水文序列相依变异识别的RIC定阶准则——以自回归模型为例

水文过程相依性是水文变异的主要表现形式之一,应用自回归模型对其进行拟合时合理确定模型阶数是一个难点问题。本文在分析AIC和BIC准则的基础上,提出了一种以原序列与其相依成分的相关系数作为拟合度指标,同时借用信息熵形式的函数式,作为模型不确定性度量指标的自回归模型定阶准则(简称RIC准则)。以AR(1)、AR(2)、AR(3)和AR(4)模型为例进行统计试验,将不同序列长度下该准则的定阶准确率与其他定阶准则进行比较,试验结果表明,RIC准则对于上述模型均具有较好的适应性,且定阶准确率远高于AIC准则,其中对于前三阶模型RIC准则优于BIC准则,但四阶模型略低于BIC准则。RIC准则的优势是可以同时满足模型定阶、相依程度分级与模型检验的需求,将其应用于实测水文序列分析,结果显示,该准则能较准确地识别自回归模型的阶数,且符合提出的"相依有变异而残差无变异的最小阶数"的检验标准。     

Ultraviolet light inactivation of protozoa in drinking water: a Bayesian meta-analysis

To assess the dose of UV light needed to achieve specified levels of Giardia spp. cysts and Cryptosporidium spp. oocysts inactivation in drinking water, a Bayesian meta-analysis is used to analyze experimental data from several studies. Of the 20 studies identified by an extensive data collection effort, 14 (five reported experiments on Giardia and nine on Cryptosporidium) were selected for analysis based on a set of criteria. A substantial amount of the log inactivation data are reported as greater than a given inactivation level (i.e., censored data). The Bayesian hierarchical modeling approach used in this study not only properly addresses the common concerns in a meta-analysis but also provides a robust method for incorporating censored data. Different statistical models will result in different estimates of the UV doses needed to achieve a specific inactivation level. The Bayesian approach allows us to present the uncertainty in terms of risk, which is better suited for supporting US EPA in developing regulations.     

Review of kinetic models for supercritical fluid extraction

The supercritical fluid extraction (SFE) of liquids and solid materials is gaining increasing interest and commercial application in last decades, most particularly under the recent concept of green chemistry and biorefinery. Hence, it is fundamental to provide adequate modeling of the SFE, in order to optimize operating conditions and simulate the global process. This work intends to review the most significant and physically sound models published in the literature for countercurrent liquid-supercritical fluid extraction and SFE of solid matrices, such as the linear driving force, shrinking core, broken and intact cells, and the combination of BIC and shrinking core models. The main assumptions and mass transfer expressions are presented and discussed.     

综合法优选局域邻近点的供水量预测模型

基于混沌理论的局域法是目前较先进的预测技术,对于非线性、非平稳特征较强的城市日供水系统的预测,通常混沌局域法更适用。混沌局域法的日供水量预测,最重要的就是对历史信息的利用,即对邻近点的选择和利用,但在运用混沌局域法对城市日供水量预测时却鲜有人考虑邻近点选取问题,或仅考虑邻近点个数与邻近点位置中的一个,很少没有人将2种情况综合考虑的研究。据此,运用BIC信息准则和衰减系数相结合对相空间重构进行数据挖掘,优选混沌局域法的邻近点,并用该模型对实际水厂日供水量进行了预测。结果表明,运用该方法能显著提高日供水量预测精度,预测平均绝对误差仅为1.06%,说明该综合法是可行的。     

Subset ARMA Model Identification Using Genetic Algorithms

Subset models are often useful in the analysis of stationary time series. Although subset autoregressive models have received a lot of attention, the same attention has not been given to subset autoregressive moving-average (ARMA) models, as their identification can be computationally cumbersome. In this paper we propose to overcome this disadvantage by employing a genetic algorithm. After encoding each ARMA model as a binary string, the iterative algorithm attempts to mimic the natural evolution of the population of such strings by allowing strings to reproduce, creating new models that compete for survival in the next population. The success of the proposed procedure is illustrated by showing its efficiency in identifying the true model for simulated data. An application to real data is also considered.     

基于ARMA-AKF的HRG随机误差建模分析

针对半球谐振陀螺(HRG)随机误差影响惯性测量单元测量精度的问题,提出了一种改进的基于自回归滑动平均(ARMA)模型和自适应滤波(AKF)的随机误差处理方法。该文对预处理的数据进行了自相关和偏相关特性分析,判断随机误差的适用模型,以及利用贝叶斯信息准则(BIC)准则估计ARMA模型的阶数,通过长自回归模型计算残差法获取模型参数,引入加权自适应因子在线调整一步预测误差阵和量测噪声矩阵用于改进滤波方程,并比较了5项主要误差系数值。结果表明,改进的算法能够有效抑制随机误差,为HRG的随机误差建模补偿提供了新方法。     

Detecting change-points in Markov chains

Markov chains provide a flexible model for dependent random variables with applications in such disciplines as physics, environmental science and economics. In the applied study of Markov chains, it may be of interest to assess whether the transition probability matrix changes during an observed realization of the process. If such changes occur, it would be of interest to estimate the transitions where the changes take place and the probability transition matrix before and after each change. For the case when the number of changes is known, standard likelihood theory is developed to address this problem. The bootstrap is used to aid in the computation of p-values. When the number of changes is unknown, the AIC and BIC measures are used for model selection. The proposed methods are studied empirically and are applied to example sets of data.     

BIC准则在数据融合中的应用

通过数据融合的方法,可以减少目标识别的不确定性.如果能对数据融合中所使用的信息源的质量做出评价,则可以进一步提高识别结果的准确性.文中提出了一种利用BIC准则来确定信息源信任度系数的方法,并以此衡量信息源的质量.实验结果表明利用BIC准则确定的信任度系数可以得到较好的图像识别结果,同时也证明了该方法应用在数据融合中的可行性.     

Learning switching dynamic models for objects tracking

Many recent tracking algorithms rely on model learning methods. A promising approach consists of modeling the object motion with switching autoregressive models. This article is involved with parametric switching dynamical models governed by an hidden Markov Chain. The maximum likelihood estimation of the parameters of those models is described. The formulas of the EM algorithm are detailed. Moreover, the problem of choosing a good and parsimonious model with BIC criterion is considered. Emphasis is put on choosing a reasonable number of hidden states. Numerical experiments on both simulated and real data sets highlight the ability of this approach to describe properly object motions with sudden changes. The two applications on real data concern object and heart tracking.