• Title/Summary/Keyword: Artificial neural Networks (ANN)

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The usefulness of overfitting via artificial neural networks for non-stationary time series

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1221-1226
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    • 2006
  • The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

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Application of artificial neural networks to the response prediction of geometrically nonlinear truss structures

  • Cheng, Jin;Cai, C.S.;Xiao, Ru-Cheng
    • Structural Engineering and Mechanics
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    • v.26 no.3
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    • pp.251-262
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    • 2007
  • This paper examines the application of artificial neural networks (ANN) to the response prediction of geometrically nonlinear truss structures. Two types of analysis (deterministic and probabilistic analyses) are considered. A three-layer feed-forward backpropagation network with three input nodes, five hidden layer nodes and two output nodes is firstly developed for the deterministic response analysis. Then a back propagation training algorithm with Bayesian regularization is used to train the network. The trained network is then successfully combined with a direct Monte Carlo Simulation (MCS) to perform a probabilistic response analysis of geometrically nonlinear truss structures. Finally, the proposed ANN is applied to predict the response of a geometrically nonlinear truss structure. It is found that the proposed ANN is very efficient and reasonable in predicting the response of geometrically nonlinear truss structures.

Bidirectional Artificial Neural Networks for Mobile-Phone Fraud Detection

  • Krenker, Andrej;Volk, Mojca;Sedlar, Urban;Bester, Janez;Kos, Andrej
    • ETRI Journal
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    • v.31 no.1
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    • pp.92-94
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    • 2009
  • We propose a system for mobile-phone fraud detection based on a bidirectional artificial neural network (bi-ANN). The key advantage of such a system is the ability to detect fraud not only by offline processing of call detail records (CDR), but also in real time. The core of the system is a bi-ANN that predicts the behavior of individual mobile-phone users. We determined that the bi-ANN is capable of predicting complex time series (Call_Duration parameter) that are stored in the CDR.

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Indian Research on Artificial Neural Networks: A Bibliometric Assessment of Publications Output during 1999-2018

  • Gupta, B.M.;Dhawan, S.M.
    • International Journal of Knowledge Content Development & Technology
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    • v.10 no.4
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    • pp.29-46
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    • 2020
  • The paper describes the quantitative and qualitative dimensions of artificial neural networks (ANN) in India in the global context. The study is based on research publications data (8260) as covered in the Scopus database during 1999-2018. ANN research in India registered 24.52% growth, averaged 11.95 citations per paper, and contributed 9.77% share to the global ANN research. ANN research is skewed as the top 10 countries account for 75.15% of global output. India ranks as the third most productive country in the world. The distribution of research by type of ANN networks reveals that Feed Forward Neural Network type accounted for the highest share (10.18% share), followed by Adaptive Weight Neural Network (5.38% share), Feed Backward Neural Network (2.54% share), etc. ANN research applications across subjects were the largest in medical science and environmental science (11.82% and 10.84% share respectively), followed by materials science, energy, chemical engineering and water resources (from 6.36% to 9.12%), etc. The Indian Institute of Technology, Kharagpur and the Indian Institute of Technology, Roorkee lead the country as the most productive organizations (with 289 and 264 papers). Besides, the Indian Institute of Technology, Kanpur (33.04 and 2.76) and Indian Institute of Technology, Madras (24.26 and 2.03) lead the country as the most impactful organizations in terms of citation per paper and relative citation index. P. Samui and T.N. Singh have been the most productive authors and G.P.S.Raghava (86.21 and 7.21) and K.P. Sudheer (84.88 and 7.1) have been the most impactful authors. Neurocomputing, International Journal of Applied Engineering Research and Applied Soft Computing topped the list of most productive journals.

Optimization of flexure stiffness of FGM beams via artificial neural networks by mixed FEM

  • Madenci, Emrah;Gulcu, Saban
    • Structural Engineering and Mechanics
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    • v.75 no.5
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    • pp.633-642
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    • 2020
  • Artificial neural networks (ANNs) are known as intelligent methods for modeling the behavior of physical phenomena because of it is a soft computing technique and takes data samples rather than entire data sets to arrive at solutions, which saves both time and money. ANN is successfully used in the civil engineering applications which are suitable examining the complicated relations between variables. Functionally graded materials (FGMs) are advanced composites that successfully used in various engineering design. The FGMs are nonhomogeneous materials and made of two different type of materials. In the present study, the bending analysis of functionally graded material (FGM) beams presents on theoretical based on combination of mixed-finite element method, Gâteaux differential and Timoshenko beam theory. The main idea in this study is to build a model using ANN with four parameters that are: Young's modulus ratio (Et/Eb), a shear correction factor (ks), power-law exponent (n) and length to thickness ratio (L/h). The output data is the maximum displacement (w). In the experiments: 252 different data are used. The proposed ANN model is evaluated by the correlation of the coefficient (R), MAE and MSE statistical methods. The ANN model is very good and the maximum displacement can be predicted in ANN without attempting any experiments.

Prediction of Solvent Effects on Rate Constant of [2+2] Cycloaddition Reaction of Diethyl Azodicarboxylate with Ethyl Vinyl Ether Using Artificial Neural Networks

  • Habibi-Yangjeh, Aziz;Nooshyar, Mahdi
    • Bulletin of the Korean Chemical Society
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    • v.26 no.1
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    • pp.139-145
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    • 2005
  • Artificial neural networks (ANNs), for a first time, were successfully developed for the modeling and prediction of solvent effects on rate constant of [2+2] cycloaddition reaction of diethyl azodicarboxylate with ethyl vinyl ether in various solvents with diverse chemical structures using quantitative structure-activity relationship. The most positive charge of hydrogen atom (q$^+$), dipole moment ($\mu$), the Hildebrand solubility parameter (${\delta}_H^2$) and total charges in molecule (q$_t$) are inputs and output of ANN is log k$_2$ . For evaluation of the predictive power of the generated ANN, the optimized network with 68 various solvents as training set was used to predict log k$_2$ of the reaction in 16 solvents in the prediction set. The results obtained using ANN was compared with the experimental values as well as with those obtained using multi-parameter linear regression (MLR) model and showed superiority of the ANN model over the regression model. Mean square error (MSE) of 0.0806 for the prediction set by MLR model should be compared with the value of 0.0275 for ANN model. These improvements are due to the fact that the reaction rate constant shows non-linear correlations with the descriptors.

Using FEM and artificial networks to predict on elastic buckling load of perforated rectangular plates under linearly varying in-plane normal load

  • Sonmez, Mustafa;Aydin Komur, M.
    • Structural Engineering and Mechanics
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    • v.34 no.2
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    • pp.159-174
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    • 2010
  • Elastic buckling load of perforated steel plates is typically predicted using the finite element or conjugate load/displacement methods. In this paper an artificial neural network (ANN)-based formula is presented for the prediction of the elastic buckling load of rectangular plates having a circular cutout. By using this formula, the elastic buckling load of perforated plates can be calculated easily without setting up an ANN platform. In this study, the center of a circular cutout was chosen at different locations along the longitudinal x-axis of plates subjected to linearly varying loading. The results of the finite element method (FEM) produced by the commercial software package ANSYS are used to train and test the network. The accuracy of the proposed formula based on the trained ANN model is evaluated by comparing with the results of different researchers. The results show that the presented ANN-based formula is practical in predicting the elastic buckling load of perforated plates without the need of an ANN platform.

Application of artificial neural network for determination of wind induced pressures on gable roof

  • Kwatra, Naveen;Godbole, P.N.;Krishna, Prem
    • Wind and Structures
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    • v.5 no.1
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    • pp.1-14
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    • 2002
  • Artificial Neural Networks (ANN) have the capability to develop functional relationships between input-output patterns obtained from any source. Thus ANN can be conveniently used to develop a generalised relationship from limited and sometimes inconsistent data, and can therefore also be applied to tackle the data obtained from wind tunnel tests on building models with large number of variables. In this paper ANN model has been developed for predicting wind induced pressures in various zones of a Gable Building from limited test data. The procedure is also extended to a case wherein interference effects on a gable roof building by a similar building are studied. It is found that the Artificial Neural Network modelling is seen to predict successfully, the pressure coefficients for any roof slope that has not been covered by the experimental study. It is seen that ANN modelling can lead to a reduction of the wind tunnel testing effort for interference studies to almost half.

Structure Design of Artificial Neural Networks using Genetic Algorithm (유전적 알고리즘을 이용한 인공신경망의 구조 설계)

  • 이재식;차봉근
    • Journal of the Korean Operations Research and Management Science Society
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    • v.24 no.3
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    • pp.49-62
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    • 1999
  • Artificial Neural Networks(ANN) have been successfully applied to various kinds of business and engineering problems, especially those involved in pattern classification. However, because of the lack of design standard or guidelines, the structure of specific ANN depends on the designer's own experiments or choices. In other words, even though we could construct a better ANN, we often steeled down with just a satisfactory ANN. The purpose of this research is to apply the Genetic Algorithm(GA) to design a structure of ANN that yields better performance compared to the existing test results. For a bankruptcy prediction problem. an exiting research using ANN which consists of 22 input processing elements(PEs) for financial ratios and 5 hidden PEs showed 70% hit ratio. In our research, the input financial ratios and the number of hidden PEs are determined by GA. The best ANN, which consists of 8 input PEs and 6 hidden PEs, shows 78.03% hit ratio. In addition, we compare the performance of two types of reproduction schemes, i.e., generational reproduction and steady-state reproduction.

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A Study on the Prediction of Recycled Aggregate Concrete Strength Using Case-Based Reasoning and Artificial Neural Network (사례기반 추론과 인공신경망을 적용한 순환골재콘크리트 강도 추정에 관한 비교 연구)

  • Kim Dae-Won;Choi hee-Bok;Kang Kyung-In
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2005.05a
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    • pp.119-124
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    • 2005
  • It is necessary for prediction of recycled aggregate concrete(RAC) strength at the early stage that facilitate concrete form removal and scheduling for construction. However, to predict RAC strength is difficult because of being influenced by complicated many factors. Therefore, this research suggest optimized estimation method that can reflect many factors. One way is Case-Based Reasoning(CBR) that solved new problems by adapting solutions to similar problems solved in the past, which are solved in the case library. Other way is Artificial Neural Networks(ANN) that solved new problems by training using a set of data, which is representative of problem domain. This study is to propose comparing accuracy of the estimating the compressive strength of recycled aggregate concrete using Case-Based Reasoning(CBR) and Artificial Neural Networks(ANN).

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