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11.
Comparison of forecasting methods with an application to predicting excess equity premium 总被引:2,自引:0,他引:2
This paper reviews various forecast methods including combination using theoretically optimal weights and those under model selection approaches. In addition, we suggest two modified simple averaging forecast combination methods—a mean corrected and a mean and scale corrected method. We conclude that due to the fact that real data is usually subject to structural breaks, rolling forecasting scheme has a better performance than fixed window and continuously updating scheme. In addition, methods that use less information appear to perform better than methods using all the sample information about the covariance structure of the available forecasts. The mean and scale corrected simple average approach yield smaller mean squared forecast error than the three widely used regression approaches suggested by Granger and Ramanathan [11]. 相似文献
12.
Feng-Hsiag Hsiao 《International journal of systems science》2016,47(13):3149-3166
In this study, a novel approach via improved genetic algorithm (IGA)-based fuzzy observer is proposed to realise exponential optimal H∞ synchronisation and secure communication in multiple time-delay chaotic (MTDC) systems. First, an original message is inserted into the MTDC system. Then, a neural-network (NN) model is employed to approximate the MTDC system. Next, a linear differential inclusion (LDI) state-space representation is established for the dynamics of the NN model. Based on this LDI state-space representation, this study proposes a delay-dependent exponential stability criterion derived in terms of Lyapunov's direct method, thus ensuring that the trajectories of the slave system approach those of the master system. Subsequently, the stability condition of this criterion is reformulated into a linear matrix inequality (LMI). Due to GA's random global optimisation search capabilities, the lower and upper bounds of the search space can be set so that the GA will seek better fuzzy observer feedback gains, accelerating feedback gain-based synchronisation via the LMI-based approach. IGA, which exhibits better performance than traditional GA, is used to synthesise a fuzzy observer to not only realise the exponential synchronisation, but also achieve optimal H∞ performance by minimizing the disturbance attenuation level and recovering the transmitted message. Finally, a numerical example with simulations is given in order to demonstrate the effectiveness of our approach. 相似文献
13.
The WAT (wafer acceptance test) is the last examination that is performed before a wafer or a chip fab out to ensure the quality and stability of chip performance. In 55 nm CIS (CMOS Image Sensor) technology, a highly smooth wafer surface is critical for the BSI (backside illumination) process. The traditional WAT process cannot be used; rather the in-line WAT must be performed during the process for forming copper interconnect. However, increasing the processing time increases the period of exposure of the copper interconnect to air, which is called the Q-time, affecting the reliability of copper interconnect. Nitrogen-doped silicon carbide (also called NDC or SiCN) has been used to fabricate copper diffusion barrier films. PECVD SiCN dielectric has a promisingly low dielectric constant for use as a copper diffusion barrier. Copper diffusion barrier films comprise one or more layers of silicon carbide. Covering a copper layer with a single thin NDC pre-layer significantly increases the maximum allowable Q-time for wafer probing. However, after the Q-time, a void forms between NDC layer and the NDC pre-layer. This work proposes a new two-step NDC process and the optimization of the thickness of the NDC pre-layer. The process has the advantages of providing a high stability for parametric test and a long allowable Q-time. These advantages are achieved by changing the thickness of the NDC pre-layer. This new approach has been analyzed using TEM and by performing parametric tests, and the feasibility has been confirmed experimentally. No void is formed between the NDC layers and a high test stability is achieved when the thickness of the NDC pre-layer is 120 Å. 相似文献
14.
We use the graphical processing unit (GPU) to accelerate the tensor contractions, which is the most time consuming operations in the variational method based on the plaquette renormalized states. Using a frustrated Heisenberg J1–J2 model on a square lattice as an example, we implement the algorithm based on the compute unified device architecture (CUDA). For a single plaquette contraction with the bond dimensions C = 3 of each rank of the tensor, results are obtained 25 times faster on GPU than on a current CPU core. This makes it possible to simulate systems with the size 8 × 8 and larger, which are extremely time consuming on a single CPU. This technology successfully relieves the computing time dependence with C, while in the CPU serial computation, the total required time scales both with C and the system size. 相似文献
15.
Versatile Transcoding Proxy for Internet Content Adaptation 总被引:2,自引:0,他引:2
16.
Matthew Arnold Michael Hsiao Ulrich Kremer Barbara G. Ryder 《International journal of parallel programming》2001,29(2):111-137
The frequent occurrence of implicitly thrown exceptions poses one of the challenges present in a Java compiler. Not only do these implicitly thrown exceptions directly affect the performance by requiring explicit checks, they also indirectly impact the performance by restricting code movement in order to satisfy the precise exception model in Java. In particular, instruction scheduling is one transformation that is restricted by implicitly thrown exceptions due to the heavy reliance on reordering instructions to exploit maximum hardware performance. The goal of this study is two-fold: first, investigate the degree to which implicitly thrown exceptions in Java hinder instruction scheduling, and second, find new techniques for allowing more efficient execution of Java programs containing implicitly thrown exceptions. Experimental results show that with aggressive scheduling techniques, such as superblock scheduling, the negative performance impact can be greatly reduced. 相似文献
17.
The Journal of Supercomputing - Rapid advances in interconnection networks in multiprocessors are closing the gap between computation and communication. Given this trend, how can we utilize fast... 相似文献
18.
Te-Hua Fang Yu-Jen Hsiao Yee-Shin Chang Yen-Hwei Chang 《Materials Chemistry and Physics》2006,100(2-3):418-422
In this study, the photoluminescence (PL) spectra of europium-doped potassium niobate (KNbO3) crystallites prepared by a vibrating milled solid-state reaction method were studied. X-ray diffraction (XRD), scanning electron microscopy (SEM) and optical spectral analysis (luminescence excitation, emission spectra and time-resolved spectra) were used to characterize the KNbO3:Eu3+ powders. The results of the XRD revealed that the powders remained as a single orthorhombic structure at doping concentrations below 3 mol%. A second phase of EuNbO4 begins to appear at 5 mol%. The 5D0–7F1 (593 nm) and 5D0–7F2 (614 nm) emission characteristics of Eu3+ appear at a quenching concentration of above 3 mol%. The Commission Internationale d’Eclairage (CIE) chromaticity coordinates of a Eu:KNbO3 host excited at λex = 400 nm and λex = 466 nm wavelengths, both presented a red-shift when increasing the Eu3+ ion doping. The lifetime of the Eu3+ ion decreased as the doping concentration was increased from 1 to 7 mol%. 相似文献
19.
Jiin‐Jou Lih Chih‐Feng Sung Chun‐Huai Li Tiao‐Hung Hsiao Hsin‐Hung Lee 《Journal of the Society for Information Display》2004,12(4):367-371
Abstract— The characteristics of OLED backplanes including the intrinsic properties of a‐Si TFTs and LTPS TFTs will be reviewed. While LTPS TFTs reveal satisfactory stability in AMOLED‐display applications, a‐Si AMOLEDs show better uniformity and are capable of driving OLEDs. However, the stability of a‐Si TFTs under long‐term operation is still unacceptable and remains to be the key issue constraining the commercialization of a‐Si TFT AMOLEDs. 相似文献