Stock Price Forecasting: An Echo State Network Approach

Forecasting stock prices using deep learning models suffers from problems such as low accuracy, slow convergence, and complex network structures. This study developed an echo state network (ESN) model to mitigate such problems. We compared our ESN with a long short-term memory (LSTM) network by forecasting the stock data of Kweichow Moutai, a leading enterprise in China’s liquor industry. By analyzing data for 120, 240, and 300 days, we generated forecast data for the next 40, 80, and 100 days, respectively, using both ESN and LSTM. In terms of accuracy, ESN had the unique advantage of capturing nonlinear data. Mean absolute error (MAE) was used to present the accuracy results. The MAEs of the data forecast by ESN were 0.024, 0.024, and 0.025, which were, respectively, 0.065, 0.007, and 0.009 less than those of LSTM. In terms of convergence, ESN has a reservoir state-space structure, which makes it perform faster than other models. Root-mean-square error (RMSE) was used to present the convergence time. In our experiment, the RMSEs of ESN were 0.22, 0.27, and 0.26, which were, respectively, 0.08, 0.01, and 0.12 less than those of LSTM. In terms of network structure, ESN consists only of input, reservoir, and output spaces, making it a much simpler model than the others. The proposed ESN was found to be an effective model that, compared to others, converges faster, forecasts more accurately, and builds time-series analyses more easily.     

Making costly manufacturing smart with transfer learning under limited data: A case study on composites autoclave processing

The integration of advanced manufacturing processes with ground-breaking Artificial Intelligence methods continue to provide unprecedented opportunities towards modern cyber-physical manufacturing processes, known as smart manufacturing or Industry 4.0. However, the “smartness” level of such approaches closely depends on the degree to which the implemented predictive models can handle uncertainties and production data shifts in the factory over time. In the case of change in a manufacturing process configuration with no sufficient new data, conventional Machine Learning (ML) models often tend to perform poorly. In this article, a transfer learning (TL) framework is proposed to tackle the aforementioned issue in modeling smart manufacturing. Namely, the proposed TL framework is able to adapt to probable shifts in the production process design and deliver accurate predictions without the need to re-train the model. Armed with sequential unfreezing and early stopping methods, the model demonstrated the ability to avoid catastrophic forgetting in the presence of severely limited data. Through the exemplified industry-focused case study on autoclave composite processing, the model yielded a drastic (88%) improvement in the generalization accuracy compared to the conventional learning, while reducing the computational and temporal cost by 56%.     

入侵检测主流技术及发展动态

入侵检测技术是网络安全的主要技术和网络研究的热点,入侵检测方法包括基于数据挖掘、粗糙集、模式识别、支持向量机和人工免疫等主要技术,详细分析了各种检测方法在入侵检测应用中的优缺点。通过回顾研究人员近期的研究成果,提出了该技术的主要发展方向,为进一步研究提供参考。     

基于Multipath的煤矿巷道三维模型构建方法

针对现有煤矿巷道三维模型存在灵活性和可移植性差、数据更新维护困难等问题,提出了一种基于Multipath的煤矿巷道三维模型构建方法。该方法通过定义点弧拓扑数据模型,将煤矿CAD格式数据转换为Geodatabase中的要素类,利用开发的ArcGIS Engine程序、通过插入节点坐标生成巷道三维模型,实现了煤矿巷道自动建模,有效减少了巷道三维建模的工作量。     

基于SaaS的矿震远程预警系统关键技术初探

现有的矿震预警系统都是以独立形式运行于各矿区,相互之间没有关联,重复投资严重,且矿震数据海量繁杂,仅依靠现场分析无法满足实时预警需求。文章基于感知矿山物联网示范工程(夹河矿),对采用云计算SaaS模式构建的矿震远程预警系统关键技术进行了相关研究:首先给出了系统整体框架,然后重点探讨了该系统所涉及的三个关键技术,包括基于SaaS的矿震预警专家分析软件架构、多源SaaS数据库构建技术以及基于MapReduce的并发数据过滤接收技术。现场应用表明,所构建的系统已基本具备全国统一远程矿震预警系统的架构,能满足多矿区远程矿震预警的基本要求。     

基于FPGA的开关量输入模块设计

在测控系统中,经常需要对各种现场信号进行采集;该模块主要实现对开关量状态信号进行实时监控,记录状态信息,为故障诊断提供依据;在设计中,采用了光耦隔离器件对输入信号进行了隔离和抗干扰处理,使用了FPGA实现了数据实时采集和中断处理,最后经PCI总线与主机进行数据交互;在故障诊断系统中,该信号采集板工作稳定、可靠,能够满足系统的实时性要求。     

成像卫星星地联合成像调度

成像卫星星地联合调度问题,涉及调度对象众多,约束条件复杂,需要考虑任务的观测、回传2个过程,是一个具有两层时间窗口约束的双层优化问题,统一建模困难。根据问题的特点,采用基于阶段优化的方式,降低了问题的复杂性。把问题分为观测调度阶段和数据回传调度阶段,分别给出了优化目标和约束条件,建立了基于阶段优化的成像卫星星地联合调度模型,实现了从任务观测到数据回传的全过程调度。仿真实例表明,该方法能够有效解决多星多站的协同任务调度问题。     

数字化校园综合查询服务平台的设计与研究

本文在对数字化校园中心共享数据库及公共数据交换平台的研究基础之上设计了一种综合查询服务平台架构及查询服务功能,同时分析了查询实现过程。     

基于Nios Ⅱ的CCD采集系统的设计

设计了一种在NiosⅡ处理器上的CCD数据采集系统。电荷耦合器件（Charge—Coupled Device,CCD）采集到的信号经过前端的差分运放处理后再进行A／D转换,转换后的数据存储于外部SDRAM中,被读取后显示在LCD上。本文重点介绍了各器件的电路设计和驱动程序的编写。实践表明,该设计成本低,实时性较高。     

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.