Search results for "Random"
showing 10 items of 3931 documents
A Novel Artificial Neural Network (ANN) Using The Mayfly Algorithm for Classification
2021
Training of Artificial Neural Networks (ANNs) have been improved over the years using meta heuristic algorithms that introduce randomness into the training method but they might be prone to falling into a local minima in a high-dimensional space and have low convergence rate with the iterative process. To cater for the inefficiencies of training such an ANN, a novel neural network is presented in this paper using the bio-inspired algorithm of the movement and mating of the mayflies. The proposed Mayfly algorithm is explored as a means to update weights and biases of the neural network. As compared to previous meta heuristic algorithms, the proposed approach finds the global minima cost at f…
Simulated Annealing in Bayesian Decision Theory
1992
Since the seminal paper by Kirkpatrick, Gelatt and Vechhi (1983), a number of papers in the scientific literature refer to simulated annealing as a powerful random optimization method which promises to deliver, within reasonable computing times, optimal or nearly optimal solutions to complex decision problems hitherto forbidding. The algorithm, which uses the physical process of annealing as a metaphor, is special in that, at each iteration, one may move with positive probability to solutions with higher values of the function to minimize, rather than directly jumping to the point with the smallest value within the neighborhood, thus drastically reducing the chances of getting trapped in lo…
Secular Mean Reversion and Long-Run Predictability of the Stock Market
2013
Empirical financial literature documents the evidence of mean reversion in stock prices and the absence of out-of-sample return predictability over periods shorter than 10 years. The goal of this paper is to test the random walk hypothesis in stock prices and return predictability over periods longer than 10 years. Specifically, using 141 years of data, this paper begins by performing formal tests of the random walk hypothesis in the prices of the real S&P Composite Index over increasing time horizons up to 40 years. Even though our results cannot support the conventional wisdom which says that the stock market is safer for long-term investors, our findings speak in favor of the mean revers…
Large atomic disorder in nanostructured LaNi5 alloys: A la L3-edge extended X-ray absorption fine structure study
2010
Abstract Local structure of the nanostructured LaNi 5 alloys, prepared by ball-milling, has been studied using La L 3 -edge extended X-ray absorption fine structure spectroscopy. The near-neighbor distances tend to decrease with the ball-milling, and the mean square relative displacements (MSRD) show substantial increase suggesting an increased atomic disorder. High temperature annealing helps in partial recovery of atomic order in the ball-milled samples for milling times upto 20 h, however, the long-time ball-milled samples seems to gain only a local random order. The results suggest that reduced unit-cell volume together with large atomic-disorder might be causing a higher energy-barrier…
Use of Guided Regularized Random Forest for Biophysical Parameter Retrieval
2018
This paper introduces a feature selection method based on random forest -the Guided Regularized Random Forest (GRRF)- which can be used in classification and regression tasks. The method is based on the regularization of the information gain in the random forest nodes to obtain a subset of relevant and non-redundant features. The proposed method is used as a preliminary step In the process of retrieving biophysical parameters from a hyperspectral image. Preliminary experiments show that we can reduce the RMSE of the retrievals by around 7% for the Leaf Area Index and around 8% for the fraction of vegetation cover when compared to the results using random forest features.
SOLUTION TO RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDARY CONDITIONS
2017
We study a family of random differential equations with boundary conditions. Using a random fixed point theorem, we prove an existence theorem that yields a unique random solution.
Water quality indicators: Comparison of a probabilistic index and a general quality index. The case of the Confederación Hidrográfica del Júcar (Spai…
2010
Abstract The main objective of this work is to measure water quality using a stochastic index built with tools of Probability Theory. Its great advantage is that it accounts for the underlying uncertainty in quality classification that results from variations in the data for individual physical and chemical characteristics, considering them as random variables. We compare the results obtained by measuring water quality with this index (the probabilistic index, PI ) and a classical deterministic index (the general quality index, GQI ). Also we do a comparison with other usual indices in order to validate the PI index. To demonstrate the application of PI and GQI indices, we used information …
Ranking of Brain Tumour Classifiers Using a Bayesian Approach
2009
This study presents a ranking for classifers using a Bayesian perspective. This ranking framework is able to evaluate the performance of the models to be compared when they are inferred from different sets of data. It also takes into account the performance obtained on samples not used during the training of the classifiers. Besides, this ranking assigns a prior to each model based on a measure of similarity of the training data to a test case. An evaluation consisting of ranking brain tumour classifiers is presented. These multilayer perceptron classifiers are trained with 1H magnetic resonance spectroscopy (MRS) signals following a multiproject multicenter evaluation approach. We demonstr…
Non-linear systems under delta correlated processes handled by perturbation theory
1998
Statistical responses in terms of moment and correlation functions of non-linear systems driven by non-normal delta correlated external pulses are derived. The procedure takes full advantage of the perturbation theory approach. Then, by means of a proper coordinate transformation, the system is replaced by a quasi-linear system for which the statistical quantities can be exactly found.
Spectral Approach to Equivalent Statistical Quadratization and Cubicization Methods for Nonlinear Oscillators
2003
Random vibrations of nonlinear systems subjected to Gaussian input are investigated by a technique based on statistical quadratization, and cubicization. In this context, and depending on the nature of the given nonlinearity, statistics of the stationary response are obtained via an equivalent system with a polynomial nonlinearity of either quadratic or cubic order, which can be solved by the Volterra series method. The Volterra series response is expanded in a trigonometric Fourier series over an adequately long interval T, and exact expressions are derived for the Fourier coefficients of the second- and third-order response in terms of the Fourier coefficients of the first-order, Gaussian…