A fuzzy constraint-based approach to data reconciliation in material flow analysis

Data reconciliation consists in modifying noisy or unreliable data in order to make them consistent with a mathematical model (herein a material flow network). The conventional approach relies on least-squares minimization. Here, we use a fuzzy set-based approach, replacing Gaussian likelihood functions by fuzzy intervals, and a leximin criterion. We show that the setting of fuzzy sets provides a generalized approach to the choice of estimated values, that is more flexible and less dependent on oftentimes debatable probabilistic justifications. It potentially encompasses interval-based formulations and the least squares method, by choosing appropriate membership functions and aggregation operations. This paper also lays bare the fact that data reconciliation under the fuzzy set approach is viewed as an information fusion problem, as opposed to the statistical tradition which solves an estimation problem.     

An ExPosition of multivariate analysis with the singular value decomposition in R

ExPosition is a new comprehensive R package providing crisp graphics and implementing multivariate analysis methods based on the singular value decomposition (svd). The core techniques implemented in ExPosition are: principal components analysis, (metric) multidimensional scaling, correspondence analysis, and several of their recent extensions such as barycentric discriminant analyses (e.g., discriminant correspondence analysis), multi-table analyses (e.g.,multiple factor analysis, Statis, and distatis), and non-parametric resampling techniques (e.g., permutation and bootstrap). Several examples highlight the major differences between ExPosition and similar packages. Finally, the future directions of ExPosition are discussed.     

面向大规模数据流处理的偏最小二乘法

用光谱分析鉴别生物特征,导致数据量大,而实际需要必须实时处理。偏最小二乘法是使用最广泛的鉴别算法,但是对于大规模数据流该算法无法达到实时性。为了解决这个应用矛盾,提出了一种基于NVIDIA CUDA架构下的并行计算策略,利用具有大规模并行计算特征的图形处理器（GPU）作为计算设备,结合GPU存储器的优势实现了偏最小二乘算法。实验的测试结果表明,在GPU上使用CUDA实现的偏最小二乘算法比在CPU上实现该算法快了47倍,性能得到了显著提高,从而使偏最小二乘算法应用于大规模数据流处理成为可能。     

高速列车转向架故障信号的聚合经验模态分解和 模糊熵特征分析

为了对高速列车转向架关键部件进行状态监测,利用转向架故障振动信号的特点,提出了一种结合聚合经验模态分解和模糊熵的特征提取方法.对故障信号进行聚合经验模态分解,得到一系列具有不同物理意义的简单成分信号,采用相关分析法选取最能反映原信号特征的本征模态函数.对这些本征模态函数和原信号分别计算模糊熵值构成多尺度复杂性度量的特征向量,输入最小二乘支持向量机中进行分类识别,与模糊熵特征相比得到了更好的识别效果,证明了算法的有效性.     

一种检测单晶炉热场温度的新方法

为去除单晶炉热场温度测量信号中的低频干扰、提高温度信号的估计精度,本文提出了一种基于跨维模拟退火(trans dimensional simulated annealing,TDSA)的单晶炉热场温度检测方法.该方法首先将AIC(Akaike information criterion)信号个数判断准则纳入采样机制中以便对干扰个数采样估计,进而利用所设计的基于信号频谱和轮盘赌思想的Metropolis Hastings机制对相应个数的干扰频率进行采样,最后设计了混合均匀和高斯采样机制对单晶炉热场温度进行采样估计.仿真和单晶炉工程实验结果表明,该方法在干扰个数未知的情况下,能够有效地抑制低频干扰、准确检测单晶炉热场的温度.     

隐目标回归算法设计研究

对常用的回归方法进行研究.此类方法虽然几何解释明确、易于求解,但均须事先确定(或假定)变量间的因果关系,再考虑建模,在实际应用中,对于很难确定变量的因果关系的问题,如物联网数据分析,上述方法就会失效.为此,提出一种无需假定因变量的隐目标回归方法.该方法易于核化,可以推广到非线性回归问题.通过人工数据和国际标准数据集上的实验验证了所提算法的有效性.     

半参数广义线性模型惩罚似然估计的几个性质

本文在给出了半参数广义线性模型惩罚似然估计及惩罚准似然估计的基础上,得到了下面几个性质:(Ⅰ)极小惩罚似然估计及惩罚准似然估计等价于惩罚加权最小二乘估计;(Ⅱ)估计的收敛性及加速收敛法;(Ⅲ)估计的一种 Bayes 解释。     

粮情智能测控系统中的数据融合技术研究

粮情智能测控系统是保证粮食储藏安全的关键措施之一。针对目前粮情智能测控系统中单一传感器存在测量不足、粮情安全状态难以判断且无法直接检测等问题,研究了一种基于粒子群优化最小二乘支持向量机的粮情安全状态数据融合方法。以粮情数据为研究对象,以粮情安全状态检测为目的,构建基于最小二乘支持向量机的数据融合模型,并采用粒子群优化算法对最小二乘支持向量机的关键参数进行寻优,获取最佳的数据融合结果。根据广西某粮库提供的数据进行实例分析,数据融合结果与实际值误差较小,均方误差为0.06,结果表明,该方法在粮情安全状态的检测上表现出优越的性能,具有科学性和可行性,提高了粮情智能测控系统的准确性和可靠性。     

基于偏最小二乘分析的双模粒子滤波目标跟踪

针对在复杂背景下,基于主成分分析(PCA)的目标跟踪方法准确率较低的问题,使用偏最小二乘分析,提出一种双模粒子滤波的跟踪算法.首先采用偏最小二乘分析对目标区域建模,作为观测模型;然后利用仿射变换描述目标的形变过程,分别在李群及其切向量空间上建立双模的动态模型;最后结合特征空间更新策略,使用粒子滤波实现目标跟踪.实验表明,所提出的算法能够有效滤除背景噪声,跟踪结果稳定且准确.     

LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.