使用GPU技术的数据流分位数并行计算方法

数据流实时、连续、快速到达的特点决定了数据流的实时处理能力。在处理低维数据流时经常使用分位数信息来描述数据流的统计信息,利用图形处理器（GPU）的强大计算能力和高内存带宽的特性计算数据流分位数信息,提出了基于统一计算设备架构（CUDA）的数据流处理模型和基于该模型的数据流分位数并行计算方法。实验证明,该方法在提供不低于纯CPU分位数算法相同精度的条件下,使数据流分位数的实时计算带宽得到了显著的提高。     

Goodnes-of-fit tests for location and scale families based on a weighted L<Subscript>2</Subscript>-Wasserstein distance measure

In two recent papers del Barrio et al. (1999) and del Barrio et al. (2000) consider a new class of goodness-of-fit statistics based on theL ₂-Wasserstein distance. They derive the limiting distribution of these statistics and show that the normal distribution is the only location-scale family for which this limiting distribution has the “loss of degrees of freedom” property, due to the estimation of the unknown parameters. In this paper a weightedL ₂-Wasserstein distance is considered and it is proven that these statistics retain the loss of degrees of freedom property for general classes of distributions if applied separately to the location family and to the scale family and if the “right” weight function is used. These weight functions are such that the corresponding minimum distance estimators for the location parameter and the scale parameter are asymptotically efficient. Examples are discussed for both location and scale families.     

Bayesian estimation of unavailability

This paper gives two Bayesian methods for estimating test-and-maintenance unavailability. Both unplanned and periodic maintenance are considered. One estimation method uses ‘detailed data,’ the individual outage times. The other method uses ‘summary data,’ totals of outage time and exposure time in various time periods such as calendar months. Either method can use either a noninformative or an informative prior distribution. Both methods are illustrated with an example data set, and the results are compared.     

数据检测系统中de粗差数据综合处理算法

本文以数据检测系统中经常使用的对检测过程中所得数据做粗差判断处理为主要研究对象,在过去常用的差分法和分位数方法分布图法的基础上提出了一种综合处理方法--基于差分法的分位数方法,使数据采集系统中的粗差数据处理更趋于完善.     

基于优化VMD与噪声估计的间隔阈值局部放电去噪方法

为了抑制局部放电(PD)信号中含有的窄带周期干扰和白噪声,提出一种基于优化的变分模态分解(VMD)阈值去噪方法。首先针对VMD算法可能造成染噪信号欠分解或过分解的问题,提出一种基于频谱分析和四分位数的模态分解数K值优化方法,并结合模态的峭度特征去除窄带周期干扰和高频白噪声;针对PD信号主导模态中残留的白噪声,利用文中研究中发现的VMD分解白噪声所得模态的两个统计特性,提出一种噪声标准差估计方法来确定阈值,最后引入间隔阈值函数对PD信号主导模态进一步去噪。采用该方法对仿真和实测信号进行去噪处理,并将其与传统方法进行对比,结果表明,所提方法不仅可以更有效地抑制噪声,同时也能更好地保留PD信号的特征。     

Real time change-point detection in a nonlinear quantile model

Most studies in real-time change-point detection either focus on the linear model or use the cumulative sum (CUSUM) method under classical assumptions on model errors. This article considers the sequential change-point detection in a nonlinear quantile model. A test statistic based on the CUSUM of the quantile process subgradient is proposed and studied. Under the null hypothesis that the model does not change, the asymptotic distribution of the test statistic is determined. Under the alternative hypothesis that at some unknown observation there is a change in the model, the proposed test statistic converges in probability to ∞. These results allow building the critical regions on open-end and on closed-end procedures. Simulation results, using a Monte Carlo technique, investigate the performance of the test statistic, especially for heavy-tailed error distributions. We also compare it with the classical CUSUM test statistic. An example on real data is also given.     

基于CNN-LSTM分位数回归的母线负荷日前区间预测

针对部分工业类母线负荷波动较大,传统点预测方法难以准确预测的问题,文中提出一种基于卷积神经网络(CNN)与长短期记忆网络分位数回归(QRLSTM)组合的母线负荷日前区间预测模型。首先,针对工业类负荷功率的高频波动,采用去噪自编码器对历史负荷数据进行降噪处理;然后,利用基于时间分布层封装的一维CNN网络进行负荷特征提取和压缩,以提升整个模型的学习效率;最后,建立含有注意力机制的QRLSTM模型进行特征学习,得到不同分位数下的负荷区间预测结果。对工业类和居民商业类2种典型的220 kV母线负荷进行了负荷日前区间预测测试,并与常规的分位数回归方法进行了对比。结果表明,文中方法获得的预测结果总体上区间覆盖率更大、区间平均宽度和区间累计偏差均更小,预测效果更好。     

Quantile POD for nondestructive evaluation with hit--miss data

Probability of detection (POD) is commonly used to measure a nondestructive evaluation (NDE) inspection procedure’s performance. Due to inherent variability in the inspection procedure caused by variability in factors such as crack morphology and operators, it is important, for some purposes, to model POD as a random function. Traditionally, inspection variabilities are pooled and an estimate of the mean POD (averaged over all sources of variability) is reported. In some applications it is important to know how poor typical inspections might be, and this question is answered by estimating a quantile of the POD distribution. This article shows how to fit and compare different models to repeated-measures hit--miss data with multiple inspections with different operators for each crack and shows how to estimate the mean POD as well as quantiles of the POD distribution for binary (hit--miss) NDE data. We also show how to compute credible intervals (quantifying uncertainty due to limited data) for these quantities using a Bayesian estimation approach. We use NDE for the detection of fatigue cracks as the motivating example, but the concepts apply more generally to other NDE applications areas.     

The <i>k</i> Nearest Neighbors Estimator of the M-Regression in Functional Statistics

It is well known that the nonparametric estimation of the regression function is highly sensitive to the presence of even a small proportion of outliers in the data. To solve the problem of typical observations when the covariates of the nonparametric component are functional, the robust estimates for the regression parameter and regression operator are introduced. The main propose of the paper is to consider data-driven methods of selecting the number of neighbors in order to make the proposed processes fully automatic. We use the     

有界在险资本约束下带有红利的最优投资组合模型研究

对有界在险资本约束下的最优投资组合模型进行了推广.在布莱克-斯科尔斯模型框架下建立了带有红利情形的随机股票市场模型,给出了在有界在险资本约束下的最优化投资组合策略和对应的最大化平均终端财富.