Blind signal separation and independent component analysis
Independent component analysis (ICA) is emerging as a new paradigm in signal processing and data analysis. ICA has been proposed as a solution to the blind source separation problem (BSS) in which sensory signals are given as mixtures of unknown source signals. Since neither the sources nor the mixing environment are known a priori there is no general analytical solution to this problem. However, since the last decade researchers have found good approximate solutions based on assumptions about the source statistics. They were able to formulate solutions or algorithms that were derived from well-known cost functions including maximum likelihood estimation, information maximization and higher-order cumulants. The ICA framework touches many theoretical research areas, and therefore receives attention in several research communities including machine learning, neural networks, statistical signal processing and Bayesian modeling. More recently, there have been numerous applications of ICA in adaptive 0ltering, speech signal processing, biomedical signal processing, computational neuroscience, image coding, text data modeling, and 0nancial data analysis. The standard ICA formulation has, in general, strong assumptions or simpli0cations such as: the number of sensors has to be equal or greater than the number of sources, there is no additive noise signal in the sensors, and the sources are modeled as random variables. However, when applying ICA to real-world problems it becomes evident that those restrictions are cumbersome and although the standard ICA algorithms give good approximate solutions, there is great need in going beyond the standard assumptions and develop new algorithms that can relax some of the assumptions. This special issue on ICA and BSS is a timely publication covering important recent 0ndings in ICA theory as well as new applications of ICA in data analysis. Leading researchers present their work to advance this 0eld beyond traditional borders and show how this 0eld can bridge disciplines and yield new methods that lead to mutual bene0ts and advances in science and engineering. This issue is composed of a review article and two parts: the 0rst part presents new theoretical 0ndings while the second part presents novel applications. Often, there is no such sharp division into these two parts since illustrative simulations support theoretical 0ndings and practical methods include algorithmic modi0cations to design and evaluate the application-speci0c methods. In “Frontiers of research in BSS=ICA”, V. David S: anchez A. formulates some of the basic concepts and problems in the areas of blind signal separation and independent component analysis. He then moves to a concise description of key methods of data preprocessing and algorithms that provide solutions to the instantaneous mixture and the

title: Out-of-Vocabulary Rejection based on Selective Attention Model
abstract: Based on a psychological selective attention theory a new algorithm is developed to provide reliable out-of-vocabulary (OOV) rejection for speech recognition systems in noisy environments. The developed attention model is based on Broadbent's ‘early filtering’ theory, and the attention adaptation process utilizes a gradient-descent error minimization algorithm with error backpropagation rule. The developed model is applied to isolated-word recognition tasks, and much higher in-vocabulary recognition rates are achieved with the same out-of-vocabulary rejection rates.

title: A new neuro-fuzzy identification model of nonlinear dynamic systems
abstract: Multilayer neural networks with error back-propagation learning algorithms have the capability of learning an arbitrary continuous nonlinear function with examples of input and output sample pairs and a great potential for identifying nonlinear dynamic systems with unknown characteristics. A fuzzy system is composed of fuzzification of input, reasoning (or inference) by fuzzy rules, and defuzzification of fuzzy output. In general, there are some difficulties in finding suitable fuzzification and defuzzification methods and fuzzy rules. Formation of fuzzy rules with complex input-output relationships can be replaced by building neural networks with input and output sample pairs. A neuro-fuzzy identifier is proposed to have a cascaded structure of fuzzification, neural network, and defuzzification and additionally is shown to be able to compensate for fuzzification and defuzzification error of fuzzy logic. Computer simulation shows that neuro-fuzzy identification is very effective in modeling the fuzzy system whose fuzzy rules can not be obtained easily.

title: A filter bank approach to independent component analysis for convolved mixtures
abstract: We present a filter bank approach to perform independent component analysis (ICA) for convolved mixtures. Input signals are split into subband signals and subsampled. A simplified network performs ICA on the subsampled signals, and finally independent components are synthesized. The proposed approach achieves superior performance than the frequency domain approach and faster convergence with less computational complexity than the time domain approach. Furthermore, it requires shorter unmixing filter length and less computational complexity than other filter bank approaches by designing efficient filter banks. Also, a method is proposed to resolve the permutation and scaling problems of the filter bank approach.

title: Training Algorithm with Incomplete Data for Feed-Forward Neural Networks
abstract: A new algorithm is developed to train feed-forward neural networks for non-linear input-to-output mappings with small incomplete data in arbitrary distributions. The developed Training-EStimation-Training (TEST) algorithm consists of 3 steps, i.e., (1) training with the complete portion of the training data set, (2) estimation of the missing attributes with the trained neural networks, and (3) re-training the neural networks with the whole data set. Error back propagation is still applicable to estimate the missing attributes. Unlike other training methods with missing data, it does not assume data distribution models which may not be appropriate for small training data. The developed TEST algorithm is first tested for the Iris benchmark data. By randomly removing some attributes from the complete data set and estimating the values latter, accuracy of the TEST algorithm is demonstrated. Then it is applied to the Diabetes benchmark data, of which about 50% contains missing attributes. Compared with other existing algorithms, the proposed TEST algorithm results in much better recognition accuracy for test data.

title: Building information systems based on neural networks

title: Assessing local influence for nonlinear structural equation models with ignorable missing data
abstract: A method is proposed in this paper to assess the local influence of minor perturbations for a nonlinear structural equation model with missing data that are missing at random. The main idea is to apply Zhu and Lee's ( (2001) 111) approach to the conditional expectation of the complete-data log-likelihood function in the corresponding EM algorithm for deriving the conformal normal curvature. Building blocks for achieving the diagnostic measures are computed via latent variables that are generated by the Gibbs sampler and Metropolis-Hastings algorithm. It is shown that the proposed methodology is feasible for a wide variety of perturbation schemes. To illustrate the methodology, results that are obtained from analyses of some artificial examples, a simulation study, and a real example are presented.

title: Distributed and scalable XML document processing architecture for E-commerce systems
abstract: XML has became a very important emerging standard for E-commerce because of its flexibility and universality. Many software designers are actively developing new systems to handle information in XML formats. We propose a generic architecture for processing XML. We have designed an XML processing system using the latest technologies, such as XML, XSLT (XML Stylesheet Language Transformation), HTTP and Java servlets. Our design is very generic, flexible, scalable, extensible, and also suitable for distributed network environments. A main application of the architecture and the system is to support data exchange in E-commerce systems.

title: Mobility prediction and routing in ad hoc wireless networks
abstract: By exploiting non-random behaviors for the mobility patterns that mobile users exhibit, we can predict the future state of network topology and perform route reconstruction proactively in a timely manner. Moreover, by using the predicted information on the network topology, we can eliminate transmissions of control packets otherwise needed to reconstruct the route and thus reduce overhead. In this paper, we propose various schemes to improve routing protocol performances by using mobility prediction. We then evaluate the effectiveness of using mobility prediction via simulation.

title: Grid services for earthquake science
abstract: We describe an information system architecture for the ACES (Asia–Pacific Cooperation for Earthquake Simulation) community. It addresses several key features of the field—simulations at multiple scales that need to be coupled together; real-time and archival observational data, which needs to be analyzed for patterns and linked to the simulations; a variety of important algorithms including partial differential equation solvers, particle dynamics, signal processing and data analysis; a natural three-dimensional space (plus time) setting for both visualization and observations; the linkage of field to real-time events both as an aid to crisis management and to scientific discovery. We also address the need to support education and research for a field whose computational sophistication is rapidly increasing and spans a broad range. The information system assumes that all significant data is defined by an XML layer which could be virtual, but whose existence ensures that all data is object-based and can be accessed and searched in this form. The various capabilities needed by ACES are defined as grid services, which are conformant with emerging standards and implemented with different levels of fidelity and performance appropriate to the application. Grid Services can be composed in a hierarchical fashion to address complex problems. The real-time needs of the field are addressed by high-performance implementation of data transfer and simulation services. Further, the environment is linked to real-time collaboration to support interactions between scientists in geographically distant locations.

title: Embedding Technical Analysis Into Neural Network Based Trading Systems
abstract: We have recently proposed a promising trading system for the S P 500 index which consists of a feature selection component and a simple filter for data preprocessing two specialized neural networks for return prediction and a rule base for prediction integration. The objective of this study is to explore if including additional knowledge for more sophisticated data filter ing and return integration leads to further improvements in the system. The new system uses a well known technical indicator to split the data and an additional indicator for reducing the number of unprofitable trades. Several system combinations are explored and tested over a 5 year trading period. The most promising system yielded an annual rate of return ARR of 15.99% with 54 trades. This compares favorably to the ARR for the buy and hold strategy 11.05% and to the best results obtained using the system with no technical analysis knowl edge embedded 13.35% with 126 trades.