Browsing by Author "Lu, Jie"
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Item type:Item, A Motor Imagery Based Brain-Computer Interface System via Swarm-Optimized Fuzzy Integral and Its Application(2016) ;Wu, Shang-Lin ;Liu, Yu-Ting ;Chou, Kuang-Pen ;Lin, Yang-YinLu, JieA brain-computer interface (BCI) system provides a convenient means of communication between the human brain and a computer, which is applied not only to healthy people but also for people that suffer from motor neuron diseases (MNDs). Motor imagery (MI) is one well-known basis for designing Electroencephalography (EEG)-based real-life BCI systems. However, EEG signals are often contaminated with severe noise and various uncertainties, imprecise and incomplete information streams. Therefore, this study proposes spectrum ensemble based on swam-optimized fuzzy integral for integrating decisions from sub-band classifiers that are established by a sub-band common spatial pattern (SBCSP) method. Firstly, the SBCSP effectively extracts features from EEG signals, and thereby the multiple linear discriminant analysis (MLDA) is employed during a MI classification task. Subsequently, particle swarm optimization (PSO) is used to regulate the subject-specific parameters for assigning optimal confidence levels for classifiers used in the fuzzy integral during the fuzzy fusion stage of the proposed system. Moreover, BCI systems usually tend to have complex architectures, be bulky in size, and require time-consuming processing. To overcome this drawback, a wireless and wearable EEG measurement system is investigated in this study. Finally, in our experimental result, the proposed system is found to produce significant improvement in terms of the receiver operating characteristic (ROC) curve. Furthermore, we demonstrate that a robotic arm can be reliably controlled using the proposed BCI system. This paper presents novel insights regarding the possibility of using the proposed MI-based BCI system in real-life applications.Item type:Item, An empirical analysis of the Shanghai and Shenzhen limit order books(2013-08-01) ;Chung, Huimin ;Gao, Cheng ;Lu, Jie ;Mizrach, Bruce資訊管理與財務金融系 註:原資管所+財金所This paper investigates the market microstructure of the Shanghai and Shenzhen Stock Exchanges. The two major Chinese stock markets are pure order-driven trading mechanisms without market makers, and we analyze empirically both limit order books. We begin our empirical modeling using the vector autoregressive model of Hasbrouck and extend the model to incorporate other information in the limit order book. We also study the market impact on A shares, B shares and H shares, and analyze how the market impact of stocks varies cross sectionally with market capitalization, tick frequencies, and turnover. Furthermore, we find that market impact is increasing in trade size. Order imbalances predict the next day's returns, with small order imbalances having a negative effect. (C) 2012 Elsevier B.V. All rights reserved.Item type:Item, Driving Fatigue Prediction with Pre-Event Electroencephalography (EEG) via a Recurrent Fuzzy Neural Network(2016) ;Liu, Yu-Ting ;Wu, Shang-Lin ;Chou, Kuang-Pen ;Lin, Yang-YinLu, JieWe propose an electroencephalography (EEG) prediction system based on a recurrent fuzzy neural network (RFNN) architecture to assess drivers\' fatigue degrees during a virtual-reality (VR) dynamic driving environment. Prediction of fatigue degrees is a crucial and arduous biomedical issue for driving safety, which has attracted growing attention of the research community in the recent past. Meanwhile, combined with the benefits of measuring EEG signals facilitates, many EEG-based brain-computer interfaces (BCIs) have been developed for use in real-time mental assessment. In the literature, EEG signals are severely blended with stochastic noise; therefore, the performance of BCIs is constrained by low resolution in recognition tasks. For this rationale, independent component analysis (ICA) is usually used to find a source mapping from original data that has been blended with unrelated artificial noise. However, the mechanism of ICA cannot be used in real-time BCI design. To overcome this bottleneck, the proposed system in this paper utilizes a recurrent self-evolving fuzzy neural work (RSEFNN) to increase memory capability for adaptive noise cancellation when assessing drivers\' mental states during a car driving task. The experimental results without the use of ICA procedure indicate that the proposed RSEFNN model remains superior performance compared with the state-of-thearts models.