Institute for Systems Research Technical Reports

Permanent URI for this collectionhttp://hdl.handle.net/1903/4376

This archive contains a collection of reports generated by the faculty and students of the Institute for Systems Research (ISR), a permanent, interdisciplinary research unit in the A. James Clark School of Engineering at the University of Maryland. ISR-based projects are conducted through partnerships with industry and government, bringing together faculty and students from multiple academic departments and colleges across the university.

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Author: search.filters.author.Dayhoff, Judith E.Subject: search.filters.subject.signal processing

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Now showing 1 - 6 of 6
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    Commodity Trading Using Neural Networks: Models for the Gold Market
    (1997) Brauner, Erik; Dayhoff, Judith E.; Sun, Xiaoyun; ISR
    Essential to building a good financial forecasting model is having a realistic trading model to evaluate forecasting performance. Using gold trading as a platform for testing we present a profit based model which we use to evaluate a number of different approaches to forecasting. Using novel training techniques we show that neural network forecasting systems are capable of generating returns for above those of classical regression models.
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    Dynamic Attractors and Basin Class Capacity in Binary Neural Networks
    (1995) Dayhoff, Judith E.; Palmadesso, Peter J.; ISR
    The wide repertoire of attractors and basins of attraction that appear in dynamic neural networks not only serve as models of brain activity patterns but create possibilities for new computational paradigms that use attractors and their basins. To develop such computational paradigms, it is first critical to assess neural network capacity for attractors and for differing basins of attraction, depending on the number of neurons and the weights. In this paper we analyze the attractors and basins of attraction for recurrent, fully-connected single layer binary networks. We utilize the network transition graph - a graph that shows all transitions from one state to another for a given neural network - to show all oscillations and fixed-point attractors, along with the basins of attraction. Conditions are shown whereby pairs of transitions are possible from the same neural network. We derive a lower bound for the number of transition graphs possible 2n2- n , for an n-neuron network. Simulation results show a wide variety of transition graphs and basins of attraction and sometimes networks have more attractors than neurons. We count thousands of basin classes - networks with differing basins of attraction - in networks with as few as five neurons. Dynamic networks show promise for overcoming the limitations of static neural networks, by use of dynamic attractors and their basins. We show that dynamic networks have high capacity for basin classes, can have more attractors than neurons, and have more stable basin boundaries than in the Hopfield associative memory.
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    Target Discrimination with Neural Networks
    (1995) Lin, Daw-Tung; Dayhoff, Judith E.; Resch, C.L.; ISR
    The feasibility of distinguishing multiple type components of exo-atmospheric targets is demonstrated by applying the Time Delay Neural Network (TDNN) and the Adaptive Time-Delay Neural Network (ATNN). Exo-atmospheric targets are especially difficult to distinguish using currently available techniques because all target parts follow the same spatial trajectory. Thus classification must be based on light sensors that record signal over time. Results have demonstrated that the trained neural networks were able to successfully identify warheads from other missile parts on a variety of simulated scenarios, including differing angles and tumbling. The network with adaptive time delays (the ATNN) performs highly complex mapping on a limited set of training data and achieves better generalization to overall trends of situations compared to the TDNN, which includes time delays but adapts only its weights. The ATNN was trained on additive noisy data and it is shown that the ATNN possesses robustness to environment variations.
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    Learning with the Adaptive Time-Delay Neural Network
    (1993) Lin, Daw-Tung; Ligomenides, Panos A.; Dayhoff, Judith E.; ISR
    The Adaptive Time-delay Neural Network (AT N N), a paradigm for training a nonlinear neural network with adaptive time-delays, is described. Both time delays and connection weights are adapted on-line according to a gradient descent approach, with time delays unconstrained with respect to one another, and an arbitrary number of interconnections with different time delays placed between any two processing units. Weight and time-delay adaptations evolve based on inputs and target outputs consisting of spatiotemporal patterns (e.g. multichannel temporal sequences). The AT N N is used to generate circular and figure- eight trajectories, to model harmonic waves, and to do chaotic time series predictions. Its performance outstrips that of the time-delay neural network (T D N N), which has adaptable weights but fixed time delays. Applications to identification and control as well as signal processing and speech recognition are domains to which this type of network can be appropriately applied.
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    Fast Gravity: An n-Squared Algorithm for Identification of Synchronous Neural Assemblies
    (1992) Dayhoff, Judith E.; ISR
    The identification of synchronously active neural assemblies in simultaneous recordings of neuron activities is an important research issue and a difficult algorithmic problem. A gravitational analysis method was developed previously to detect and identify groups of neurons that tend to generate action potentials in near-synchrony from among a larger population of simultaneously recorded units. In this paper we show an improved algorithm for the gravitational clustering method. Where the original algorithm ran in n3 time (n = the number of neurons), the new algorithm runs in n2 time. Neurons are represented as particles in n-space that "gravitate" towards one another whenever near-synchronous electrical activity occurs. Ensembles of neurons that tend to fire together then become clustered together. The gravitational technique gives not only an identification of synchronous goroups present but also can be used for graphical display of changing activity patterns and changing synchronies among a larger population of neurons.
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    A Learning Algorithm for Adaptive Time-Delays in a Temporal Neural Network
    (1992) Lin, Daw-Tung; Dayhoff, Judith E.; Ligomenides, Panos A.; ISR
    The time delay neural network (TDNN) is an effective tool for speech recognition and spatiotemporal classification. This network learns by example, adapts its weights according to gradient descent, and incorporates a time delay on each interconnection. In the TDNN, time delays are fixed throughout training, and strong weights evolve for interconnections whose delay values are important to the pattern classification task. Here we present an adaptive time delay neural network (ATNN) that adapts its time delay values during training, to better accommodate to the pattern classification task. Connection strengths are adapted as well in the ATNN. We demonstrate the effectiveness of the TDNN on chaotic series prediction.