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1.
As one of the four major industrial raw materials in the world, natural rubber is closely related to the national economy and people’s livelihood. The analysis of natural rubber price and volatility can give hedging guidance to manufacturers and provide investors with uncertainty and risk information to reduce investment losses. To effectively analyses and forecast the natural rubber’s price and volatility, this paper constructed a hybrid model that integrated the bidirectional gated recurrent unit and variational mode decomposition for short-term prediction of the natural rubber futures on the Shanghai Futures Exchange. In data preprocessing period, time series is decomposed by variational mode decomposition to capture the tendency and mutability information. The bidirectional gated recurrent unit is introduced to return the one-day-ahead prediction of the closing price and 7-day volatility for the natural rubber futures. The experimental results demonstrated that: (a) variational mode decomposition is an effective method for time series analysis, which can capture the information closely related to the market fluctuations; (b) the bidirectional neural network structure can significantly improve the model performance both in terms of fitting performance and the trend prediction; (c) a correspondence was found between the predicted target, i.e., the price and volatility, and the intrinsic modes, which manifested as the impact of the long-term and short-term characteristics on the targets at different time-scales. With a change in the time scale of forecasting targets, it was found that there was some variation in matching degree between the forecasting target and the mode sub-sequences.  相似文献   

2.
A multilevel hybrid Newton–Krylov–Schwarz (NKS) method is constructed and studied numerically for implicit time discretizations of the Bidomain reaction–diffusion system in three dimensions. This model describes the bioelectrical activity of the heart by coupling two degenerate parabolic equations with a stiff system of ordinary differential equations. The NKS Bidomain solver employs an outer inexact Newton iteration to solve the nonlinear finite element system originating at each time step of the implicit discretization. The Jacobian update during the Newton iteration is solved by a Krylov method employing a multilevel hybrid overlapping Schwarz preconditioner, additive within the levels and multiplicative among the levels. Several parallel tests on Linux clusters are performed, showing that the convergence of the method is independent of the number of subdomains (scalability), the discretization parameters and the number of levels (optimality).  相似文献   

3.
A suitable combination of linear and nonlinear models provides a more accurate prediction model than an individual linear or nonlinear model for forecasting time series data originating from various applications. The linear autoregressive integrated moving average (ARIMA) and nonlinear artificial neural network (ANN) models are explored in this paper to devise a new hybrid ARIMA–ANN model for the prediction of time series data. Many of the hybrid ARIMA–ANN models which exist in the literature apply an ARIMA model to given time series data, consider the error between the original and the ARIMA-predicted data as a nonlinear component, and model it using an ANN in different ways. Though these models give predictions with higher accuracy than the individual models, there is scope for further improvement in the accuracy if the nature of the given time series is taken into account before applying the models. In the work described in this paper, the nature of volatility was explored using a moving-average filter, and then an ARIMA and an ANN model were suitably applied. Using a simulated data set and experimental data sets such as sunspot data, electricity price data, and stock market data, the proposed hybrid ARIMA–ANN model was applied along with individual ARIMA and ANN models and some existing hybrid ARIMA–ANN models. The results obtained from all of these data sets show that for both one-step-ahead and multistep-ahead forecasts, the proposed hybrid model has higher prediction accuracy.  相似文献   

4.
A mathematical model is an important tool for design and optimization of centrifugal compressor. However, owing to the varying compressor speeds and the complexity of the flow dynamics inside the impeller and diffuser, the currently available mechanistic models may yield inaccurate results. The purpose of this paper is to present a hybrid modeling approach for developing a quantitatively accurate model for centrifugal compressor. Two novel hybrid models, that is, additive and multiplicative hybrid models each of which consists of a three-layer back-propagation artificial neural network (ANN) component and a mechanistic component suitably modified to describe the performances of multistage centrifugal compressor, were constructed and compared with the well-developed ANN model. The results from the hybrid models showed better performance compared to the ANN model. Besides, the hybrid models demonstrated much better performance than the pure mechanistic model, and the multiplicative hybrid model, in general, showed better accuracy than that of the additive hybrid model in our case.  相似文献   

5.
The coordinated movement of the eyes, the head and the arm is an important ability in both animals and humanoid robots. To achieve this, the brain and the robot control system need to be able to perform complex non-linear sensory-motor transformations in the forward and inverse directions between many degrees of freedom. In this article, we apply an omnidirectional basis function neural network to this task. The proposed network can perform 3-D coordinated gaze shifts and 3-D arm reaching movements to a visual target. Particularly, it can perform direct sensory-motor transformations to shift gaze and to execute arm reach movements and can also perform inverse sensory-motor transformations in order to shift gaze to view the hand.  相似文献   

6.
In this paper, a novel hybrid approach is proposed for predicting peak particle velocity (PPV) due to bench blasting in open pit mines. The proposed approach is based on the combination of adaptive neuro-fuzzy inference system (ANFIS) and particle swarm optimization (PSO). In this approach, the PSO is used to improve the performance of ANFIS. Furthermore, a model is developed based on support vector regression (SVR) approach. The models are trained and tested based on actual data compiled from 120 blast rounds in Sarcheshmeh copper mine. To determine the accuracy and efficiency of ANFIS–PSO and SVR models, a statistical model (USBM equation) is applied. According to the obtained results, both techniques can be used to predict the PPV, but the comparison of models shows that the ANFIS–PSO model provides better results. Root mean square error (RMSE), variance account for (VAF), and coefficient of determination (R 2) indices were obtained as 1.83, 93.37 and 0.957 for ANFIS–PSO model, respectively.  相似文献   

7.
The present paper is a theoretical contribution to the field of iterative methods for solving inconsistent linear least squares problems arising in image reconstruction from projections in computerized tomography. It consists on a hybrid algorithm which includes in each iteration a CG-like step for modifying the right-hand side and a Kaczmarz-like step for producing the approximate solution. We prove convergence of the hybrid algorithm for general inconsistent and rank-deficient least-squares problems. Although the new algorithm has potential for more applied experiments and comparisons, we restrict them in this paper to a regularized image reconstruction problem involving a 2D medical data set.  相似文献   

8.
Natural Computing - Nature is a great source of inspiration for solving complex problems in real-world. In this paper, a hybrid nature-inspired algorithm is proposed for feature selection problem....  相似文献   

9.
Engineering with Computers - In this study, we propose a new hybrid algorithm fusing the exploitation ability of the particle swarm optimization (PSO) with the exploration ability of the grey wolf...  相似文献   

10.
Multimedia Tools and Applications - The conventional semantic text-similarity methods requires high amount of trained labeled data and also human interventions. Generally, it neglects the...  相似文献   

11.
Phishing is a method of stealing electronic identity in which social engineering and website forging methods are used in order to mislead users and reveal confidential information having economic value. Destroying the trust between users in business network, phishing has a negative effect on the budding area of e-commerce. Developing countries such as Iran have been recently facing Internet threats like phishing, whose methods, regarding the social differences, may be different from other experiences. Thus, it is necessary to design a suitable detection method for these deceits. The aim of current paper is to provide a phishing detection system to be used in e-banking system in Iran. Identifying the outstanding features of phishing is one of the important prerequisites in design of an accurate system; therefore, in first step, to identify the influential features of phishing that best fit the Iranian bank sites, a list of 28 phishing indicators was prepared. Using feature selection algorithm based on rough sets theory, six main indicators were identified as the most effective factors. The fuzzy expert system was designed using these indicators, afterwards. The results show that the proposed system is able to determine the Iranian phishing sites with a reasonable speed and precision, having an accuracy of 88%.  相似文献   

12.
We present a new method for the simulation of melting and solidification in a unified particle model. Our technique uses the Smoothed Particle Hydrodynamics (SPH) method for the simulation of liquids, deformable as well as rigid objects, which eliminates the need to define an interface for coupling different models. Using this approach, it is possible to simulate fluids and solids by only changing the attribute values of the underlying particles. We significantly changed a prior elastic particle model to achieve a flexible model for melting and solidification. By using an SPH approach and considering a new definition of a local reference shape, the simulation of merging and splitting of different objects, as may be caused by phase change processes, is made possible. In order to keep the system stable even in regions represented by a sparse set of particles we use a special kernel function for solidification processes. Additionally, we propose a surface reconstruction technique based on considering the movement of the center of mass to reduce rendering errors in concave regions. The results demonstrate new interaction effects concerning the melting and solidification of material, even while being surrounded by liquids. Copyright © 2007 John Wiley & Sons, Ltd.  相似文献   

13.
In this paper, a self-organization mining based hybrid evolution (SOME) learning algorithm for designing a TSK-type fuzzy model (TFM) is proposed. In the proposed SOME, group-based symbiotic evolution (GSE) is adopted in which each group in the GSE represents a collection of only one fuzzy rule. The proposed SOME consists of structure learning and parameter learning. In structure learning, the proposed SOME uses a two-step self-organization algorithm to decide the suitable number of rules in a TFM. In parameter learning, the proposed SOME uses the data mining based selection strategy and data mining based crossover strategy to decide groups and parental groups by the data mining algorithm that called frequent pattern growth. Illustrative examples were conducted to verify the performance and applicability of the proposed SOME method.  相似文献   

14.
15.
The Journal of Supercomputing - As the number of users getting acquainted with the Internet is escalating rapidly, there is more user-generated content on the web. Comprehending hidden opinions,...  相似文献   

16.
Cloud platforms composed of multi-core CPU and many-core Graphics Processing Unit (GPU) have become powerful platforms to host incremental CPU–GPU workloads. In this paper, we study the problem of optimizing the CPU resource management while keeping the quality of service (QoS) of games. To this end, we propose vHybrid, a lightweight user mode runtime framework, in which we integrate a scheduling algorithm for GPU and two algorithms for CPU to efficiently utilize CPU resources with the control accuracy of QoS. vHybrid can maintain the desired QoS with low CPU utilization, while being able to guarantee better QoS performance with little overhead. Our evaluations show that vHybrid saves 37.29% of CPU utilization with satisfactory QoS for hybrid workloads, and reduces three orders of magnitude for QoS fluctuations, without any impact on GPU workloads.  相似文献   

17.
Hybrid manufacturing combines additive manufacturing’s advantages of building complex geometries and subtractive manufacturing’s benefits of dimensional precision and surface quality. This technology shows great potential to support repairing and remanufacturing processes. Hybrid manufacturing is used to repair end-of-life parts or remanufacture them to new features and functionalities. However, process planning for hybrid remanufacturing is still a challenging research topic. This is because current methods require extensive human intervention for feature recognition and knowledge interpretation, and the quality of the derived process plans are hard to quantify. To fill this gap, a cost-driven process planning method for hybrid additive–subtractive remanufacturing is proposed in this paper. An automated additive–subtractive feature extraction method is developed and the process planning task is formulated into a cost-minimization optimization problem to guarantee a high-quality solution. Specifically, an implicit level-set function-based feature extraction method is proposed. Precedence constraints and cost models are also formulated to construct the hybrid process planning task as a mixed-integer programming model. Numerical examples demonstrate the efficacy of the proposed method.  相似文献   

18.
Particle swarm optimization algorithm is a inhabitant-based stochastic search procedure, which provides a populace-based search practice for getting the best solution from the problem by taking particles and moving them around in the search space and efficient for global search. Grey Wolf Optimizer is a recently developed meta-heuristic search algorithm inspired by Canis-lupus. This research paper presents solution to single-area unit commitment problem for 14-bus system, 30-bus system and 10-generating unit model using swarm-intelligence-based particle swarm optimization algorithm and a hybrid PSO–GWO algorithm. The effectiveness of proposed algorithms is compared with classical PSO, PSOLR, HPSO, hybrid PSOSQP, MPSO, IBPSO, LCA–PSO and various other evolutionary algorithms, and it is found that performance of NPSO is faster than classical PSO. However, generation cost of hybrid PSO–GWO is better than classical and novel PSO, but convergence of hybrid PSO–GWO is much slower than NPSO due to sequential computation of PSO and GWO.  相似文献   

19.
This paper presents a hybrid model of integrating the synergy of two superior classifiers: Convolutional Neural Network (CNN) and Support Vector Machine (SVM), which have proven results in recognizing different types of patterns. In this model, CNN works as a trainable feature extractor and SVM performs as a recognizer. This hybrid model automatically extracts features from the raw images and generates the predictions. Experiments have been conducted on the well-known MNIST digit database. Comparisons with other studies on the same database indicate that this fusion has achieved better results: a recognition rate of 99.81% without rejection, and a recognition rate of 94.40% with 5.60% rejection. These performances have been analyzed with reference to those by human subjects.  相似文献   

20.
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