Using Rough Sets for Practical Feature Selection in a Rough Sets/Neural Network Framework for Knowledge Discovery

Author(s):  
Ilona Jagielska ◽  

An important task in knowledge discovery is feature selection. This paper describes a practical approach to feature subset selection proposed as part of a hybrid rough sets/neural network framework for knowledge discovery for decision support. In this framework neural networks and rough sets are combined and used cooperatively during the system life cycle. The reason for combining rough sets with neural networks in the proposed framework is twofold. Firstly, rough sets based systems provide domain knowledge expressed in the form of If-then rules as well as tools for data analysis. Secondly, rough sets are used in this framework in the task of feature selection for neural network models. This paper examines the feature selection aspect of the framework. An empirical study that tested the approach on artificial datasets and real-world datasets was carried out. Experimental results indicate that the proposed approach can improve the performance of neural network models. The framework was also applied in the development of a real-world decision support system. The experience with this application has shown that the approach can support the users in the task of feature selection.

This chapter introduces multi-polynomial higher order neural network models (MPHONN) with higher accuracy. Using Sun workstation, C++, and Motif, a MPHONN simulator has been built. Real-world data cannot always be modeled simply and simulated with high accuracy by a single polynomial function. Thus, ordinary higher order neural networks could fail to simulate complicated real-world data. But MPHONN model can simulate multi-polynomial functions and can produce results with improved accuracy through experiments. By using MPHONN for financial modeling and simulation, experimental results show that MPHONN can always have 0.5051% to 0.8661% more accuracy than ordinary higher order neural network models.


2000 ◽  
Vol 10 (02) ◽  
pp. 123-142 ◽  
Author(s):  
MING ZHANG ◽  
JING CHUN ZHANG ◽  
JOHN FULCHER

Real world financial data is often discontinuous and non-smooth. If we attempt to use neural networks to simulate such functions, then accuracy will be a problem. Neural network group models perform this function much better. Both Polynomial Higher Order Neural network Group (PHONG) and Trigonometric polynomial Higher Order Neural network Group (THONG) models are developed. These HONG models are open box, convergent models capable of approximating any kind of piecewise continuous function, to any degree of accuracy. Moreover they are capable of handling higher frequency, higher order non-linear and discontinuous data. Results obtained using a Higher Order Neural network Group financial simulator are presented, which confirm that HONG group models converge without difficulty, and are considerably more accurate than neural network models (more specifically, around twice as good for prediction, and a factor of four improvement in the case of simulation).


2018 ◽  
Vol 6 (11) ◽  
pp. 216-216 ◽  
Author(s):  
Zhongheng Zhang ◽  
◽  
Marcus W. Beck ◽  
David A. Winkler ◽  
Bin Huang ◽  
...  

2021 ◽  
Vol 1 (1) ◽  
pp. 19-29
Author(s):  
Zhe Chu ◽  
Mengkai Hu ◽  
Xiangyu Chen

Recently, deep learning has been successfully applied to robotic grasp detection. Based on convolutional neural networks (CNNs), there have been lots of end-to-end detection approaches. But end-to-end approaches have strict requirements for the dataset used for training the neural network models and it’s hard to achieve in practical use. Therefore, we proposed a two-stage approach using particle swarm optimizer (PSO) candidate estimator and CNN to detect the most likely grasp. Our approach achieved an accuracy of 92.8% on the Cornell Grasp Dataset, which leaped into the front ranks of the existing approaches and is able to run at real-time speeds. After a small change of the approach, we can predict multiple grasps per object in the meantime so that an object can be grasped in a variety of ways.


10.14311/1121 ◽  
2009 ◽  
Vol 49 (2) ◽  
Author(s):  
M. Chvalina

This article analyses the existing possibilities for using Standard Statistical Methods and Artificial Intelligence Methods for a short-term forecast and simulation of demand in the field of telecommunications. The most widespread methods are based on Time Series Analysis. Nowadays, approaches based on Artificial Intelligence Methods, including Neural Networks, are booming. Separate approaches will be used in the study of Demand Modelling in Telecommunications, and the results of these models will be compared with actual guaranteed values. Then we will examine the quality of Neural Network models. 


Author(s):  
Ming Zhang

Real world financial data is often discontinuous and non-smooth. Accuracy will be a problem, if we attempt to use neural networks to simulate such functions. Neural network group models can perform this function with more accuracy. Both Polynomial Higher Order Neural Network Group (PHONNG) and Trigonometric polynomial Higher Order Neural Network Group (THONNG) models are studied in this chapter. These PHONNG and THONNG models are open box, convergent models capable of approximating any kind of piecewise continuous function to any degree of accuracy. Moreover, they are capable of handling higher frequency, higher order nonlinear, and discontinuous data. Results obtained using Polynomial Higher Order Neural Network Group and Trigonometric polynomial Higher Order Neural Network Group financial simulators are presented, which confirm that PHONNG and THONNG group models converge without difficulty, and are considerably more accurate (0.7542% - 1.0715%) than neural network models such as using Polynomial Higher Order Neural Network (PHONN) and Trigonometric polynomial Higher Order Neural Network (THONN) models.


Author(s):  
Joarder Kamruzzaman ◽  
Ruhul Sarker

The primary aim of this chapter is to present an overview of the artificial neural network basics and operation, architectures, and the major algorithms used for training the neural network models. As can be seen in subsequent chapters, neural networks have made many useful contributions to solve theoretical and practical problems in finance and manufacturing areas. The secondary aim here is therefore to provide a brief review of artificial neural network applications in finance and manufacturing areas.


This chapter develops two new nonlinear artificial higher order neural network models. They are sine and sine higher order neural networks (SIN-HONN) and cosine and cosine higher order neural networks (COS-HONN). Financial data prediction using SIN-HONN and COS-HONN models are tested. Results show that SIN-HONN and COS-HONN models are good models for some sine feature only or cosine feature only financial data simulation and prediction compared with polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models.


Healthcare ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 181 ◽  
Author(s):  
Patricia Melin ◽  
Julio Cesar Monica ◽  
Daniela Sanchez ◽  
Oscar Castillo

In this paper, a multiple ensemble neural network model with fuzzy response aggregation for the COVID-19 time series is presented. Ensemble neural networks are composed of a set of modules, which are used to produce several predictions under different conditions. The modules are simple neural networks. Fuzzy logic is then used to aggregate the responses of several predictor modules, in this way, improving the final prediction by combining the outputs of the modules in an intelligent way. Fuzzy logic handles the uncertainty in the process of making a final decision about the prediction. The complete model was tested for the case of predicting the COVID-19 time series in Mexico, at the level of the states and the whole country. The simulation results of the multiple ensemble neural network models with fuzzy response integration show very good predicted values in the validation data set. In fact, the prediction errors of the multiple ensemble neural networks are significantly lower than using traditional monolithic neural networks, in this way showing the advantages of the proposed approach.


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