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Forecasting financial time series using a methodology based on autoregressive integrated moving average and Taylor expansion 下载免费PDF全文
Financial time series prediction is regarded as one of the most challenging job because of its inherent complexity, and the hybrid forecasting model incorporating autoregressive integrated moving average and support vector machine (SVM) has been implemented widely to deal with the both linear and nonlinear patterns in time series data. However, the SVM model does not take into consideration the time correlation knowledge between different data points in time series, which impacts the learning efficiency of the SVM in real application. To overcome this restriction, this paper proposes the Taylor Expansion Forecasting model as an alternative to the SVM and develops a novel hybrid methodology via combining autoregressive integrated moving average and Taylor Expansion Forecasting to exploit the comprehensive forecasting capacity to the financial time series data with noise. Both theoretical proof and empirical results obtained on several commodity future prices demonstrate that the proposed hybrid model improves greatly the forecasting accuracy. 相似文献
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由于雷达数据处理的要求,需要对雷达数据进行实时地存储记录。本文介绍了一种基于光纤通道的高速数据采集系统,以FPGA为平台,PCIExpress为接口,链式DMA为传输模式,实现了最高速率为6Gbps的数据采集系统。 相似文献
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The rotating packed bed (RPB) with split packing is a novel gas–liquid contactor, which intensifies the mass transfer processes controlled by gas-side resistance. To assess its efficacy, the mass transfer characteristics with adjacent rings in counter-rotation and co-rotation modes in a split packing RPB were studied experimentally. The physical absorption system NH3–H2O was used for characterizing the gas volumetric mass transfer coeffi-cient (kyae) and the effective interfacial area (ae) was determined by chemical absorption in the CO2–NaOH sys-tem. The variation in kyae and ae with the operating conditions is also investigated. The experimental results indicated that kyae and ae for counter-rotation of the adjacent packing rings in the split packing RPB were higher than those for co-rotation, and both counter-rotation and co-rotation of the split packing RPB were superior over conventional RPBs under the similar operating conditions. 相似文献
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姜的应用历史悠久,现代研究表明其化学成分及药理活性十分丰富,有广阔的开发利用前景,因而文章期望通过分析国内专利状况、姜资源分布与应用状况,得到姜资源产业化发展的途径。本文基于SooPAT专利数据库,对生姜药材相关的国内专利进行整理分析,从专利申请及公开趋势、技术领域分布、技术生命曲线及专利申请人等角度分析,阐述生姜目前专利活动特征。并结合生姜的品种资源分布现状及应用实例分析,揭示生姜产业的发展状况。生姜相关专利分析结果表明,目前我国生姜相关的研究开发活力不足,生姜丰富的资源未能完全转变为其产业优势。基于分析结果,文章提出了姜资源产业化发展可以从姜的不同品种出发,充分利用药用姜、菜用姜的不同特点,针对性地进行产品研发。同时促进研究成果向实际产品的转化,并充分利用姜植物资源,对其非药食用部位、药渣等进行转化开发利用,进而提高姜资源的经济价值,推动其可持续发展。 相似文献
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针对国电谏壁发电厂330MW汽轮发电机组(K156型)7号轴承长期振动超标问题,从检修工艺着手,进行深入分析,解决了发电机-励磁机转子三支撑结构机组7号轴承的振动超标问题。 相似文献
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In this article, maleated–grafted ethylene‐co‐vinyl acetate (EVA‐g‐MA) was used as the interfacial modifier for polypropylene/polyamide‐6 (PP/PA6) blends, and effects of its concentration on the mechanical properties and the morphology of blends were investigated. It was found that the addition of EVA‐g‐MA improved the compatibility between PP and PA6 and resulted in a finer dispersion of dispersed PA6 phase. In comparison with uncompatibilized PP/PA6 blend, a significant reduction in the size of dispersed PA6 domain was observed. Toluene‐etched micrographs confirmed the formation of interfacial copolymers. Mechanical measurement revealed that the addition of EVA‐g‐MA markedly improved the impact toughness of PP/PA6 blend. Fractograph micrographs revealed that matrix shear yielding began to occur when EVA‐g‐MA concentration was increased upto 18 wt %. © 2006 Wiley Periodicals, Inc. J Appl Polym Sci 99:3300–3307, 2006 相似文献
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Guisheng Zeng Hui Li Shenglian Luo Xianyong Wang Junhong Chen 《Korean Journal of Chemical Engineering》2014,31(5):807-811
The effects of ultrasound on crystal nucleation and particle size distribution of sodium sulfate were investigated via determining the induction period and particle size. Crystal nucleation parameters and equations for primary nucleation were calculated. The experimental results show that the induction time decreases under the ultrasound irradiation, therefore, we can get a shorter induction period at a higher supersaturation level. Based on these observations, the growth mechanism of sodium sulfate is continuous growth because the value of the surface entropy factor f is smaller than 3. The induction period was observed shorter and particle size was smaller when the ultrasonic radiation time increased. Crystal growth improved with the longer crystallization time. 相似文献