Motif Detection Inspired by Immune Memory (JORS)

The search for patterns or motifs in data represents an area of key interest to many researchers. In this paper we present the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify variable length unknown motifs which repeat within time series data. The algorithm searches from a neutral perspective that is independent of the data being analysed and the underlying motifs. In this paper we test the flexibility of the motif tracking algorithm by applying it to the search for patterns in two industrial data sets. The algorithm is able to identify a population of meaningful motifs in both cases, and the value of these motifs is discussed.

Memory Implementations - Current Alternatives

Memory can be defined as the ability to retain and recall information in a diverse range of forms. It is a vital component of the way in which we as human beings operate on a day to day basis. Given a particular situation, decisions are made and actions undertaken in response to that situation based on our memory of related prior events and experiences. By utilising our memory we can anticipate the outcome of our chosen actions to avoid unexpected or unwanted events. In addition, as we subtly alter our actions and recognise altered outcomes we learn and create new memories, enabling us to improve the efficiency of our actions over time. However, as this process occurs so naturally in the subconscious its importance is often overlooked.

The Motif Tracking Algorithm

The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs. Our interest lies in applying the algorithm to financial time series data to identify unknown patterns that exist. The algorithm is tested using three separate data sets. Particular suitability to financial data is shown by applying it to oil price data. In all cases the algorithm identifies the presence of a motif population in a fast and efficient manner due to the utilisation of an intuitive symbolic representation. The resulting population of motifs is shown to have considerable potential value for other applications such as forecasting and algorithm seeding.

Price Trackers Inspired by Immune Memory

In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers feed into a long term memory pool that can generalise across repeating trend patterns. Tests are performed to examine the algorithm's ability to successfully identify trends in a small data set. The influence of the long term memory pool is then examined. We find the algorithm is able to identify price trends presented successfully and efficiently.

Motif Detection Inspired by Immune Memory

The search for patterns or motifs in data represents an area of key interest to many researchers. In this paper we present the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify variable length unknown motifs which repeat within time series data. The algorithm searches from a completely neutral perspective that is independent of the data being analysed and the underlying motifs. In this paper we test the flexibility of the motif tracking algorithm by applying it to the search for patterns in two industrial data sets. The algorithm is able to identify a population of motifs successfully in both cases, and the value of these motifs is discussed.

Modelling Immunological Memory

Accurate immunological models offer the possibility of performing highthroughput experiments in silico that can predict, or at least suggest, in vivo phenomena. In this chapter, we compare various models of immunological memory. We first validate an experimental immunological simulator, developed by the authors, by simulating several theories of immunological memory with known results. We then use the same system to evaluate the predicted effects of a theory of immunological memory. The resulting model has not been explored before in artificial immune systems research, and we compare the simulated in silico output with in vivo measurements. Although the theory appears valid, we suggest that there are a common set of reasons why immunological memory models are a useful support tool; not conclusive in themselves.

Cooperative Automated Worm Response and Detection Immune Algorithm

The role of T-cells within the immune system is to confirm and assess anomalous situations and then either respond to or tolerate the source of the effect. To illustrate how these mechanisms can be harnessed to solve real-world problems, we present the blueprint of a T-cell inspired algorithm for computer security worm detection. We show how the three central T-cell processes, namely T-cell maturation, differentiation and proliferation, naturally map into this domain and further illustrate how such an algorithm fits into a complete immune inspired computer security system and framework.