O uso de sistemas denominados Brain Computer Interface, ou simplesmente BCI, para controle de dispositivos tem gerado cada vez mais trabalhos de análise de sinais de EEG, principalmente devido ao fato do desenvolvimento tecnológico dos sistemas de processamento de dados, trazendo novas perspectiva de desenvolvimento de equipamentos que auxiliem pessoas com debilidades motoras. Neste trabalho é abordado o comportamento dos classificadores LDA (Discriminante Linear de Fisher) e o classificador Naive Bayes para classificação de movimento de mão direita e mão esquerda a partir da aquisição de sinais eletroencefalográficos. Para análise destes classificadores foram utilizadas como características de entrada a energia de trechos do sinal filtrados por um passa banda com frequências dentro dos ritmos sensório-motor e também foram utilizadas componentes de energia espectral através do periodograma modificado de Welch. Como forma de pré-processamento também é apresentado o filtro espacial Common Spatial Pattern (CSP) de forma a aumentar a atividade discriminativa entre as classes de movimento. Foram obtidas taxas de acerto de até 70% para a base de dados geradas neste trabalho e de até 88% utilizando a base de dados do BCI Competition II, taxas de acertos compatíveis com outros trabalhos na área. / Brain Computer Interface (BCI) systems usage for controlling devices has increasingly generated research on EEG signals analysis, mainly because the technological development of data processing systems has been offering a new perspective on developing equipment to assist people with motor disability. This study aims to examine the behavior of both Fisher's Linear Discriminant (LDA) and Naive Bayes classifiers in determining both the right and left hand movement through electroencephalographic signals. To accomplish this, we considered as input feature the energy of the signal trials filtered by a band pass with sensorimotor rhythm frequencies; spectral power components from the Welch modified periodogram were also used. As a preprocessing form, the Common Spatial Pattern (CSP) filter was used to increase the discriminative activity between classes of movement. The database created from this study reached hit rates of up to 70% while the BCI Competition II reached hit rates up to 88%, which is consistent with the literature.

Neste trabalho apresenta-se uma revisão da metodologia de experimentos de microarray relativas a sua instalação e análise estatística dos dados obtidos. A seguir, aplica-se essa metodologia na análise de dados de expressão gênica em citros, gerados por um experimento de macroarray, utilizando modelos lineares de efeitos fixos considerando a inclusão ou não de diferentes efeitos e considerando ajustes de modelos para cada gene separadamente e para todos os genes simultaneamente. Os experimentos de macroarray são similares aos experimentos de microarray, porém utilizam um menor número de genes. Em geral, são utilizados devido a restrições econômicas. Devido ao fato de terem sido utilizados poucos arrays no experimento analisado neste trabalho foi utilizada uma abordagem bayesiana empírica que utiliza estimativas de variância mais estáveis e que leva em consideração a correlação entre as repetições do gene dentro do array. Também foi utilizado um método de análise não paramétrico para contornar o problema da falta de normalidade para alguns genes. Os resultados obtidos em cada um dos métodos de análise descritos foram então comparados. / This paper presents a review of the methodology of microarray experiments for its installation and statistical analysis of data obtained. Then this methodology is applied in data analysis of gene expression in citrus, generated by a macroarray experiment, using linear models with fixed effects considering the inclusion or exclusion of different effects and considering adjustments of models for each gene separately and for all genes simultaneously. The macroarray experiments are similar to the microarray experiments, but use a smaller number of genes. In general, are used due to economic restrictions. Because they have been used a few arrays in the experiment analyzed in this study it was used a empirical Bayes approach that uses estimates of variance more stable and that takes into account the correlation among replicates of the gene within array. A non parametric analysis method was also used to outline the problem of the non normality for some genes. The results obtained in each of the described methods of analysis were then compared.

Single molecule experiments study the kinetics of molecular biological systems. Many such studies generate data that can be described by aggregated hidden Markov models, whereby there is a need of doing inference on such data and models. In this study, model selection in aggregated Hidden Markov models was performed with a criterion of maximum Bayesian evidence. Variational Bayes inference was seen to underestimate the evidence for aggregated model fits. Estimation of the evidence integral by brute force Monte Carlo integration theoretically always converges to the correct value, but it converges in far from tractable time. Nested sampling is a promising method for solving this problem by doing faster Monte Carlo integration, but it was here seen to have difficulties generating uncorrelated samples.

This thesis explores possible approaches to detecting robotic activity of botnets on network. Initially, the detection based on full packet analysis in consideration of DNS, HTTP and IRC communication, is described. However, this detection is found inapplicable for technical and ethical reasons. Then it focuses on the analysis based on network flow metadata, compiling them to be processable in machine learning. It creates detection models using different machine learning methods, to compare them with each other. Bayes net method is found to be acceptable for detecting robotic activity of botnets. The Bayesian model is only able to identify the botnet that already executes the commands sent by its C&C server. "Sleeping" botnets are not reliably detectable by this model.

Due to the long duration required to perform manual knowledge entry by human knowledge engineers it is desirable to find methods to automatically acquire knowledge about the world by accessing online information. In this work I examine using the Cyc ontology to guide the creation of Naïve Bayes classifiers to provide knowledge about items described in Wikipedia articles. Given an initial set of Wikipedia articles the system uses the ontology to create positive and negative training sets for the classifiers in each category. The order in which classifiers are generated and used to test articles is also guided by the ontology. The research conducted shows that a system can be created that utilizes statistical text classification methods to extract information from an ad-hoc generated information source like Wikipedia for use in a formal semantic ontology like Cyc. Benefits and limitations of the system are discussed along with future work.

Em anos recentes, muitos algoritmos bio-inspirados têm surgido para resolver problemas de classificação. Em confirmação a isso, a revista Nature, em 2002, publicou um artigo que já apontava para o ano de 2003 o uso comercial de Sistemas Imunológicos Artificiais para detecção de fraude em instituições financeiras por uma empresa britânica. Apesar disso, não observamos, a luz de nosso conhecimento, nenhuma publicação científica com resultados promissores desde então. Nosso trabalho tratou de aplicar Sistemas Imunológicos Artificiais (AIS) para detecção de fraude em cartões de crédito. Comparamos AIS com os métodos de Árvore de Decisão (DT), Redes Neurais (NN), Redes Bayesianas (BN) e Naive Bayes (NB). Para uma comparação mais justa entre os métodos, busca exaustiva e algoritmo genético (GA) foram utilizados para selecionar um conjunto paramétrico otimizado, no sentido de minimizar o custo de fraude na base de dados de cartões de crédito cedida por um emissor de cartões de crédito brasileiro. Em adição à essa otimização, fizemos também uma análise e busca por parâmetros mais robustos via multi-resolução, estes parâmetros são apresentados neste trabalho. Especificidades de bases de fraude como desbalanceamento de dados e o diferente custo entre falso positivo e negativo foram levadas em conta. Todas as execuções foram realizadas no Weka, um software público e Open Source, e sempre foram utilizadas bases de teste para validação dos classificadores. Os resultados obtidos são consistentes com Maes et al. que mostra que BN são melhores que NN e, embora NN seja um dos métodos mais utilizados hoje, para nossa base de dados e nossas implementações, encontra-se entre os piores métodos. Apesar do resultado pobre usando parâmetros default, AIS obteve o melhor resultado com os parâmetros otimizados pelo GA, o que levou DT e AIS a apresentarem os melhores e mais robustos resultados entre todos os métodos testados. / In 2002, January the 31st, the famous journal Nature, with a strong impact in the scientific environment, published some news about immune based systems. Among the different considered applications, we can find detection of fraudulent financial transactions. One can find there the possibility of a commercial use of such system as close as 2003, in a British company. In spite of that, we do not know of any scientific publication that uses Artificial Immune Systems in financial fraud detection. This work reports results very satisfactory on the application of Artificial Immune Systems (AIS) to credit card fraud detection. In fact, scientific financial fraud detection publications are quite rare, as point out Phua et al. [PLSG05], in particular for credit card transactions. Phua et al. points out the fact that no public database of financial fraud transactions is available for public tests as the main cause of such a small number of publications. Two of the most important publications in this subject that report results about their implementations are the prized Maes (2000), that compares Neural Networks and Bayesian Networks in credit card fraud detection, with a favored result for Bayesian Networks and Stolfo et al. (1997), that proposed the method AdaCost. This thesis joins both these works and publishes results in credit card fraud detection. Moreover, in spite the non availability of Maes data and implementations, we reproduce the results of their and amplify the set of comparisons in such a way to compare the methods Neural Networks, Bayesian Networks, and also Artificial Immune Systems, Decision Trees, and even the simple Naïve Bayes. We reproduce in certain way the results of Stolfo et al. (1997) when we verify that the usage of a cost sensitive meta-heuristics, in fact generalized from the generalization done from the AdaBoost to the AdaCost, applied to several tested methods substantially improves it performance for all methods, but Naive Bayes. Our analysis took into account the skewed nature of the dataset, as well as the need of a parametric adjustment, sometimes through the usage of genetic algorithms, in order to obtain the best results from each compared method.

This paper introduces Bayesian neural network based on Occams razor. Basic knowledge about neural networks and Bayes rule is summarized in the first part of this paper. Principles of Occams razor and Bayesian neural network are explained. A real case of use is introduced (about predicting landslide). The second part of this paper introduces how to construct Bayesian neural network in Python. Such an application is shown. Typical behaviour of Bayesian neural networks is demonstrated using example data.

La classification et le regroupement des données fonctionnelles longitudinales ont fait beaucoup de progrès dans les dernières années. Plusieurs méthodes ont été proposées et ont démontré des résultats prometteurs. Pour ce mémoire, on a comparé le comportement des algorithmes de partitionnement sur un ensemble de données décrivant les trajectoires de voitures dans une intersection de Montréal. La motivation est qu’il est coûteux et long de faire la classification manuellement et on démontre dans cet ouvrage qu’il est possible d’obtenir des prédictions adéquates avec les différents algorithmes. Parmi les méthodes utilisées, la méthode distclust utilise l’approche des K-moyennes avec une notion de distance entre les courbes fonctionnelles. On utilise aussi une classification par mélange de densité gaussienne, mclust. Ces deux approches n’étant pas conçues uniquement pour le problème de classification fonctionnelle, on a donc également appliqué des méthodes fonctionnelles spécifiques au problème : fitfclust, funmbclust, funclust et funHDDC. On démontre que les résultats du partitionnement et de la prédiction obtenus par ces approches sont comparables à ceux obtenus par ceux basés sur la distance. Les méthodes fonctionnelles sont préférables, car elles permettent d’utiliser des critères de sélection objectifs comme le AIC et le BIC. On peut donc éviter d’utiliser une partition préétablie pour valider la qualité des algorithmes, et ainsi laisser les données parler d’elles-mêmes. Finalement, on obtient des estimations détaillées de la structure fonctionnelle des courbes, comme sur l’impact de la réduction de données avec une analyse en composantes principales fonctionnelles multivariées. / The study of the clustering of functional data has made a lot of progress in the last couple of years. Multiple methods have been proposed and the respective analysis has shown their eÿciency with some benchmark studies. The objective of this Master’s thesis is to compare those clustering algorithms with datasets from traÿc at an intersection of Montreal. The idea behind this is that the manual classification of these data sets is time-consuming. We show that it is possible to obtain adequate clustering and prediction results with several algorithms. One of the methods that we discussed is distclust : a distance-based algorithm that uses a K-means approach. We will also use a Gaussian mixture density clustering method known as mclust. Although those two techniques are quite e˙ective, they are multi-purpose clustering methods, therefore not tailored to the functional case. With that in mind, we apply four functional clustering methods : fitfclust, funmbclust, funclust, and funHDDC. Our results show that there is no loss in the quality of the clustering between the afore-mentioned functional methods and the multi-purpose ones. We prefer to use the functional ones because they provide a detailed estimation of the functional structure of the trajectory curves. One notable detail is the impact of a dimension reduction done with multivari-ate functional principal components analysis. Furthermore, we can use objective selection criteria such as the AIC and the BIC, and avoid using cluster quality indices that use a pre-existing classification of the data.

The main aim of this master's thesis is to describe the subject of the implementation of decision boundaries with the help of artificial neural networks. The objective is to present theoretical knowledge concerning this field and on practical examples prove these statements. The work contains basic theoretical description of the field of pattern recognition and the field of feature based representation of objects. A classificator working on the basis of Bayes decision is presented in this part, and other types of classificators are named as well. The work then deals with artificial neural networks in more detail; it contains a theoretical description of their function and their abilities in the creation of decision boundaries in the feature plane. Examples are shown from literature for the use of neural networks in corresponding problems. As part of this work, the program ANN-DeBC was created using Matlab, for the generation of practical results about the usage of feed-forward neural networks for the implementation of decision boundaries. The work contains a detailed description of this program, and the achieved results are presented and analyzed. It is shown as well, how artificial neural networks are creating decision boundaries in the form of geometrical shapes. The effects of the chosen topology of the neural network and the number of training samples on the success of the classification are observed, and the minimal values of these parameters are determined for the successful creation of decision boundaries at the individual examples. Furthermore, it's presented how the neural networks behave at the classification of realistically distributed training samples, and what methods can affect the shape of the created decision boundaries.

This work deals with stock market prediction via technical and psychological analysis. We introduce theoretical resources of technical and psychological analysis. We also introduce some methods of artificial intelligence, specially neural networks and genetic algorithms. We design a system for stock market prediction. We implement and test a part of system. In conclusion we discuss results.