新型时间序列相似性度量方法研究

摘要：基于时间序列符号化后的特点,创造性地提出了一种新型相似性度量方法——符号化的统计向量空间法(SAX[1] Statistical Vector Space,SSVS)。将这种度量方法用于S&P500指数的股票数据聚类实验,并与经典相似性度量方法比较,结果表明这种新的方法能够高效地从整体趋势的角度度量时间序列的相似性,有很好的实际意义和应用前景。     

基于形态相似距离的时间序列相似性度量

时间序列的相似性度量是时间序列分析的基础工作之一,是进行相似匹配的关键。针对欧几里德距离描述分段趋势的不足和各种模式距离对应分段之间距离值的离散化问题,提出一种基于形态相似距离的时间序列相似性度量方法,标准数据集上完成的识别和聚类实验表明了该方法的可行性和有效性。     

核密度估计的聚类算法*

相似性度量是聚类分析的重要基础,如何有效衡量类属型符号间的相似性是相似性度量的一个难点.文中根据离散符号的核概率密度衡量符号间的相似性,与传统的简单符号匹配及符号频度估计方法不同,该相似性度量在核函数带宽的作用下,不再依赖同一属性上符号间独立性假设.随后建立类属型数据的贝叶斯聚类模型,定义基于似然的类属型对象-簇间相似性度量,给出基于模型的聚类算法.采用留一估计和最大似然估计,提出3种求解方法在聚类过程中动态确定最优的核带宽.实验表明,相比使用特征加权或简单匹配距离的聚类算法,文中算法可以获得更高的聚类精度,估计的核函数带宽在重要特征识别等应用中具有实际意义.     

基于事件的时间序列相似性度量方法

为了在时间序列相似性度量过程中更好地体现用户的需求,提高相似性度量的准确度,提出了基于事件的时间序列相似性度量方法（SMBE）。首先将用户的需求定义为事件,将原始时间序列转化为事件序列;然后,构建了基于事件序列的相似性度量模型（SMBE）,SMBE定义了不同事件序列中各元素之间的相似性,并构成相应的相似性矩阵,对相似性矩阵进行搜索得到最优路径的值作为序列之间的相似性度量;最后,提出了基于SMBE的聚类方法。实验表明,在参数设置合理的情况下,能获得接近0.90的聚类精度。     

基于ACF非线性趋势特征的时间序列聚类

在时间序列挖掘工作中,比如聚类和分类,需要计算距离来衡量时间序列样本之间的相似性,有许多研究都致力于时间序列相似性度量的研究.充分利用非线性趋势特征来进行时间序列挖掘.首先计算时间序列的ACF,进而构造ACF的非线性趋势特征,利用该特征作为时间序列相似性度量来进行聚类,它给时间序列平稳性的判定提供了一种新的途径.列举了一个模拟数据和一个实际数据来进行实例验证,实验结果表明,ACF非线性趋势特征作为一种新的相似性度量,相对已有的一些相似性度量而言,ACF非线性趋势特征通常只需计算少量的若干特征值就能更合理地刻画时间序列的平稳性特征.借助K-means进行聚类实验.     

不同粒度时间序列相似性度量

现有的时间序列的相似性度量大多基于欧氏距离,并不适用于不同粒度时间序列的相似性匹配,无法直接对其相似性进行有效的度量,为此,提出一种基于对应差值比样本的相似性度量,用于不同粒度时间序列的相似性匹配.首先对不同时间粒度的时序数据进行阐述,并定义了对应差值比样本与相似度计算方法;接着提出基于它们的相似性匹配算法;最后实验证...     

规范化相似度的符号序列层次聚类

符号序列由有限个符号按一定顺序排列而成,广泛存在于数据挖掘的许多应用领域,如基因序列、蛋白质序列和语音序列等.作为序列挖掘的一种主要方法,序列聚类分析在识别序列数据内在结构等方面具有重要的应用价值;同时,由于符号序列间相似性度量较为困难,序列聚类也是当前的一项开放性难题.首先提出一种新的符号序列相似度度量,引入长度规范因子解决现有度量对序列长度敏感的问题,从而提高了符号序列相似度度量的有效性.在此基础上,提出一种新的聚类方法,根据样本相似度构建无回路连通图,通过图划分进行符号序列的层次聚类.在多个实际数据集上的实验结果表明,采用规范化度量的新方法可以有效提高符号序列的聚类精度.     

基于新的鲁棒相似性度量的时间序列聚类

针对存在异常值的时间序列数据,提出了一种基于相关系数鲁棒估计的时间序列间的鲁棒广义互相关度量（RGCC）。首先,引入一种鲁棒相关系数代替Pearson相关系数来计算时间序列数据间的协方差矩阵;其次,用新的协方差矩阵的行列式构造两个时间序列间的相似性度量——RGCC;最后,基于该度量计算出序列间的距离矩阵,将其作为聚类算法的输入对数据进行聚类。时间序列聚类仿真实验表明,对存在异常值点的时间序列数据,与基于原始的广义互相关度量（GCC）得到的聚类结果相比,基于RGCC得到的聚类结果明显更接近真实的聚类结果。可见,所提出的新的鲁棒相似性度量完全适用于存在异常值的时间序列数据。     

基于数据挖掘的符号序列聚类相似度量模型

为了从消费者偏好序列中发现市场细分结构,采用数据挖掘领域中的符号序列聚类方法,提出一种符号序列聚类的研究方法和框架,给出RSM相似性度量模型。调整RSM模型参数,使得RSM可以变为与编辑距离、海明距离等价的相似性度量。通过RSM与其他序列相似性度量的比较,表明RSM具有更强的表达相似性概念的能力。由于RSM能够表达不同的相似性概念,从而使之能适用于不同的应用环境,并在其基础上提出自组织特征映射退火符号聚类模型,使得从消费者偏好进行市场细分结构研究的研究途径在实际应用中得以实现。     

基于整体和局部相似性的序列聚类算法

现有的很多序列聚类算法是基于“局部特征可以表征整个序列”的假设来进行的,即不区分实际应用中序列的整体相似性和局部相似性.这对存在保守子模式的序列,如DNA和蛋白质序列是适用的,但对一些注重整体序列相似性的应用领域,如:在交易数据库中用户购买行为的比较,时间序列数据中全局模式的匹配等,由于难以产生频繁子模式,用基于全局相似性的度量方法进行聚类显得更为合理.此外,在基于局部相似性的序列聚类算法中,选取的局部子模式表征序列的能力也有待进一步提高.由此,针对不同应用领域,分别提出基于整体相似性的序列聚类算法GSClu和基于局部相似性的序列聚类算法LSClu.GSClu和LSClu分别利用带剪枝策略的二分k均值算法和基于有gap约束的强区分度子模式方法对各自领域的序列数据进行聚类.实验采用交易序列数据和蛋白质序列数据,实验结果表明,GSClu和LSClu对各自领域的序列数据具有较快的处理速度和良好的聚类质量.     

Only connect: teaching, technology and telesis

Abstract This paper describes an approach to the design of interactive multimedia materials being developed in a European Community project. The developmental process is seen as a dialogue between technologists and teachers. This dialogue is often problematic because of the differences in training, experience and culture between them. Conditions needed for fruitful dialogue are described and the generic model for learning design used in the project is explained.     

European Community policy and the market

Abstract This paper starts with some reflections on the policy considerations and priorities which are shaping European Commission (EC) research programmes. Then it attempts to position the current projects which seek to capitalise on information and communications technologies for learning in relation to these priorities and the apparent realities of the marketplace. It concludes that while there are grounds to be optimistic about the contribution EC programmes can make to the efficiency and standard of education and training, they are still too technology driven.     

一种自适应子融合集成多分类器方法

融合集成方法已经广泛应用在模式识别领域,然而一些基分类器实时性能稳定性较差,导致多分类器融合性能差,针对上述问题本文提出了一种新的基于多分类器的子融合集成分类器系统。该方法考虑在度量层融合层次之上通过对各类基多分类器进行动态选择,票数最多的类别作为融合系统中对特征向量识别的类别,构成一种新的自适应子融合集成分类器方法。实验表明,该方法比传统的分类器以及分类融合方法识别准确率明显更高,具有更好的鲁棒性。     

Avoiding semantic and temporal gaps in developing software intensive systems

Development of software intensive systems (systems) in practice involves a series of self-contained phases for the lifecycle of a system. Semantic and temporal gaps, which occur among phases and among developer disciplines within and across phases, hinder the ongoing development of a system because of the interdependencies among phases and among disciplines. Such gaps are magnified among systems that are developed at different times by different development teams, which may limit reuse of artifacts of systems development and interoperability among the systems. This article discusses such gaps and a systems development process for avoiding them.     

Designing economic np control charts: A programmed simulation approach

This paper presents control charts models and the necessary simulation software for the location of economic values of the control parameters. The simulation program is written in FORTRAN, requires only 10K of main storage, and can run on most mini and micro computers. Two models are presented - one describes the process when it is operating at full capacity and the other when the process is operating under capacity. The models allow the product quality to deteriorate to a further level before an existing out-of-control state is detected, and they can also be used in situations where no prior knowledge exists of the out-of-control causes and the resulting proportion defectives.     

The development of robot art

Going through a few examples of robot artists who are recognized worldwide, we try to analyze the deepest meaning of what is called “robot art” and the related art field definition. We also try to highlight its well-marked borders, such as kinetic sculptures, kinetic art, cyber art, and cyberpunk. A brief excursion into the importance of the context, the message, and its semiotics is also provided, case by case, together with a few hints on the history of this discipline in the light of an artistic perspective. Therefore, the aim of this article is to try to summarize the main characteristics that might classify robot art as a unique and innovative discipline, and to track down some of the principles by which a robotic artifact can or cannot be considered an art piece in terms of social, cultural, and strictly artistic interest. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

Explanation and prediction: an architecture for default and abductive reasoning

Although there are many arguments that logic is an appropriate tool for artificial intelligence, there has been a perceived problem with the monotonicity of classical logic. This paper elaborates on the idea that reasoning should be viewed as theory formation where logic tells us the consequences of our assumptions. The two activities of predicting what is expected to be true and explaining observations are considered in a simple theory formation framework. Properties of each activity are discussed, along with a number of proposals as to what should be predicted or accepted as reasonable explanations. An architecture is proposed to combine explanation and prediction into one coherent framework. Algorithms used to implement the system as well as examples from a running implementation are given.     

Three Process Perspectives: Organizations, Teams, and People

This paper provides the author's personal views and perspectives on software process improvement. Starting with his first work on technology assessment in IBM over 20 years ago, Watts Humphrey describes the process improvement work he has been directly involved in. This includes the development of the early process assessment methods, the original design of the CMM, and the introduction of the Personal Software Process (PSP)^SM and Team Software Process (TSP){^SM}. In addition to describing the original motivation for this work, the author also reviews many of the problems he and his associates encountered and why they solved them the way they did. He also comments on the outstanding issues and likely directions for future work. Finally, this work has built on the experiences and contributions of many people. Mr. Humphrey only describes work that he was personally involved in and he names many of the key contributors. However, so many people have been involved in this work that a full list of the important participants would be impractical.     

基于复小波噪声方差显著修正的SAR图像去噪

提出了一种基于复小波域统计建模与噪声方差估计显著性修正相结合的合成孔径雷达(Synthetic Aperture Radar,SAR)图像斑点噪声滤波方法。该方法首先通过对数变换将乘性噪声模型转化为加性噪声模型,然后对变换后的图像进行双树复小波变换(Dualtree Complex Wavelet Transform,DCWT),并对复数小波系数的统计分布进行建模。在此先验分布的基础上,通过运用贝叶斯估计方法从含噪系数中恢复原始系数,达到滤除噪声的目的。实验结果表明该方法在去除噪声的同时保留了图像的细节信息,取得了很好的降噪效果。     

How do children do mathematics with LOGO?

Abstract  This paper considers some results of a study designed to investigate the kinds of mathematical activity undertaken by children (aged between 8 and 11) as they learned to program in LOGO. A model of learning modes is proposed, which attempts to describe the ways in which children used and acquired understanding of the programming/mathematical concepts involved. The remainder of the paper is concerned with discussing the validity and limitations of the model, and its implications for further research and curriculum development.