ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE

Abstract. We consider the problem of predicting and interpolating linearly a time series which can be represented as the sum of a model process with known spectral density and a noise process. The spectral density of the noise process is unknown with the exception of an upper bound for its integral. Some partial information of quite general kind about the cross spectral density of model and noise is available. We prove the existence of a robust predictor which minimizes the maximal mean-square error, where the maximum is taken over all spectral densities which may arise from the circumstances described above as spectral density of the predicted time series. An analogous result holds for the related interpolation problem. We describe how to derive the minimax robust predictor and interpolator in concrete situations. The method is illustrated by determining the robust predictor explicitly for three examples where model and noise may be arbitrarily, only causally or not at all correlated.     

基于SVM和RBFN的汽车主动降噪系统传感器故障诊断

汽车主动降噪系统的工作依赖于多个噪声传感器,一旦传感器发生故障,将严重影响降噪效果。为保证汽车主动降噪系统的性能,提出了由支持向量机(SVM)预测模型和径向基神经网络(RBFN)预测模型构成的传感器故障诊断系统,SVM模型判断是否发生传感器故障,RBFN模型则利用各传感器间的信息冗余关系定位故障传感器并对其信号进行重构。仿真结果表明,该诊断系统可有效实现汽车主动降噪系统中的传感器故障诊断及信号重构。与传统的汽车主动降噪系统相比,引入传感器故障诊断系统可保证更稳定的降噪性能。     

网络信息安全风险态势预测分析方法探讨

本文主要研究了在复杂网络环境下的信息安全风险预测问题。它提出了一种较为实用并且具有一定广泛意义的网络风险态势预测方法;通过实验表明,本方法可以满足因网络结构复杂、资产价值不一而造成的风险态势评估误报问题,有实际应用意义。     

基于并行预测控制的Turbo码译码结构

提出一种基于并行预测控制的Turbo码译码结构. 通过建立预测控制模块(PCA)来预测分量译码器第n+1次的译码外部信息值. 相比于传统的并行译码方案,基于PCA模块的PPC-Turbo结构可以降低译码算法的复杂度,并减少译码时延. 通过对单次外部信息值预测（6～9次）及复次外部信息值预测（6+8、7+9次）,对比了外部信息预测的变化趋势及不同帧长（1?024、512、256、128、64帧）情况下的译码时延,验证了译码时延的减少. 在帧长为1?024、信噪比为0～2?dB时,对译码器2第6～8次的外部信息进行了单次预测,比较了PPC-Turbo与Turbo的误比特率(BER)性能,结果表明,两者的BER非常接近,预测控制模块可以代替分量译码器的一次译码迭代.     

优化SVR的加权马尔可夫链用电量预测

研究电力系统中用电量的准确预测问题.由于影响用电量的因素众多,并且用电量数据与相关因素之间呈现高度的非线性关系,传统的预测方法很难捕捉用电量的变化趋势,预测精度较低.为了提高预测的精度,提出了一种马尔可夫链优化的SVR模型.上述模型根据支持向量回归机原理,以网络搜索交叉验证的思想优化模型参数,通过加权马尔可夫链原理优化预测结果,将原来的数值预测转化为概率区间上的预测.同时,在利用加权马尔可夫链的预测信息之后,也提高了预测的精度.最后,将改进模型应用于江苏省全社会用电量的预测分析,实验结果表明优化的支持向量模型优于其它对比模型,有较高的泛化能力和预测精度.     

Fitts＇定律实验的设计与实现

首先,介绍了Fitts＇定律,然后,设计了验证Fitts＇定律的实验,最后,使用Matlab7.0.1对数据进行了统计和分析.实验结果有效地验证了Fitts＇定律,并且Fitts＇ Law（错误率为4％）得到的预测模型精度高于通过“effective width”Fitts＇ Law得到的预测模型.     

Non-destructive testing and pre-warning analysis on the quality of bolt support in deep roadways of mining districts

The bolt support quality of coal roadways is one of the important factors for the efficiency and security of coal production. By means of a self-developed technique and equipment of random non-destructive testing, non-destructive detection and pre-warning analysis on the quality of bolt support in deep roadways of mining districts were performed in a number of mining areas. The measured data were obtained in the detection instances of abnormal in-situ stress and support invalidation etc. The corresponding relation between axial bolt load variation and roadway surrounding rock deformation and stability was summarized in different mining service stages. Pre-warning technology of roadway surrounding rock stability is proposed based on the detection of axial bolt load. Meanwhile, pre-warning indicators of axial bolt load in different mining service stages are offered and some successful pre-warning cases are also illustrated.The research results show that the change rules of axial bolt load in different mining service stages are quite similar in different mining areas. The change of axial bolt load is in accord with the adjustment of surrounding rock stress, which can consequently reflect the deformation and stability state of roadway surrounding rock. Through the detection of axial bolt load in different sections of roadways, the status of real-time bolt support quality can be reflected; meanwhile, the rationality of bolt support design can be evaluated which provides reference for bolting parameters optimization.     

混沌理论在电力系统负荷预测中应用综述

电力系统负荷的准确预测,对电力系统安全、高效运行有重要作用。负荷存在混沌特性,而基于混沌理论的预测较好地刻画了负荷物理属性,预测精度高。并主要介绍了混沌理论在负荷预测中的应用。首先,概述了基于混沌理论预测的机理,介绍了几种混沌特性判别的方法。然后,介绍了几种预测模型。最后,对现有预测模型总结和展望。     

潜江凹陷建新地区地震储层预测研究

以古地貌分析、砂体展布特征为指导,开展了潜江凹陷建新地区多种技术手段的地震储层预测研究。结果表明,振幅类与波形类属性是该区的敏感性参数,并且通过本地区的岩石物理分析,认为波阻抗也能较好地区分储层;在刻画储层展布形态的同时与构造相叠合落实了多个构造-岩性圈闭,进一步明确该区构造-岩性油藏的勘探潜力。     

视频网站的数据存储管理优化

针对视频网站数据优化存储的问题,定义了文件热度的概念,利用平均值的方法描述了各个类型数据的热度。在此基础之上采用时间序列方法对数据进行预测,得到了未来十天的不同类型视频的访问情况。最后,分析了文件多个周期的热度,通过隶属度函数确定出每一个周期的淘汰阈值,通过计算不同周期的淘汰阈值,得到一个动态的淘汰阈值示意图,从而给出文件淘汰分发的原则,实现了数据的存储管理优化。