Mixture ratio modeling of dynamic systems

Any knowledge extraction relies (possibly implicitly) on a hypothesis about the modelled-data dependence. The extracted knowledge ultimately serves to a decision-making (DM). DM always faces uncertainty and this makes probabilistic modelling adequate. The inspected black-box modeling deals with “universal” approximators of the relevant probabilistic model. Finite mixtures with components in the exponential family are often exploited. Their attractiveness stems from their flexibility, the cluster interpretability of components and the existence of algorithms for processing high-dimensional data streams. They are even used in dynamic cases with mutually dependent data records while regression and auto-regression mixture components serve to the dependence modeling. These dynamic models, however, mostly assume data-independent component weights, that is, memoryless transitions between dynamic mixture components. Such mixtures are not universal approximators of dynamic probabilistic models. Formally, this follows from the fact that the set of finite probabilistic mixtures is not closed with respect to the conditioning, which is the key estimation and predictive operation. The paper overcomes this drawback by using ratios of finite mixtures as universally approximating dynamic parametric models. The paper motivates them, elaborates their approximate Bayesian recursive estimation and reveals their application potential.     

A single-phase algorithm for mining high utility itemsets using compressed tree structures

Mining high utility itemsets (HUIs) from transaction databases considers such factors as the unit profit and quantity of purchased items. Two-phase tree-based algorithms transform a database into compressed tree structures and generate candidate patterns through a recursive pattern-growth procedure. This procedure requires a lot of memory and time to construct conditional pattern trees. To address this issue, this study employs two compressed tree structures, namely, Utility Count Tree and String Utility Tree, to enumerate valid patterns and thus promote fast utility computation. Furthermore, the study presents an algorithm called single-phase utility computation (SPUC) that leverages these two tree structures to mine HUIs in a single phase by incorporating novel pruning strategies. Experiments conducted on both real and synthetic datasets demonstrate the superior performance of SPUC compared with IHUP, UP-Growth, and UP-Growth+ algorithms.     

机载光电雷达它机试飞技术研究

机载光电雷达受平台及大气环境影响较大,而它机试飞能有效规避研制风险,是产品研制的必经阶段。本文介绍了机载光电雷达它机试飞试验系统组成、试验流程和数据处理等内容。经工程验证,实施过程满足任务需求,对其他光电系统的它机及本机试飞具有参考价值。     

一种抗运动干扰的实时心率提取方法

针对基于容积脉搏波（PPG）提取运动心率时，传统心率提取算法由于运动噪声干扰使测量结果误差大、实时性不好的问题，提出一种抗运动干扰的实时心率提取方法。该方法通过实时小波去噪，同时结合三轴加速度信号（ACC）对运动进行分类训练，计算各运动状态心率增益，对实时心率值进行补偿。实验结果表明，通过与同时采集的ECG信号计算出的实时心率进行对比，绝对误差率仅为1.2%左右。相比传统心率提取算法，该算法具有抗干扰性强，实时准确的特点。     

一种5 重real-time PCR筛查转基因水稻方法的建立

以转基因水稻中最常用的CaMV35S启动子、NOS终止子、Cry1Ab/Ac基因、HPT基因及SPS水稻内标基因为研究对象，利用5 种不同的荧光信号（FAM、HEX、Taxas Red、Cy5、Cy5.5）进行多重实时聚合酶链式反应（real-time polymerase chain reaction，real-time PCR）检测方法的研究。通过引物组合筛选、反应体系优化、特异性测试、灵敏度测试、适用性测试等一系列实验，建立了5 重real-time PCR方法，灵敏度可达0.032%。此方法具有灵敏度高、结果准确、通量大等优点，可实现水稻中转基因成分的快速、高效检测。     

面向电信承载网的监控系统设计与实现

面对电信承载网连接的日益增长的海量终端设备，运营商需要结合网络拓扑对终端设备产生的数据进行高效的汇聚统计、异常分析、故障定位处理等操作。针对已有系统存在的操作困难、分析效率低等问题，设计与实现了一个面向电信承载网的高效监控系统，提供实时与离线数据分析和多维可视化分析的能力。对网管、认证、终端等系统及设备采集的数据进行结构化存储，对采集的数据进行拓扑相关性和时间序列方法分析，根据分析结果实现基于动态阈值控制的异常实时告警、定位等操作，并提供多维度可视化分析对网络状态进行实时监控。实际应用结果表明，该系统性能优异，具有良好交互性，能较好地满足承载网运维人员业务分析需求。     

Transport Map sampling with PGD model reduction for fast dynamical Bayesian data assimilation

The motivation of this work is to address real-time sequential inference of parameters with a full Bayesian formulation. First, the proper generalized decomposition (PGD) is used to reduce the computational evaluation of the posterior density in the online phase. Second, Transport Map sampling is used to build a deterministic coupling between a reference measure and the posterior measure. The determination of the transport maps involves the solution of a minimization problem. As the PGD model is quasi-analytical and under a variable separation form, the use of gradient and Hessian information speeds up the minimization algorithm. Eventually, uncertainty quantification on outputs of interest of the model can be easily performed due to the global feature of the PGD solution over all coordinate domains. Numerical examples highlight the performance of the method.     

基于模糊谱聚类的不确定蛋白质相互作用网络功能模块挖掘

针对谱聚类融合模糊C-means（FCM）聚类的蛋白质相互作用（PPI）网络功能模块挖掘方法准确率不高、执行效率较低和易受假阳性影响的问题，提出一种基于模糊谱聚类的不确定PPI网络功能模块挖掘（FSC-FM）方法。首先，构建一个不确定PPI网络模型，使用边聚集系数给每一条蛋白质交互作用赋予一个存在概率测度，克服假阳性对实验结果的影响；第二，利用基于边聚集系数流行距离（FEC）策略改进谱聚类中的相似度计算，解决谱聚类算法对尺度参数敏感的问题，进而利用谱聚类算法对不确定PPI网络数据进行预处理，降低数据的维数，提高聚类的准确率；第三，设计基于密度的概率中心选取策略（DPCS）解决模糊C-means算法对初始聚类中心和聚类数目敏感的问题，并对预处理后的PPI数据进行FCM聚类，提高聚类的执行效率以及灵敏度；最后，采用改进的边期望稠密度（EED）对挖掘出的蛋白质功能模块进行过滤。在酵母菌DIP数据集上运行各个算法可知，FSC-FM与基于不确定图模型的检测蛋白质复合物（DCU）算法相比，F-measure值提高了27.92%，执行效率提高了27.92%；与在动态蛋白质相互作用网络中识别复合物的方法（CDUN）、演化算法（EA）、医学基因或蛋白质预测算法（MGPPA）相比也有更高的F-measure值和执行效率。实验结果表明，在不确定PPI网络中，FSC-FM适合用于功能模块的挖掘。     

Data sharing mechanism of various mineral resources based on blockchain

Basins with various mineral resources coexisting and enriching often occupy an important strategic position. The exploration of various mineral resources is repetitive at present due to unshared data and imperfect management mechanism. This situation greatly increases the cost of energy exploitation in the country. Traditional data-sharing mode has several disadvantages, such as high cost, difficulty in confirming the right of data, and lack of incentive mechanism, which make achieving real data sharing difficult. In this paper, we propose a data-sharing mechanism based on blockchain and provide implementation suggestions and technical key points. Compared with traditional data-sharing methods, the proposed data-sharing mechanism can realize data sharing, ensure data quality, and protect intellectual property. Moreover, key points in the construction are stated in the case study section to verify the feasibility of the data-sharing system based on blockchain proposed in this paper.     

Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.