多周期时序数据的傅氏级数拟合算法

一般地说,时序数据通常是由趋势项、随机项及季节周期项三种成分组成的。通过对已有的时序数据进行分析与建模,便可以找出事物所蕴含的变化规律。针对多周期时序数据,设计实现了一种高精度的数据拟合算法。该算法首先对被拟合时序数据的趋势成分进行消除,然后应用自相关函数理论从剩余成分中析出多个两两互质的基本周期,最后基于最小二乘原理,用多组傅氏级数对多周期时序数据进行了拟合。实际应用验证了算法的有效性及先进性。     

A Subsequence Matching Algorithm that Supports Normalization Transform in Time-Series Databases

In this paper, an algorithm is proposed for subsequence matching that supports normalization transform in time-series databases. Normalization transform enables finding sequences with similar fluctuation patterns even though they are not close to each other before the normalization transform. Simple application of existing subsequence matching algorithms to support normalization transform is not feasible since the algorithms do not have information for normalization transform of subsequences of arbitrary lengths. Application of the existing whole matching algorithm supporting normalization transform to the subsequence matching is feasible, but requires an index for every possible length of the query sequence causing serious overhead on both storage space and update time. The proposed algorithm generates indexes only for a small number of different lengths of query sequences. For subsequence matching it selects the most appropriate index among them. Better search performance can be obtained by using more indexes. In this paper, the approach is called index interpolation. It is formally proved that the proposed algorithm does not cause false dismissal. The search performance can be traded off with storage space by adjusting the number of indexes. For performance evaluation, a series of experiments is conducted using the indexes for only five different lengths out of lengths 256512 of the query sequence. The results show that the proposed algorithm outperforms the sequential scan by up to 2.4 times on the average when the selectivity of the query is 10^–2 and up to 14.6 times when it is 10^–5. Since the proposed algorithm performs better with smaller selectivities, it is suitable for practical situations, where the queries with smaller selectivities are much more frequent.     

D-Index: Distance Searching Index for Metric Data Sets

In order to speedup retrieval in large collections of data, index structures partition the data into subsets so that query requests can be evaluated without examining the entire collection. As the complexity of modern data types grows, metric spaces have become a popular paradigm for similarity retrieval. We propose a new index structure, called D-Index, that combines a novel clustering technique and the pivot-based distance searching strategy to speed up execution of similarity range and nearest neighbor queries for large files with objects stored in disk memories. We have qualitatively analyzed D-Index and verified its properties on actual implementation. We have also compared D-Index with other index structures and demonstrated its superiority on several real-life data sets. Contrary to tree organizations, the D-Index structure is suitable for dynamic environments with a high rate of delete/insert operations.     

时间序列数据流的自适应预测

提出一种自适应预测方法AFStreams, 综合了复杂人工智能预测方法和时间序列预测方法的优点, 可以根据数据流值变化的快慢程度自适应地确定预测步长, 在计算资源受限的前提下, 形成最佳预测点轨迹. 仿真实验证明, AFStreams 能够良好地适应数据的变化, 在计算复杂度和预测精度之间平衡, 显著地提高了平均预测精度.     

HXPY: A High-Performance Data Processing Package for Financial Time-Series Data

Journal of Computer Science and Technology - A tremendous amount of data has been generated by global financial markets everyday, and such time-series data needs to be analyzed in real time to...     

Risk-sensitive probability for Markov chains

The probability distribution of a Markov chain is viewed as the information state of an additive optimization problem. This optimization problem is then generalized to a product form whose information state gives rise to a generalized notion of probability distribution for Markov chains. The evolution and the asymptotic behavior of this generalized or “risk-sensitive” probability distribution is studied in this paper and a conjecture is proposed regarding the asymptotic periodicity of risk-sensitive probability and proved in the two-dimensional case. The relation between a set of simultaneous non-linear and the set of periodic attractors is analyzed.     

具有极大时间约束的轨道交通系统的周期分析

运用极大–加代数方法研究具有极大时间约束的轨道交通系统的周期运行规律.分别建立具有两个车站的双回路城际轨道交通系统和具有n个车站的单回路城市轨道交通系统的极大–加线性模型.对于前者,运用系统状态矩阵的周期性,证明各个车站第k次与第(k+2)次的发车时间间隔相同;对于后者,运用状态变量的线性替换,证明在任何初始状态下,系统经过一次循环便可进入周期稳态运行,即列车连续两次到达同一车站的时间间隔相同.周期时间分析有利于轨道交通系统列车时刻表的编排和周期运行方案的设计.为验证本文结果的实用性和有效性,给出周期时间分析在列车调度和线路规划中的应用例子.     

一种基于结构索引的XML模式匹配方法

XML文档采用了树型的数据模型,对其查询通常是用带有选择谓词的模式树在XML数据中进行匹配.因此,找出XML文档中所有符合模式树结构的元素集,是XML查询处理的核心操作.本文提出了结构索引JoinGuide,并在此基础上提出了一种新的XML模式匹配方法.它使用JoinGuide来对模式树进行预匹配,这样在XML文档上查询时可以利用索引上的匹配结果来忽略部分连接谓词和不必要的候选XML元素序列.本文还提出了三种具体算法来利用索引匹配结果进行进一步的查询.实验结果表明本文中的模式树匹配方法优于以往的匹配方法,并且索引所需的空间很小.     

基于局部结构特征的红外与可见光图像匹配

使用灰度特征对红外与可见光图像进行匹配时,其效果受异源图像间灰度分布差异的限制。为此,提出一种基于局部结构特征的匹配方法。提取Harris角点及其关联的局部轮廓曲线切向角度,使用角点与角度信息构造局部有向Harris特征点,推导基于该特征点的仿射估计方程,结合特征点集匹配假设检验与RANSAC鲁棒估计进行匹配。实验结果表明,在其他方法失配的情况下,该方法可有效实现红外与可见光图像的特征点匹配。     

多视图合作的网络流量时序数据可视分析

网络安全可视化作为一个交叉应用研究领域,为传统网络安全数据分析方法注入了新的活力.但已有研究过于注重网络安全数据的可视表达,而忽视了对分析流程的支持.抽象了网络安全分析人员用网络流量时序数据检测网络异常的过程,提出了一个自顶向下的网络流量时序分析流程模型.以该模型为指导,设计并实现了一个多视图合作的网络流量时序数据可视分析原型系统.在分析端口扫描和DDoS攻击等常见网络异常的案例中,该系统中的4个协同交互、简单易用的可视视图,可以较好地支撑分析人员由整体到个体、由点到面以及由历史到未来的网络流量时序数据分析过程.     

浅析EXCEL函数在工资薪金数据匹配中的应用

本文以工资薪金实务为背景,通过介绍EXCEL函数如何对庞大工资薪金数据的匹配,以实现数据匹配的速度和准确率,明显提高实际工作效率,对于目前的工资薪金管理工作具有一定的应用价值。     

基于关键维的高维空间划分策略

索引技术是基于内容的相似性检索的核心内容,而数据的分割则是影响索引性能的关键因素.提出一种高维数据空间分割策略--在距离分割基础上基于关键维的二次分割,以及相应的索引技术.基于关键维的二次分割保证孪生兄弟节点的无重叠性,而在索引中根据选定的关键维进行孪生兄弟节点间的二次过滤,从而增强过滤效率.这种数据分片策略和索引技术使得索引的过滤效率成倍提高.实验结果显示,关键维能够很好地提高索引的相似性检索性能,对于加速基于内容的多媒体信息检索具有很大的意义.     

不同特征数字信号的谱估计算法性能分析

通过实验八种经典和现代的数字信号谱估计算法,并分析了这几种谱估计算法对不同特性信号主要包括周期信号、声音信号和随机信号的影响和差异,从这些算法所表现出的特征和差异中得出针对不同特征信号的谱估计算法性能的优劣性.     

基于名义尺度栅格数据空间自相关测度初探

空间自相关是地理信息科学目前研究的热点问题,作为空间数据挖掘的一种手段,它着重分析了空间实体的聚集程度,阐释了事物之间普遍联系的准则。值得注意的是,目前空间自相关的研究多以空间实体定量化属性为对象,针对定性表达数据测度的空间自相关研究稍显不足。本文以名义尺度下的栅格数据作为研究对象,通过定义空间自邻接指数提出一种空间自相关测度算法,并将其应用到土地利用数据分析中得到了较好的试验结果。     

A frequency domain test for detecting nonstationary time series

We propose a frequency domain generalized likelihood ratio test for testing nonstationarity in time series. The test is constructed in the frequency domain by comparing the goodness of fit in the log-periodogram regression under the varying coefficient fractionally exponential models. Under such a locally stationary specification, the proposed test is capable of detecting dynamic changes of short-range and long-range dependences in a regression framework. The asymptotic distribution of the proposed test statistic is known under the null stationarity hypothesis, and its finite sample distribution can be approximated by bootstrap. Numerical results show that the proposed test has good power against a wide range of locally stationary alternatives.     

一种运动适应性快速运动估计算法

文中给出了一种适应性运动跟踪块匹配算法,利用相邻块的相关性确定搜索的初始点,根据相领块的运动性质确定当前块采用的搜索算法,实验表明此算法计算复杂度低,预测精度高。     

面向星载计算机的双重索引数据压缩方法

随着星载计算机系统功能的日益复杂,程序规模也在快速扩大.在存储资源极其受限的背景下,需要稳定、有效的代码压缩功能来保障星载软件的正常存储与运行.混合压缩算法是目前无损数据压缩的主流算法,具有压缩率高、代码规模和计算资源需求大的特点.然而,在航天星载计算机等嵌入式系统中,由于其运行环境特殊,需要较高的可靠性和抗干扰能力,无法实现混合压缩算法应有的效果.同时,单一压缩模型压缩率较低.针对以上问题,在LZ77算法代码体积和内存消耗优势的基础上提出了改进方法:为压缩过程设计一种新的匹配记录表以存储高价值数据索引来辅助压缩,实现了原算法局部性优势与高价值数据全局分布的互补,更大程度上减少了数据冗余;结合动态填充、变长编码等进一步优化编码结构,降低存储需求;最终,设计并实现了一种更加适合航天嵌入式环境的无损数据压缩算法(LZRC).实验结果表明:(1)新算法在比LZ77算法代码体积仅多出3.5 KB的条件下,对软件代码的平均压缩比提高了17%;(2)新算法的运行内存需求仅为混合压缩算法的12%,代码体积也减少了84%,更加适合星载计算机系统.     

XML/GML非空间数据查询的结构连接算法

为利用Dewey前缀编码索引方案实现对XML/GML文档的编码并消除其缺点,提出一种扩展的Dewey编码方案——Ex-Dewey。在保留Dewey前缀编码优点的同时提出节点插入及删除对已有节点编码值串无影响的更新策略。针对Ex-Dewey编码方案提出一种在XML/GML非空间数据查询时快速确定候选节点间先辈-子孙、父-子关系的结构化连接算法——ED-XQ-SJ。给出算法思想、描述与验证。该算法无须访问实际存储的节点,算法复杂度较低且I/O开销减少。     

一种用于点模式匹配的改进型谱方法

利用谱方法进行点模式匹配的主要问题是对点的位置噪声比较敏感。为了提高谱方法对噪声的鲁棒性,该文在表示矩阵的构建过程中采用高斯加权的近邻矩阵对要匹配的点模式进行描述,提出一种新的符号校正方法,利用点的属性信息对根据谱方法得到的匹配度量进行加权。仿真实验表明,在噪声情况下的点模式匹配应用中采用改进的谱方法可以获得较高的正确匹配率。     

Measures Based on Fuzzy Similarity for Stereo Matching of Color Images

In this article, new local matching measures, based on fuzzy similarity, for stereo matching of color images are proposed and evaluated. By formulating the individual similarity between a pair of pixels as a conjunction of the similarities of the respective color components, the field programmable gate array implementation problem becomes more computationally tractable, since the word-length of the numbers carrying the similarity information can be reduced compared to standard techniques (Sum of absolute differences and Sum of squared differences). It is also shown that combining information about color and local image structure (horizontal gradient component) in the matching measure and using a multi-scale measure is advantageous compared to using standard measures, in terms of percentage of correct matches and MSE for the erroneous matches. However, these improvements come at the prize of more complex implementations. Since the techniques are window-based, they share the typical drawbacks associated with other techniques of this type. This is expected, since the focus is on developing new local matching measure without addressing issues like post-processing of the resulting disparity maps. The techniques have been tested on two stereo color image pairs.