Bifurcation analysis in a neutral differential equation

The dynamics of a neural network model in neutral form is investigated. We prove that a sequence of Hopf bifurcations occurs at the origin as the delay increases. The direction of the Hopf bifurcations and the stability of the bifurcating periodic solutions are determined by using normal form method and center manifold theory. Global existence of periodic solutions is established using a global Hopf bifurcation result of Krawcewicz et al. and a Bendixson's criterion for higher dimensional ordinary differential equations due to Li and Muldowney.     

Extinction and positivity of the solutions of the heat equations with absorption on networks

In this paper, we propose a discrete version of the following semilinear heat equation with absorption ut=Δu−uq with q>1, which is said to be the ω-heat equation with absorption on a network. Using the discrete Laplacian operator Δω on a weighted graph, we define the ω-heat equations with absorption on networks and give their physical interpretations. The main concern is to investigate the large time behaviors of nontrivial solutions of the equations whose initial data are nonnegative and the boundary data vanish. It is proved that the asymptotic behaviors of the solutions u(x,t) as t tends to +∞ strongly depend on the sign of q−1.     

The Max-Flow Min-Cut theorem for countable networks

We prove a strong version of the Max-Flow Min-Cut theorem for countable networks, namely that in every such network there exist a flow and a cut that are “orthogonal” to each other, in the sense that the flow saturates the cut and is zero on the reverse cut. If the network does not contain infinite trails then this flow can be chosen to be mundane, i.e. to be a sum of flows along finite paths. We show that in the presence of infinite trails there may be no orthogonal pair of a cut and a mundane flow. We finally show that for locally finite networks there is an orthogonal pair of a cut and a flow that satisfies Kirchhoff's first law also for ends.     

A novel scheme for the design of backstepping control for a class of nonlinear systems

A novel scheme is proposed for the design of backstepping control for a class of state-feedback nonlinear systems. In the design, the unknown nonlinear functions are approximated by the neural networks (NNs) identification models. The Lyapunov function of every subsystem consists of the tracking error and the estimation errors of NN weight parameters. The adaptive gains are dynamically determined in a structural way instead of keeping them constants, which can guarantee system stability and parameter estimation convergence. When the modeling errors are available, the indirect backstepping control is proposed, which can guarantee the functional approximation error will converge to a rather small neighborhood of the minimax functional approximation error. When the modeling errors are not available, the direct backstepping control is proposed, where only the tracking error is necessary. The simulation results show the effectiveness of the proposed schemes.     

Fuzzy polynomial regression with fuzzy neural networks

Recently, fuzzy linear regression is considered by Mosleh et al. [1]. In this paper, a novel hybrid method based on fuzzy neural network for approximate fuzzy coefficients (parameters) of fuzzy polynomial regression models with fuzzy output and crisp inputs, is presented. Here a neural network is considered as a part of a large field called neural computing or soft computing. Moreover, in order to find the approximate parameters, a simple algorithm from the cost function of the fuzzy neural network is proposed. Finally, we illustrate our approach by some numerical examples.     

A rank based particle swarm optimization algorithm with dynamic adaptation

The particle swarm optimization (PSO) technique is a powerful stochastic evolutionary algorithm that can be used to find the global optimum solution in a complex search space. This paper presents a variation on the standard PSO algorithm called the rank based particle swarm optimizer, or PSO_rank, employing cooperative behavior of the particles to significantly improve the performance of the original algorithm. In this method, in order to efficiently control the local search and convergence to global optimum solution, the γ best particles are taken to contribute to the updating of the position of a candidate particle. The contribution of each particle is proportional to its strength. The strength is a function of three parameters: strivness, immediacy and number of contributed particles. All particles are sorted according to their fitness values, and only the γ best particles will be selected. The value of γ decreases linearly as the iteration increases. A time-varying inertia weight decreasing non-linearly is introduced to improve the performance. PSO_rank is tested on a commonly used set of optimization problems and is compared to other variants of the PSO algorithm presented in the literature. As a real application, PSO_rank is used for neural network training. The PSO_rank strategy outperformed all the methods considered in this investigation for most of the functions. Experimental results show the suitability of the proposed algorithm in terms of effectiveness and robustness.     

Support vector regression for warranty claim forecasting

Forecasting the number of warranty claims is vitally important for manufacturers/warranty providers in preparing fiscal plans. In existing literature, a number of techniques such as log-linear Poisson models, Kalman filter, time series models, and artificial neural network models have been developed. Nevertheless, one might find two weaknesses existing in these approaches: (1) they do not consider the fact that warranty claims reported in the recent months might be more important in forecasting future warranty claims than those reported in the earlier months, and (2) they are developed based on repair rates (i.e., the total number of claims divided by the total number of products in service), which can cause information loss through such an arithmetic-mean operation.To overcome the above two weaknesses, this paper introduces two different approaches to forecasting warranty claims: the first is a weighted support vector regression (SVR) model and the second is a weighted SVR-based time series model. These two approaches can be applied to two scenarios: when only claim rate data are available and when original claim data are available. Two case studies are conducted to validate the two modelling approaches. On the basis of model evaluation over six months ahead forecasting, the results show that the proposed models exhibit superior performance compared to that of multilayer perceptrons, radial basis function networks and ordinary support vector regression models.     

Modeling of a magnetorheological damper by recursive lazy learning

Nowadays dampers based on magnetorheological (MR) fluids are receiving significant attention specially for control of structural vibration and automotive suspensions systems. In most cases, it is necessary to develop an appropriate control strategy which is practically implementable when a suitable model for MR dampers is available. It is not a trivial task to model the dynamic of MR dampers because of their inherent non-linear and hysteretic dynamics. In this paper, a recursive lazy learning method based on neural networks is considered to model the MR damper behavior. The proposed method is validated by comparison with experimental obtained responses. Results show the estimated model correlates very well with the data obtained experimentally. The method proposed learns quickly that it is only necessarily a learning cycle, it can learn on-line and it is easy to select the network structure and calculate the model parameters.     

A class of mixture of experts models for general insurance: Theoretical developments

In the Property and Casualty (P&C) ratemaking process, it is critical to understand the effect of policyholders’ risk profile to the number and amount of claims, the dependence among various business lines and the claim distributions. To include all the above features, it is essential to develop a regression model which is flexible and theoretically justified. Motivated by the issues above, we propose a class of logit-weighted reduced mixture of experts (LRMoE) models for multivariate claim frequencies or severities distributions. LRMoE is interpretable, as it has two components: Gating functions, which classify policyholders into various latent sub-classes; and Expert functions, which govern the distributional properties of the claims. Also, upon the development of denseness theory in regression setting, we can heuristically interpret the LRMoE as a “fully flexible” model to capture any distributional, dependence and regression structures subject to a denseness condition. Further, the mathematical tractability of the LRMoE is guaranteed since it satisfies various marginalization and moment properties. Finally, we discuss some special choices of expert functions that make the corresponding LRMoE “fully flexible”. In the subsequent paper (Fung et al., 2019b), we will focus on the estimation and application aspects of the LRMoE.