REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

基于相关向量机的MEMS陀螺仪随机漂移补偿

提出了一种基于相关向量机的MEMS陀螺仪随机漂移预测方法。针对MEMS陀螺仪随机漂移误差的非线性、不确定性等特点,建立了相关向量机预测模型,并采用EM算法获得模型的参数。针对随机漂移的混沌特性,利用相空间重构技术,将重构后的漂移序列作为输入变量进行模型的训练和预测。训练和测试结果均表明,该方法具有很好的预测效果,优于常用的时间序列分析法和支持向量机法。利用预测结果对随机漂移进行补偿,有效地提高了陀螺的使用精度。     

一种基于随机GA的提高BP网络泛化能力的方法

LM-BP网络对其初始权值和阈值敏感,泛化能力不强,针对该缺点,采用遗传算法（GA）对其初始权阈值进行优化,在一定程度上能提高LM-BP网络的泛化能力。为进一步扩展GA初始种群的覆盖范围,进一步提高LM—BP网络的泛化能力,采用多次随机产生初始种群多次优化的方法。以伦河孝感段氟化物含量为实例,建立随机GA的LM—BP网络模型,对原始数据进行拟合及测试,结果表明该方法基本能100％拟合,测试误差不超过2．3％。经过对比实验,证明了该方法的有效性。     

几种不同结构型号PE改性PPR力学性能的研究

研究了线性低密度聚乙烯(LLDPE)/聚丙烯(PPR)共混体系、高密度聚乙烯(HDPE)/聚丙烯(PPR)共混体系、超高分子量聚乙烯(UHMWPE)/聚丙烯(PPR)共混体系的力学性能和熔体流动速率。结果表明,UHMWPE的增韧改性效果最好,在UHMWPE的含量为15%时体系的综合力学性能最好。LLDPE的增韧改性效果次之,HDPE的最差。     

基于机器学习的肺部CT图像非刚性配准误差预测方法

配准误差评估通常由人工完成,耗时费力;常用的Dice测度只关注组织边缘的配准误差,难以评估组织内部配准结果。针对以上问题,提出一种基于机器学习的肺部CT图像非刚性配准误差预测方法(PREML)。该方法首先构建形变场统计特征、形变场物理保真度特征和图像相似性特征三类特征,然后通过池化方法扩充特征数量,最后使用随机森林回归方法预测非刚性配准误差,并且使用自适应随机扰动方法模拟肺部配准误差空间分布,进一步提升形变场统计特征的配准误差表征能力。在三个肺部CT图像数据集上进行训练与测试,其配准误差预测结果与金标准之间的平均绝对差异为1.245±2.500 mm,预测性能优于基线方法。结果表明,PREML方法具有预测精度高、鲁棒性强的特点,可提升配准算法在临床应用的有效性和安全性。     

考虑土体强度参数深度依赖性的非平稳随机场边坡滑动深度和体积分析

基于随机有限元方法（RFEM）和Monte-Carlo模拟,建立了能够模拟具有深度依赖性的土体强度参数边坡或具有软弱夹层边坡的非平稳随机场模型。通过辐射扫描方法获取最危险滑动面,得到非平稳随机场边坡滑动深度和滑动体积。将该方法与均质边坡和平稳随机场边坡获得的滑动深度和滑动体积进行对比,研究土体强度参数深度依赖性的非平稳随机场边坡的不同坡度和各向异性对滑动深度和滑动体积的影响。结果表明：基于RFEM的非平稳随机场滑动深度和滑动体积结果为地质灾害风险及后果评估提供了一个参考分析的新角度;参数的深度依赖性程度越高(变化率b越大),则边坡平均滑动深度和滑动体积越小;在大坡度滑坡风险后果评估中,可以基于均质边坡分析结果进行初步预估;在非平稳随机场中,随着各向异性的增大,所有坡度边坡的滑动体积变异系数增大;不同坡度下,水平方向的相关程度越大,则土坡内软弱夹层的不确定性越强,滑动体积的变异系数也不断增大。     

基于分类外形搜索的人脸特征点定位

针对传统由粗糙到精准的人脸外形搜索方法,其每一次外形搜索需要在整个外形搜索空间进行,提出一种基于分类的外形搜索方法。该方法始于一个包含不同人脸形状的外形搜索空间,首先利用基于相关性的特征选择方法对随机森林分类器进行优化,利用训练的随机森林分类器将外形搜索空间分为若干个外形搜索子空间;然后根据输入样本和随机森林分类器确定与当前外形最接近的外形搜索子空间,并计算对应子空间的中心和对应样本的后验概率分布,方便后续阶段更好地进行外形搜索;最后采用级联回归进行人脸特征点定位。在300-W数据集上的实验结果表明,此方法不仅有效降低了外形搜索的时间,同时在无约束环境中具有良好的鲁棒性。     

SIMOP: Efficient reactive distillation optimization using stochastic optimizers

A methodology to improve the efficiency of stochastic methods applied to the optimization of chemical processes with a large number of equality constraints is presented. The methodology is based on two steps: (a) the optimization of the simulation step, which involves the optimum choice of design variables and subsystems to be simultaneously solved; (b) the optimization of the nonlinear programming (NLP) problem using stochastic methods. For the first step a flexible tool (SIMOP) is used, whereby different numerical procedures can be easily obtained, taking into account the problem formulation and specific characteristics, the need for specific initialization schemes and the efficient solution of systems of nonlinear equations. This methodology was applied to the optimization of a reactive distillation process for the production of ethylene glycol. Due to the complexity of the mathematical model, several different numerical procedures were generated, and their influence on the computational burden and on the reliability and accuracy of the optimization to reach the global optimum were studied. The results obtained suggest that in addition to the choice of design variables, the structure of subsystems associated to numerical procedures has a considerable impact on the performance of the optimizers.     

Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step correlated and cross-correlated random parameter matrices in the observation equation are assumed; (2) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. Using an innovation approach and these correlation assumptions, a recursive algorithm with a simple computational procedure is derived for the optimal linear filter. As a significant application of the proposed results, the optimal recursive filtering problem in multi-sensor systems with missing measurements and random delays can be addressed. Numerical simulation examples are used to demonstrate the feasibility of the proposed filtering algorithm, which is also compared with other filters that have been proposed.     

ECOC-DRF: Discriminative random fields based on error correcting output codes

We present ECOC-DRF, a framework where potential functions for Discriminative Random Fields are formulated as an ensemble of classifiers. We introduce the label trick, a technique to express transitions in the pairwise potential as meta-classes. This allows to independently learn any possible transition between labels without assuming any pre-defined model. The Error Correcting Output Codes matrix is used as ensemble framework for the combination of margin classifiers. We apply ECOC-DRF to a large set of classification problems, covering synthetic, natural and medical images for binary and multi-class cases, outperforming state-of-the art in almost all the experiments.