Student Number : 9702018F - MSc(Eng) Dissertation - School of Electrical and Information Engineering - Faculty of Engineering and the Built Environment / Due to the volatile nature of the world economies, investing is crucial in ensuring an individual is prepared for future financial necessities. This research proposes an application, which employs computational intelligent methods that could assist investors in making financial decisions. This system consists of 2 components. The Forecasting Component (FC) is employed to predict the closing index price performance. Based on these predictions, the Stock Quantity Selection Component (SQSC) recommends the investor to purchase stocks, hold the current investment position or sell stocks in possession. The development of the FC module involved the creation of Multi-Layer Perceptron (MLP) as well as Radial Basis Function (RBF) neural network classifiers. TCategorizes that these networks classify are based on a profitable trading strategy that outperforms the long-term “Buy and hold” trading strategy. The Dow Jones Industrial Average, Johannesburg Stock Exchange (JSE) All Share, Nasdaq 100 and the Nikkei 225 Stock Average indices are considered. TIt has been determined that the MLP neural network architecture is particularly suited in the prediction of closing index price performance. Accuracies of 72%, 68%, 69% and 64% were obtained for the prediction of closing price performance of the Dow Jones Industrial Average, JSE All Share, Nasdaq 100 and Nikkei 225 Stock Average indices, respectively. TThree designs of the Stock Quantity Selection Component were implemented and compared in terms of their complexity as well as scalability. TComplexity is defined as the number of classifiers employed by the design. Scalability is defined as the ability of the design to accommodate the classification of additional investment recommendations. TDesigns that utilized 1, 4 and 16 classifiers, respectively, were developed. These designs were implemented using MLP neural networks, RBF neural networks, Fuzzy Inference Systems as well as Adaptive Neuro-Fuzzy Inference Systems. The design that employed 4 classifiers achieved low complexity and high scalability. As a result, this design is most appropriate for the application of concern. It has also been determined that the neural network architecture as well as the Fuzzy Inference System implementation of this design performed equally well.

The objective of this thesis is to investigate the flow conditions that lead to coarse grain entrainment at near incipient motion conditions. Herein, a new conceptual approach is proposed, which in addition to the magnitude of hydrodynamic force or flow power, takes into account the duration of the flow event. Two criteria for inception of grain entrainment, namely the critical impulse and critical energy concepts, are proposed and compared. These frameworks adopt a force or energy perspective, considering the momentum or energy transfer from each flow event to the particle respectively, to describe the phenomenon. A series of conducted mobile particle experiments, are analyzed to examine the validity of the proposed approaches. First a set of bench-top experiments incorporates an electromagnet which applies pulses of known magnitude and duration to a steel spherical particle in a controlled fashion, so as to identify the critical level for entrainment. The utility of the above criteria is also demonstrated for the case of entrainment by the action of turbulent flow, via analysis of a series of flume experiments, where both the history of hydrodynamic forces exerted on the particle as well as its response are recorded simultaneously. Statistical modeling of the distribution of impulses, as well as conditional excess impulses, is performed using distributions from Extreme Value Theory to effectively model the episodic nature of the occurrence of these events. For the examined uniform and low mobility flow conditions, a power law relationship is proposed for describing the magnitude and frequency of occurrence of the impulse events. The Weibull and exponential distributions provide a good fit for the time between particle entrainments. In addition to these statistical tools, a number of Adaptive Neuro-Fuzzy Inference Systems employing different input representations are used to learn the nonlinear dynamics of the system and perform statistical prediction. The performance of these models is assessed in terms of their broad validity, efficiency and forecast accuracy. Even though the impulse and energy criteria are deeply interrelated, the latter is shown to be advantageous with regard to its performance, applicability and extension ability. The effect of single or multiple highly energetic events carried by certain coherent flow structures (mainly strong sweep events) with regard to the particle response is also investigated. / Ph. D.

Orientador: Suely Cunha Amaro Mantovani / Resumo: No estudo dos manipuladores são utilizados os conceitos da cinemática direta e a inversa. No cálculo da cinemática direta tem-se a facilidade da notação de Denavit-Hartenberg, mas o desafio maior é a resolução da cinemática inversa, que se torna mais complexa conforme aumentam os graus de liberdade do manipulador, além de apresentar múltiplas soluções. As variáveis angulares obtidas pelas equações da cinemática inversa são utilizadas pelo controlador, para posicionar o órgão terminal do manipulador em um ponto específico de seu volume de trabalho. Na busca de alternativas para contornar estes problemas, neste trabalho utilizam-se os Modelos Adaptativos de Inferência Neuro-Fuzzy - ANFIS para a resolução da cinemática inversa, por meio de simulações, para obter o posicionamento de um manipulador robótico de 5 graus de liberdade, composto por sete servomotores controlados pela plataforma de desenvolvimento Intel® Galileo Gen 2, usado como caso de estudo. Nas simulações usamse ANFIS com uma arquitetura com três e quatro funções de pertinência de entrada, do tipo gaussiana. O desempenho da arquitetura da ANFIS implementada foi comparado com uma Rede Perceptron Multicamadas, demonstrando com os resultados favoráveis a ANFIS, a sua capacidade de aprender e resolver com baixo erro quadrático médio e com precisão, a cinemática inversa para o manipulador em estudo. Verifica-se também, que a performance das ANFIS melhora, quanto à precisão dos resultados, demonstrado pelo desvio médio d... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: In the study of manipulator’s, the concepts of direct and inverse kinematics are used. In the computation of forward kinematics, it has of the ease of Denavit-Hartenberg notation, but the biggest challenge is the resolution of the inverse kinematics, which becomes more complex as the manipulator's degrees of freedom increase, besides presenting multiple solutions. The angular variables obtained by the inverse kinematics equations are used by the controller to position the terminal organ of the manipulator at a specific point in its work volume. In the search for alternatives to overcome these problems, in this work, the Adaptive Neuro-Fuzzy Inference Models (ANFIS) are used to solve the inverse kinematics, by means of simulations, to obtain the positioning of a robot manipulator of 5 degrees of freedom, consisting of seven servomotors controlled by the Intel® Galileo Gen 2 development platform, used as a case's study . In the simulations ANFIS's architecture are used three and four Gaussian membership functions of input. The performance of the implemented ANFIS architecture was compared to a Multi-layered Perceptron Network, demonstrating with the favorable results the ANFIS, its ability to learn and solve with low mean square error and with precision, the inverse kinematics for the manipulator under study. It is also verified that the performance of the ANFIS improves, as regards the accuracy of the results in the training process, , demonstrated by the mean deviation of the... (Complete abstract click electronic access below) / Mestre

The main purpose of this study is to develop a predictive model capable to forecast residential real estate prices in the city of Prague using Artificial Intelligence methods. The first part of this study discusses fundamentals of Artificial Neural Networks and Fuzzy Inference Systems in the context of real estate valuation. The second part demonstrates a development and testing of such models using a dataset of real estate market transactions. In the third part, results are compared to Multiple Regression and an explanatory power of each model is evaluated. Conclusions of this research are: (1) Artificial Neural Networks and Fuzzy Inference Systems give more accurate estimates of market values of residential real estates than Multiple Regression; (2) Artificial Neural Networks and Fuzzy Inference Systems represent an efficient way of modeling and analyzing residential real estate prices in Prague.

The military recently recognized the importance of taking sociocultural factors into consideration. Therefore, Human Social Culture Behavior (HSCB) modeling has been getting much attention in current and future operational requirements to successfully understand the effects of social and cultural factors on human behavior. There are different kinds of modeling approaches to the data that are being used in this field and so far none of them has been widely accepted. HSCB modeling needs the capability to represent complex, ill-defined, and imprecise concepts, and soft computing modeling can deal with these concepts. There is currently no study on the use of any computational methodology for representing the relationship between adverse events and infrastructure development investments in an active war theater. This study investigates the relationship between adverse events and infrastructure development projects in an active war theater using soft computing techniques including fuzzy inference systems (FIS), artificial neural networks (ANNs), and adaptive neuro-fuzzy inference systems (ANFIS) that directly benefits from their accuracy in prediction applications. Fourteen developmental and economic improvement project types were selected based on allocated budget values and a number of projects at different time periods, urban and rural population density, and total adverse event numbers at previous month selected as independent variables. A total of four outputs reflecting the adverse events in terms of the number of people killed, wounded, hijacked, and total number of adverse events has been estimated. For each model, the data was grouped for training and testing as follows: years between 2004 and 2009 (for training purpose) and year 2010 (for testing). Ninety-six different models were developed and investigated for Afghanistan iv and the country was divided into seven regions for analysis purposes. Performance of each model was investigated and compared to all other models with the calculated mean absolute error (MAE) values and the prediction accuracy within ±1 error range (difference between actual and predicted value). Furthermore, sensitivity analysis was performed to determine the effects of input values on dependent variables and to rank the top ten input parameters in order of importance. According to the the results obtained, it was concluded that the ANNs, FIS, and ANFIS are useful modeling techniques for predicting the number of adverse events based on historical development or economic projects’ data. When the model accuracy was calculated based on the MAE for each of the models, the ANN had better predictive accuracy than FIS and ANFIS models in general as demonstrated by experimental results. The percentages of prediction accuracy with values found within ±1 error range around 90%. The sensitivity analysis results show that the importance of economic development projects varies based on the regions, population density, and occurrence of adverse events in Afghanistan. For the purpose of allocating resources and development of regions, the results can be summarized by examining the relationship between adverse events and infrastructure development in an active war theater; emphasis was on predicting the occurrence of events and assessing the potential impact of regional infrastructure development efforts on reducing number of such events.