple ranking procedure, the best models were chosen. It was found that the hybrid GA-ANN technique can performed better in predicting DRI compared to other developed models. This is because of the fact that the proposed hybrid model can update the biases and weights of the network connection to train by ANN.
- Description: The purpose of this paper is to provide a proper, practical and convenient drilling rate index (DRI) prediction model based on rock material properties. In order to obtain this purpose, 47 DRI tests were used. In addition, the relevant strength properties i.e. uniaxial compressive strength and Brazilian tensile strength were also used and selected as input parameters to predict DRI. Examined simple regression analysis showed that the relationships between the DRI and predictors are statistically meaningful but not good enough for DRI estimation in practice. Moreover, multiple regression, artificial neural network (ANN) and hybrid genetic algorithm (GA)-ANN models were constructed to estimate DRI. Several performance indices i.e. coefficient of determination (R2), root mean square error and variance account for were used for evaluation of performance prediction the proposed methods. Based on these results and the use of simple ranking procedure, the best models were chosen. It was found that the hybrid GA-ANN technique can performed better in predicting DRI compared to other developed models. This is because of the fact that the proposed hybrid model can update the biases and weights of the network connection to train by ANN. © 2015 Springer International Publishing Switzerland
Feasibility of ANFIS model for prediction of ground vibrations resulting from quarry blasting
- Armaghani, Danial, Momeni, Ehsan, Abad, Seyed, Khandelwal, Manoj
- Authors: Armaghani, Danial , Momeni, Ehsan , Abad, Seyed , Khandelwal, Manoj
- Date: 2015
- Type: Text , Journal article
- Relation: Environmental Earth Sciences Vol. 74, no. 4 (2015), p. 2845-2860
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- Description: One of the most significant environmental issues of blasting operations is ground vibration, which can cause damage to the surrounding residents and structures. Hence, it is a major concern to predict and subsequently control the ground vibration due to blasting. This paper presents two artificial intelligence techniques, namely, adaptive neuro-fuzzy inference system (ANFIS) and artificial neural network for the prediction of ground vibration in quarry blasting site. For this purpose, blasting parameters as well as ground vibrations of 109 blasting operations were measured in ISB granite quarry, Johor, Malaysia. Moreover, an empirical equation was also proposed based on the measured data. Several AI-based models were trained and tested using the measured data to determine the optimum models. Each model involved two inputs (maximum charge per delay and distance from the blast-face) and one output (ground vibration). To control capacity performances of the predictive models, the values of root mean squared error (RMSE), value account for (VAF), and coefficient of determination (R2) were computed for each model. It was found that the ANFIS model can provide better performance capacity in predicting ground vibration in comparison with other predictive techniques. The values of 0.973, 0.987 and 97.345 for R2, RMSE and VAF, respectively, reveal that the ANFIS model is capable to predict ground vibration with high degree of accuracy. © 2015, Springer-Verlag Berlin Heidelberg.
- Authors: Armaghani, Danial , Momeni, Ehsan , Abad, Seyed , Khandelwal, Manoj
- Date: 2015
- Type: Text , Journal article
- Relation: Environmental Earth Sciences Vol. 74, no. 4 (2015), p. 2845-2860
- Full Text:
- Reviewed:
- Description: One of the most significant environmental issues of blasting operations is ground vibration, which can cause damage to the surrounding residents and structures. Hence, it is a major concern to predict and subsequently control the ground vibration due to blasting. This paper presents two artificial intelligence techniques, namely, adaptive neuro-fuzzy inference system (ANFIS) and artificial neural network for the prediction of ground vibration in quarry blasting site. For this purpose, blasting parameters as well as ground vibrations of 109 blasting operations were measured in ISB granite quarry, Johor, Malaysia. Moreover, an empirical equation was also proposed based on the measured data. Several AI-based models were trained and tested using the measured data to determine the optimum models. Each model involved two inputs (maximum charge per delay and distance from the blast-face) and one output (ground vibration). To control capacity performances of the predictive models, the values of root mean squared error (RMSE), value account for (VAF), and coefficient of determination (R2) were computed for each model. It was found that the ANFIS model can provide better performance capacity in predicting ground vibration in comparison with other predictive techniques. The values of 0.973, 0.987 and 97.345 for R2, RMSE and VAF, respectively, reveal that the ANFIS model is capable to predict ground vibration with high degree of accuracy. © 2015, Springer-Verlag Berlin Heidelberg.
Colour image annotation using hybrid intelligent techniques for image retrieval
- Kulkarni, Siddhivinayak, Kulkarni, Pradnya
- Authors: Kulkarni, Siddhivinayak , Kulkarni, Pradnya
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: This paper presents a novel technique for colour image annotation based on neural networks and fuzzy logic. Neural network is proposed for classifying the images based on their contents and fuzzy logic is proposed for interpreting the content of an image in terms of natural language. One of the main aspects of this research is to avoid re-training of the neural networks by training the content of the image. Neural network is not trained on database of images; therefore image can be added or deleted from image database without affecting the training. The proposed hybrid technique is tested on real world colour image dataset and promising results are obtained. © 2012 IEEE.
- Description: 2003010700
- Authors: Kulkarni, Siddhivinayak , Kulkarni, Pradnya
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: This paper presents a novel technique for colour image annotation based on neural networks and fuzzy logic. Neural network is proposed for classifying the images based on their contents and fuzzy logic is proposed for interpreting the content of an image in terms of natural language. One of the main aspects of this research is to avoid re-training of the neural networks by training the content of the image. Neural network is not trained on database of images; therefore image can be added or deleted from image database without affecting the training. The proposed hybrid technique is tested on real world colour image dataset and promising results are obtained. © 2012 IEEE.
- Description: 2003010700
Derivative-free optimization and neural networks for robust regression
- Beliakov, Gleb, Kelarev, Andrei, Yearwood, John
- Authors: Beliakov, Gleb , Kelarev, Andrei , Yearwood, John
- Date: 2012
- Type: Text , Journal article
- Relation: Optimization Vol. 61, no. 12 (2012), p. 1467-1490
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- Description: Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares (LTS) criterion, in which half of data is treated as potential outliers, one can fit accurate regression models to strongly contaminated data. High-breakdown methods have become very well established in linear regression, but have started being applied for non-linear regression only recently. In this work, we examine the problem of fitting artificial neural networks (ANNs) to contaminated data using LTS criterion. We introduce a penalized LTS criterion which prevents unnecessary removal of valid data. Training of ANNs leads to a challenging non-smooth global optimization problem. We compare the efficiency of several derivative-free optimization methods in solving it, and show that our approach identifies the outliers correctly when ANNs are used for nonlinear regression. © 2012 Copyright Taylor and Francis Group, LLC.
- Authors: Beliakov, Gleb , Kelarev, Andrei , Yearwood, John
- Date: 2012
- Type: Text , Journal article
- Relation: Optimization Vol. 61, no. 12 (2012), p. 1467-1490
- Full Text:
- Reviewed:
- Description: Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares (LTS) criterion, in which half of data is treated as potential outliers, one can fit accurate regression models to strongly contaminated data. High-breakdown methods have become very well established in linear regression, but have started being applied for non-linear regression only recently. In this work, we examine the problem of fitting artificial neural networks (ANNs) to contaminated data using LTS criterion. We introduce a penalized LTS criterion which prevents unnecessary removal of valid data. Training of ANNs leads to a challenging non-smooth global optimization problem. We compare the efficiency of several derivative-free optimization methods in solving it, and show that our approach identifies the outliers correctly when ANNs are used for nonlinear regression. © 2012 Copyright Taylor and Francis Group, LLC.
Hybrid technique for colour image classification and efficient retrieval based on fuzzy logic and neural networks
- Fernando, Ranisha, Kulkarni, Siddhivinayak
- Authors: Fernando, Ranisha , Kulkarni, Siddhivinayak
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Developments in the technology and the Internet have led to increase in number of digital images and videos. Thousands of images are added to WWW every day. To retrieve the specific images efficiently from database or from Internet is becoming a challenge now a day. As a result, the necessity of retrieving images has emerged to be important to various professional areas. This paper proposes a novel fuzzy approach to classify the colour images based on their content, to pose a query in terms of natural language and fuse the queries based on neural networks for fast and efficient retrieval. Number of experiments was conducted for classification and retrieval of images on sets of images and promising results were obtained. The results were analysed and compared with other similar image retrieval system. © 2012 IEEE.
- Authors: Fernando, Ranisha , Kulkarni, Siddhivinayak
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Developments in the technology and the Internet have led to increase in number of digital images and videos. Thousands of images are added to WWW every day. To retrieve the specific images efficiently from database or from Internet is becoming a challenge now a day. As a result, the necessity of retrieving images has emerged to be important to various professional areas. This paper proposes a novel fuzzy approach to classify the colour images based on their content, to pose a query in terms of natural language and fuse the queries based on neural networks for fast and efficient retrieval. Number of experiments was conducted for classification and retrieval of images on sets of images and promising results were obtained. The results were analysed and compared with other similar image retrieval system. © 2012 IEEE.
MapReduce neural network framework for efficient content based image retrieval from large datasets in the cloud
- Venkatraman, Sitalakshmi, Kulkarni, Siddhivinayak
- Authors: Venkatraman, Sitalakshmi , Kulkarni, Siddhivinayak
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Recently, content based image retrieval (CBIR) has gained active research focus due to wide applications such as crime prevention, medicine, historical research and digital libraries. With digital explosion, image collections in databases in distributed locations over the Internet pose a challenge to retrieve images that are relevant to user queries efficiently and accurately. It becomes increasingly important to develop new CBIR techniques that are effective and scalable for real-time processing of very large image collections. To address this, the paper proposes a novel MapReduce neural network framework for CBIR from large data collection in a cloud environment. We adopt natural language queries that use a fuzzy approach to classify the colour images based on their content and apply Map and Reduce functions that can operate in cloud clusters for arriving at accurate results in real-time. Preliminary experimental results for classifying and retrieving images from large data sets were quite convincing to carry out further experimental evaluations. © 2012 IEEE.
- Description: 2003010699
- Authors: Venkatraman, Sitalakshmi , Kulkarni, Siddhivinayak
- Date: 2012
- Type: Text , Conference proceedings
- Full Text:
- Description: Recently, content based image retrieval (CBIR) has gained active research focus due to wide applications such as crime prevention, medicine, historical research and digital libraries. With digital explosion, image collections in databases in distributed locations over the Internet pose a challenge to retrieve images that are relevant to user queries efficiently and accurately. It becomes increasingly important to develop new CBIR techniques that are effective and scalable for real-time processing of very large image collections. To address this, the paper proposes a novel MapReduce neural network framework for CBIR from large data collection in a cloud environment. We adopt natural language queries that use a fuzzy approach to classify the colour images based on their content and apply Map and Reduce functions that can operate in cloud clusters for arriving at accurate results in real-time. Preliminary experimental results for classifying and retrieving images from large data sets were quite convincing to carry out further experimental evaluations. © 2012 IEEE.
- Description: 2003010699
Zero-day malware detection based on supervised learning algorithms of API call signatures
- Alazab, Mamoun, Venkatraman, Sitalakshmi, Watters, Paul, Alazab, Moutaz
- Authors: Alazab, Mamoun , Venkatraman, Sitalakshmi , Watters, Paul , Alazab, Moutaz
- Date: 2011
- Type: Text , Conference proceedings
- Full Text:
- Description: Zero-day or unknown malware are created using code obfuscation techniques that can modify the parent code to produce offspring copies which have the same functionality but with different signatures. Current techniques reported in literature lack the capability of detecting zero-day malware with the required accuracy and efficiency. In this paper, we have proposed and evaluated a novel method of employing several data mining techniques to detect and classify zero-day malware with high levels of accuracy and efficiency based on the frequency of Windows API calls. This paper describes the methodology employed for the collection of large data sets to train the classifiers, and analyses the performance results of the various data mining algorithms adopted for the study using a fully automated tool developed in this research to conduct the various experimental investigations and evaluation. Through the performance results of these algorithms from our experimental analysis, we are able to evaluate and discuss the advantages of one data mining algorithm over the other for accurately detecting zero-day malware successfully. The data mining framework employed in this research learns through analysing the behavior of existing malicious and benign codes in large datasets. We have employed robust classifiers, namely Naïve Bayes (NB) Algorithm, k-Nearest Neighbor (kNN) Algorithm, Sequential Minimal Optimization (SMO) Algorithm with 4 differents kernels (SMO - Normalized PolyKernel, SMO - PolyKernel, SMO - Puk, and SMO- Radial Basis Function (RBF)), Backpropagation Neural Networks Algorithm, and J48 decision tree and have evaluated their performance. Overall, the automated data mining system implemented for this study has achieved high true positive (TP) rate of more than 98.5%, and low false positive (FP) rate of less than 0.025, which has not been achieved in literature so far. This is much higher than the required commercial acceptance level indicating that our novel technique is a major leap forward in detecting zero-day malware. This paper also offers future directions for researchers in exploring different aspects of obfuscations that are affecting the IT world today. © 2011, Australian Computer Society, Inc.
- Description: 2003009506
- Authors: Alazab, Mamoun , Venkatraman, Sitalakshmi , Watters, Paul , Alazab, Moutaz
- Date: 2011
- Type: Text , Conference proceedings
- Full Text:
- Description: Zero-day or unknown malware are created using code obfuscation techniques that can modify the parent code to produce offspring copies which have the same functionality but with different signatures. Current techniques reported in literature lack the capability of detecting zero-day malware with the required accuracy and efficiency. In this paper, we have proposed and evaluated a novel method of employing several data mining techniques to detect and classify zero-day malware with high levels of accuracy and efficiency based on the frequency of Windows API calls. This paper describes the methodology employed for the collection of large data sets to train the classifiers, and analyses the performance results of the various data mining algorithms adopted for the study using a fully automated tool developed in this research to conduct the various experimental investigations and evaluation. Through the performance results of these algorithms from our experimental analysis, we are able to evaluate and discuss the advantages of one data mining algorithm over the other for accurately detecting zero-day malware successfully. The data mining framework employed in this research learns through analysing the behavior of existing malicious and benign codes in large datasets. We have employed robust classifiers, namely Naïve Bayes (NB) Algorithm, k-Nearest Neighbor (kNN) Algorithm, Sequential Minimal Optimization (SMO) Algorithm with 4 differents kernels (SMO - Normalized PolyKernel, SMO - PolyKernel, SMO - Puk, and SMO- Radial Basis Function (RBF)), Backpropagation Neural Networks Algorithm, and J48 decision tree and have evaluated their performance. Overall, the automated data mining system implemented for this study has achieved high true positive (TP) rate of more than 98.5%, and low false positive (FP) rate of less than 0.025, which has not been achieved in literature so far. This is much higher than the required commercial acceptance level indicating that our novel technique is a major leap forward in detecting zero-day malware. This paper also offers future directions for researchers in exploring different aspects of obfuscations that are affecting the IT world today. © 2011, Australian Computer Society, Inc.
- Description: 2003009506
From convex to nonconvex: A loss function analysis for binary classification
- Zhao, Lei, Mammadov, Musa, Yearwood, John
- Authors: Zhao, Lei , Mammadov, Musa , Yearwood, John
- Date: 2010
- Type: Text , Conference paper
- Relation: Paper presented at10th IEEE International Conference on Data Mining Workshops, ICDMW 2010 p. 1281-1288
- Full Text:
- Reviewed:
- Description: Problems of data classification can be studied in the framework of regularization theory as ill-posed problems. In this framework, loss functions play an important role in the application of regularization theory to classification. In this paper, we review some important convex loss functions, including hinge loss, square loss, modified square loss, exponential loss, logistic regression loss, as well as some non-convex loss functions, such as sigmoid loss, ø-loss, ramp loss, normalized sigmoid loss, and the loss function of 2 layer neural network. Based on the analysis of these loss functions, we propose a new differentiable non-convex loss function, called smoothed 0-1 loss function, which is a natural approximation of the 0-1 loss function. To compare the performance of different loss functions, we propose two binary classification algorithms for binary classification, one for convex loss functions, the other for non-convex loss functions. A set of experiments are launched on several binary data sets from the UCI repository. The results show that the proposed smoothed 0-1 loss function is robust, especially for those noisy data sets with many outliers. © 2010 IEEE.
- Authors: Zhao, Lei , Mammadov, Musa , Yearwood, John
- Date: 2010
- Type: Text , Conference paper
- Relation: Paper presented at10th IEEE International Conference on Data Mining Workshops, ICDMW 2010 p. 1281-1288
- Full Text:
- Reviewed:
- Description: Problems of data classification can be studied in the framework of regularization theory as ill-posed problems. In this framework, loss functions play an important role in the application of regularization theory to classification. In this paper, we review some important convex loss functions, including hinge loss, square loss, modified square loss, exponential loss, logistic regression loss, as well as some non-convex loss functions, such as sigmoid loss, ø-loss, ramp loss, normalized sigmoid loss, and the loss function of 2 layer neural network. Based on the analysis of these loss functions, we propose a new differentiable non-convex loss function, called smoothed 0-1 loss function, which is a natural approximation of the 0-1 loss function. To compare the performance of different loss functions, we propose two binary classification algorithms for binary classification, one for convex loss functions, the other for non-convex loss functions. A set of experiments are launched on several binary data sets from the UCI repository. The results show that the proposed smoothed 0-1 loss function is robust, especially for those noisy data sets with many outliers. © 2010 IEEE.
Hybrid wrapper-filter approaches for input feature selection using maximum relevance and Artificial Neural Network Input Gain Measurement Approximation (ANNIGMA)
- Huda, Shamsul, Yearwood, John, Stranieri, Andrew
- Authors: Huda, Shamsul , Yearwood, John , Stranieri, Andrew
- Date: 2010
- Type: Text , Conference proceedings
- Full Text:
- Description: Feature selection is an important research problem in machine learning and data mining applications. This paper proposes a hybrid wrapper and filter feature selection algorithm by introducing the filter's feature ranking score in the wrapper stage to speed up the search process for wrapper and thereby finding a more compact feature subset. The approach hybridizes a Mutual Information (MI) based Maximum Relevance (MR) filter ranking heuristic with an Artificial Neural Network (ANN) based wrapper approach where Artificial Neural Network Input Gain Measurement Approximation (ANNIGMA) has been combined with MR (MR-ANNIGMA) to guide the search process in the wrapper. The novelty of our approach is that we use hybrid of wrapper and filter methods that combines filter's ranking score with the wrapper-heuristic's score to take advantages of both filter and wrapper heuristics. Performance of the proposed MRANNIGMA has been verified using bench mark data sets and compared to both independent filter and wrapper based approaches. Experimental results show that MR-ANNIGMA achieves more compact feature sets and higher accuracies than both filter and wrapper approaches alone. © 2010 IEEE.
- Authors: Huda, Shamsul , Yearwood, John , Stranieri, Andrew
- Date: 2010
- Type: Text , Conference proceedings
- Full Text:
- Description: Feature selection is an important research problem in machine learning and data mining applications. This paper proposes a hybrid wrapper and filter feature selection algorithm by introducing the filter's feature ranking score in the wrapper stage to speed up the search process for wrapper and thereby finding a more compact feature subset. The approach hybridizes a Mutual Information (MI) based Maximum Relevance (MR) filter ranking heuristic with an Artificial Neural Network (ANN) based wrapper approach where Artificial Neural Network Input Gain Measurement Approximation (ANNIGMA) has been combined with MR (MR-ANNIGMA) to guide the search process in the wrapper. The novelty of our approach is that we use hybrid of wrapper and filter methods that combines filter's ranking score with the wrapper-heuristic's score to take advantages of both filter and wrapper heuristics. Performance of the proposed MRANNIGMA has been verified using bench mark data sets and compared to both independent filter and wrapper based approaches. Experimental results show that MR-ANNIGMA achieves more compact feature sets and higher accuracies than both filter and wrapper approaches alone. © 2010 IEEE.
Risk-based neuro-grid architecture for multimodal biometrics
- Venkatraman, Sitalakshmi, Kulkarni, Siddhivinayak
- Authors: Venkatraman, Sitalakshmi , Kulkarni, Siddhivinayak
- Date: 2010
- Type: Text , Conference proceedings
- Full Text:
- Description: Recent research indicates that multimodal biometrics is the way forward for a highly reliable adoption of biometric identification systems in various applications, such as banks, businesses, governments
- Authors: Venkatraman, Sitalakshmi , Kulkarni, Siddhivinayak
- Date: 2010
- Type: Text , Conference proceedings
- Full Text:
- Description: Recent research indicates that multimodal biometrics is the way forward for a highly reliable adoption of biometric identification systems in various applications, such as banks, businesses, governments
Optimization of back-propagation neural networks architecture and parameters with a hybrid PSO/SA approach
- Zarei, Mahdi, Dzalilov, Zari
- Authors: Zarei, Mahdi , Dzalilov, Zari
- Date: 2009
- Type: Text , Conference paper
- Relation: Paper presented at Fifth International Conference on Soft Computing, Computing with Words and Perceptions in System Analysis, Decision and Control, ICSCCW 2009, Famagusta, North Cyprus : 2nd-4th September 2009
- Full Text:
- Description: Determining the architecture and parameters of neural networks is an important scientific challenge. This paper reports a new hybrid optimization method for optimization of back-propagation neural networks architecture and parameters with a high accuracy. We use particle swarm optimization that has proven to be very effective and fast and has shown to increase the efficiency of simulated annealing when applied to a diverse set of optimization problems. To evaluate the proposed method, we employ the PIMA dataset from the University of California machine learning database. Compared with previous work, we show superior classification accuracy rates of the developed approach.
- Description: 2003007878
- Authors: Zarei, Mahdi , Dzalilov, Zari
- Date: 2009
- Type: Text , Conference paper
- Relation: Paper presented at Fifth International Conference on Soft Computing, Computing with Words and Perceptions in System Analysis, Decision and Control, ICSCCW 2009, Famagusta, North Cyprus : 2nd-4th September 2009
- Full Text:
- Description: Determining the architecture and parameters of neural networks is an important scientific challenge. This paper reports a new hybrid optimization method for optimization of back-propagation neural networks architecture and parameters with a high accuracy. We use particle swarm optimization that has proven to be very effective and fast and has shown to increase the efficiency of simulated annealing when applied to a diverse set of optimization problems. To evaluate the proposed method, we employ the PIMA dataset from the University of California machine learning database. Compared with previous work, we show superior classification accuracy rates of the developed approach.
- Description: 2003007878
Predicting Australian stock market index using neural networks exploiting dynamical swings and intermarket influences
- Pan, Heping, Tilakaratne, Chandima, Yearwood, John
- Authors: Pan, Heping , Tilakaratne, Chandima , Yearwood, John
- Date: 2005
- Type: Text , Journal article
- Relation: Journal of Research and Practice in Information Technology Vol. 37, no. 1 (2005), p. 43-55
- Full Text:
- Reviewed:
- Description: This paper presents a computational approach for predicting the Australian stock market index AORD using multi-layer feed-forward neural networks front the time series data of AORD and various interrelated markets. This effort aims to discover an effective neural network, or a set of adaptive neural networks for this prediction purpose, which can exploit or model various dynamical swings and inter-market influences discovered from professional technical analysis and quantitative analysis. Within a limited range defined by our empirical knowledge, three aspects of effectiveness on data selection are considered: effective inputs from the target market (AORD) itself, a sufficient set of interrelated markets,. and effective inputs from the interrelated markets. Two traditional dimensions of the neural network architecture are also considered: the optimal number of hidden layers, and the optimal number of hidden neurons for each hidden layer. Three important results were obtained: A 6-day cycle was discovered in the Australian stock market during the studied period; the time signature used as additional inputs provides useful information; and a basic neural network using six daily returns of AORD and one daily, returns of SP500 plus the day of the week as inputs exhibits up to 80% directional prediction correctness.
- Description: C1
- Description: 2003001440
- Authors: Pan, Heping , Tilakaratne, Chandima , Yearwood, John
- Date: 2005
- Type: Text , Journal article
- Relation: Journal of Research and Practice in Information Technology Vol. 37, no. 1 (2005), p. 43-55
- Full Text:
- Reviewed:
- Description: This paper presents a computational approach for predicting the Australian stock market index AORD using multi-layer feed-forward neural networks front the time series data of AORD and various interrelated markets. This effort aims to discover an effective neural network, or a set of adaptive neural networks for this prediction purpose, which can exploit or model various dynamical swings and inter-market influences discovered from professional technical analysis and quantitative analysis. Within a limited range defined by our empirical knowledge, three aspects of effectiveness on data selection are considered: effective inputs from the target market (AORD) itself, a sufficient set of interrelated markets,. and effective inputs from the interrelated markets. Two traditional dimensions of the neural network architecture are also considered: the optimal number of hidden layers, and the optimal number of hidden neurons for each hidden layer. Three important results were obtained: A 6-day cycle was discovered in the Australian stock market during the studied period; the time signature used as additional inputs provides useful information; and a basic neural network using six daily returns of AORD and one daily, returns of SP500 plus the day of the week as inputs exhibits up to 80% directional prediction correctness.
- Description: C1
- Description: 2003001440
A fuzzy-neural approach for interpretation and fusion of colour and texture features for CBIR systems
- Verma, Brijesh, Kulkarni, Siddhivinayak
- Authors: Verma, Brijesh , Kulkarni, Siddhivinayak
- Date: 2004
- Type: Text , Journal article
- Relation: Journal of Applied Soft Computing Vol. 5, no. 1 (2004), p. 119-130
- Full Text:
- Reviewed:
- Description: This paper presents a fuzzy-neural approach for interpretation and fusion of colour and texture features for CBIR systems. The presented approach uses fuzzy logic to interpret queries expressed in natural language such as mostly red, many green, few red for colour feature. Tamura feature is used to represent the texture of an image in the database. A term set on each Tamura feature is generated using a fuzzy clustering algorithm to pose a query in terms of natural language. The query can be expressed as a logic combination of natural language terms and Tamura feature values. A fusion of multiple queries is incorporated into the proposed approach. The performance of the technique was evaluated on Brodatz texture benchmark database and it was noticed that there was a prominent increase in the confidence factor for the images. Fusion experiments were conducted using neurofuzzy, fuzzy AND and binary AND techniques. A comparative analysis showed that fuzzy-neural approach has significantly improved the performance of CBIR system.
- Description: C1
- Description: 2003002798
- Authors: Verma, Brijesh , Kulkarni, Siddhivinayak
- Date: 2004
- Type: Text , Journal article
- Relation: Journal of Applied Soft Computing Vol. 5, no. 1 (2004), p. 119-130
- Full Text:
- Reviewed:
- Description: This paper presents a fuzzy-neural approach for interpretation and fusion of colour and texture features for CBIR systems. The presented approach uses fuzzy logic to interpret queries expressed in natural language such as mostly red, many green, few red for colour feature. Tamura feature is used to represent the texture of an image in the database. A term set on each Tamura feature is generated using a fuzzy clustering algorithm to pose a query in terms of natural language. The query can be expressed as a logic combination of natural language terms and Tamura feature values. A fusion of multiple queries is incorporated into the proposed approach. The performance of the technique was evaluated on Brodatz texture benchmark database and it was noticed that there was a prominent increase in the confidence factor for the images. Fusion experiments were conducted using neurofuzzy, fuzzy AND and binary AND techniques. A comparative analysis showed that fuzzy-neural approach has significantly improved the performance of CBIR system.
- Description: C1
- Description: 2003002798
A neural network approach for predicting the direction of the Australian stock market index
- Authors: Tilakaratne, Chandima
- Date: 2004
- Type: Text , Thesis , Masters
- Full Text:
- Description: This research investigated the feasibility and capability of neural network-based approaches for predicting the direction of the Australian Stock market index (the target market). It includes several aspects: univariate feature selection from the historical time series of the target market, inter-market analysis for finding the most relevant influential markets, investigations of the effect of time cycles on the target market and the discovery of the optimal neural network architectures. Previous research on US stock markets and other international markets have shown that the neural network approach is one of most powerful techniques for predicting stock market behaviour. Neural networks are capable of capturing the non-linear stochastic and chaotic patterns in the stock market time series data. This study discovered that the relative return series of the Open, High, Low and Close prices of the target market, show 6-day cycles during the studied period of about 14 years. Multi-layer feedforward neural networks trained with a backpropagation algorithm were used for the experiments. Two major testing methods: testing with randomly selected test data and forward testing, were examined and compared. The best neural network developed in this study has achieved 87%, 81% 83% and 81% accuracy respectively in predicting the next-day direction of the relative return of the Open, High, Low and Close prices of the target market. The architecture of this network consists of 33 input features, one hidden layer with 3 neurons and 4 output neurons. The best input features set includes the relative returns from 1 to 6 days in the past of the Open, High, Low and Close prices of the target market, the day of the week, and the previous day’s relative return of the Close prices of the US S&P 500 Index, US Dow Jones Industrial Average Index, US Gold/Silver Index, and the US Oil Index.
- Description: Master of Information Technology by Research
- Authors: Tilakaratne, Chandima
- Date: 2004
- Type: Text , Thesis , Masters
- Full Text:
- Description: This research investigated the feasibility and capability of neural network-based approaches for predicting the direction of the Australian Stock market index (the target market). It includes several aspects: univariate feature selection from the historical time series of the target market, inter-market analysis for finding the most relevant influential markets, investigations of the effect of time cycles on the target market and the discovery of the optimal neural network architectures. Previous research on US stock markets and other international markets have shown that the neural network approach is one of most powerful techniques for predicting stock market behaviour. Neural networks are capable of capturing the non-linear stochastic and chaotic patterns in the stock market time series data. This study discovered that the relative return series of the Open, High, Low and Close prices of the target market, show 6-day cycles during the studied period of about 14 years. Multi-layer feedforward neural networks trained with a backpropagation algorithm were used for the experiments. Two major testing methods: testing with randomly selected test data and forward testing, were examined and compared. The best neural network developed in this study has achieved 87%, 81% 83% and 81% accuracy respectively in predicting the next-day direction of the relative return of the Open, High, Low and Close prices of the target market. The architecture of this network consists of 33 input features, one hidden layer with 3 neurons and 4 output neurons. The best input features set includes the relative returns from 1 to 6 days in the past of the Open, High, Low and Close prices of the target market, the day of the week, and the previous day’s relative return of the Close prices of the US S&P 500 Index, US Dow Jones Industrial Average Index, US Gold/Silver Index, and the US Oil Index.
- Description: Master of Information Technology by Research