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Modeling of system motors with flexible component
Lebeda, Aleš ; Dvořáček, Martin (referee) ; Pivoňka, Petr (advisor)
This thesis deals with problem of experimental identification using principles of artificial intelligence and development of nonlinear models. It shows how to estimate parameters of nonlinear models and it compares different types of nonlinear models based on analytical analysis which were developed from measured data in simulation and real system motors with flexible component.
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Detection of cardiac cells in microscopic image
Musikhina, Ksenia ; Hrubeš, Jan (referee) ; Rychtárik, Milan (advisor)
This work is devoted to problem of detection of cardiac cells in microscopic picture. All possible means of preprocessing and segmentation were considered with the aim to choose the most suitable method for further classification. Different methods of classification were be testing: method of objects attributes and classifier based on neural network. As a result was obtained the number of living and dead cardiac cells and percentage of them. The electivity of classification methods was calculated by sensitivity and specificity. The user’s interface was created for improvement of clearness classification in MATLAB environment.
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ECG signal classification
Smělý, Tomáš ; Harabiš, Vratislav (referee) ; Hrubeš, Jan (advisor)
This thesis deals with classification of different types of time courses of ECG signals. Main objective was to recognize the normal cycles and several forms of arrhythmia and to classify the exact types of them. Classification has been done with usage of algorithms of Neural Networks in Matlab program, with its add-on (Neural Network Toolbox). The result of this thesis is application, which makes possible to load an ECG signal, pre-process it and classify its each cycle into five classes. Percentage results of this classification are in the conclusion of this thesis.
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Program for evaluating image quality using neural network
Šimíček, Pavel ; Kratochvíl, Tomáš (referee) ; Slanina, Martin (advisor)
This thesis studies the assessment of picture quality using the artificial neural network approach. In the first part, two main ways to evaluate the picture quality are described. It is the subjective assessment of picture quality, where a group of people watches the picture and evaluates its quality, and objective assessment which is based on mathematical relations. Calculation of structural similarity index (SSIM) is analyzed in detail. In the second part, the basis of neural networks is described. A neural network was created in Matlab, designed to simulate subjective assessment scores based on the SSIM index.
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Application of neural networks for classification of T-wave alternations
Procházka, Tomáš ; Harabiš, Vratislav (referee) ; Hrubeš, Jan (advisor)
This thesis deals with analysis of T-wave Alternans (TWA), periodical changes of T wave in ECG signal. Presence of these alternans may predict higher risk of sudden cardiac death. From the several possible ways of TWA classification, the training algorithms of self organizing maps are used in this thesis. Result of the thesis is a program, which in the first step detects QRS complexes in the signal. Then, in the next step, gained reference points are used for T-waves detection. Detected waves are represented by a vector of significant points, which is used as an input for artificial neural network. Final output of the program is a decision about presence of TWA in the signal and its rate.
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Use of neural networks in classification of heart diseases
Skřížala, Martin ; Tannenberg, Milan (referee) ; Hrubeš, Jan (advisor)
This thesis discusses the design and the utilization of the artificial neural networks as ECG classifiers and the detectors of heart diseases in ECG signal especially myocardial ischaemia. The changes of ST-T complexes are the important indicator of ischaemia in ECG signal. Different types of ischaemia are expressed particularly by depression or elevation of ST segments and changes of T wave. The first part of this thesis is orientated towards the theoretical knowledges and describes changes in the ECG signal rising close to different types of ischaemia. The second part deals with to the ECG signal pre-processing for the classification by neural network, filtration, QRS detection, ST-T detection, principal component analysis. In the last part there is described design of detector of myocardial ischaemia based on artificial neural networks with utilisation of two types of neural networks back – propagation and self-organizing map and the results of used algorithms. The appendix contains detailed description of each neural networks, description of the programme for classification of ECG signals by ANN and description of functions of programme. The programme was developed in Matlab R2007b.
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PSG-Based Classification of Sleep Phases
Králík, M.
This work is focused on classification of sleep phases using artificial neural network. The unconventional approach was used for calculation of classification features using polysomnographic data (PSG) of real patients. This approach allows to increase the time resolution of the analysis and, thus, to achieve more accurate results of classification.
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Vytvoření predikčního modelu předpovědi počasí pomocí neuronové sítě a asociačních pravidel
Kadlec, Jakub ; Rauch, Jan (advisor) ; Berka, Petr (referee)
This diploma thesis introduces three different methods of creating a neural network binary classifier for the purpose of automated weather prediction with attribute pre-selection using association rules and correlation patters mining by the LISp-Miner system. First part of the thesis consists of collection of theoretical knowledge enabling the creation of such predictive model, whereas the second part describes the creation of the model itself using the CRISP-DM methodology. Final part of the thesis analyses the performance of created classifiers and concludes the proposed methods and their possible benefits over training the network without attribute pre-selection.
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Modeling and Forecasting Volatility of Financial Time Series of Exchange Rates
Žižka, David ; Arltová, Markéta (advisor) ; Malá, Ivana (referee) ; Vošvrda, Miloslav (referee)
The thesis focuses on modelling and forecasting the exchange rate time series volatility. The basic approach used for the conditional variance modelling are class (G)ARCH models and their variations. Modelling of the conditional mean is based on the use of AR autoregressive models. Due to the breach of one of the basic assumption of the models (normality assumption), an important part of the work is a detailed analysis of unconditional distribution of returns enabling the selection of a suitable distributional assumption of error terms of (G)ARCH models. The use of leptokurtic distribution assumption leads to a major improvement of volatility forecasting compared to normal distribution. In regard to this fact, the often applied GED and the Student's t distributions represent the key-stones of this work. In addition, the less known distributions are applied in the work, e.g. the Johnson's SU and the normal Inverse Gaussian Distribution. To model volatility, a great number of linear and non-linear models have been tested. Linear models are represented by ARCH, GARCH, GARCH in mean, integrated GARCH, fractionally integrated GARCH and HYGARCH. In the event of the presence of the leverage effect, non-linear EGARCH, GJR-GARCH, APARCH and FIEGARCH models are applied. Using suitable models according to the selected criteria, volatility forecasts are made with different long-term and short-term forecasting horizons. Outcomes of traditional approaches using parametric models (G)ARCH are compared with semi-parametric neural networks based concepts that are widely applicable in clustering and also in time series prediction problems. In conclusion, a description is given of the coincident and different properties of the analyzed exchange rate time series. The author further summarized the models that provide the best forecasts of volatility behaviour of the selected time series, including recommendations for their modelling. Such models can be further used to measure market risk rate by the Value at Risk method or in future price estimating where future volatility is inevitable prerequisite for the interval forecasts.
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