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2011 11th International Conference on Intelligent Systems Design and Applications最新文献

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A Binary Stock Event Model for stock trends forecasting: Forecasting stock trends via a simple and accurate approach with machine learning 股票趋势预测的二元股票事件模型:通过简单而准确的机器学习方法预测股票趋势
Pub Date : 2011-12-01 DOI: 10.1109/ISDA.2011.6121740
H. J. Jung, J. Aggarwal
The volatile and stochastic characteristics of securities make it challenging to predict even tomorrow's stock prices. Better estimation of stock trends can be accomplished using both the significant and well-constructed set of features. Moreover, the prediction capability will gain momentum as we build the right model to capture unobservable attributes of the varying tendencies. In this paper, we propose a Binary Stock Event Model (BSEM) and generate features sets based on it in order to better predict the future trends of the stock market. We apply two learning models such as a Bayesian Naive Classifier and a Support Vector Machine to prove the efficiency of our approach in the aspects of prediction accuracy and computational cost. Our experiments demonstrate that the prediction accuracies are around 70–80% in one day predictions. In addition, our back-testing proves that our trading model outperforms well-known technical indicator based trading strategies with regards to cumulative returns by 30%–100%. As a result, this paper suggests that our BSEM based stock forecasting shows its excellence with regards to prediction accuracy and cumulative returns in a real world dataset.
证券的波动性和随机性使得预测明天的股票价格变得非常困难。对股票趋势的更好的估计可以使用显著的和构造良好的特征集来完成。此外,当我们建立正确的模型来捕捉变化趋势的不可观察属性时,预测能力将获得动力。本文提出了一种二元股票事件模型(BSEM),并在此基础上生成特征集,以便更好地预测股票市场的未来趋势。应用贝叶斯朴素分类器和支持向量机两种学习模型,证明了该方法在预测精度和计算成本方面的有效性。我们的实验表明,在一天的预测中,预测精度在70-80%左右。此外,我们的回测证明,我们的交易模型在累积收益方面优于著名的基于技术指标的交易策略30%-100%。因此,本文表明我们基于BSEM的股票预测在真实世界数据集的预测准确性和累积回报方面表现出卓越的表现。
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引用次数: 4
Facial expression recognition using entropy and brightness features 基于熵和亮度特征的面部表情识别
Pub Date : 2011-11-22 DOI: 10.1109/ISDA.2011.6121744
Rizwan Ahmed Khan, Alexandre Meyer, H. Konik, S. Bouakaz
This paper proposes a novel framework for universal facial expression recognition. The framework is based on two sets of features extracted from the face image: entropy and brightness. First, saliency maps are obtained by state-of-the-art saliency detection algorithm i.e. “frequency-tuned salient region detection”. Then only localized salient facial regions from saliency maps are processed to extract entropy and brightness features. To validate the performance of saliency detection algorithm against human visual system, we have performed a visual experiment. Eye movements of 15 subjects were recorded with an eye-tracker in free viewing conditions as they watch a collection of 54 videos selected from Cohn-Kanade facial expression database. Results of the visual experiment provided the evidence that obtained saliency maps conforms well with human fixations data. Finally, evidence of the proposed framework's performance is exhibited through satisfactory classification results on Cohn-Kanade database.
提出了一种新的通用面部表情识别框架。该框架基于从人脸图像中提取的两组特征:熵和亮度。首先,通过最先进的显著性检测算法即“频率调谐显著区域检测”获得显著性图。然后对显著性图中局部显著性区域进行处理,提取熵和亮度特征。为了验证显著性检测算法在人类视觉系统下的性能,我们进行了视觉实验。在自由观看的条件下,15名受试者在观看从科恩-卡纳德面部表情数据库中挑选出来的54段视频时,用眼动仪记录了他们的眼球运动。视觉实验结果表明,所获得的显著性图与人眼注视数据吻合较好。最后,通过Cohn-Kanade数据库上令人满意的分类结果展示了所提出框架的性能证据。
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引用次数: 8
sREVEAL: Scalable extensions of REVEAL towards regulatory network inference sREVEAL: REVEAL对监管网络推理的可扩展扩展
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121850
Vijender Chaitankar, P. Ghosh, M. Elasri, E. Perkins
Most of the popular approaches towards gene regulatory networks inference e.g., Dynamic Bayesian Networks, Probabilistic Boolean Networks etc. are computationally complex and can only be used to infer small networks. While high-throughput experimental methods to monitor gene expression provide data for thousands of genes, these methods cannot fully utilize the entire spectrum of generated data. With the advent of information theoretic approaches in the last decade, the inference of larger regulatory networks from high throughput microarray data has become possible. Not all information theoretic approaches are scalable though; only methods that infer networks considering pair-wise interactions between genes such as, relevance networks, ARACNE and CLR to name a few, can be scaled upto genome-level inference. ARACNE and CLR attempt to improve the inference accuracy by pruning false edges, and do not bring in newer true edges. REVEAL is another information theoretic approach, which considers mutual information between multiple genes. As it goes beyond pair wise interactions, this approach was not scalable and could only infer small networks. In this paper, we propose two algorithms to improve the scalability of REVEAL by utilizing a transcription factor list (that can be predicted from the gene sequences) as prior knowledge and implementing time lags to further reduce the potential transcription factors that may regulate a gene. Our proposed S-REVEAL algorithms can infer larger networks with higher accuracy than the popular CLR algorithm.
大多数流行的基因调控网络推断方法,如动态贝叶斯网络,概率布尔网络等,计算复杂,只能用于推断小型网络。虽然监测基因表达的高通量实验方法提供了数千个基因的数据,但这些方法不能充分利用生成数据的整个频谱。随着近十年来信息理论方法的出现,从高通量微阵列数据推断更大的监管网络已经成为可能。并非所有的信息理论方法都是可扩展的;只有考虑到基因之间成对相互作用的网络推断方法,如相关网络、ARACNE和CLR等,才能扩大到基因组水平的推断。ARACNE和CLR试图通过修剪假边来提高推理精度,而不引入新的真边。揭示是另一种信息论方法,它考虑了多个基因之间的互信息。由于它超越了配对交互,因此这种方法不可扩展,只能推断小型网络。在本文中,我们提出了两种算法,通过利用转录因子列表(可以从基因序列中预测)作为先验知识和实施时间滞后来进一步减少可能调节基因的潜在转录因子来提高REVEAL的可扩展性。与流行的CLR算法相比,我们提出的S-REVEAL算法可以以更高的精度推断更大的网络。
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引用次数: 5
Learning heterogeneus cooperative linguistic fuzzy rules using local search: Enhancing the COR search space 利用局部搜索学习异质协同语言模糊规则:增强COR搜索空间
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121701
Javier Cózar, L. D. L. Ossa, J. A. Gamez
The COR methodology allows the learning of Linguistic Fuzzy Rule-Based Systems by considering cooperation among rules. In order to do that, COR firstly finds the set of candidate fuzzy rules that can be fired by the examples in the training set, and then uses a search algorithm to find the final set of rules. In the algorithms proposed so far, all candidate rules have the same number of antecedents, which is the number of input variables. However, these rules could be too specific, and rules more generic are not considered. In this paper we study the effect of considering all posible rules, regardeless of their number of antecedents. Experiments show that the rule bases obtained use simpler rules, and the results for the error of prediction improve upon those obtained by using classical COR methods.
COR方法允许通过考虑规则之间的合作来学习基于语言模糊规则的系统。为了做到这一点,COR首先找到可以由训练集中的示例触发的候选模糊规则集,然后使用搜索算法找到最终的规则集。在目前提出的算法中,所有候选规则具有相同数量的前项,即输入变量的数量。然而,这些规则可能过于具体,而不考虑更通用的规则。在本文中,我们研究了考虑所有可能规则的效果,而不管它们的前因式的数量。实验表明,该规则库使用了更简单的规则,其预测误差较经典的COR方法有所改善。
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引用次数: 1
Consensus operators for decision making in Fuzzy Random Forest ensemble 模糊随机森林集成决策的共识算子
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121852
J. M. Cadenas, M. C. Garrido, A. Martínez, Raquel Martínez
When individual classifiers are combined appropriately, we usually obtain a better performance in terms of classification precision. Classifier ensembles are the result of combining several individual classifiers. In this work we propose and compare various consensus based combination methods to obtain the final decision of the ensemble based on fuzzy decision trees in order to improve results. We make a comparative study with several datasets to show the efficiency of the various combination methods.
当各个分类器进行适当的组合时,我们通常可以在分类精度方面获得更好的性能。分类器集成是将几个单独的分类器组合在一起的结果。在本文中,我们提出并比较了各种基于共识的组合方法来获得基于模糊决策树的集成的最终决策,以提高结果。通过对多个数据集的对比研究,证明了各种组合方法的有效性。
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引用次数: 0
Guiding a relational learning agent with a learning classifier system 用学习分类器系统引导关系学习代理
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121623
Jose Estevez, Pedro A. Toledo, S. Alayón
This paper researches a collaborative strategy between an XCS learning classifier system (LCS) and a relational learning (RL) agent. The problem here is to learn a relational policy for a stochastic markovian decision process. In the proposed method the XCS agent is used to improve the performance of the RL agent by filtering the samples used at the induction step. This research shows that in these conditions, one of the main benefits of using the XCS algorithm comes from selecting the examples for relational learning using an estimation for the accuracy of the predicted value at each state-action pair. This kind of transfer learning is important because the characteristics of both agents are complementary: the RL agent incrementally induces a high level description of a policy, while the LCS agent offers adaptation to changes in the environment.
本文研究了XCS学习分类器系统(LCS)与关系学习智能体(RL)之间的协同策略。这里的问题是学习一个随机马尔可夫决策过程的关系策略。在该方法中,XCS试剂通过过滤诱导步骤中使用的样品来提高RL试剂的性能。这项研究表明,在这些条件下,使用XCS算法的主要好处之一来自于使用对每个状态-动作对预测值的准确性的估计来选择用于关系学习的示例。这种类型的迁移学习很重要,因为这两个智能体的特征是互补的:RL智能体逐渐诱导对策略的高级描述,而LCS智能体提供对环境变化的适应。
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引用次数: 0
Using memory to reduce the information overload in a university digital library 利用内存减少高校数字图书馆的信息过载
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121696
Álvaro Tejeda-Lorente, C. Porcel, María Ángeles Martínez, A. G. López-Herrera, E. Herrera-Viedma
In the recent times the amount of information coming overwhelms us, and because of it we have serious problems to access to relevant information, that is, we suffer information overload problems. Recommender systems have been applied successfully to avoid the information overload in different scopes, but the number of electronic resources daily generated keeps growing and the problem still remain. Therefore, we find a persistent problem of information overload. In this paper we propose an improved recommender system to avoid the persistent information overload found in a University Digital Library. The idea is to include a memory to remember selected resources but not recommended to the user, and in such a way, the system could incorporate them in future recommendations to complete the set of filtered resources, for example, if there are a few resources to be recommended or if the user wishes output obtained by combination of resources selected in different recommendation rounds.
在最近的时代,大量的信息涌入我们,因为它,我们有严重的问题获取相关的信息,即我们遭受信息过载的问题。推荐系统在不同范围内成功地避免了信息过载,但每天产生的电子资源数量不断增加,问题仍然存在。因此,我们发现了一个持续存在的信息超载问题。本文提出了一种改进的推荐系统,以避免高校数字图书馆持续存在的信息过载问题。其思想是包含一个内存来记住选择的资源,但不推荐给用户,这样,系统可以将它们纳入未来的推荐中,以完成过滤的资源集,例如,如果有一些资源需要推荐,或者如果用户希望通过不同推荐轮中选择的资源组合获得输出。
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引用次数: 5
On the application of a hybrid Harmony Search algorithm to node localization in anchor-based Wireless Sensor Networks 混合和谐搜索算法在基于锚点的无线传感器网络节点定位中的应用
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121791
D. Manjarrés, J. Ser, S. Gil-Lopez, M. Vecchio, I. Landa-Torres, Roberto López-Valcarce
In many applications based on Wireless Sensor Networks (WSNs) with static sensor nodes, the availability of accurate location information of the network nodes may become essential. The node localization problem is to estimate all the unknown node positions, based on noisy pairwise distance measurements of nodes within range of each other. Maximum Likelihood (ML) estimation results in a non-convex problem, which is further complicated by the fact that sufficient conditions for the solution to be unique are not easily identified, especially when dealing with sparse networks. Thereby, different node configurations can provide equally good fitness results, with only one of them corresponding to the real network geometry. This paper presents a novel soft-computing localization technique based on hybridizing a Harmony Search (HS) algorithm with a local search procedure whose aim is to identify the localizability issues and mitigate its effects during the iterative process. Moreover, certain connectivity-based geometrical constraints are exploited to further reduce the areas where each sensor node can be located. Simulation results show that our approach outperforms a previously proposed meta-heuristic localization scheme based on the Simulated Annealing (SA) algorithm, in terms of both localization error and computational cost.
在基于静态传感器节点的无线传感器网络(WSNs)的许多应用中,获取网络节点的准确位置信息可能变得至关重要。节点定位问题是基于节点在彼此范围内的带噪声的成对距离测量来估计所有未知节点的位置。极大似然(ML)估计会导致一个非凸问题,由于不容易识别解是唯一的充分条件,特别是在处理稀疏网络时,使问题进一步复杂化。因此,不同的节点配置可以提供同样好的适应度结果,其中只有一个节点对应于真实的网络几何。本文提出了一种基于和谐搜索算法和局部搜索过程相结合的软计算定位技术,其目的是识别迭代过程中的可定位性问题并减轻其影响。此外,利用某些基于连通性的几何约束来进一步减少每个传感器节点可以定位的区域。仿真结果表明,该方法在定位误差和计算成本方面都优于先前提出的基于模拟退火(SA)算法的元启发式定位方案。
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引用次数: 10
Mining answers for causal questions in a medical example 在一个医学例子中挖掘因果问题的答案
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121694
Alejandro Sobrino, J. A. Olivas, C. Puente
The aim of this paper is to approach causal questions in a medical domain. Causal questions par excellence are what, how and why-questions. The ‘pyramid of questions’ shows this. At the top, why-questions are the prototype of causal questions. Usually why-questions are related to scientific explanations. Although cover law explanation is characteristically of physical sciences, it is less common in biological or medical knowledge. In medicine, laws applied to all cases are rare. It seems that doctors express their knowledge using mechanisms instead of natural laws. In this paper we will approach causal questions with the aim of: (1) answering what-questions as identifying the cause of an effect; (2) answering how-questions as selecting an appropriate part of a mechanism that relates pairs of cause-effect (3) answering why-questions as identifying ultimate causes in the answers of how-questions. In this task, we hypothesize that why-questions are related to scientific explanations in a negative and a positive note: (i) as previously said, scientific explanations in biology are based on mechanisms instead of natural laws; (ii) scientific explanations are generally concerned with deepening, providing explanations as detailed as possible. Thus, we conjecture that answers to why-questions have to find the ultimate causes in a mechanism and link them to the prior cause summarizing the intermediate nodes in order to provide a comprehensible answer. The Mackie´s INUS causality offers a theoretical support for this solution.
本文的目的是探讨医学领域的因果问题。因果关系问题通常是什么、如何做和为什么这样的问题。“问题金字塔”说明了这一点。在顶部,为什么问题是因果问题的原型。通常“为什么”问题与科学解释有关。虽然掩护法的解释是物理科学的特征,但在生物或医学知识中并不常见。在医学上,适用于所有病例的法律是罕见的。医生似乎是用机制而不是自然法则来表达他们的知识。在本文中,我们将探讨因果问题的目的是:(1)回答什么问题作为确定结果的原因;(2)回答“如何”问题,选择一个机制的适当部分,将成对的因果关系联系起来;(3)回答“为什么”问题,在“如何”问题的答案中确定最终原因。在这项任务中,我们假设为什么问题以消极和积极的方式与科学解释相关:(i)如前所述,生物学中的科学解释基于机制而不是自然规律;(ii)科学解释通常涉及深化,提供尽可能详细的解释。因此,我们推测,为什么问题的答案必须在一个机制中找到最终原因,并将它们与先前原因联系起来,总结中间节点,以便提供一个可理解的答案。麦基的INUS因果关系为这一解决方案提供了理论支持。
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引用次数: 3
Adaptive geolocated cultural information system for mobile devices 移动设备自适应地理定位文化信息系统
Pub Date : 2011-11-01 DOI: 10.1109/ISDA.2011.6121639
Sergio Misó, Miguel J. Hornos, María Luisa Rodríguez
Nowadays, Internet is a complex information space in which information is spread among many different data sources. Public and private institutions have already worked on some projects to gather geolocalized information about public places. However, no work has been carried out on information repositories about the activities developed in those places. Thus, due to the lack of clear reference information, citizens do not usually know how to take advantage of offers provided by their cultural environment. This paper presents a system for mobile devices that tries to solve this problem. Personalized information on events that take place in the user's town will be shown, taking into account her/his interests and preferences. Besides, the user interaction with the application will enable the system to evolve and improve the user model so that more accurate personalized data can be provided at a specific time.
如今,互联网是一个复杂的信息空间,其中信息在许多不同的数据源中传播。公共和私人机构已经开展了一些收集公共场所地理定位信息的项目。但是,没有开展关于这些地方开展的活动的信息库方面的工作。因此,由于缺乏明确的参考信息,公民通常不知道如何利用他们的文化环境提供的好处。本文提出了一个针对移动设备的系统,试图解决这一问题。将显示用户所在城镇发生的事件的个性化信息,并考虑到用户的兴趣和偏好。此外,用户与应用程序的交互将使系统能够发展和改进用户模型,以便在特定时间提供更准确的个性化数据。
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引用次数: 1
期刊
2011 11th International Conference on Intelligent Systems Design and Applications
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