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.     

自动捕捉平衡系数试验电流工具设计

在电梯平衡系数传统测量方法中,存在电梯轿厢和对重平衡点难以判断、人为因素导致测量误差偏大、测量不准导致效率低等问题,为解决这些问题,设计出一款基于光电传感器和霍尔传感器的电流自动捕捉工具,除能够高效准确识别电梯轿厢和对重平衡点的位置外,还能通过无线信号传输处理,利用钳形电流表精确捕捉平衡点位置的电流值。经测试使用,该工具系统消除了在平衡系数测量过程中捕捉电流值的人为因素影响,并解决了无机房不能准确判断平衡点问题,有效的提高了检验工作的准确性和效率。     

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。     

一种军棋机器博弈的多棋子协同博弈方法

针对在军棋博弈不完全信息对弈中，面对棋子不同价值、不同位置、不同搭配所产生的不同棋力，传统的单子意图搜索算法，不能满足棋子之间的协同性与沟通性，同时也缺乏对敌方的引诱与欺骗等高级对抗能力。本文提出一种结合UCT搜索策略的高价值棋子博弈方法，实现高价值棋子协同博弈的策略。实战经验表明:高价值多棋子军棋协同博弈策略优于单棋子军棋博弈策略。     

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。     

Mechanism of methanol decomposition on the Pd/WC(0001) surface unveiled by first-principles calculations

In this study, the decomposition of methanol into the CO and H species on the Pd/tungsten carbide (WC)(0001) surface is systematically investigated using periodic density functional theory (DFT) calculations. The possible reaction pathways and intermediates are determined. The results reveal that saturated molecules, i.e., methanol and formaldehyde, adsorb weakly on the Pd/ WC(0001) surface. Both CO and H prefer three-fold sites, with adsorption energies of −1.51 and −2.67 eV, respectively. On the other hand, CH₃O stably binds at three-fold and bridge sites, with an adsorption energy of −2.58 eV. However, most of the other intermediates tend to adsorb to the surface with the carbon and oxygen atoms in their sp³ and hydroxyl-like configurations, respectively. Hence, the C atom of CH₂OH preferentially attaches to the top sites, CHOH and CH₂O adsorb at the bridge sites, while COH and CHO occupy the three-fold sites. The DFT calculations indicate that the rupture of the initial C–H bond promotes the decomposition of CH₃OH and CH₂OH, whereas in the case of CHOH, O–H bond scission is favored over the C–H bond rupture. Thus, the most probable methanol decomposition pathway on the Pd/WC(0001) surface is CH₃OH → CH₂OH → trans-CHOH → CHO → CO. The present study demonstrates that the synergistic effect of WC (as carrier) and Pd (as catalyst) alters the CH₃OH decomposition pathway and reduces the noble metal utilization.     

基于承包商预期收益不变的不平衡报价模型

在招标实践中,通常采用最低价中标原则,使得投标人不得不压低其投标价格。基于承包商预期收益不变的不平衡报价模型,是在“工程量清单报价”的条件下,考虑到施工中工程量的变化及施工顺序的影响,体现了资金的时间价值,在保持承包商预期收益不变的前提下,通过调整各分项工程的单价,来降低工程报价,以增加中标机会而建立的。所建立的模型简单,易于操作,并配以具体的工程实例,通过计算机求得其最优解,可供承包商投标报价时参考。     

甲烷水合物热稳定性的研究

研究了在阴离子表面活性剂十二烷基硫酸钠(SDS)体系中甲烷水合物在冰点以下的常压分解规律。研究结果表明,静态下生成的甲烷水合物较动态下的分解速度低;在262·15~268·15K在之间,甲烷水合物的分解速度随着温度的降低而升高;在此范围以外,甲烷水合物的分解速度随着温度的降低而降低;在262·15~272·15K之间存在最低分解速度,其中在268·15K,甲烷水合物的分解速度最低。利用外推法计算268·15K时甲烷水合物完全分解需要25d,说明水合物的自我保存性质对气体水合物储运技术具有重要意义。     

An overlapping domain decomposition dual reciprocity method

We present a domain decomposition boundary integral equation method for two-dimensional partial differential equations. The overlapping Schwarz method is employed to improve the dual reciprocity boundary element method. The resulting algorithm turns out to be more accurate than a non-overlapping approach previously proposed. Some numerical results showing the improved accuracy and efficiency of the methods are given.