Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost

Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been involved in the study of stock price forecasts.In this paper,the DWT-ARIMAGSXGB hybrid model is proposed.Firstly,the discrete wavelet transform is used to split the data set into approximation and error parts.Then the ARIMA(0,1,1),ARIMA(1,1,0),ARIMA(2,1,1)and ARIMA(3,1,0)models respectively process approximate partial data and the improved xgboost model(GSXGB)handles error partial data.Finally,the prediction results are combined using wavelet reconstruction.According to the experimental comparison of 10 stock data sets,it is found that the errors of DWT-ARIMA-GSXGB model are less than the four prediction models of ARIMA,XGBoost,GSXGB and DWT-ARIMA-XGBoost.The simulation results show that the DWT-ARIMA-GSXGB stock price prediction model has good approximation ability and generalization ability,and can fit the stock index opening price well.And the proposed model is considered to greatly improve the predictive performance of a single ARIMA model or a single XGBoost model in predicting stock prices.     

A novel adaptive traffic prediction AQM algorithm

In the Internet, network congestion is becoming an intractable problem. Congestion results in longer delay, drastic jitter and excessive packet losses. As a result, quality of service (QoS) of networks deteriorates, and then the quality of experience (QoE) perceived by end users will not be satisfied. As a powerful supplement of transport layer (i.e. TCP) congestion control, active queue management (AQM) compensates the deficiency of TCP in congestion control. In this paper, a novel adaptive traffic prediction AQM (ATPAQM) algorithm is proposed. ATPAQM operates in two granularities. In coarse granularity, on one hand, it adopts an improved Kalman filtering model to predict traffic; on the other hand, it calculates average packet loss ratio (PLR) every prediction interval. In fine granularity, upon receiving a packet, it regulates packet dropping probability according to the calculated average PLR. Simulation results show that ATPAQM algorithm outperforms other algorithms in queue stability, packet loss ratio and link utilization.     

The self-formation graded diffusion barrier of Zr/ZrN

In this paper, the 5 nm ZrN diffusion barrier was deposited by high vacuum magnetron sputtering method on Si substrate and the 300 nm Cu(Zr) alloy film or Cu film was sputtered on ZrN barrier without break vacuum. The self-formation graded Zr/ZrN diffusion barrier was obtained by annealing Cu(Zr)/ZrN bilayer system in N₂/H₂ (10% H₂) atmosphere. The X-ray diffraction (XRD) and four-point probe method were used to study graded Zr/ZrN diffusion barrier. The results revealed that the self-formation Zr barrier and ZrN barrier all obviously improved the thermal stability of Cu/Si system.     

A curvature calibrated bandgap reference with base-emitter current compensating in a 0.13μm CMOS process

In bandgap references,the effect caused by the input offset of the operational amplifier can be effectively reduced by the utilization of cascade bipolar junction transistors(BJTs).But in modern CMOS logic processes,due to the small value ofβ,the base-emitter path of BJTs has a significant streaming effect on the collector current,which leads to a large temperature drift for the reference voltage.To solve this problem,a base-emitter current compensating technique is proposed in a cascade BJT bandgap refe...     

Anomalous Channel‐Length Dependence in Nanofluidic Osmotic Energy Conversion

Recent advances in materials science and nanotechnology have lead to considerable interest in constructing ion‐channel‐mimetic nanofluidic systems for energy conversion and storage. The conventional viewpoint suggests that to gain high electrical energy, the longitudinal dimension of the nanochannels (L) should be reduced so as to bring down the resistance for ion transport and provide high ionic flux. Here, counterintuitive channel‐length dependence is described in nanofluidic osmotic power generation. For short nanochannels (with length L < 400 nm), the converted electric power persistently decreases with the decreasing channel length, showing an anomalous, non‐Ohmic response. The combined thermodynamic analysis and numerical simulation prove that the excessively short channel length impairs the charge selectivity of the nanofluidic channels and induces strong ion concentration polarization. These two factors eventually undermine the osmotic power generation and its energy conversion efficiency. Therefore, the optimal channel length should be between 400 and 1000 nm in order to maximize the electric power, while balancing the efficiency. These findings reveal the importance of a long‐overlooked element, the channel length, in nanofluidic energy conversion and provide guidance to the design of high‐performance nanofluidic energy devices.     

VHF/UHF无线电监测测向系统在用设备开场测试方法探讨

本文针对VHF/UHF无线电监测测向系统现场测试方法进行了探讨,针对现场安装后的VHF/UHF频段无线电测向系统,制定统一测试方法.此测试方法适用于对VHF/UHF频段无线电监测测向系统在安装之后现场的性能进行测试和评估,以验证、标校和评估系统的工作状态和技术性能.     

电源管理芯片过温保护电路的分析与设计

保护电路是电源管理芯片的一个重要环节,研究一种高可靠的保护电路是非常重要的。为了保证电源管理芯片在复杂的环境中可以正常使用,本文主要对其中的保护电路进行了详细的分析,并设计出过温保护电路。根据可重用性的设计方法,在CSMCO．5μm工艺下,利用Cadence spectreI具对过温保护电路进行前端仿真验证。在不同电源电压下,对保护功能开启时的温度、滞迟范围、滞迟开启温度都进行了仿真测试。通过滞迟模块既有效抑制了芯片温度的升高,又避免频繁对功率管的关断。     

基于相位谱的红外小目标搜索算法研究

针对红外小目标搜索阶段中图像背景稀疏的特点,提出了一种利用图像相位谱计算显著图和定位目标的新方法。与传统的利用海天线和海岸线对目标进行搜索的方法相比,本文算法的计算复杂度大大降低,并弥补了其受气温影响而不能准确定位海天线和海岸线的不足;与利用Itti模型的方法相比,该算法克服了其不能有效分离目标和背景的缺点。阐述了利用离散傅里叶变换(Discrete Fourier Transform,DFT)和离散余弦变换(Discrete Cosine Transform,DCT)计算相位谱的两种方法及它们之间的一致性。构建了利用图像相位谱计算显著图的数学模型,明确了模型参数选择的作用和意义。通过理论和实例证明了本文算法对于稀疏背景下小目标定位的可行性和高效性。     

基于DSP和IPM的变频调速硬件电路设计

着重介绍了SVPWM（空间电压矢量脉宽调制）的基本原理及基于TMS320f2808芯片和IPM模块的变频调速系统的硬件电路。本系统包括主电路、控制电路以及相关的保护和采样电路等,均采用Altium Designer软件设计,软件部分用C语言编写,并在CCS软件当中调试通过,带电机运转正常,输出波形为标准的马鞍波。本设计...     

遥感相机的智能调焦方法

为了将基于图像处理的智能调焦方法引入到空间遥感相机中,从而提高其在轨调焦能力,提出了采用辅助CCD的遥感相机智能调焦方法。该方法解决了推扫式遥感相机由于图像动态变化导致的比较基准不确定问题,为智能调焦方法在遥感相机中的应用开创了途径。在阐述基本调焦原理的基础上,给出了实际应用中多片CCD级联时评价区域选择依据和算法,并以Variance函数为评价函数对调焦过程进行了仿真模拟,实验结果表明:该方法能够可靠、自动地搜索到最佳聚焦位置,获取清晰图像,适用于遥感相机使用。