BIOLOGICAL BRAIN‐INSPIRED GENETIC COMPLEMENTARY LEARNING FOR STOCK MARKET AND BANK FAILURE PREDICTION1

Genetic complementary learning (GCL) is a biological brain‐inspired learning system based on human pattern recognition, and genes selection process. It is a confluence of the hippocampal complementary learning and the evolutionary genetic algorithm. With genetic algorithm providing the possibility of optimal solution, and complementary learning providing the efficient pattern recognition, GCL may offer superior performance. In contrast to other computational finance tools such as neural network and statistical methods, GCL provides greater interpretability and it does not rely on the assumption of the underlying data distribution. It is an evolving and autonomous system that avoids the time‐consuming process of manual rule construction or modeling. This is highly favorable especially in financial world where data is ever changing, and requires frequent update. The feasibility of GCL as stock market predictor, and bank failure early warning system is investigated. The experimental results show that GCL is a competent computational finance tools for stock market prediction and bank failure early warning system.     

量子遗传算法优化BP神经网络的网络流量预测

为了提高网络流量的预测精度,提出了一种改进的多种群量子遗传算法优化BP神经网络的网络流量预测模型。在确定了神经网络的结构后,采用多种群量子遗传算法对BP神经网络的初始权值和阈值进行优化。该模型利用K均值聚类算法将种群划分成若干子种群,多个子种群分别进化以保持种群的多样性。子种群间通过移民操作进行信息交互,减小了算法陷入局部最优的概率。同时采用一种自适应的量子旋转门调整策略加快算法的收敛速度。仿真结果表明,相较传统方法,该模型在网络流量预测方面具有收敛速度快、预测精度高的优点。     

小波神经网络模型的确定性预测及应用

针对神经网络模型预测结果的随机性,构建了一种紧致性小波神经网络工具箱。该方法将小波函数移植到BP网络隐层,并采用一种随机确定状态命令获得确定的预测结果。与编程实现的小波神经网络和BP网络比较,该方法适合于大批量数据训练,对数据样本的适应能力和鲁棒性强,尤其对高频随机时间序列有更好的适应能力,具有预测结果确定及实用性强等特点,可显著提高模型的训练速度、预测精度和预测效率。基于小波包变换和小波神经网络的瓦斯涌出量预测实验证明了所提方法的有效性。     

遗传算法优化BP神经网络的网络流量预测

为了提高网络流量预测精度,提出一种基于遗传算法优化BP神经网络的网络流量预测模型(GA-BPNN)。首先采集网络流量数据,并进行相应预处理,然后将网络流量训练样本输入到BP神经网络进行学习,并采用遗传算法对BP神经网络参数进行优化,最后采用建立的网络流量预测模型对网络流量测试集进行预测,并通过仿真实验对模型性能进行测试。结果表明,GA-BPNN提高了网络流量的预测精度,获得比较理想的网络流量预测结果。     

A nonlinear prediction model for Chinese speech signal based on RBF neural network

A novel method for Chinese speech time series prediction model is proposed. In order to reconstruct the phase space of Chinese speech signal, the delay time and embedding dimension are calculated by C–C method and false nearest neighbor algorithm. The maximum lyapunov exponent and correlation dimension of Chinese speech phoneme are calculated by wolf algorithm and genetic programming algorithm. The numerical results show that there exists nonlinear characteristics in Chinese speech signal. Based on the analysis method of RBF neural network and the nonlinear characteristic parameters such as the delay time and embedding dimension, a nonlinear prediction model is designed. In order to further verify the prediction performance of the designed prediction model, waveform comparison and four evaluation indexes are used. It is shown that compared with the linear prediction model and back propagation neural network nonlinear prediction model, prediction error of the RBF neural network nonlinear prediction model is significantly reduced, and the model has higher prediction accuracy and prediction performance.

     

遗传优化的GNNM在瓦斯涌出量预测中的应用

研究矿井瓦斯涌出量准确预测一直是煤矿安全生产中重点关注的问题。煤层瓦斯爆炸因受开发环境、矿层深度、天气等因素的影响,造成与瓦斯涌出量增大而引起的。针对传统预测模型在矿井瓦斯涌出量预测中存在建模困难、收敛速度慢、要求历史数据量大的问题,提出了一种遗传优化的灰色神经网络预测模型。模型利用灰色系统对数据量要求低的特点,将灰色系统理论与神经网络有机结合起来,建立灰色神经网络模型。并采用遗传算法对所建立模型的权值和阈值进行优化。采用模型对矿井瓦斯涌出量进行预测,实验表明,遗传优化的灰色神经网络模型,可以简化系统建模,并能提高瓦斯涌出量预测精度,有一定的实用价值。     

遗传算法优化小波神经网络的网络流量预测

为了提高网络流量的预测精度,克服小波神经网络收敛速度慢、易陷入局部最优的缺点,提出一种遗传算法优化小波神经网络的网络流量预测模型.首先计算延迟时间和嵌入维数,构建小波神经网络的学习样本,然后采用小波神经网络对网络流训练集进行学习,并采用改进遗传算法对小波神经网络参数进行全局寻优,提高收敛速度和网络学习精度,最后采用网络流量数据对模型性能进行仿真分析.结果表明,相对于对比模型,本文模型的平均误差大幅度降低,训练次数急剧减,减小了二次优化训练的次数,具有更大的实际应用价值.     

股票价格预测的建模与仿真研究

研究股票价格准确预测问题,由于股票价格数据具非线性、随机性等变化规律,同时股票市场与国内外经济政治变化有关,传统股票价格预测方法只能对其线性变化规律进行准确预测,无法反映股票价格非线性部分进行有效建模,导致股价预测精度不高。为了提高股票价格预测精度,提出了一种遗传优化BP神经网络的股票价格预测模型。充分利用BP神经网络良好的非线性映射能力,对股票价格变化规律进行建模,并通过遗传算法对BP神经网络模型参数进行优化,从而获最优股票价格最优预测模型。实验结果表明,相对于传统股票价格预测模型,遗传算法优化BP神经网络的股票价格预测模型拟合程度更好,预测精度更高,为股票价格预测提供了依据。     

Evolving Recurrent Neural Network using Cartesian Genetic Programming to Predict The Trend in Foreign Currency Exchange Rates

Forecasting the foreign exchange rate is an uphill task. Numerous methods have been used over the years to develop an efficient and reliable network for forecasting the foreign exchange rate. This study utilizes recurrent neural networks (RNNs) for forecasting the foreign currency exchange rates. Cartesian genetic programming (CGP) is used for evolving the artificial neural network (ANN) to produce the prediction model. RNNs that are evolved through CGP have shown great promise in time series forecasting. The proposed approach utilizes the trends present in the historical data for its training purpose. Thirteen different currencies along with the trade-weighted index (TWI) and special drawing rights (SDR) is used for the performance analysis of recurrent Cartesian genetic programming-based artificial neural networks (RCGPANN) in comparison with various other prediction models proposed to date. The experimental results show that RCGPANN is not only capable of obtaining an accurate but also a computationally efficient prediction model for the foreign currency exchange rates. The results demonstrated a prediction accuracy of 98.872 percent (using 6 neurons only) for a single-day prediction in advance and, on average, 92% for predicting a 1000 days’ exchange rate in advance based on ten days of data history. The results prove RCGPANN to be the ultimate choice for any time series data prediction, and its capabilities can be explored in a range of other fields.     

Learning to rank: new approach with the layered multi-population genetic programming on click-through features

Users’ click-through data is a valuable source of information about the performance of Web search engines, but it is included in few datasets for learning to rank. In this paper, inspired by the click-through data model, a novel approach is proposed for extracting the implicit user feedback from evidence embedded in benchmarking datasets. This process outputs a set of new features, named click-through features. Generated click-through features are used in a layered multi-population genetic programming framework to find the best possible ranking functions. The layered multi-population genetic programming framework is fast and provides more extensive search capability compared to the traditional genetic programming approaches. The performance of the proposed ranking generation framework is investigated both in the presence and in the absence of explicit click-through data in the utilized benchmark datasets. The experimental results show that click-through features can be efficiently extracted in both cases but that more effective ranking functions result when click-through features are generated from benchmark datasets with explicit click-through data. In either case, the most noticeable ranking improvements are achieved at the tops of the provided ranked lists of results, which are highly targeted by the Web users.     

Developing a robust model predictive control architecture through regional knowledge analysis of artificial neural networks

Chemical processes are nonlinear. Model based control schemes such as model predictive control are highly related to the accuracy of the process model. For a highly nonlinear chemical system, it is clear to implement a nonlinear empirical model, such as artificial neural network model, should be superior to a linear model such as dynamic matrix model. However, unlike linear systems, the accuracy of a nonlinear empirical model strongly depends on its original data or training data based on how the model is built up. A regional-knowledge index is proposed in this study and applied in the analysis of dynamic artificial neural network models in process control. New input patterns that imply extrapolations and thus unreliable prediction by an artificial neural network model can be recognized from a significant decrease in the regional-knowledge index. To tackle the extrapolation problem and assure stability of the control system, we propose to run a neural adaptive controller in parallel with a model predictive control. A coordinator weights the outputs of these two controllers to make the final control decision. The present state of the controlled process and the model fitness to the present input pattern determine the weightings of the controller's output. The proposed analysis method and the modified model predictive control architecture have been applied to a neutralization process and excellent control performance is observed in this highly nonlinear system.     

基于自适应遗传算法的股票预测模型研究

为了解决单一神经网络模型很难满足股票预测建模要求的问题,提出一种基于遗传算法的粗糙集属性约简方法和神经网络相结合的预测模型。在该模型中,改进了自适应性遗传算法的交叉算子与变异算子。基于该遗传算法的粗糙集属性约简相比传统的粗糙集属性约简,其具有更强的求解最小属性约简的能力,解决了神经网络预测时训练速度慢、内存开销大等问题;在数据预处理过程中,引入聚类分析,有效解决了连续属性离散化的问题。实验结果证明,该预测模型具有较高的预测精度,在时间序列的股票预测中是相当有效的。     

Fuzzy neural networks-based quality prediction system for sinteringprocess

A hybrid fuzzy neural networks and genetic algorithm (GA) system is proposed to solve the difficult and challenging problem of constructing a system model from the given input and output data to predict the quality of chemical components of the finished sintering mineral. A bidirectional fuzzy neural network (BFNN) is proposed to represent the fuzzy model and realize the fuzzy inference. The learning process of BFNN is divided into off-line and online learning. In off-line learning, the GA is used to train the BFNN and construct a system model based on the training data. During online operation, the algorithm inherited from the principle of backpropagation is used to adjust the network parameters and improve the system precision in each sampling period. The process of constructing a system model is introduced in details. The results obtained from the actual prediction demonstrate that the performance and capability of the proposed system are superior     

A new support vector model-based imperialist competitive algorithm for time estimation in new product development projects

Time estimation in new product development (NPD) projects is often a complex problem due to its nonlinearity and the small quantity of data patterns. Support vector regression (SVR) based on statistical learning theory is introduced as a new neural network technique with maximum generalization ability. The SVR has been utilized to solve nonlinear regression problems successfully. However, the applicability of the SVR is highly affected due to the difficulty of selecting the SVR parameters appropriately. The imperialist competitive algorithm (ICA) as a socio-politically inspired optimization strategy is employed to solve the real world engineering problems. This optimization algorithm is inspired by competition mechanism among imperialists and colonies, in contrast to evolutionary algorithms. This paper presents a new model integrating the SVR and the ICA for time estimation in NPD projects, in which ICA is used to tune the parameters of the SVR. A real data set from a case study of an NPD project in a manufacturing industry is presented to demonstrate the performance of the proposed model. In addition, the comparison is provided between the proposed model and conventional techniques, namely nonlinear regression, back-propagation neural networks (BPNN), pure SVR and general regression neural networks (GRNN). The experimental results indicate that the presented model achieves high estimation accuracy and leads to effective prediction.     

基于Hadoop的GA-BP算法在降水预测中的应用

针对如何从海量的气象数据中挖掘出有用的知识,并提高气象预报的准确度,提出了在Hadoop平台上构建基于遗传神经网络算法的天气预报方法.该方法采用遗传算法与神经网络算法相结合,避免了传统算法容易陷入局部最优的问题,并以天津市13个台站1951–2006年的地面气候资料日值数据为基础,建立了遗传神经网络预测模型,最后以降雨量等级为决策属性进行了实验.结果表明,该方法对所有降水等级的预测准确率都要优于传统的神经网络算法,对于降水等级R₀的预测精度最高,达到了87%,不仅可以有效的处理海量气象数据,同时具有较高的预测精准度和良好的扩展性,为天气预报提拱了一种全新的思路和方法.     

量子小波神经网络及其在漏钢预报中的应用

针对传统神经网络收敛速度慢,收敛精度低,以及用于模式识别泛化能力差的问题。提出了将量子神经网络与小波理论相结合的量子小波神经网络模型。该模型隐层量子神经元采用小波基函数的线性叠加作为激励函数,称之为多层小波激励函数,这样隐层神经元既能表示更多的状态和量级,又能提高网络收敛精度和速度。给出了网络学习算法。并以之在漏钢预报波形识别中的应用验证了该模型和学习算法的有效性。     

Associative Neural Network

An associative neural network (ASNN) is a combination of an ensemble of the feed-forward neural networks and the K-nearest neighbor technique. The introduced network uses correlation between ensemble responses as a measure of distance among the analyzed cases for the nearest neighbor technique and provides an improved prediction by the bias correction of the neural network ensemble both for function approximation and classification. Actually, the proposed method corrects a bias of a global model for a considered data case by analyzing the biases of its nearest neighbors determined in the space of calculated models. An associative neural network has a memory that can coincide with the training set. If new data become available the network can provide a reasonable approximation of such data without a need to retrain the neural network ensemble. Applications of ASNN for prediction of lipophilicity of chemical compounds and classification of UCI letter and satellite data set are presented. The developed algorithm is available on-line at http://www.virtuallaboratory.org/lab/asnn.     

遗传BP神经网络在网络流量预测中的应用

由于BP神经网络本质上采用的是梯度下降算法,具有收敛速度慢、容易陷入局部极小点等缺陷.针对这种情况,用具有良好全局搜索能力的遗传算法来改进BP神经网络模型,对神经网络的初始权值和阈值进行优化.仿真结果表明,遗传BP神经网络具有良好的预测效果,预测精度比传统的BP神经网络要高,误差更小,说明了遗传BP神经网络对网络流量预测是高效可行的.     

A neurocomputing model for SODAR structure classification

The manual identification of different types of atmospheric microstructures recorded by SODAR (SOund Detection And Ranging) is a tedious task and can be performed only by an expert with broad experience. To avoid this manual task, a neural network based method of SODAR structure classification system is proposed. This method is developed based on past observations of various meteorological parameters such as temperature, relative humidity and vapour pressure, along with different features computed from the SODAR structure data, which are images representing the dynamics of the planetary boundary layer (PBL). The patterns of these images indicate the structure of different thermal patterns of the atmosphere. We propose a neural network model whose architecture combines multilayer perceptron networks (MLPs) to realize better performance after capturing the seasonality and other related effects in the atmospheric data. We also demonstrate that the use of appropriate features can further improve performance of the prediction system. These observations inspired us to use a feature selection neural network which can select good features online while learning the prediction task. The feature selection neural network is used as a preprocessor to select good features. The combined use of feature selection neural network and MLP, i.e. FSMLP (feature selection multilayer perception) results in a neural network system that uses only very few inputs but can produce a good classifier. Here we develop a real-time system that classifies the SODAR patterns automatically.     

基于模糊递归小波神经网络的葡萄酒品质预测

针对葡萄酒品质预测模型难以建立的问题,提出一种基于模糊递归小波神经网络的葡萄酒品质预测模型。利用葡萄酒物理化学指标和品酒师打分作为模型的输入输出,采用梯度下降算法在线学习隶属函数层中心、宽度和小波函数平移因子、伸缩因子、自反馈权重因子以及输出层权值。仿真实验时,首先利用Mackey-Glass混沌时间序列进行了性能测试,然后利用UCI数据集葡萄酒品质数据对所建立的品质预测模型进行了验证。结果显示,与多层感知器、径向基函数神经网络等传统前馈神经网络相比,构建的模糊递归小波神经网络品质预测模型具有更高的预测精度,更加适合于葡萄酒的品质预测。