A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price

Creating an intelligent system that can accurately predict stock price in a robust way has always been a subject of great interest for many investors and financial analysts. Predicting future trends of financial markets is more remarkable these days especially after the recent global financial crisis. So traders who access to a powerful engine for extracting helpful information throw raw data can meet the success. In this paper we propose a new intelligent model in a multi-agent framework called bat-neural network multi-agent system (BNNMAS) to predict stock price. The model performs in a four layer multi-agent framework to predict eight years of DAX stock price in quarterly periods. The capability of BNNMAS is evaluated by applying both on fundamental and technical DAX stock price data and comparing the outcomes with the results of other methods such as genetic algorithm neural network (GANN) and some standard models like generalized regression neural network (GRNN), etc. The model tested for predicting DAX stock price a period of time that global financial crisis was faced to economics. The results show that BNNMAS significantly performs accurate and reliable, so it can be considered as a suitable tool for predicting stock price specially in a long term periods.     

Global stable tracking control of underactuated ships with input saturation

In this paper, tracking control of underactuated ship in the presence of input saturation is addressed. By dividing the tracking error dynamic system into a cascade of two subsystems, the torques in surge and yaw axes are designed separately using the backstepping technique. More specifically, we design the yaw axis torque in such a way that its corresponding subsystem is finite time stable, which makes it to be de-coupled from the second subsystem after a finite time. This enables us to design the torque in the surge axis independently. It is shown that the closed-loop system is stable and the mean-square tracking errors can be made arbitrarily small by choosing design parameters. Simulation results also verify the effectiveness of the proposed scheme.     

An overview on fault diagnosis and nature-inspired optimal control of industrial process applications

Fault detection, isolation and optimal control have long been applied to industry. These techniques have proven various successful theoretical results and industrial applications. Fault diagnosis is considered as the merge of fault detection (that indicates if there is a fault) and fault isolation (that determines where the fault is), and it has important effects on the operation of complex dynamical systems specific to modern industry applications such as industrial electronics, business management systems, energy, and public sectors. Since the resources are always limited in real-world industrial applications, the solutions to optimally use them under various constraints are of high actuality. In this context, the optimal tuning of linear and nonlinear controllers is a systematic way to meet the performance specifications expressed as optimization problems that target the minimization of integral- or sum-type objective functions, where the tuning parameters of the controllers are the vector variables of the objective functions. The nature-inspired optimization algorithms give efficient solutions to such optimization problems. This paper presents an overview on recent developments in machine learning, data mining and evolving soft computing techniques for fault diagnosis and on nature-inspired optimal control. The generic theory is discussed along with illustrative industrial process applications that include a real liquid level control application, wind turbines and a nonlinear servo system. New research challenges with strong industrial impact are highlighted.     

Maneuverability modeling and trajectory tracking for fish robot

This study develops a 6-DOF mathematical model for a robotic fish that considers surge, sway, heave, roll, pitch, and yaw. The model considers the conditions of a fish swimming in ocean current perturbations similar to the ocean current perturbations of the slender-body autonomous underwater vehicles. For swimming and turning behaviors, a nonlinear, dynamic, carangiform locomotion model is derived by using a planar four-link model. A 2-DOF barycenter mechanism is proposed to provide body stabilization and to serve as an actuating device for active control design. A barycenter control scheme is developed to change the center of gravity of the robot fish body by moving balancing masses along two axes. The projected torque on x and y axes propel pitch and roll angles to the desired settings. A Stabilizing controller, fish-tail mechanism, rigid body dynamics, and kinematics are incorporated to enable the fish robot to move in three dimensional space. Simulation results have demonstrated maneuverability and control system performance of the developed controller which is proposed to conduct path tracking of the robot fish as it swims under current perturbations.     

Superior foetal electrocardiogram signal elicitation using a novel artificial intelligent Bayesian methodology

Innumerable casualties due to intrauterine hypoxia are a major worry during prenatal phase besides advanced patient monitoring with latest science and technology. Hence, the analysis of foetal electrocardiogram (fECG) signals is very vital in order to evaluate the foetal heart status for timely recognition of cardiac abnormalities. Regrettably, the latest technology in the cutting edge field of biomedical signal processing does not seem to yield the desired quality of fECG signals required by physicians, which is the major cause for the pathetic condition. The focus of this work is to extort non-invasive fECG signal with highest possible quality with a motive to support physicians in utilizing the methodology for the latest intrapartum monitoring technique called STAN (ST analysis) for forecasting intrapartum foetal hypoxia. However, the critical quandary is that the non-invasive fECG signals recorded from the maternal abdomen are affected by several interferences like power line interference, baseline drift interference, electrode motion interference, muscle movement interference and the maternal electrocardiogram (mECG) being the dominant interference. A novel hybrid methodology called BANFIS (Bayesian adaptive neuro fuzzy inference system) is proposed. The BANFIS includes a Bayesian filter and an adaptive neuro fuzzy filter for mECG elimination and non-linear artefacts removal to yield high quality fECG signal. Kalman filtering frame work has been utilized to estimate the nonlinear transformed mECG component in the abdominal electrocardiogram (aECG). The adaptive neuro fuzzy filter is employed to discover the nonlinearity of the nonlinear transformed version of mECG and to align the estimated mECG signal with the maternal component in the aECG signal for annulment. The outcomes of the investigation by the proposed BANFIS system proved valuable for STAN system for efficient prediction of foetal hypoxia.     

Change detection in synthetic aperture radar images based on unsupervised artificial immune systems

In this paper, we propose a novel change detection method for synthetic aperture radar images based on unsupervised artificial immune systems. After generating the difference image from the multitemporal images, we take each pixel as an antigen and build an immune model to deal with the antigens. By continuously stimulating the immune model, the antigens are classified into two groups, changed and unchanged. Firstly, the proposed method incorporates the local information in order to restrain the impact of speckle noise. Secondly, the proposed method simulates the immune response process in a fuzzy way to get an accurate result by retaining more image details. We introduce a fuzzy membership of the antigen and then update the antibodies and memory cells according to the membership. Compared with the clustering algorithms we have proposed in our previous works, the new method inherits immunological properties from immune systems and is robust to speckle noise due to the use of local information as well as fuzzy strategy. Experiments on real synthetic aperture radar images show that the proposed method performs well on several kinds of difference images and engenders more robust result than the other compared methods.     

嵌入式盲文单手输入系统设计与实现

计算机录入编辑盲文是信息处理的特殊应用领域，是特殊教育中的重要研究课题。文中将盲文制作为特殊符号，通过制作字库，编写个性化码表，然后嵌入到主流输入法，从而实现盲文与汉字混排以及实现单手盲文输入。该系统具有易学易记性、盲文编码多样性、嵌入性强等优点，并通过实验证明输入盲文效率能提高5~6倍，在盲文出版、盲文印刷、盲文教学等领域有重要的应用价值。但盲文字符在不同平台(如智能手机)与不同操作系统兼容性问题还有待进一步研究开发。     

LTE系统多小区上行联合功控算法

针对传统的小区内开环功率控制算法通常以提升本小区的吞吐量性能为目标，忽略了当前小区用户对邻小区用户同频干扰的问题，为提升边缘用户性能的同时兼顾系统整体性能，提出了一种LTE系统小区间上行联合功率控制（UJPC）算法。该算法采用单基站三扇区为系统模型，以最优化系统吞吐量比例公平函数为目标，首先根据最小信干噪比（SINR）约束值和用户最大发射功率这两个约束条件得到相应的数学优化模型，然后采用连续凸近似的方法求解优化问题得出各个基站所管辖的小区内所有用户的最优发射功率。仿真结果表明，与基准的开环功控方案相比，联合功控方案在保证系统平均频谱利用率的情况下能够较大幅度地提高小区边缘频谱利用率，其最佳性能增益能达到50%。     

Systematic convergence of nonlinear stochastic estimators on the Special Orthogonal Group SO(3)

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group with the tracking error of the normalized Euclidean distance meeting predefined transient and steady‐state characteristics. The tracking error is confined to initially start within a predetermined large set such that the transient performance is guaranteed to obey dynamically reducing boundaries and decrease smoothly and asymptotically to the origin in probability from almost any initial condition. The proposed estimators produce accurate attitude estimates with remarkable convergence properties using measurements obtained from low‐cost inertial measurement units. The estimators proposed in continuous form are complemented by their discrete versions for the implementation purposes. The simulation results illustrate the effectiveness and robustness of the proposed estimators against uncertain measurements and large initialization error, whether in continuous or discrete form.     

A Distribution‐freeCUSUMChart for Monitoring Variability of AutocorrelatedProcesses

We present a distribution‐free tabular cumulative sum chart for monitoring the variability of an autocorrelated process. A quantity known as the asymptotic variance parameter is employed as a measure of the variability, and a distribution‐free tabular cumulative sum chart is applied to variance estimates calculated from batches of nonoverlapping samples. The proposed chart is applicable to a stationary process with a general marginal distribution and a general autocorrelation structure. It also determines control limits analytically without trial‐and‐error simulations. The performance of the proposed chart is tested on stationary processes with both normal and nonnormal marginals with various autocorrelation structures. Copyright © 2014 John Wiley & Sons, Ltd.