Embedded algorithms within an FPGA-based system to process nonlinear time series data

Author(s):  
Jonathan D. Jones ◽  
Jin-Song Pei ◽  
Monte P. Tull
Author(s):  
Rosmanjawati Binti Abdul Rahman ◽  
Seuk Wai Phoong ◽  
Mohd Tahir Ismail ◽  
Seuk Yen Phoong

Author(s):  
Seuk Yen Phoong ◽  
Mohd Tahir Ismail ◽  
Seuk Wai Phoong ◽  
Rosmanjawati Binti Abdul Rahman

2021 ◽  
Author(s):  
Muhammad Furqan Afzal ◽  
Christian David Márton ◽  
Erin L. Rich ◽  
Kanaka Rajan

Neuroscience has seen a dramatic increase in the types of recording modalities and complexity of neural time-series data collected from them. The brain is a highly recurrent system producing rich, complex dynamics that result in different behaviors. Correctly distinguishing such nonlinear neural time series in real-time, especially those with non-obvious links to behavior, could be useful for a wide variety of applications. These include detecting anomalous clinical events such as seizures in epilepsy, and identifying optimal control spaces for brain machine interfaces. It remains challenging to correctly distinguish nonlinear time-series patterns because of the high intrinsic dimensionality of such data, making accurate inference of state changes (for intervention or control) difficult. Simple distance metrics, which can be computed quickly do not yield accurate classifications. On the other end of the spectrum of classification methods, ensembles of classifiers or deep supervised tools offer higher accuracy but are slow, data-intensive, and computationally expensive. We introduce a reservoir-based tool, state tracker (TRAKR), which offers the high accuracy of ensembles or deep supervised methods while preserving the computational benefits of simple distance metrics. After one-shot training, TRAKR can accurately, and in real time, detect deviations in test patterns. By forcing the weighted dynamics of the reservoir to fit a desired pattern directly, we avoid many rounds of expensive optimization. Then, keeping the output weights frozen, we use the error signal generated by the reservoir in response to a particular test pattern as a classification boundary. We show that, using this approach, TRAKR accurately detects changes in synthetic time series. We then compare our tool to several others, showing that it achieves highest classification performance on a benchmark dataset, sequential MNIST, even when corrupted by noise. Additionally, we apply TRAKR to electrocorticography (ECoG) data from the macaque orbitofrontal cortex (OFC), a higher-order brain region involved in encoding the value of expected outcomes. We show that TRAKR can classify different behaviorally relevant epochs in the neural time series more accurately and efficiently than conventional approaches. Therefore, TRAKR can be used as a fast and accurate tool to distinguish patterns in complex nonlinear time-series data, such as neural recordings.


2012 ◽  
Vol 8 (4) ◽  
pp. 43-61 ◽  
Author(s):  
S. Uma ◽  
J. Suganthi

Nonlinear time series systems are high dimensional and chaotic in nature. Since, the design of a dynamic and efficient decision making system is a challenging task, a Support Vector Machine (SVM) based model is proposed to predict the future event of a nonlinear time series environment. This model is a non-parametric model that uses the inherent structure of the data for forecasting. The Hybrid Dimensionality Reduction (HDR) and Extended Hybrid Dimensionality Reduction (EHDR) techniques are proposed to represent the time series data and to reduce the dimensionality and control noise besides subsequencing the time series data. The proposed SVM based model using EHDR is compared with the models using Symbolic Aggregate approXimation (SAX), HDR, SVM using Kernel Principal Component Analysis(KPCA) and SVM using varying tube size values for historical data on different financial instruments. The experimental results have proved that the prediction accuracy of the proposed model is better compared with other models taken for the experimentation.


Author(s):  
S. Uma ◽  
J. Suganthi

The design of a dynamic and efficient decision-making system for real-world systems is an essential but challenging task since they are nonlinear, chaotic, and high dimensional in nature. Hence, a Support Vector Machine (SVM)-based model is proposed to predict the future event of nonlinear time series environments. This model is a non-parametric model that uses the inherent structure of the data for forecasting. The dimensionality of the data is reduced besides controlling noise as the first preprocessing step using the Hybrid Dimensionality Reduction (HDR) and Extended Hybrid Dimensionality Reduction (EHDR) nonlinear time series representation techniques. It is also used for subsequencing the nonlinear time series data. The proposed SVM-based model using EHDR is compared with the models using Symbolic Aggregate approXimation (SAX), HDR, SVM using Kernel Principal Component Analysis (KPCA), and SVM using varying tube size values for historical data on different financial instruments. A comparison of the experimental results of the proposed model with other models taken for the experimentation has proven that the prediction accuracy of the proposed model is outstanding.


Author(s):  
Ray Huffaker ◽  
Marco Bittelli ◽  
Rodolfo Rosa

Nonlinear Time Series Analysis (NLTS) provides a mathematically rigorous collection of techniques designed to reconstruct real-world system dynamics from time series data on a single variable or multiple causally-related variables. NLTS facilitates scientific inquiry that emphasizes strong supportive evidence, well-conducted and thorough inquiry, and realism. Data provide an essential evidentiary portal to a reality to which we have only limited access. Random-appearing data do not prove that underlying dynamic process are subject to exogenous inherently-random forces. The possibility exists that observed volatility is generated by inherently-unstable, deterministic, and nonlinear real-world dynamic systems. NLTS allows the data to speak regarding which type of system dynamics generated them. It is capable of detecting linear as well as nonlinear deterministic system dynamics, and diagnosing the presence of linear stochastic dynamics. Our objective is to use NLTS to uncover the structure best corresponding to reality whether it be linear, nonlinear, deterministic, or stochastic. Accurate diagnosis of real-world dynamics from observed data is crucial to develop valid theory, and to formulate effective public policy based on theory.


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