支持向量机回归理论与控制的综述

支持向量机回归理论与神经网络等非线性回归理论相比具有许多独特的优点.SVMR有线性回归和非线性回归,其模型的选择包括核的选择、容量控制以及损失函数的选择.SVMR在控制方面的研究包括非线性时间序列的预测及应用、系统辨识以及优化控制和学习控制等方面的研究.将SVMR应用于控制方法的研究,是智能控制的一个崭新的研究方向,具有广阔的应用前景.     

时间序列中的多重分形分析

讨论了多重分形在时间序列分析中的应用，并分别针对一些噪声序列、受干扰信号序列，计算了其多重分形广义维数，试图探索一种新的方法，为时间序列的分析提供新的依据。在信号处理中，尤其在雷达信号处理中有很好的应用前景。     

ARIMA与SVM组合模型的石油价格预测

针对复杂时间序列预测困难的问题,在综合分析其线性和非线性复合特征的基础上,提出了一种基于ARIMA和SVM相结合的时间序列预测模型。首先采用ARIMA模型对时间序列进行线性建模,然后采用SVM对时间序列的非线性部分进行建模,最后得到两种模型的综合预测结果。将组合模型应用于石油价格预测中,仿真结果表明组合模型相对于单模型的预测具有更高的精度,发挥了2种模型各自的优势,在复杂时间序列预测中具有广泛的应用前景。     

支持向量机与时间序列预测综述

对近年来基于支持向量机的时间序列预测算法研究现状进行了综述.时间序列预测是一个极其富有挑战性的研究领域,具有广阔的应用前景,同时支持向量算法是有着巨大潜力的工具,必将在不久的将来在该领域取得突破性的进展.考察了支持向量算法中数据集和预处理、核函数、参数选定、预测评价指标以及支持向量算法总体框架的改进等几个方面研究状况,认为当今研究趋向于支持向量算法与各种人工智能算法的结合.     

时间序列的非线性趋势预测及应用综述

针对时间序列趋势预测问题,综述了非线性趋势预测技术以及在金融领域的主要应用,重点介绍了非线性方法中的神经网络、支持向量机和混沌理论的基本原理、算法优缺点及主要改进,并介绍这些理论与遗传算法,小波理论等结合的组合预测方法.认为非线性生组合预测是今后时间序列趋势预测的发展方向,最后介绍了非线性趋势预测方法在股票价格走势与变化方向、债券价格、保险公司风险评估以及银行信用风险等方面的应用.     

基于贝叶斯网络的混沌时间序列预测

混沌时间序列预测是混沌理论的一个重要方向和研究热点,在气象、水力、经济和通信等各个领域有着广泛的应用。然而,由于混沌时间序列高度复杂的非线性特征,很难从理论上定量研究。利用贝叶斯网络(BNs)在处理不确定知识方面的优势,并结合相空间重构理论,建立了混沌时间序列非线性全局预测模型,实现对其动力学特性分析,从而达到预测目的。实验结果表明:模型具有良好的稳定性和预测能力,并能够有效地克服过拟合现象。     

基于LSTM-Prophet非线性组合的时间序列预测模型

目前采用单一预测模型对于复杂的非线性时间序列具有预测精度较低,且不能很好地捕捉时间序列的复合特征的问题,因此本文提出一种基于BP神经网络组合的长短期记忆网络-Prophet(LSTM-Prophet)时间序列预测模型。模型将长短期记忆网络及Prophet这2种预测模型得到的预测值通过BP神经网络进行非线性组合,得出最终的预测值。随后设计实现本文模型与3个单项模型的对比实验,使用3个不同领域的数据集验证本文模型的准确性和有效性。实验结果表明提出的预测模型具有较高的预测精度、较好的通用性和应用前景。     

时间序列挖掘中一种新的相似性度量

针对时间序列的全序列聚类展开,提出一种新的相似性度量——全局特征,即从时间序列的统计分布特征、非线性和Fourier频谱转换等3个方面提取11个全局特征构建特征向量。利用特征向量来描述原时间序列,不仅保留了大部分原有的信息,还能加快聚类计算的速度。经过大量的实验验证表明,基于全局特征提取的相似性度量能得到合理的聚类结果,特别是对经济领域的时间序列效果更为明显。例举了2个数据进行实验,并从主观和客观两个角度对聚类结果进行评估。     

时间序列分析在轨道交通客流预报中的应用研究

时间序列分析是动态数据分析的重要方法,在多学科领域中得到广泛的研究和运用.研究时间序列分析在城市轨道交通自动售检票系统数据分析中的应用方法,并结合某线路AFC系统的历史沉淀数据,给出两个完整的时间序列分析案例,其分析方法能够为AFC运营管理提供有效决策的手段.     

DNA序列数据挖掘技术

DNA序列数据是一类重要的生物数据.研究DNA序列数据解读其含义是后基因组时代的主要研究任务.数据挖掘是目前最有效的数据分析手段之一,用于发现大量数据所隐含的各种规律,也是生物信息学采用的主要数据分析技术.将数据挖掘技术用于DNA序列数据分析,已得到了广泛关注和快速发展,并取得了许多研究成果.综述了DNA序列数据挖掘领域的研究状况和进展,提出了3个研究阶段:基于统计的挖掘方法应用阶段、一般化挖掘方法应用阶段和专门的DNA序列数据挖掘方法设计阶段.阐述了DNA序列数据挖掘的基础是序列相似性,评述了DNA序列数据挖掘领域所采用的关键技术,包括DNA序列模式、关联、聚类、分类和异常挖掘等,分析讨论了其相应的生物应用背景和意义.最后给出DNA序列数据挖掘进一步研究的热点问题,包括DNA序列数据新的存储和索引机制的设计、根据生物领域知识的数据挖掘新模型和算法的设计等.     

An optimization method for solving mixed discrete-continuous programming problems

This paper presents a heuristic approach for minimizing nonlinear mixed discrete-continuous problems with nonlinear mixed discrete-continuous constraints. The approach is an extension of the boundary tracking optimization that was developed by the authors to solve the minimum of nonlinear pure discrete programming problems with pure discrete constraints. The efficacy of the proposed approach is demonstrated by solving a number of test problems of the same class published in recent literature. Among these examples is the complex problem of minimizing the cost of a series–parallel structure with redundancies subject to reliability constraint. All tests conducted so far show that the proposed approach obtains the published minima of the respective test problems or finds a better minimum. While it is not possible to compare computation time due to the lack of data on the test problems, for all the tests the minimum is found in a reasonable time.     

Trading strategy design in financial investment through a turning points prediction scheme

Turning points prediction has long been a tough task in the field of time series analysis due to its strong nonlinearity, and thus has attracted many research efforts. In this study, the turning points prediction (TPP) framework is presented and further employed to develop a novel trading strategy designing approach to financial investment. The TPP framework is a machine learning-based solution incorporating chaotic dynamic analysis and neural network modeling. It works on the ground of a nonlinear mapping deduced in financial time series through chaotic analysis. An event characterization method is created in TTP framework to characterize trend patterns in ongoing financial time series. The main contributions of this paper are (1) it presents an ensemble learning based TPP framework, within which the nonlinear mapping is approximated by the ensemble artificial neural network (EANN) model with a new parameters learning algorithm; (2) a genetic algorithm (GA) based threshold optimization procedure is described with a newly defined performance measure, named TpMSE, which is used as a cost function; and (3) a trading strategy designing approach is proposed based on the TPP framework. The proposed approach was applied to the two real-world financial time series, i.e., an individual stock quote time series and the Dow Jones Industrial Average (DJIA) index time series. Experimental results show that the proposed approach can help investors make profitable decisions.     

MPI-CUDA parallelization of a finite-strip program for geometric nonlinear analysis: A hybrid approach

A finite-strip geometric nonlinear analysis is presented for elastic problems involving folded-plate structures. Compared with the standard finite-element method, its main advantages are in data preparation, program complexity, and execution time. The finite-strip method, which satisfies the von Karman plate equations in the nonlinear elastic range, leads to the coupling of all harmonics. However, coupling of series terms dramatically increases computation time in existing finite-strip sequential programs when a large number of series terms is used. The research reported in this paper combines various parallelization techniques and architectures (computing clusters and graphic processing units) with suitable programming models (MPI and CUDA) to speed up lengthy computations. In addition, a metric expressing the computational weight of input sets is presented. This metric allows computational complexity comparison of different inputs.     

非线性系统的几何方法（上） 几何方法与几何基础

本文介绍控制理论的一个新的分支——非线性系统的几何理论。第一部分包括:几何理论的特点和分析方法,几何基础以及非线性系统是如何用几何方法来描述的。第二部分介绍几何理论的现状;主要研究方向,进展情况以及尚待解决的问题。最后,根据目前的动态对今后的主要发展趋势作一些分析和预测。     

Support spinor machine

We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector field to spinor field. The separated hyperplane is extended to Kolmogorov space in time series data which allow us to extend a structure of support vector machine to a support tensor machine and a support tensor machine moduli space. Our performance test on support spinor machine is done over one class classification of end point in physiology state of time series data after empirical mode analysis and compared with support vector machine test. We implement algorithm of support spinor machine by using Holo-Hilbert amplitude modulation for fully nonlinear and nonstationary time series data analysis.     

A hybridization of teaching–learning-based optimization and differential evolution for chaotic time series prediction

Chaotic time series prediction problems have some very interesting properties and their prediction has received increasing interest in the recent years. Prediction of chaotic time series based on the phase space reconstruction theory has been applied in many research fields. It is well known that prediction of a chaotic system is a nonlinear, multivariable and multimodal optimization problem for which global optimization techniques are required in order to avoid local optima. In this paper, a new hybrid algorithm named teaching–learning-based optimization (TLBO)–differential evolution (DE), which integrates TLBO and DE, is proposed to solve chaotic time series prediction. DE is incorporated into update the previous best positions of individuals to force TLBO jump out of stagnation, because of its strong searching ability. The proposed hybrid algorithm speeds up the convergence and improves the algorithm’s performance. To demonstrate the effectiveness of our approaches, ten benchmark functions and three typical chaotic nonlinear time series prediction problems are used for simulating. Conducted experiments indicate that the TLBO–DE performs significantly better than, or at least comparable to, TLBO and some other algorithms.     

Local feedback stabilization and bifurcation control, I. Hopf bifurcation

Local bifurcation control problems are defined and employed in the study of the local feedback stabilization problem for nonlinear systems in critical cases. Sufficient conditions are obtained for the local stabilizability of general nonlinear systems whose linearizations have a pair of simple, nonzero imaginary eigenvalues. The conditions show, in particular, that generically these nonlinear critical systems can be stabilized locally, even if the critical modes are uncontrollable. The analysis also yields a direct method for computing stabilizing feedback controls. Use is made of bifurcation formulae which require only a series expansion of the vector field.     

多元统计性能监视和故障诊断技术研究进展

综述了多元统计分析方法在线性、非线性、多尺度领域中的理论研究进展.分析和总结了连续生产过程和批量间歇生产过程性能监视和故障诊断的应用情况.最后探讨了这一领域中值得进一步研究的问题和可能的发展方向.􀁱     

一个非自治电路混沌特性的计算机分析与研究

该文首先分析了Logistic映射的一些典型的混沌特性，然后运用与其相类比的分析研究方法，诸如时间序列分析方法、相图分析方法和分岔图分析方法，对一个非自治电路进行了计算机分析与研究。通过对描述该非自治电路的非线性微分方程进行求解和计算机分析，可以看到，当输入电压的幅值改变时，该电路系统的动力学特性对输入电压幅值有很强的敏感性。在对该非自治电路的分岔图进行了详细的计算机分析后，指出了该非自治电路从倍周期通向混沌的分岔点。以此，说明了该非自治电路是典型的具有混沌特性的非线性电路。     

High‐precision control of tracked field robots in the presence of unknown traction coefficients

Accurate steering through crop rows that avoids crop damage is one of the most important tasks for agricultural robots utilized in various field operations, such as monitoring, mechanical weeding, or spraying. In practice, varying soil conditions can result in off‐track navigation due to unknown traction coefficients so that it can cause crop damage. To address this problem, this paper presents the development, application, and experimental results of a real‐time receding horizon estimation and control (RHEC) framework applied to a fully autonomous mobile robotic platform to increase its steering accuracy. Recent advances in cheap and fast microprocessors, as well as advances in solution methods for nonlinear optimization problems, have made nonlinear receding horizon control (RHC) and receding horizon estimation (RHE) methods suitable for field robots that require high‐frequency (milliseconds) updates. A real‐time RHEC framework is developed and applied to a fully autonomous mobile robotic platform designed by the authors for in‐field phenotyping applications in sorghum fields. Nonlinear RHE is used to estimate constrained states and parameters, and nonlinear RHC is designed based on an adaptive system model that contains time‐varying parameters. The capabilities of the real‐time RHEC framework are verified experimentally, and the results show an accurate tracking performance on a bumpy and wet soil field. The mean values of the Euclidean error and required computation time of the RHEC framework are equal to 0.0423 m and 0.88 ms, respectively.