Detection of correlation characteristics between financial time series based on multi-resolution analysis

Interactions between financial time series are complex and changeable in both time and frequency domains. To reveal the evolution characteristics of the time-varying relations between bivariate time series from a multi-resolution perspective, this study introduces an approach combining wavelet analysis and complex networks. In addition, to reduce the influence the phase lag between the time series has on the correlations, we propose dynamic time-warping (DTW) correlation coefficients to reflect the correlation degree between bivariate time series. Unlike previous studies that symbolized the time series only based on the correlation strength, the second-level symbol is set according to the correlation length during the coarse-graining process. This study presents a novel method to analyze bivariate time series and provides more information for investors and decision makers when investing in the stock market. We choose the closing prices of two stocks in China’s market as the sample and explore the evolutionary behavior of correlation modes from different resolutions. Furthermore, we perform experiments to discover the critical correlation modes between the bull market and the bear market on the high-resolution scale, the clustering effect during the financial crisis on the middle-resolution scale, and the potential pseudo period on the low-resolution scale. The experimental results exactly match reality, which provides powerful evidence to prove that our method is effective in financial time series analysis.     

多共振分量融合CNN的行星齿轮箱故障诊断

针对行星齿轮箱中各部件所激起的振动成分混叠、早期故障特征经常被较强的各级齿轮谐波成分以及环境噪声所湮没的问题，提出一种多共振分量融合卷积神经网络（multi-resonance component fusion based convolutional neural network，简称MRCF-CNN）的行星齿轮箱故障诊断方法。首先，对振动信号进行共振稀疏分解，得到包含齿轮谐波成分的高共振分量和可能包含轴承故障冲击成分的低共振分量；其次，构建多共振分量融合卷积神经网络，将得到的高、低共振分量和原始振动信号进行自适应的特征级融合，通过有监督的方式训练模型并进行行星齿轮箱故障诊断。对行星齿轮箱实验数据的分析结果表明，该方法能够有效分类行星齿轮箱中滚动轴承和齿轮的故障，成功对行星齿轮箱故障进行诊断，同时能够进一步增强卷积神经网络对振动信号所蕴含的故障信息的辨识能力。     

基于注意力机制与文本信息的用户关系抽取

随着社交媒体的发展,用户之间的关系网络对于社交媒体的分析有很大的帮助。因此,该文主要研究用户好友关系检测。以往的关于用户好友关系抽取的研究主要基于社交媒体上的结构化信息,比如其他好友关系,用户的不同属性等。但是,很多时候用户本身并没有大量的好友信息存在,同时也不一定有很多确定的属性。因此,我们希望基于用户发表的文本信息来对用户关系进行预测。不同于以往的潜在好友推荐算法,该文提出了一种基于注意力机制以及长短时记忆网络(long short-term memory,LSTM)的好友关系预测模型,将好友之间的评论分开处理,通过分析用户之间的评论来判断是否具备一定的好友关系。该模型将好友双方信息拼接后的结果作为输入,并将注意力机制应用于LSTM的输出。实验表明,用户之间的评论对于好友关系预测确实有较大的实际意义,该文提出的模型较之于多个基准系统的效果,取得了明显的提升。在不加入任何其它非文本特征的情况下,实验结果的准确率达到了77%。     

Food recognition using neural network classifier and multiple hypotheses image segmentation

ABSTRACT

This paper proposes the multiple-hypotheses image segmentation and feed-forward neural network classifier for food recognition to improve the performance. Initially, the food or meal image is given as input. Then, the segmentation is applied to identify the regions, where a particular food item is located using salient region detection, multi-scale segmentation, and fast rejection. Then, the features of every food item are extracted by the global feature and local feature extraction. After the features are obtained, the classification is performed for each segmented region using a feed-forward neural network model. Finally, the calorie value is computed with the aid of (i) food volume and (ii) calorie and nutrition measure based on mass value. The experimental results and performance evaluation are validated. The outcome of the proposed method attains 0.947 for Macro Average Accuracy (MAA) and 0.959 for Standard Accuracy (SA), which provides better classification performance.     

基于密集神经网络的灰度图像着色算法

针对在灰度图像着色领域中，传统算法信息提取率不高、着色效果不理想的问题，提出了基于密集神经网络的灰度图像着色算法，以实现改善着色效果，让人眼更好地观察图片信息的目的。利用密集神经网络的信息提取高效性，构建并训练了一个端到端的深度学习模型，对图像中的各类信息及特征进行提取。训练网络时与原图像进行对比，以逐渐减小网络输出结果的信息、分类等各类型的损失。训练完成后，只需向网络输入一张灰度图片，即可生成一张颜色饱满、鲜明逼真的彩色图片。实验结果表明，引入密集网络后，可有效改善着色过程中的漏色、细节信息损失、对比度低等问题，所提算法着色效果较基于VGG网络及U-Net、双流网络结构、残差网络（ResNet）等性能优异的先进着色算法而言取得了显著的改进。     

基于降噪时序深度学习网络的风电功率短期预测方法

利用风电场历史功率数据预测未来一段时间内的风功率,对保障电网安全稳定运行具有重要的意义。本文提出一种基于奇异谱分析SSA(singular spectrum analysis)和长短时记忆LSTM(long-short term memory net⁃work)网络的时序特征预测框架用于短期风功率的预测。首先通过SSA对历史风功率原始数据进行降噪处理,然后经过数据转换之后,以LSTM网络为基础进行预测模型的训练,最后通过某风电场提供的两个风机的历史功率数据进行验证。实验结果表明,奇异谱分析对风电场的历史数据具有良好的降噪性,SSA+LSTM模型在测试数据上取得了较好的预测性能,能够有效进行短期风功率的预测。     

动态评价技术在塔河碳酸盐岩缝洞型油气藏中的应用

塔河油田奥陶系油气藏是大型碳酸盐岩溶洞型油气藏，其储渗空间主要为大小不同的溶洞、裂缝带、溶蚀孔隙等组成，该油气藏具有极强的非均质性，单纯用静态资料来认识这类油气藏是非常困难。文章提出利用生产动态资料和信息进行该类型油气藏研究的新思路，利用人工神经网络技术在处理非线性相关参数预测方面的优势，并以渗流理论为基础，结合试井成果，选用已知油井的产量、油嘴、油压、含水率、气油比、原油密度等6个开发动态参数作为样品输入数据，推导出影响油气藏开发的重要参数（地层系数）与生产信息的关系，建立了人工神经网络预测储层参数的结构模型。通过塔里木盆地塔河油气田实例研究，说明了利用动态信息评价油气藏技术在碳酸盐岩缝洞型油气藏储层预测和非均质性分析等方面具有较高的实用价值。     

AD HOC网络管理综述

由于AD HOC网络自身的特点，其网络管理很多方面与固定网络不同，如移动性管理和体系结构管理等。讨论了AD HOC网络管理的各个方面，并列举了各个方面的设计思路和已有的相关算法的简介。     

基于投影寻踪的径向基函数网络在参考腾发量预测中的应用

径向基函数网络(RBFN)已广泛应用于参考腾发量预测等领域，但常用的K均值聚类和自组织特征映射等方法在求取径向基函数网络隐层节点中心时存在较大不足。针对这一问题，本文引入投影寻踪方法，在投影降维的基础上实现对大量高维数据的聚类，建立了基于投影寻踪的径向基函数网络模型，并将该模型应用于山西潇河灌区参考腾发量的预测，研究了不同气象因子输入对参考腾发量预测精度的影响。结果表明，基于投影寻踪的径向基函数网络具有较强的适用性，只需使用最高温度、最低温度、日照时数和旬序数作为输入因子，就能以较高的精度预测参考腾发量。     

Moving the goal posts: a reply to Dawson and Piercey

Berkeley [Minds Machines 10 (2000) 1] described a methodology that showed the subsymbolic nature of an artificial neural network system that had been trained on a logic problem, originally described by Bechtel and Abrahamsen [Connectionism and the mind. Blackwells, Cambridge, MA, 1991]. It was also claimed in the conclusion of this paper that the evidence was suggestive that the network might, in fact, count as a symbolic system. Dawson and Piercey [Minds Machines 11 (2001) 197] took issue with this latter claim. They described some lesioning studies that they argued showed that Berkeley’s (2000) conclusions were premature. In this paper, these lesioning studies are replicated and it is shown that the effects that Dawson and Piercey rely upon for their argument are merely an artifact of a threshold function they chose to employ. When a threshold function much closer to that deployed in the original studies is used, the significant effects disappear.