The weak aggregating algorithm and weak mixability

This paper resolves the problem of predicting as well as the best expert up to an additive term of the order o(n), where n is the length of a sequence of letters from a finite alphabet. We call the games that permit this weakly mixable and give a geometrical characterisation of the class of weakly mixable games. Weak mixability turns out to be equivalent to convexity of the finite part of the set of superpredictions. For bounded games we introduce the Weak Aggregating Algorithm that allows us to obtain additive terms of the form .     

DCA for online prediction with expert advice

Neural Computing and Applications - We investigate DC (Difference of Convex functions) programming and DCA (DC Algorithm) for a class of online learning techniques, namely prediction with expert...     

Improved expert selection model for forex trading

Online prediction is a process that repeatedly predicts the next element in the coming period from a sequence of given previous elements. This process has a broad range of applications in various areas, such as medical, streaming media, and finance. The greatest challenge for online prediction is that the sequence data may not have explicit features because the data is frequently updated, which means good predictions are difficult to maintain. One of the popular solutions is to make the prediction with expert advice, and the challenge is to pick the right experts with minimum cumulative loss. In this research, we use the forex trading prediction, which is a good example for online prediction, as a case study. We also propose an improved expert selection model to select a good set of forex experts by learning previously observed sequences. Our model considers not only the average mistakes made by experts, but also the average profit earned by experts, to achieve a better performance, particularly in terms of financial profit. We demonstrate the merits of our model on two real major currency pairs corpora with extensive experiments.     

一种改进的自适应遗传算法求解专家分配问题

基金项目管理中,专家分配问题的研究具有很现实的意义。在解决专家分配问题上做过一些基础性的工作,提出了使用遗传算法及一种信息素指导变异的新算法求解该问题。实验证明,遗传算法是一种可行的途径,并且信息素指导下的启发式变异操作,可以加速算法向最优解搜索。但是,这两种方法都存在局部搜索能力差的问题,在算法运行的中后期会出现大量的冗余迭代。鉴于此,提出一种信息素指导下的自适应变异方法求解专家分配问题。实验证明,新算法具有更强的收敛能力和局部搜索能力。     

ARPO-2: An expert system for legal advice on the breach of building contracts

Although Berman and Hafner [Berman 1989, pp. 928–938] presented the possibility to adapt the model of reasoning of development of an expert system for medical diagnosis to the reasoning of a judge when he/she sentences criminals does not resemble the reasoning found in the decisions of physicians, mathematicians or statisticians.When a lawyer reasons, he/she not only looks for the solution of a case; he/she simultaneously looks for the bases on which his/her reasoning can rest [Galindo 1992, pp. 363–367]. That is to say, he/she not only needs to find the solution but moreover he/she has to find the references (laws, jurisprudence and bibliography) that allow him/her to argue the solution.In many cases, computer solutions to these reasoning processes have been made in a separated way: the solution to the cases using expert systems, and the search of documentation using information retrieval systems.This paper presents the ARPO-2 prototype, a solution integrating the two aspects of legal reasoning: an expert system which is able to simultaneously find the solution to a problem and to give the necessary references so that the lawyer argues the solution. The subject on which the prototype solves problems is the breach of building contracts.In this paper, we describe the process of development of an expert system for solving, justification and documentation of breach of contracts, giving details on the way how the objects that intervene in the case were defined as well as on the reasoning followed.This paper was funded in part by DGICYT, Spanish Civil Law Computerization Project: PB870-632.     

面向异构数据源的专家搜索系统研究

针对当前互联网上海量的专家信息散乱分布以及准确性和实效性差的问题,设计并实现了一个面向异构信息源的专家搜索系统。该系统使用面向领域的主题爬虫采集技术、中文分词技术、人名消歧技术和学术网络建模技术,实现对互联网上公开的专家科研信息和个人信息自动采集和有效整理。设计了一种利用有向加权图的方法建模学术网络的方法,并通过力导引布局算法可视化地展现专家之间的学术关系网络。专家搜索系统由数据采集模块、数据分析模块、检索模块组成,共收录了1543所高校以及科研单位的共计398432名专家的科研信息和个人信息,为我国学者的学术交流活动提供了便利。     

一种改进的神经网络机械故障诊断专家系统

针对传统BP神经网络训练中收敛速度较慢的缺点,提出一种基于L-M算法的神经网络应用于机械设备故障诊断的专家系统。论述了神经网络的专家系统结构,并以7216圆锥轴承试验研究为例,建立了基于该算法的故障诊断模型。仿真结果表明:该模型显著缩短了训练时间,具有较高的准确性。运用该神经网络专家系统进行机械故障诊断是有效的。     

A double-max MEWMA scheme for simultaneous monitoring and fault isolation of multivariate multistage auto-correlated processes based on novel reduced-dimension statistics

In this article, a double-max multivariate exponentially weighted moving average (DM-MEWMA) chart is proposed to jointly monitor the parameters of a multivariate multistage auto-correlated (MMAP) process. While the process is assumed to work in a linear state-space form, two modified statistics are combined into a novel statistic to monitor the mean vector and the covariance matrix of the MMAP simultaneously. Besides, prior knowledge of variation propagation is used so that the chart has both a fault identification power and capability of working with the sample size of one. A statistical test shows that the two proposed statistics are independent of the process dimension. Monte Carlo simulation indicates that the DM-MEWMA chart has quite robust performance in detecting changes. Moreover, when the number of stages increases, it outperforms some existing alternative methods. In addition, fault identification comparison demonstrates that most of the moderate mean and variability shifts can be isolated by the DM-MEWMA chart.     

Quantification of frequency domain error bounds with guaranteed confidence level in prediction error identification

This paper considers prediction error identification of linearly parametrized models in the situation where the system is in the model set. For such situation it is easy to construct a confidence ellipsoid in parameter space in which the true parameter lies with an a priori fixed probability level, α. Surprisingly perhaps, the construction of a corresponding uncertainty set in the frequency domain, to which the true system belongs with probability α, is still an open problem. We show in this paper how to construct such frequency domain uncertainty set with a probability level of at least α.