非线性动态系统“黑箱”建模方法的研究

本文研究弱非线性动态系统“黑箱”建模的理论和方法，并简要给出根据此方法建模的结果。     

THE RECURSIVE FITTING OF SUBSET VARX MODELS

Abstract. A vector time series model of the form A(L)y(t) + B(L)x(t) =ε(t) is known as a vector autoregressive model with exogenous variables (VARX model) and involves a regressand vector y(t) and a regressor vector x(t). This paper provides a method for the recursive fitting of subset VARX models. It suggests the use of ascending recursions in conjunction with an order selection criterion to choose an 'optimum' subset VARX model.     

松材线虫病害高光谱时序与敏感特征研究

采用高光谱仪ASD FieldSpec Pro FR,连续观测了健康和发病马尾松针叶的时序高光谱,分析了松材线虫病害光谱的时序特征、敏感时期和敏感特征。结果表明:与健康马尾松相比,病害马尾松时序光谱差异较大;病害首先造成红边区域内光谱反射率减低,然后再出现红边蓝移的2阶段光谱变化规律;感染松材线虫的马尾松9月初已经出现了病态植被典型的光谱特征;近红外平台内最大的一阶微分值、红边内一阶微分的总和(SDr)与蓝边内一阶微分的总和(SDb)的比值等是指示病害发生的显著性高光谱特征。     

Hybrid function projective synchronization of chaotic systems with uncertain time-varying parameters via Fourier series expansion

In this paper, the hybrid function projective synchronization (HFPS) of different chaotic systems with uncertain periodically time-varying parameters is carried out by Fourier series expansion and adaptive bounding technique. Fourier series expansion is used to deal with uncertain periodically time-varying parameters. Adaptive bounding technique is used to compensate the bound of truncation errors. Using the Lyapunov stability theory, an adaptive control law and six parameter updating laws are constructed to make the states of two different chaotic systems asymptotically synchronized. The control strategy does not need to know the parameters thoroughly if the time-varying parameters are periodical functions. Finally, in order to verify the effectiveness of the proposed scheme, the HFPS between Lorenz system and Chen system is completed successfully by using this scheme.     

A new time invariant fuzzy time series forecasting method based on particle swarm optimization

In the analysis of time invariant fuzzy time series, fuzzy logic group relationships tables have been generally preferred for determination of fuzzy logic relationships. The reason of this is that it is not need to perform complex matrix operations when these tables are used. On the other hand, when fuzzy logic group relationships tables are exploited, membership values of fuzzy sets are ignored. Thus, in defiance of fuzzy set theory, fuzzy sets’ elements with the highest membership value are only considered. This situation causes information loss and decrease in the explanation power of the model. To deal with these problems, a novel time invariant fuzzy time series forecasting approach is proposed in this study. In the proposed method, membership values in the fuzzy relationship matrix are computed by using particle swarm optimization technique. The method suggested in this study is the first method proposed in the literature in which particle swarm optimization algorithm is used to determine fuzzy relations. In addition, in order to increase forecasting accuracy and make the proposed approach more systematic, the fuzzy c-means clustering method is used for fuzzification of time series in the proposed method. The proposed method is applied to well-known time series to show the forecasting performance of the method. These time series are also analyzed by using some other forecasting methods available in the literature. Then, the results obtained from the proposed method are compared to those produced by the other methods. It is observed that the proposed method gives the most accurate forecasts.     

基于时间序列模式表示的异常检测算法*

提出了一种基于时间序列的模式表示提取时间序列异常值的异常检测算法(PREOV).时间序列的模式表示本身就具有压缩数据、保持时间序列基本形态的功能,并且具有一定的除噪能力.在时间序列模式表示的基础上提取异常值,可以大大提高算法的效率和准确性,达到事半功倍的效果.在本算法中,还使用了一定的剪枝策略,使得算法的时间复杂度进一步降低.该算法计算简单、实现方便、无须训练,可以支持时间序列的动态增长.     

PET熔体输送系统中熔体温度自动控制方案

在热媒温度控制系统中以熔体温度作为主参数,组成串极调节系统。投入运行后,熔体温度稳定,调节阀动作平稳,效果良好。     

Determination of temporal information granules to improve forecasting in fuzzy time series

Partitioning the universe of discourse and determining intervals containing useful temporal information and coming with better interpretability are critical for forecasting in fuzzy time series. In the existing literature, researchers seldom consider the effect of time variable when they partition the universe of discourse. As a result, and there is a lack of interpretability of the resulting temporal intervals. In this paper, we take the temporal information into account to partition the universe of discourse into intervals with unequal length. As a result, the performance improves forecasting quality. First, time variable is involved in partitioning the universe through Gath–Geva clustering-based time series segmentation and obtain the prototypes of data, then determine suitable intervals according to the prototypes by means of information granules. An effective method of partitioning and determining intervals is proposed. We show that these intervals carry well-defined semantics. To verify the effectiveness of the approach, we apply the proposed method to forecast enrollment of students of Alabama University and the Taiwan Stock Exchange Capitalization Weighted Stock Index. The experimental results show that the partitioning with temporal information can greatly improve accuracy of forecasting. Furthermore, the proposed method is not sensitive to its parameters.     

Semantic weak signal tracing

The weak signal concept according to Ansoff has the aim to advance strategic early warning. It enables to predict the appearance of events in advance that are relevant for an organization. An example is to predict the appearance of a new and relevant technology for a research organization. Existing approaches detect weak signals based on an environmental scanning procedure that considers textual information from the internet. This is because about 80% of all data in the internet are textual information. The texts are processed by a specific clustering approach where clusters that represent weak signals are identified. In contrast to these related approaches, we propose a new methodology that investigates a sequence of clusters measured at successive points in time. This enables to trace the development of weak signals over time and thus, it enables to identify relevant weak signal developments for organization’s decision making in strategic early warning environment.     

Nonlinear time series forecasting with Bayesian neural networks

The Bayesian learning provides a natural way to model the nonlinear structure as the artificial neural networks due to their capability to cope with the model complexity. In this paper, an evolutionary Monte Carlo (MC) algorithm is proposed to train the Bayesian neural networks (BNNs) for the time series forecasting. This approach called as Genetic MC is based on Gaussian approximation with recursive hyperparameter. Genetic MC integrates MC simulations with the genetic algorithms and the fuzzy membership functions. In the implementations, Genetic MC is compared with the traditional neural networks and time series techniques in terms of their forecasting performances over the weekly sales of a Finance Magazine.