Optimized decomposition and two-step nonlinear integration model with error correction strategy coupled interval prediction for digital currency price forecast

Digital currency price prediction is vital to both sellers and purchasers. Over these years, decomposition and integration models have been applied more and more to realize the goal of precise prediction, however, many of them tend to neglect the reconstruction of features or the residual series. Altogether, one of the biggest drawbacks of the decomposition and integration framework is the method applied requires manual parameter setting whether it is for decomposition or integration. Still, for the results, they are merely satisfied with the point prediction which brings high uncertainty. In this paper, an optimized feature reconstruction decomposition and two-step nonlinear integration method is proposed which gives consideration to feature reconstruction, nonlinear integration, optimization and interval prediction. The original data series is decomposed through improved variational mode decomposition based approximate entropy feature reconstruction system. Then, improved particle swarm optimization-gated recurrent unit (iPSO-GRU) is utilized in the first and second nonlinear integration part separately. Meanwhile, the residual series is given attention, if it is not a white noise series, the residual will be the input of iPSO-GRU whose result will be added back to the second integration result to form the point prediction result. Based on the point prediction result, interval prediction estimate will be generated as well via maximum likelihood function. This study chooses three kinds of digital currency as cases and the results show that the MAPE values of point prediction are all below 3.5%, and CP values of interval prediction are all 1 with suitable MWP. In addition, compared with other benchmark models, the proposed model shows better performance.

     

风云四号A星红外高光谱大气垂直探测仪观测资料质量评估

评估星载红外高光谱仪器观测资料的质量可以推进其在数值天气预报中的应用。使用2020 年 7 月 FY-4A 红外高光谱干涉式大气垂直探测仪 (Geostationary Interferometric Infrared Sounder, GIIRS)观测数据，分析GIIRS所有通道观测噪声随视场和纬度的变化、偏差 (观测亮温与辐射传输模式模拟亮温的差) 随时间、视场、纬度和天顶角的分布来评估 GIIRS 观测资料质量。研究结果表明:波段727.5~733.8 cm?1、1107.5~1130 cm?1和1650~1776.9 cm?1的观测噪声超出仪器灵敏度设计指标，且这些通道的偏差和偏差标准差明显大于其他通道；除了长波观测噪声大的通道外，其余通道噪声等效温差NEdT在32×4阵列上均呈“中间小，两边大”的特征，且NEdT的分布不随纬度带和FOR阵列而改变，在进行GIIRS资料同化或变分反演时，其观测误差只用考虑不同通道在32×4阵列内的NEdT分布；由于数值预报模式的地表温度在白天时值偏低，使得模拟辐射量偏低，造成偏差绝对值减小，使偏差有明显的日变化；中波通道偏差特征基本不随32×4面阵的列而改变，主要与阵列中的行有关，在中波通道进行偏差订正时可以针对32×4面阵中行开展，基本不需要纬度带和卫星天顶角的订正。     

基于粒子群优化和支持向量机的花粉浓度预测模型

为了提高花粉浓度预报的准确率，解决现有花粉浓度预报准确率不高的问题，提出了一种基于粒子群优化（PSO）算法和支持向量机（SVM）的花粉浓度预报模型。首先，综合考虑气温、气温日较差、相对湿度、降水量、风力、日照时数等多种气象要素，选择与花粉浓度相关性较强的气象要素构成特征向量；其次，利用特征向量与花粉浓度数据建立SVM预测模型，并使用PSO算法找出最优参数；然后利用最优参数优化花粉浓度预测模型；最后，使用优化后的模型对花粉未来24 h浓度进行预测，并与未优化的SVM、多元线性回归法（MLR）、反向神经网络（BPNN）作对比。此外使用优化后的模型对某市南郊观象台和密云两个站点进行逐日花粉浓度预测。实验结果表明，相比其他预报方法，所提方法能有效提高花粉浓度未来24 h预测精度，并具有较高的泛化能力。     

雷电通道水平电场影响因素分析

影响雷电通道产生的水平电场因素众多,分析其影响因素对电力系统的雷电防护具有重要意义。文中利用运动电荷电磁场方程求解得到闪电回击通道的水平电场和方位磁场,并结合C-R 算法,得到了有限电导率地面上方的水平电场。依据运动电荷电磁场方程的特征分析了不同回击速度、不同距离、不同电导率对雷击产生的水平电场的影响。得出以下结论:水平电场随回击速度增大而减小;水平电场波形呈双极性特征且水平距离越大或电导率越小负向偏移越明显。这些研究结论为输电线路雷电过电压计算打下良好的基础。与其他方法相比,本文方法可以避免远距离电磁场计算中的震荡问题和积分方程的奇异问题。     

Study of haze emission efficiency based on new co-opetition data envelopment analysis

As haze intensifies in China, controlling haze emission has become the country's top priority for environmental protection. Because haze moves across different regions, it is necessary to develop a data envelopment analysis (DEA) model underpinned by both competition and cooperation to evaluate the haze emission efficiency in different provinces. This study innovatively adopts the spatial econometrics to construct the co-opetition matrices of Chinese provinces, then builds the co-opetition DEA model to evaluate the haze emission efficiency of them, and finally uses the haze data of 2015 as an example to assess the applicability of the model. The results of the study include the following: First, compared with the traditional CCR (A. Charnes & W. W. Cooper & E. Rhodes) model, this study constructs the co-opetition DEA cross-efficiency model that integrates haze's feature of cross-border moving; thus, it is more in line with the reality of haze emission and movement. Second, compared with the efficiency value gained from the CCR model, the haze emission efficiency values for Tianjin and Guangdong, two decision-making units, register greater variance when using the DEA model. The reason might lie in that they have a different spatial transportation relationship with their surrounding provinces. Third, the haze emission efficiency of provinces, according to the evaluation based on the co-opetition DEA method, varies greatly: Those with high efficiency are mostly inland provinces with slow economic growth and adverse climatic conditions, whereas many of the provinces with low efficiency are located in the relatively prosperous East China. The specific co-opetition DEA model constructed in this study enriches the research on the DEA model, which can be applied to the emission efficiency evaluation of similar pollutants around the world and can contribute empirical support to the haze reducing efforts of the government with its empirical results.     

基于FPGA的快速图像纹理特征提取方法的研究

图像特征的一个重要分支就是纹理特征,它体现了不同图像和物体的形态、大小、分布、方向等重要参数,对图像特征识别起到决定性因素。但是纹理特征提取的过程十分复杂且计算量巨大,为了解决这个难题,提出了一种在现场可编程逻辑门阵列(FPGA)平台下实现纹理特征提取新方法。首先对基本图像特征算法做了并行化的优化,从算法的数值范围和表示精度两个角度,做了相应的分析和误差控制,从而适应FPGA的运行。然后对FPGA的数据流传输提出了一个高效率的解决办法,该方法对其中的主要模块采用了流水线优化,并采用寄存器配置模式,从而在线地修改参数,适应不同的图像大小和卷积核等环境变量。结果表明,在同等功耗条件下,可以达到10倍于CPU的性能,达到了快速提取特征的目的。     

改进的激光雷达回波信号去噪方法

激光雷达回波信号的强度随距离的平方衰减,当探测距离较大时,信号将淹没在较强的噪声之中。因此,如何有效地从强背景噪声中提取出有用信号至关重要。利用经验模态分解将激光雷达回波信号进行分解,根据本征模态函数与回波信号之间的相关性,结合软阈值与粗糙惩罚技术,有效地提高了激光雷达回波信号去噪的效果。实验结果表明,当加入5 dB高斯白噪声时,该方法的输出信噪比为16.67 dB,均方根误差为1.49×10~(-11)。相比于其他去噪方法,该方法具有较高的信噪比及较低的均方根误差,从而证明了此方法的有效性。     

基于三维匹配块的SAR图像相干斑抑制研究

合成孔径雷达(SAR)图像中存在相干斑噪声,不能准确反映照射区域的散射特性,增加了信息提取的难度。三维匹配块(BM3D)算法是在变换域中的稀疏表示,将相似的图像块分到一个三维空间中,从而达到去噪的目的。通过对噪声模型特征的分析及参数设置,将适用于加性噪声模型的BM3D算法应用到乘性噪声中。采用仿真与传统方法对比表明,利用BM3D算法抑制相干斑噪声,其边缘保持指数达到了0.484 5,在降噪的同时又较好地保存了图像的细节特征,验证了算法的有效性。     

基于观察者模式的气象卫星数据接收与预处理调度机制研究

针对多颗气象卫星数据在国内外地面站兼容接收及统一自动批量预处理的业务需求,基于观察者模式,设计了系统总体架构,构建了数据接收任务、质量文件传输、预处理与分发作业运行调度机制,实现了有效协同各种资源,对气象卫星多个有效载荷观测数据进行同步自动批量接收、传输、预处理与分发。经过实践检验,该机制简化了设计,降低了耦合度,增强了系统健壮性,满足业务调度的灵活性、可靠性、时效性要求,同时监视界面直观明了,可操作性强,为气象与气候领域的科学研究提供了持续有效的海量数据支撑。