A hybrid stock selection model using genetic algorithms and support vector regression

In the areas of investment research and applications, feasible quantitative models include methodologies stemming from soft computing for prediction of financial time series, multi-objective optimization of investment return and risk reduction, as well as selection of investment instruments for portfolio management based on asset ranking using a variety of input variables and historical data, etc. Among all these, stock selection has long been identified as a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Recent advances in machine learning and data mining are leading to significant opportunities to solve these problems more effectively. In this study, we aim at developing a methodology for effective stock selection using support vector regression (SVR) as well as genetic algorithms (GAs). We first employ the SVR method to generate surrogates for actual stock returns that in turn serve to provide reliable rankings of stocks. Top-ranked stocks can thus be selected to form a portfolio. On top of this model, the GA is employed for the optimization of model parameters, and feature selection to acquire optimal subsets of input variables to the SVR model. We will show that the investment returns provided by our proposed methodology significantly outperform the benchmark. Based upon these promising results, we expect this hybrid GA-SVR methodology to advance the research in soft computing for finance and provide an effective solution to stock selection in practice.     

Soft computing approach to fault diagnosis of centrifugal pump

Fault detection and isolation in rotating machinery is very important from an industrial viewpoint as it can help in maintenance activities and significantly reduce the down-time of the machine, resulting in major cost savings. Traditional methods have been found to be not very accurate. Soft computing based methods are now being increasingly employed for the purpose. The proposed method is based on a genetic programming technique which is known as gene expression programming (GEP). GEP is somewhat a new member of the genetic programming family. The main objective of this paper is to compare the classification accuracy of the proposed evolutionary computing based method with other pattern classification approaches such as support vector machine (SVM), Wavelet-GEP, and proximal support vector machine (PSVM). For this purpose, six states viz., normal, bearing fault, impeller fault, seal fault, impeller and bearing fault together, cavitation are simulated on centrifugal pump. Decision tree algorithm is used to select the features. The results obtained using GEP is compared with the performance of Wavelet-GEP, support vector machine (SVM) and proximal support vector machine (PSVM) based classifiers. It is observed that both GEP and SVM equally outperform the other two classifiers (PSVM and Wavelet-GEP) considered in the present study.     

机动车车牌识别中SVM的应用

支持向量机是一类新型机器学习方法,成功应用于各个领域,算法在分类性能上优于其它学习算法。该文在字符特征提取基础上,将支持向量机理论应用于车牌识别系统,提高识别率和识别速度,具有很好的推广价值。     

A parallel Monte Carlo search algorithm for the conformational analysis of polypeptides

In recent years several approaches have been proposed to overcome the multiple-minima problem associated with nonlinear optimization techniques used in the analysis of molecular conformations. One such technique based on a parallel Monte Carlo search algorithm is analyzed. Experiments on the Intel iPSC/2 confirm that the attainable parallelism is limited by the underlying acceptance rate in the Monte Carlo search. It is proposed that optimal performance can be achieved in combination with vector processing. Tests on both the IBM 3090 and Intel iPSC/2-VX indicate that vector performance is related to molecule size and vector pipeline latency.     

航空发动机传感器故障鲁棒检测方法

研究发动机传感器故障准确检测问题,现代航空发动机数字电子控制系统对传感器的可靠性要求日益提高。针对航空发动机结构复杂,又工作在高温和高压下,常规采用的传感器故障检测方法的准确性易受到建模误差与外界扰动的影响,造成漏报或误报。为了提高检测精度,提出建立航空发动机数控系统传感器未知输入故障模型,采用特征结构配置的方法,通过配置闭环系统左特征向量实现故障检测残差对不确定性因素的干扰解耦,降低扰动对故障诊断结果的影响。用某型涡扇发动机数控系统传感器故障数字仿真试验表明,所设计的方法对范数有界的不确定量可以实现干扰解耦,抑制干扰对故障检测的影响,改善检测算法的鲁棒性,提高检测结果的准确性,同时满足在线运算的实时性要求。提高了航空发动机的可靠性,保证了安全飞行。     

双向准Z源逆变器驱动永磁同步电机的快速有限集模型预测控制

双向准Z源逆变器驱动永磁同步电机(PMSM)系统在兼具Z源逆变器和PMSM优点的同时,还可实现能量的双向流动。针对双向准Z源逆变器驱动PMSM系统的特点,提出一种快速矢量选择有限集模型预测电流控制(FCS\|MPCC)策略。由双向准Z源网络直流链电压闭环与PMSM电磁功率前馈生成电感电流参考值,由电机转速闭环生成电机电流参考值。通过预测直通(ST)及非直通(NST)状态下的电感电流值并引入电感电流子代价函数以确定是否选择ST状态,进而实现对直流链电压的控制。在NST状态下,结合空间电压矢量脉宽调制策略,仅使目标电压矢量所在扇区的4个矢量参与PMSM定子电流预测和代价函数计算,以选择最优的开关状态,在实现对PMSM转速控制的同时减小在线计算量。仿真结果表明,所提控制策略可实现对双向准Z源逆变器的升压及PMSM牵引或制动工况下的转速控制,系统具有良好的稳态及动态性能。     

基于局部线性嵌入和支持向量机回归的TBM施工参数预测

依托吉林引松工程开展隧道掘进机（TBM）施工参数预测研究,提出TBM施工数据分段提取算法,提取上升段前30 s的总推进力、刀盘转速、推进速度、刀盘扭矩、刀盘转速电位器设定值、推进速度电位器设定值、贯入度、贯入度指数(FPI)、扭矩切深指数(TPI)9个参数作为输入;通过局部线性嵌入（LLE）完成对上升段数据特征的降维;基于支持向量机回归（SVR）建立TBM施工控制参数（推进速度、刀盘转速）和负载参数（总推进力、刀盘扭矩）预测模型. 分析是否结合前一掘进循环的FPI、TPI指数进行预测对预测效果的影响. 结果表明,上述方法在推进速度、刀盘转速、总推进力、刀盘扭矩的预测中均取得了较好的预测效果,平均预测绝对百分比误差均小于15%,验证了该预测方法的有效性,该方法可以为TBM现场施工提供指导.     

基于GWO-SVM的下肢假肢穿戴者骑行相位识别

针对下肢假肢穿戴者骑行相位识别的问题,提出基于灰狼算法优化的支持向量机(GWO-SVM)分类模型. 建立下肢多源信息系统,采集膝关节、踝关节的加速度信号以及膝关节角度信号. 应用奇异值分解,对采集到的信号进行降噪处理. 在对信号进行降噪处理之后,为了避免单一信号不确定的影响,从数据冗余角度,选取各信号的特征点,开展归一化处理,组成多维特征向量,作为SVM分类模型的输入. 为了能够进一步提高分类精度,加强全局优化能力,利用GWO算法对核参数进行优化. 通过与PSO-SVM分类模型、GA-SVM分类模型对比表明,基于GWO优化的SVM分类模型对骑行相位的识别率为94%,高于其他方法优化的SVM分类模型.     

基于数据融合的ABC-SVM社区疾病预测方法

针对现有社区医疗服务中的疾病预测方法存在数据利用率低、疾病分析类型单一、自动化程度差、疾病预测效果不理想等不足,提出在物联网大数据环境下可用于社区医疗的健康数据融合及疾病预测方法. 通过主成分分析(PCA)和聚类分析对社区中居民的生理指标数据进行特征提取;结合人工蜂群(ABC)算法构造支持向量机(SVM)非线性分类器对数据进行特征级融合分析并预测潜在疾病. 实验结果表明,所提方法的疾病识别准确率达到93.10%,相较于传统SVM方法和BP神经网络方法分别提高17.24% 和72.41%. 该方法能够在提高数据利用率、降低计算资源消耗的前提下有效识别多种潜在疾病,可实现疾病早发现、早预防、早治疗;可广泛应用于社区健康管理、老年社区监护甚至临床医疗.     

基于邻域彩色变化矢量场的图像边缘检测技术研究*

首先进行了边缘检测系统结构设计,建立了图像邻域彩色变化矢量场的数理模型,提出了用图像邻域彩色变化方向锐度描述图像边缘,进而应用模糊聚类自适应检测边缘.实验表明:与基于梯度的边缘检测技术相比,该方法在噪声抑制以及边缘准确定位上均取得了好的效果,是一种应用广泛的优秀边缘检测算法.