The integrated methodology of rough set theory and artificial neural network for business failure prediction

This paper proposes a hybrid intelligent system that predicts the failure of firms based on the past financial performance data, combining rough set approach and neural network. We can get reduced information table, which implies that the number of evaluation criteria such as financial ratios and qualitative variables is reduced with no information loss through rough set approach. And then, this reduced information is used to develop classification rules and train neural network to infer appropriate parameters. The rules developed by rough set analysis show the best prediction accuracy if a case does match any of the rules. The rationale of our hybrid system is using rules developed by rough sets for an object that matches any of the rules and neural network for one that does not match any of them. The effectiveness of our methodology was verified by experiments comparing traditional discriminant analysis and neural network approach with our hybrid approach. For the experiment, the financial data of 2400 Korean firms during the period 1994–1997 were selected, and for the validation, k-fold validation was used.     

Confidence interval prediction for neural network models

To derive an estimate of a neural network's accuracy as an empirical modeling tool, a method to quantify the confidence intervals of a neural network model of a physical system is desired. In general, a model of a physical system has error associated with its predictions due to the dependence of the physical system's output on uncontrollable or unobservable quantities. A confidence interval can be computed for a neural network model with the assumption of normally distributed error for the neural network. The proposed method accounts for the accuracy of the data with which the neural network model is trained.     

A hybrid financial analysis model for business failure prediction

Accounting frauds have continuously happened all over the world. This leads to the need of predicting business failures. Statistical methods and machine learning techniques have been widely used to deal with this issue. In general, financial ratios are one of the main inputs to develop the prediction models. This paper presents a hybrid financial analysis model including static and trend analysis models to construct and train a back-propagation neural network (BPN) model. Further, the experiments employ four datasets of Taiwan enterprises which support that the proposed model not only provides a high predication rate but also outperforms other models including discriminant analysis, decision trees, and the back-propagation neural network alone.     

Principal component case-based reasoning ensemble for business failure prediction

Case-based reasoning (CBR) has several advantages for business failure prediction (BFP), including ease of understanding, explanation, and implementation and the ability to make suggestions on how to avoid failure. We constructed a new ensemble method of CBR that we termed principal component CBR ensemble (PC-CBR-E): it, was intended to improve the predictive ability of CBR in BFP by integrating the feature selection methods in the representation level, a hybrid of principal component analysis with its two classical CBR algorithms at the modeling level and weighted majority voting at the ensemble level. We statistically validated our method by comparing it with other methods, including the best base model, multivariate discriminant analysis, logistic regression, and the two classical CBR algorithms. The results from a one-tailed significance test indicated that PC-CBR-E produced superior predictive performance in Chinese short-term and medium-term BFP.     

Event-based failure prediction in distributed business processes

Traditionally, research in Business Process Management has put a strong focus on centralized and intra-organizational processes. However, today’s business processes are increasingly distributed, deviating from a centralized layout, and therefore calling for novel methodologies of detecting and responding to unforeseen events, such as errors occurring during process runtime. In this article, we demonstrate how to employ event-based failure prediction in business processes. This approach allows to make use of the best of both traditional Business Process Management Systems and event-based systems. Our approach employs machine learning techniques and considers various types of events. We evaluate our solution using two business process data sets, including one from a real-world event log, and show that we are able to detect errors and predict failures with high accuracy.     

A homomorphic neural network for modeling and prediction

A homomorphic feedforward network (HFFN) for nonlinear adaptive filtering is introduced. This is achieved by a two-layer feedforward architecture with an exponential hidden layer and logarithmic preprocessing step. This way, the overall input-output relationship can be seen as a generalized Volterra model, or as a bank of homomorphic filters. Gradient-based learning for this architecture is introduced, together with some practical issues related to the choice of optimal learning parameters and weight initialization. The performance and convergence speed are verified by analysis and extensive simulations. For rigor, the simulations are conducted on artificial and real-life data, and the performances are compared against those obtained by a sigmoidal feedforward network (FFN) with identical topology. The proposed HFFN proved to be a viable alternative to FFNs, especially in the critical case of online learning on small- and medium-scale data sets.     

分布式网络信息数据防篡改方法研究

为在足球视频中有效的检测与跟踪运动目标,需要对足球比赛视频中目标检测与跟踪算法进行研究。当前采用的算法,在动态场景中,存在运动目标检测与跟踪效果不佳的问题。为此,提出一种基于OpenCV的足球比赛视频中目标检测与跟踪算法。该算法结合平均背景算法将足球比赛视频中目标图像分割为前景区与背景区,计算足球比赛视频每一帧目标图像和背景图像之间差值的绝对差值,同时计算每一个目标图像中像素点的平均值与标准值来建立目标图像背景统计模型,利用TMHI算法对足球比赛视频中目标初始图像进行阈值分割,得到初始分割图像,对分割图像进行中值滤波和闭运算,再使用卡尔曼滤波对分割后的目标图像进行处理,得到镜头中目标的质心位置和目标外界矩形框,然后对足球比赛视频中目标进行跟踪。实验证明,该算法有效的检测与跟踪足球视频中运动目标。     

Hybridizing principles of TOPSIS with case-based reasoning for business failure prediction

Case-based reasoning (CBR) solves many real-world problems under the assumption that similar observations have similar outputs. As an implementation of this assumption and inspired by the technique for order performance by the similarity to ideal solution (TOPSIS), this paper proposes a new type of multiple criteria CBR method for binary business failure prediction (BFP) with similarities to positive and negative ideal cases (SPNIC). Assuming that the binary prediction of business failure generates two results, i.e., failure and non-failure, we set the principle of this CBR forecasting method which is termed as SPNIC-based CBR as follows: new observations should have the same output as the positive or negative ideal case to which they are more similar. From the perspective of CBR, the SPNIC-based CBR forecasting method consists of R⁴ processes: retrieving positive and negative ideal cases, reusing solutions of ideal cases to forecast, retain cases, and reconstruct the case base. As a demonstration, we applied this method to forecast business failure in China with three data representations of a formerly collected dataset from normal economic environment and a representation of a recently collected dataset from financial crisis environment. The results indicate that this new CBR forecasting method can produce significantly better short-term discriminate capability than comparative methods, except for support vector machine, in normal economic environment; On the contrary, it cannot produce acceptable performance in financial crisis environment. Further topics about this method are discussed.     

消费者偏好预测的深度学习神经网络模型

通过对于人类大脑活动的研究来分析消费者对广告和产品的反应的神经营销正在受到新的关注。针对基于脑电波（EEG）的神经营销，提出了一种基于深度学习神经网络的消费者对产品的偏好预测方法。首先，为了提取消费者EEG的特征，采用短时傅里叶变换（STFT）与双调和样条插值，从多通道脑电信号中得到了5个不同频带的EEG形图视频；然后，提出了一种结合5个三维卷积神经网络（3D CNN）与多层长短期记忆（LSTM）神经网络的预测模型，用于从脑电地形图视频预测到消费者的偏好。与卷积神经网络（CNN）模型和LSTM神经网络模型相比，消费者依赖模型的平均准确度分别提高了15.05个百分点和19.44个百分点，消费者独立模型的平均准确度分别提高了16.34个百分点和17.88个百分点。理论分析与实验结果表明，所提出的消费者偏好预测系统可以以低成本提供有效的营销策略开发和营销管理。     

Time-delay recurrent neural network for temporal correlations and prediction

This paper presents a time-delay recurrent neural network (TDRNN) for temporal correlations and prediction. The TDRNN employs adaptive time delays and recurrences where the adaptive time delays make the network choose the optimal values of time delays for the temporal location of the important information in the input sequence and the recurrences enable the network to encode and integrate temporal context information of sequences. The TDRNN and multiple recurrent neural network(MRNN) described in this paper, adaptive time-delay neural network (ATNN) proposed by Lin, and time-delay neural network (TDNN) introduced by Waibel were simulated and applied to the chaotic time series prediction of Mackey–Glass delay-differential equation and the Korean stock market index prediction. The simulation results suggest that employing time delayed recurrences in the layered network is more effective for temporal correlations and prediction than putting multiple time delays into the neurons or their connections. The best performance is attained by the TDRNN. The TDRNN will be well applicable for temporal signal recognition, prediction and identification.     

State-space neural network for modelling,prediction and control

The state-space neural network paradigm is a neural model suitable for various applications in the field of control engineering. In this paper, it is shown how this neural model can be applied to three common tasks in control engineering: modelling of a diffusion section in a sugar industry, prediction in a wastewater plant, and neural model-based predictive control in a sugar factory. Results from these applications show the applicability and good performance of this neural model that, together with the theoretical results available for this type of neural model, gives an excellent alternative to classical linear models in cases where the non-linearity of the system requires it.     

Fusion learning-based recurrent neural network for human motion prediction

Intelligent Service Robotics - Human motion prediction is an important research frontier, which is a key supporting technology in the fields of human–robot collaboration, automatic driving,...     

An innovative neural network approach for stock market prediction

The Journal of Supercomputing - This paper aims to develop an innovative neural network approach to achieve better stock market predictions. Data were obtained from the live stock market for...     

Physics guided neural network for machining tool wear prediction

Tool wear prediction is of significance to improve the safety and reliability of machining tools, given their widespread applications in nearly every branch of manufacturing. Mathematical modelling, including data driven modelling and physics-based modelling, is an important tool to predict the degree of tool wear. Howerver, the performance of conventional data driven models is restricted by the absent representation of physical inconsistency. The physics-based models usually fail to consider the complex tool cutting conditions and dynamic changes of physical parameters in practice. To address these issues, a novel physics guided neural network model is presented for tool wear prediction. Firstly, a cross physics-data fusion (CPDF) scheme is proposed as the modelling strategy to fuse the hidden information explored by a physics-based model and a data driven model. Secondly, the information hidden in the unlabelled sample is explored by the physics-based model of tool cutting, inspired by semi-supervised learning. Thirdly, a novel loss function which takes the physical discipline into account is proposed to evaluate the physical inconsistency quantitatively. The advantage of the developed method is that it explores sufficient information from both physics and data domains to eliminate the physical inconsistency existing in conventional data driven models.     

灰色理论与神经网络在水华预测中的应用

在综合考虑生态系统中水华发生的机理特点基础上,采用改进的BP神经网络实现了对叶绿素最高点的非线性预测;利用灰色WPGM（1,1）模型的累加生成运算（AGO）对叶绿素最高值对应的时刻进行推算,从而预测水华的爆发时间点。经检验,神经网络预测结合灰色WPGM（1,1）预测模型相对误差在10%左右,能够对水华的发生进行判断和预报,有利于综合整治方案的优化和统筹。     

基于BP神经网络的非线性网络流量预测

传统的流量分析建立在线性模型的基础上,但是由于复杂的拓扑结构和网络行为,网络流量表现为一个非线性的系统。根据实际网络中测量的大量网络流量数据,建立一个时间相关的基于神经网络的流量模型,预测和分析网络流量状况。相对于传统线性模型该模型具有较高的预测精度、自适应性和鲁棒性。     

Modular neural network modelling for long-range prediction of an evaporator

This paper presents the development of a modular neural network model of a three-effect, falling-film evaporator. The model comprises a number of sub-networks each modelling a specific element of the overall system. The modular structure was employed in order to provide benefits in terms of improved model training and performance. The performance of the modular neural model is demonstrated for long-range prediction by comparing it with process data, an analytical simulation and a linear ARX model. The results show that the modular neural model can satisfactorily predict over a horizon of arbitrary length and is suited for implementation within a predictive control scheme. Benefits in terms of model flexibility and interpretability are also discussed.     

优化Elman神经网络用于网络流量预测

对量子粒子群优化(QPSO)算法进行研究,提出了自适应量子粒子群优化(Adaptive QPSO)算法,用于优化Elman神经网络的参数,改进了Elman神经网络的泛化能力.利用网络流量时间序列数据进行预测,实验结果表明,采用AQPSO算法优化获得的Elman神经网络模型不但具有较强的泛化能力,而且具有良好的稳定性,在网络流量时间序列数据的预测中具有一定的实用价值.     

Software defect prediction using cost-sensitive neural network

The software development life cycle generally includes analysis, design, implementation, test and release phases. The testing phase should be operated effectively in order to release bug-free software to end users. In the last two decades, academicians have taken an increasing interest in the software defect prediction problem, several machine learning techniques have been applied for more robust prediction. A different classification approach for this problem is proposed in this paper. A combination of traditional Artificial Neural Network (ANN) and the novel Artificial Bee Colony (ABC) algorithm are used in this study. Training the neural network is performed by ABC algorithm in order to find optimal weights. The False Positive Rate (FPR) and False Negative Rate (FNR) multiplied by parametric cost coefficients are the optimization task of the ABC algorithm. Software defect data in nature have a class imbalance because of the skewed distribution of defective and non-defective modules, so that conventional error functions of the neural network produce unbalanced FPR and FNR results. The proposed approach was applied to five publicly available datasets from the NASA Metrics Data Program repository. Accuracy, probability of detection, probability of false alarm, balance, Area Under Curve (AUC), and Normalized Expected Cost of Misclassification (NECM) are the main performance indicators of our classification approach. In order to prevent random results, the dataset was shuffled and the algorithm was executed 10 times with the use of n-fold cross-validation in each iteration. Our experimental results showed that a cost-sensitive neural network can be created successfully by using the ABC optimization algorithm for the purpose of software defect prediction.     

服务器性能预测的递归神经元网络方法

正确有效地预测服务器性能负载,是计算机系统性能管理系统的一个重要环节。通常,传统的预测方法有最小二乘、二次指数平滑法等,但这些模型往往不能很好地捕捉服务器性能负载数据的时序关系。利用基于局部回归的递归神经网络（RNN）,采用改进的RPROP学习算法进行服务器性能负载的预测。并与传统的二次指数平滑法相比较,实验结果证明,RNN得到的预测结果要比二次指数平滑法高出5个百分点以上,并且有较强的预测能力,可以预测较长周期的数据。