Hyperbola-Logistic叠加模型预测地基沉降

针对Hyperbola模型和Logistic模型的优缺点,提出Hyperbola-Logistic叠加模型,该叠加模型综合了两种单项预测模型的优点,以期达到高精度的预测结果。结合发电厂地基沉降现场观测数据,利用Hyperbola-Logistic叠加模型预测地基沉降,并与单项沉降预测模型的拟合结果进行比较分析。结果表明:与两种单项预测模型的预测结果相比较,叠加模型减小了系统误差,提高了整体的预测精度,拟合结果可靠,适用于发电厂地基沉降量的预测。新模型具有一定的适用性,是一种分析预测地基沉降的有效方法。     

Automatic classification and prediction models for early Parkinson’s disease diagnosis from SPECT imaging

Early and accurate diagnosis of Parkinson’s disease (PD) is important for early management, proper prognostication and for initiating neuroprotective therapies once they become available. Recent neuroimaging techniques such as dopaminergic imaging using single photon emission computed tomography (SPECT) with ¹²³I-Ioflupane (DaTSCAN) have shown to detect even early stages of the disease. In this paper, we use the striatal binding ratio (SBR) values that are calculated from the ¹²³I-Ioflupane SPECT scans (as obtained from the Parkinson’s progression markers initiative (PPMI) database) for developing automatic classification and prediction/prognostic models for early PD. We used support vector machine (SVM) and logistic regression in the model building process. We observe that the SVM classifier with RBF kernel produced a high accuracy of more than 96% in classifying subjects into early PD and healthy normal; and the logistic model for estimating the risk of PD also produced high degree of fitting with statistical significance indicating its usefulness in PD risk estimation. Hence, we infer that such models have the potential to aid the clinicians in the PD diagnostic process.     

灰色—支持向量机的空调负荷预测

对空调负荷进行准确预测不仅对空调优化控制的意义重大,而且也是实现空调经济运行与节能的关键所在。为了提高建筑空调负荷的预测精度,在分析灰色模型和支持向量机建模特点基础上提出了一种空调负荷组合预测算法。该方法综合了灰色建模计算过程简单以及支持向量机自学习和泛化能力强的优点,能够更加有效地利用样本数据的有效信息,提高模型预测精度。首先,通过灰色建模过程弱化了样本数据的随机因素。然后,对灰色模型输出进行归一化处理及数据重构,以作为支持向量机的输入。最后,通过支持向量机模型的预测得到最终预测结果。将本文所提出的方法应用于福州一栋办公建筑的逐时空调负荷预测中,并与灰色模型及支持向量机模型作比较,证明了组合模型的预测值与实际运行值拟合度最高,平均绝对误差比灰色模型和支持向量机模型分别降低了47.84%和17.39%。该组合预测模型具有较高的预测精度和更好的泛化能力,具有较强的可行性和实用性。     

基于不确定决策树分类算法在滑坡危险性预测的应用

滑坡灾害预测受多种因素影响,其中降雨等不确定因素存在难以获取数据及有效处理等难题,为提高滑坡危险性预测的准确率,根据滑坡灾害发生相关理论及决策树分类原理,提出了基于不确定决策树算法在滑坡危险性预测的方法.该方法引入不确定因子降雨,并将不确定因子和其余评价因子一起,根据不确定决策树算法理论构建出不确定决策树,建立滑坡危险性等级预测模型,并用延安市宝塔区的实例进行验证.实验结果表明,该预测方法取得了较高的总体精度和有效精度,达到了滑坡预测的精度标准,且两项预测精度均高于传统C4.5决策树方法.     

Implicit Bayesian Inference Using Option Prices

Abstract. A Bayesian approach to option pricing is presented in which posterior inference about the underlying returns process is conducted implicitly via observed option prices. A range of models allowing for conditional leptokurtosis, skewness and time‐varying volatility in returns are considered, with posterior parameter distributions and model probabilities backed out from the option prices. Models are ranked according to several criteria, including out‐of‐sample predictive and hedging performance. The methodology accommodates heteroscedasticity and autocorrelation in the option pricing errors, as well as regime shifts across contract groups. The method is applied to intraday option price data on the S&P500 stock index for 1995. While the results provide support for models that accommodate leptokurtosis and skewness, no one model dominates when all criteria are considered.     

Failure load prediction of structural adhesive joints : Part 2: Experimental study

The objective of this study was to determine how the fracture of adhesive joints depends on elastic beam parameters describing the adherends and the applied loads. The basic specimen geometry was the cracked lap shear joint constructed of aluminium alloy with various adherend and bondline thicknesses. Loads were applied in different combinations of bending, tension and shear to generate a failure envelope for each adhesive and specimen geometry. It was found that crack propagation for precracked specimens occured at a critical strain energy release rate but was also a function of the G_I/G_II ratio and the bondline thickness. The experiments also showed that the loads required to propagate a crack in a precracked specimen were always lower than the loads required to break the fillet. Hence, by treating uncracked joints as being cracked, where the fictitious crack tip is assumed to coincide with the location of the fillet, a conservative estimate of the failure load is obtained.     

分布式系统可靠性研究的问题和挑战

分布式系统中软件可靠性是应用软件的发布者和用户关心的重要问题。针对大规模分布式应用,包括电子政务、电子商务、多媒体服务和端到端的自动化解决方案,已经产生了各种各样的模型来评价或预测其可靠性,但是这些系统的可靠性问题依然存在。相反,为了确保分布式系统的可靠性,要求在预测或评价整个系统可靠性之前,检查与企业分布式应用相关的每一个单个构件或因素的可靠性,且实现透明的错误检测和错误恢复机制为用户提供无缝交互。因此,文章从检查单个构件可靠性的角度,提出了在分布式系统上运行的应用软件可靠性的问题和挑战。     

基于属性约简的MPI运行时参数优化

目前MPI实现提供上百种可供调整的运行时参数,但默认的运行时参数不能发挥程序应有的性能。为了给应用程序提供接近最优的运行时参数,本文提出基于粗糙集理论中的属性约简建立优化模型。首先通过属性约简方法为不同基准程序产生参数组合值,再根据未知应用程序的程序特征通过所建立的优化模型为其预测参数值。实验表明,该方法可以有效地为未知应用程序预测参数值,并且比使用默认参数程序性能提升约20%。     

基于HEVC的帧内快速模式选择算法

为了解决高效率视频编码(High Efficiency Video Coding,HEVC)复杂度过高的问题,基于粗粒度模式选择(Rough Mode Decision,RMD)过程提出一种降低编码复杂度的方法。该算法充分利用了RMD候选队列的相似程度和预测模式在方向上的相关性这两个特性,进一步减少了进入率失真优化过程(Rate Distortion Optimization,RDO)的预测模式数量,达到了降低编码复杂度的目的。实验结果表明,该算法在编码质量损失0.5%的情况下节省了近22%的编码时间。     

2006年国际原油价格变化趋势分析

近年来,国际石油价格一直保持高位运行状态。2006年国际石油市场的发展趋势将表现出需求强劲、OPEC影响力进一步减弱、各种不确定性政治和自然事件依然存在、基金积极参与以及美国主宰石油政治的特点,国际油价也因之将保持较高水平。以2002年年末至2006年年初的WTI原油价格数据为基础,构建ARIMA模型并对2006年度的油价走势进行分析和预测。预测结果显示,2006年WTI月平均油价运行区间为(60￣70)美元b/bl。