Sensitivity analysis, neural networks, and the finance

This paper presents a model for calculation of torsion capacity of the reinforced concrete beams using the artificial neural network. Considering the complex reaction of reinforced concrete beams under torsion moments, torsion strength of these beams is depended on different parameters; therefore using the artificial neural network is a proper method for estimating the torsion capacity of the beams. In the presented model the beam's dimensions, concrete compressive strength and longitudinal and traverse bars properties are the input data, and torsion capacity of the reinforced concrete beam is the output of the model. Also considering the neural network results, a sensitivity analysis is performed on the network layers weight, and the effect of different parameters is evaluated on the torsion strength of the reinforced concrete beams. According to the sensitivity analysis, properties of traverse steel have the most effect on torsion capacity of the beams.

This paper presents an investigation of an artificial neural network (ANN) to predict the flutter characteristics of a simple wing that under went multiple weight variation changes. The weight variations were used to simulate the addition of non-structural weight or structural repair weight. The test case wing had 24 designated repair areas where repair weights were added as lumped masses. Weight and location of the repairs were randomly generated to increase the sample size and help the generalization of the ANN. The ANN was evaluated for both the flutter speed and flutter frequency for multiple levels of structural damping. The number of test cases required to train the neural network was also evaluated for both the error between the input and output results as well as the generalization of the neural networks.

Introduction Artificial neural networks are predictive algorithms with higher discriminative ability than models derived from conventional logistic regression. Aim To compare the discriminative ability of an algorithm developed by an artificial neural network and the GRACE score for the prediction of mortality in acute coronary syndromes (ACS). Material/Methods :A database with consecutively included patients of acute coronary syndromes from a Community Hospital was analyzed. 57 variables were analyzed (50 cofactors and 7 covariates): demographic data, cardiovascular risk factors, cardiovascular and non-cardiovascular history, pre-admission medication, pre-admission procedures, vital signs at admission, admission Killip class , electrocardiographic patterns, peak levels of serum troponin T, serum creatinine, blood glucose, white blood cell count at admission, left ventricular function determined by echocardiography, invasive procedures and clinical events during hospitalization. Neural network models were trained with different methods (multilayer perceptron or radial basis), neural architectures and activation functions to select the best performing algorithm. The sample was subdivided into a 70% neural network training subpopulation and another 30% for validation. The areas under the ROC curve of the neural network and the GRACE score were compared using De Long's test. Calibration or goodness-of-fit analysis was performed by Hosmer Lemeshow test. Sensitivity analysis was performed to identify the variables with the highest independent normalized importance for the model. The SPSS 23.0 Statistics program was used for statistical analysis and neural network modeling. The end point of the analysis was hospital mortality. Results A total of 1818 ACS patients were analyzed. The best performing neural network model was the multilayer perceptron, with an architecture composed of a hidden layer with 4 neurons, tangent hyperbolic activation function of the in the hidden layer neurons and softmax of those in the output layer. The area under the ROC curve of the resulting algorithm for death prediction was 0.98 (95% CI 0.97-0.99). The GRACE score had an area under the ROC curve of 0.88 (95% CI 0.77-0.90). The comparison between both areas by De Long test showed significant differences: p<0.001. Calibration or goodness of fit showed better correlation between observed and calculated events (lower dispersion or residual values) with the neural networks chi-square 1.9 p= 0.78 with respect to the GRACE chi-square score of 4.9, p 0.06. The variables with the highest independent normalized importance in the artificial neural network model were serum creatinine (100%) and troponin T elevation (82%), Conclusions According to the present analysis, both the discriminatory capacity of hospital mortality as well as the calibration or goodness of fit of the artificial neural networks are significantly superior to the GRACE score.

Ecological Applications of Fuzzy Logic.- Ecological Applications of Qualitative Reasoning.- Ecological Applications of Non-supervised Artificial Neural Networks.- Ecological Applications of Genetic Algorithms.- Ecological Applications of Evolutionary Computation.- Ecological Applications of Adaptive Agents.- Bio-Inspired Design of Computer Hardware by Self-Replicating Cellular Automata.- Prediction and Elucidation of Stream Ecosystems.- Development and Application of Predictive River Ecosystem Models Based on Classification Trees and Artificial Neural Networks.- Modelling Ecological Interrelations in Running Water Ecosystems with Artificial Neural Networks.- Non-linear Approach to Grouping, Dynamics and Organizational Informatics of Benthic Macroinvertebrate Communities in Streams by Artificial Neural Networks.- Elucidation of Hypothetical Relationships between Habitat Conditions and Macroinvertebrate Assemblages in Freshwater Streams by Artificial Neural Networks.- Prediction and Elucidation of River Ecosystems.- Prediction and Elucidation of Population Dynamics of the Blue-green Algae Microcystis aeruginosa and the Diatom Stephanodiscus hantzschii in the Nakdong River-Reservoir System (South Korea) by a Recurrent Artificial Neural Network.- An Evaluation of Methods for the Selection of Inputs for an Artificial Neural Network Based River Model.- Utility of Sensitivity Analysis by Artificial Neural Network Models to Study Patterns of Endemic Fish Species.- Prediction and Elucidation of Lake and Marine Ecosystems.- A Comparison between Neural Network Based and Multiple Regression Models for Chlorophyll-a Estimation.- Artificial Neural Network Approach to Unravel and Forecast Algal Population Dynamics of Two Lakes Different in Morphometry and Eutrophication.- Hybrid Evolutionary Algorithm for Rule Set Discovery in Time-Series Data to Forecast and Explain Algal Population Dynamics in Two Lakes Different in Morphometry and Eutrophication.- Multivariate Time Series Prediction of Marine Zooplankton by Artificial Neural Networks.- Classification of Fish Stock-Recruitment Relationships in Different Environmental Regimes by Fuzzy Logic with Bootstrap Re-sampling Approach.- Computational Assemblage of Ordinary Differential Equations for Chlorophyll-a Using a Lake Process Equation Library and Measured Data of Lake Kasumigaura.- Classification of Ecological Images at Micro and Macro Scale.- Identification of Marine Microalgae by Neural Network Analysis of Simple Descriptors of Flow Cytometric Pulse Shapes.- Age Estimation of Fish Using a Probabilistic Neural Network.- Pattern Recognition and Classification of Remotely Sensed Images by Artificial Neural Networks.

این مطالعه به منظور بررسی پیش بینی شاخص های عملکرد تولیدی در مرغان تخم گذار با استفاده از شبکه های عصبی مصنوعی و رگرسیون غیرخطی چندگانه انجام شد. بررسی بر روی اطلاعات چهار دوره متوالی پرورش در یک واحد پرورش مرغ تخم گذار صورت گرفت. روش های داده-کاوی شامل رگرسیون خطی و غیر خطی، شبکه عصبی پرسپترون سه لایه، شبکه عصبی پرسپترون چهار لایه و شبکه عصبی با تابع پایه ای شعاعی بود. در این مدل ها از متغیرهای سن گله، میزان خوراک مصرفی و فصل تولید به عنوان متغیر پیشگو و شاخص های عملکرد تولیدی شامل درصد تخم-گذاری، وزن توده ای تخم مرغ تولیدی و ضریب تبدیل غذایی به عنوان متغیر پاسخ استفاده شد. نتایج نهایی رگرسیون های خطی نشان داد که برای تمامی متغیرهای وابسته مورد مطالعه متغیر مستقل سن گله معنی دار می باشد. بنابراین رگرسیون غیر خطی شاخص های عملکرد تولیدی در مقابل سن برای مقایسه با شبکه های عصبی مختلف مورد بررسی قرار گرفت و برای مقایسه کلیه مدل ها از ضریب تعیین (R2) و میانگین قدر مطلق خطا (MAE) استفاده شد. نتایج نشان داد بین شبکه های عصبی مصنوعی مختلف مورد مطالعه، شبکه با تابع پایه ای شعاعی بهتر از سایر مدل های در پیش‌بینی شاخص های عملکرد تولیدی مرغان تخم گذار عمل می کند.

Objective: The main objective of this paper is to improve the intrusion detection accuracy of neural networks by hybridized with Jordan network, applying novel Lyapunov function and changing input values as fuzzy values using fuzzy logic. Methods: In this research, the intrusion detection of NSL KDD dataset is carry out by neural network first . The performance of neural networks mainly depends on the parameters like number of hidden layer, no of node in the hidden layer and the no of epoch. Selecting the proper parameters values and weight initialization are the main difficulty in neural network. To overcome this issue a hybrid network by combining neural network with Jordan network is proposed which is highly sensitive to weight convergence. In hybrid network Lyapunov function is used to achieve the stability of equilibrium between two networks. But in this work a novel Lyapunov function is proposed to achieve global robust stability in hybrid network. A novel Lyapunov function uses a class of general activation functions which are not to be differentiable, bounded or monotonically nondecreasing. A set of criteria are derived to guarantee the existence, uniqueness and global robust stability of the equilibrium of hybrid networks with time delays. Then the learning ability of hybrid network is improved by using fuzzy logic. The hybrid network improved by a novel Lyapunov and fuzzy logic is called as Improved Fuzzy Hybrid Jordan network and Artificial Neural Network (IHFJANN). Findings: Artificial Neural Network (ANN), Hybrid Jordan network and Artificial Neural Network (HJANN) and Improved Hybrid Fuzzy Jordan network and Artificial Neural Network (IHFJ ANN) are applied on NSL KDD training dataset to lean the type of available attacks. NSL training dataset contains 2500 instances and 38 attributes where as testing dataset contains 995 instances and 38 attributes. The learned model of three classifiers is used to predict the classes in test dataset. The performance measures are evaluated in terms of accuracy, precision, recall and f-measure values. Improvement: The classification accuracy of Artificial Neural Network (ANN), Hybrid Jordan network and Artificial Neural Network (HJANN) and Improved Hybrid Fuzzy Jordan network and Artificial Neural Network (IHFJANN) are 72%, 80% and 84% respectively. Accuracy is increased by 12% in IHFJANN than the ANN and 4% than the HJANN. The precision value of ANN, HJANN and IHFJANN are 0.46, 0.54 and 0.57 respectively. Precision value is increased by 0.9 in IHFJANN than the ANN and 0.3 than the HJANN. The recall value of ANN, HJANN and IHFJANN are 0.73, 0.81 and 0.84 respectively. Recall value is increased by 0.9 in IHFJANN than the ANN and 0.3 than the HJANN. The F-measure value of ANN, HJANN and IHFJANN are 0.58, 0.65 and 0.68 respectively. F-measure value is increased by 0.10 in IHFJANN than the ANN and 0.3 than the HJANN. The results proved that the proposed IHFJANN provides better performance than ANN and HJANN.

The Brain Emotional Learning (BEL) is a novel bio-inspired machine learning approach mentioned as a new class of artificial neural network (ANN). The artificial emotional neural network (AENN) is one of the BEL methods which used the genetic algorithm (GA) to compute proper weights, weights of the amygdala (AMYG), orbitofrontal cortex (OFC) weights and a bias value. AENN trained by GA has been reported that it could produce low error rates. However, AENN still has more rooms to enhance its prediction of performance, especially generalization and the prediction of performance. Therefore, this paper aims to propose a new training method for AENN. The JAYA optimization algorithm optimized the weights and the biases of AENN. Two new proposed models are named as AENN-Max-JAYA and AENN-Mean-JAYA. Their names are according to the way of selecting the additional expanded feature which obtained through either the max or the average of input patterns, respectively. From the experimental results for wind power forecasting dataset, the proposed methods proved that the results are better in generalization performance and give lower error rates which compared to the comparative AENN models and traditional ANNs.

The article explores modern neural network architectures for the automatic detection and recognition of marine surface objects and obstacles of given classes throughout the full image area, applicable for execution in real or near real time on an optoelectronic vision system to au-tomate and improve the safety of civil marine navigation. A formal statement of the problem of automatic detection of objects on images is given. The state-of-the-art algorithms for detecting objects in images based on use of artificial convolutional neural networks were reviewed, their comparison was made and a reasonable choice was made in favor of the most efficient neuralnetwork architecture in terms of computational complexity to recognition accuracy. The subject area is studied, as well as publicly available databases of surface objects suitable for use in the training of algorithms using artificial neural networks. The article concluded that there is insuffi-cient labeled data for training neural network algorithms, as a result of which the authors inde-pendently collected research images and video sequences, prepared and labeled the collected data containing surface marine objects and other obstacles that represent a navigation hazard for ships. Based on the selected neural network architecture, a new neural network algorithm for automatic full-frame detection and recognition of surface objects was developed, and an artificial neural network was trained using the prepared database of images of typical objects. The resulting algorithm was tested by the authors on a validation data set, the quality of its work was estimated using various metrics, and the algorithm’s performance was measured. Conclusions are made about the necessity to expand the collected database of images of typical marine objects, further steps are proposed to improve the accuracy of the developed software and algorithmic complex and its implementation to be used in a marine optoelectronic machine vision system for automa-tion and improving the safety of civil navigation.

Some features of cognitive modeling are presented, including the prerequisites for a cognitive approach to solving complex problems. Cognitive modeling involves the use of various artificial neural networks, including convolutional neural networks. The classification of artificial neural networks according to various characteristics is given. The features of self-organizing neural networks and networks using deep learning methods are considered. The artificial neural network, which is a three-layer unidirectional direct propagation network, the interface of a computer program used to approximate functions using the specified neural network, as well as the solution of the image recognition problem using an artificial convolutional neural network, in which the neural network parameters are adjusted for each recognizable image fragment in order to adaptively filter the image, are considered in detail. The analysis of images in video surveillance systems in order to detect fires allows them to be detected at an early stage and, thus, prevent the fire propogation.

Artificial neural networks (ANNs) excel at analyzing challenging data sets and can be exceptional tools for decision support in clinical environments. The present study pilots the use of ANNs for determining prognosis in neuro-oncology patients. To determine whether ANNs perform better at predicting 1-year survival in a group of patients with brain metastasis compared with traditional predictive tools. : ANNs were trained on a multi-institutional data set of radiosurgery patients to predict 1-year survival on the basis of several input factors. A single ANN, an ensemble of 5 ANNs, and logistic regression analyses were compared for efficacy. Sensitivity analysis was used to identify important variables in the ANN model. A total of 196 patients were divided up into training, testing, and validation data sets consisting of 98, 49, and 49 patients, respectively. Patients surviving at 1 year tended to be female (P = .001) and of good performance status (P = .01) and to have favorable primary tumor histology (P = .001). The pooled voting of 5 ANNs performed significantly better than the multivariate logistic regression model (P = .02), with areas under the curve of 84% and 75%, respectively. The ensemble also significantly outperformed 2 commonly used prognostic indexes. Primary tumor subtype and performance status were identified on sensitivity analysis to be the most important variables for the ANN. ANNs outperform traditional statistical tools and scoring indexes for predicting individual patient prognosis. Their facile implementation, robustness in the presence of missing data, and ability to continuously learn make them excellent choices for use in complicated clinical environments.

The information processing capability of artificial neural networks (ANNs) is closely related to its architecture and weights. The paper describes a new evolutionary system for evolving artificial feedforward neural networks, which is based on the particle swarm optimisation (PSO) algorithm. Both the architecture and the weights of ANNs are adaptively adjusted according to the quality of the neural network. This process is repeated until the best ANN is accepted or the maximum number of generations has been reached. A strategy of evolving added nodes and a partial training algorithm are used to maintain a close behavioural link between the parents and their offspring. This system has been tested on two real problems in the medical domain. The results show that ANNs evolved by PSONN have good accuracy and generalisation ability.

For the past few years Artificial Neural Networks (ANN) have made a strong comeback to the scientific community. They are used in a variety of tasks where adaptive computing can enhance process performance. There has been a handful of papers suggesting the use of artificial neural networks in the petroleum industry1-3. These papers can be classified into two major categories. First category includes papers that recommend the use of ANN in classification of lithologies from well logs. Second category includes papers that employ ANN to pick the proper reservoir model for well testing purposes. This paper introduces a new implementation of the neuro-computing technology in petroleum engineering. It is shown in this study that artificial neural networks possess numerous capabilities, and can be much more useful to petroleum engineers than previously thought. An implementation of artificial neural networks in characterization of reservoir heterogeneity is presented in this paper. A methodology is introduced through which different rock properties in highly heterogeneous reservoirs can be predicted with good accuracy using information deduced from geophysical well logs. Examples of such networks are presented using field data for verification. The underlying reasons (theories) that make achievement of such complex tasks possible are discussed. The notion that artificial intelligence and neural networks in particular have immense potentials in solving complex engineering and scientific problems are addressed. The innovation now lies on the creativity of the researchers to recognize and define petroleum engineering problems that can be addressed by artificial intelligence technology.

Brain research up to date has revealed that structure and function are highly related. Thus, for example, studies have repeatedly shown that the brains of patients suffering from schizophrenia or other diseases have a different connectome compared to healthy people. Apart from stochastic processes, however, an inherent logic describing how neurons connect to each other has not yet been identified. We revisited this structural dilemma by comparing and analyzing artificial and biological-based neural networks. Namely, we used feed-forward and recurrent artificial neural networks as well as networks based on the structure of the micro-connectome of C. elegans and of the human macro-connectome. We trained these diverse networks, which markedly differ in their architecture, initialization and pruning technique, and we found remarkable parallels between biological-based and artificial neural networks, as we were additionally able to show that the dilemma is also present in artificial neural networks. Our findings show that structure contains all the information, but that this structure is not exclusive. Indeed, the same structure was able to solve completely different problems with only minimal adjustments. We particularly put interest on the influence of weights and the neuron offset value, as they show a different adaption behaviour. Our findings open up new questions in the fields of artificial and biological information processing research.

One of the most undesirable consequences induced by blasting in open-pit mines and civil activities is flyrock. Furthermore, the production of oversize boulders creates many problems for the continuation of the work and usually imposes additional costs on the project. In this way, the breakage of oversize boulders is associated with throwing small fragments particles at high speed, which can lead to serious risks to human resources and infrastructures. Hence, the accurate prediction of flyrock induced by boulder blasting is crucial to avoid possible consequences and its’ environmental side effects. This study attempts to develop an optimized artificial neural network (ANN) by particle swarm optimization (PSO) and jellyfish search algorithm (JSA) to construct the hybrid models for anticipating flyrock distance resulting in boulder blasting in a quarry mine. The PSO and JSA algorithms were used to determine the optimum values of neurons’ weight and biases connected to neurons. In this regard, a database involving 65 monitored boulders blasting for recording flyrock distance was collected that comprises six influential parameters on flyrock distance, i.e., hole depth, burden, hole angle, charge weight, stemming, and powder factor and one target parameter, i.e., flyrock distance. The ten various models of ANN, PSO–ANN, and JSA–ANN were established for estimating flyrock distance, and their results were investigated by applying three evaluation indices of coefficient of determination (R2), root mean square error (RMSE) and value accounted for (VAF). The results of the calculation of evaluation indicators revealed that R2, values of (0.957, 0.972 and 0.995) and (0.945, 0.954 and 0.989) were determined to train and test of proposed predictive models, respectively. The yielded results denoted that although ANN model is capable of anticipating flyrock distance, the hybrid PSO–ANN and JSA–ANN models can anticipate flyrock distance with more accuracy. Furthermore, the performance and accuracy level of the JSA–ANN predictive model can estimate better compared to ANN and PSO–ANN models. Therefore, the JSA–ANN model is identified as the superior predictive model in estimating flyrock distance induced from boulder blasting. In the final, a sensitivity analysis was conducted to determine the most influential parameters in flyrock distance, and the results showed that charge weight, powder factor, and hole angle have a high impact on flyrock changes.

The creation of transverse openings in beams triggers the shear performance. The dual impact of height and length on the overall shear performance and strain variations in reinforcements of deep concrete beams with and without fibres was assessed to investigate the effect of opening in the beam. This effect of opening was explored and modelled using finite element software Abaqus and predicted using an artificial neural network (ANN) model. The data set for ANN was 56 deep concrete beams, while for the finite element model (FEM), 12 deep concrete beams were used. The effect of input parameters in the ANN model was assessed through sensitivity analysis. Results show that with an increase in opening depth, the strain in top steel reinforcement shifted to tensile strain, resulting in premature beam failure. In addition, experimental and FEM shear resistance had a mean absolute error (MAE) of 4.1, 5.0, and 20.6% for deep beams without fibres, with fibres and fibre mesh, respectively. Compared to available analytical models, the ANN model reasonably predicts the shear resistance with an R2of 0.84 and a mean square error (MSE) of 0.01. The use of the ANN and FEM models is recommended as they save time, and the prediction does not involve degradation of the environment, hence demonstrating sustainable construction practices. Doi: 10.28991/CEJ-2024-010-08-02 Full Text: PDF