WI – Call for PapersHeft 3/2010High-Impact Requirements Engineering

Ohne Zusammenfassung This article is also available in English via http://www.springerlink.com and http://www.bise-journal.org: BISE – Call for Papers, Issue 3/2010, High-Impact Requirements Engineering. Bus Inf Syst Eng. doi: .     

Multi-scale stacked sequential learning

Sequential learning is the discipline of machine learning that deals with dependent data such that neighboring labels exhibit some kind of relationship. The paper main contribution is two-fold: first, we generalize the stacked sequential learning, highlighting the key role of neighboring interactions modeling. Second, we propose an effective and efficient way of capturing and exploiting sequential correlations that takes into account long-range interactions. We tested the method on two tasks: text lines classification and image pixel classification. Results on these tasks clearly show that our approach outperforms the standard stacked sequential learning as well as state-of-the-art conditional random fields.     

The importance of different timings of excitatory and inhibitory pathways in neural field models

In this paper, we consider a neural field model comprised of two distinct populations of neurons, excitatory and inhibitory, for which both the velocities of action potential propagation and the time courses of synaptic processing are different. Using recently-developed techniques, we construct the Evans function characterising the stability of both stationary and travelling wave solutions, under the assumption that the firing rate function is the Heaviside step. We find that these differences in timing for the two populations can cause instabilities of these solutions, leading to, for example, stationary breathers. We also analyse "anti-pulses", a novel type of pattern for which all but a small interval of the domain (in moving coordinates) is active. These results extend previous work on neural fields with space-dependent delays, and demonstrate the importance of considering the effects of the different time-courses of excitatory and inhibitory neural activity.     

Nonsingular BEM formulations for thin-walled structures and elastostatic crack problems

Summary This paper presents a unique approach, named mathematical regularization, to remove the nearly-singular and singular integrals occurring in the boundary integral formulations for the solution of the boundary value problems with a pathologica integration boundary due to the very near or coinciding parts of the total boundary. Nonsingular boundary integral equations are derived for thin-walled structure problems. In the case of crack-like problems, we present two kinds of the nonsingular integral representations of the secondary fields and the derivative boundary integral equations.     

Explicit,optimal stability functionals and their application to cyclic discretization methods

The present paper contains a stability concept for discretization methods of a certain, very general classM, which is optimal (in the sense of yielding the best general, two-sided error bounds) without being more restrictive than any of the classical stability definitions. The optimal stability functional Ψ_h related to it depends on the linear part of the discretization operator, and has the important property that Ψ_h [δ] may be of orderq+1, i.e. Ψ_h [δ] = O(h ^q+1), even if the local error δ only has orderq, δ = O(h ^q). This result may be used for the construction of methods with maximum order. Its application to linear cyclic methods, for example, furnishes a new approach to the theory of linearM-cyclick-step methods of maximum order.     

Konvergenz von quadratischen Interpolations- und Flächenabgleichssplines

The purpose of this paper is to show that for continuous functions the related quadratic splines converge without any assumption on the spline grid. The points of the interpolatory grid can be chosen between the corresponding points of the spline grid with a division ratio from \(\frac{{\sqrt 2 }}{2}\) to \(1 - \frac{{\sqrt 2 }}{2}\) . In the case of continuously differentiable functions the division ratio can even be taken between 0 and 1; in addition, the order of convergence is increased. For twice differentiable functions the full order of convergence is obtained. Analogous results about the convergence of histo splines are proved.     

Estimating errors of numerical approximation for periodic analytic functions

We give a simple method based on Cauchy's integral formula for estimating the errors of numerical approximation for periodic analytic functions. We then obtain error estimates for the quadrature formulas of Chawla and Ramakrishnan [1] for the numerical evaluation of the Cauchy principal value integral $$I\left( {f;a} \right) = \int\limits_0^{2\pi } {f(x)\cot \left( {\left( {x - a} \right)/2} \right)dx,} $$ and for the quadrature formula of Garrick [2] for the evaluation ofI (f;o), Based on these error estimates, we are led to conclude that for the evaluation ofI (f;o), Garrick's formula has a better error estimate than the formula of Chawla and Ramakrishnan with the same number of function evaluations. Finally, we extend Garrick's formula for the evaluation ofI (f;a) for arbitrarya∈[0,2π); the extended formula has, for alla, the same error estimate as Garrick's formula. While, for a=x_j, the extended formula is identical with the quadrature formula of Wittich [3], fora≠x _j, the extended formula is much better in that it uses only half the number of function evaluations of Wittich's formula for the same accuracy.     

Approximation der optimalen Vorhersage der Ausgabe stochastischer Quellen

This paper discusses the prediction of the output of a stochastic sourceQ having positive transition function. If the sourceQ has two output alphabets,X andY, then there exists such a stochastic automaton \(\mathfrak{A}(V_{opt} )\) with input alphabetX, output alphabetY, and a countable set of states, that realizes the optimal predictionV _opt fromX toY. Here it will be shown thatV _opt can be approximated with any precision by a predictionV which is realized by a stochastic automaton with finite set of states.     

On grammar forms with terminal context

Summary A context-free grammar form G defines a family of context-free grammars {ie397-01}(G). In this paper {ie397-02}(G) is extended to give the family of terminal context grammars {ie397-03}(G), which were introduced by Book [4]. It is shown that the families of languages defined by {ie397-04}(G) and {ie397-05}(G) are equal when G is an -free context-free grammar form. This generalizes the result of Book [4] for context-free grammars and underlines the usefulness of the notion of grammar forms in formal language theory.The work of the second author was carried out partially under a National Research Council of Canada Grant. No. A-7700 and partially under the auspices of the University of Karlsruhe     

恒速成长公司股票投资价值的经济弹性分析

对恒速成长公司股票的投资价值进行了弹性分析。结果表明,恒速成长公司投资价值的利率与业绩弹性既敏感地依赖于公司的成长速度和利率水平等内外部因素,也是刻画股票某种投机价值的恰当指标。