ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS

Abstract. Some simple preliminary estimators for the coefficients of mixed autoregressive moving average time series models are considered. As the first step the estimators require the fitting of a long autoregression to the data. The first two methods of the paper are non-iterative and generally inefficient. The estimators are Yule-Walker type modifications of the least squares estimators of the coefficients in auxiliary linear regression models derived, respectively, for the coefficients of the long autoregression and for the coefficients of the corresponding long moving average approximation of the model. Both of these estimators are shown to be strongly consistent and their asymptotic distributions are derived. The asymptotic distributions are used in studying the loss in efficiency and in constructing the third estimator of the paper which is an asymptotically efficient two-step estimator. A numerical illustration of the third estimator with real data is given.     

智能化结构分析建模方法

建立正确的模型是进行机械结构分析的关键技术之一。提出了一种基于知识的结构分析建模方法,给出了基于知识结构分析建模方法的总体结构,讨论了知识的获取、分类与表达,提出了推理机制以及智能求解策略,提高了结构有限元分析建模方法的实用性和有效性。最后用实例说明了应用效果。     

视觉特征对比解耦的广义零样本学习

广义零样本学习通常利用在ImageNet上预训练的深度模型来提取相应的视觉特征,然而预训练模型提取到的视觉特征不可避免地包含和语义无关的信息,这将导致语义—视觉对齐的偏差以及对不可见类的负迁移,从而影响分类结果。为解决上述问题,提出了视觉特征对比解耦的广义零样本学习模型(visual feature contrast decoupling for generalized zero-shot learning, VFCD-GZSL),通过解耦出视觉特征中的语义相关表示来降低冗余信息对分类结果的影响。具体来说,首先用条件变分自编码器生成不可见类的视觉特征。然后通过解耦模块将视觉特征解耦语义相关和语义无关的潜层表示,同时添加总相关惩罚和对比损失来鼓励两者间的相互独立,并用语义关系匹配模型衡量其语义一致性,从而指导模型学习语义相关表示。最后使用特征细化模块细化后的特征和语义相关表示联合学习一个广义零样本学习分类器。在四个数据集上的实验均取得较优的结果,证实了所提方法的有效性。     

图表示学习方法研究综述

针对图表示方法的相关解析任务进行了研究,从形式化定义出发,首先以不同核心技术作为分类标准将图表示学习方法划分为五大类,其包括基于降维解析、矩阵分解、随机游走、深度学习和其他表示学习方法。其次通过归纳与对比分析梳理各类技术发展脉络,进而深层次展现各类图表示方法的优劣。随后结合图表示学习的常用数据集、评估方法和应用领域的归纳分析,展开动态性、可扩展性、可解释性和可解析性的四维剖析。最后总结并展望了图表示学习的未来研究趋势与发展方向。     

基于分布的中文词表示研究

针对基于分布的中文词表示构造过程中的参数选择问题进行了系统性的研究。选择了六种参数进行对比实验,在中文语义相似度任务上对不同参数设置下得到的中文词表示的质量进行了评估。实验结果表明,通过选择合适的参数,基于分布的词表示在中文语义相似度任务上能够得到较高的性能,而且,这种高维的词分布表示的质量甚至优于目前流行的基于神经网络（Skip-gram）或矩阵分解（GloVe）得到的低维的词表示。     

Laplacian group sparse modeling of human actions

Recently, many local-feature based methods have been proposed for feature learning to obtain a better high-level representation of human behavior. Most of the previous research ignores the structural information existing among local features in the same video sequences, while it is an important clue to distinguish ambiguous actions. To address this issue, we propose a Laplacian group sparse coding for human behavior representation. Unlike traditional methods such as sparse coding, our approach prefers to encode a group of relevant features simultaneously and meanwhile allow as less atoms as possible to participate in the approximation so that video-level sparsity is guaranteed. By incorporating Laplacian regularization the method is capable to ensure the similar approximation of closely related local features and the structural information is successfully preserved. Thus, a compact but discriminative human behavior representation is achieved. Besides, the objective of our model is solved with a closed-form solution, which reduces the computational cost significantly. Promising results on several popular benchmark datasets prove the efficiency and effectiveness of our approach.     

A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS

Abstract. A method for generating finite independent realizations of a normal multivariate stationary ARMA( p, q ) process is proposed. It is based on an AR (1) representation of an ARMA( p, q ) process allowing for an exact generation of the initial values of the simulation algorithm. Input facilities are supplied in order to assure stationarity and invertibility of the considered process.