PLC上位机监控软件的开发

为提高硫化机控制水平，采用电阻式触摸平板电脑为上位机与PLC相结合。系统设计主要包括各监控画面的设计和上位机与PLC之间的通信设计，监控主画面设计成包含所有操作员需要了解的数据。实时曲线画面为圆盘型和直线型两种，上位机与PLC之间的通信采用VB6.0编程，实际运行证明状态良好。     

宽带功率放大器PGSC建模方法及预失真研究

针对宽带功率放大器的强记忆效应特性,提出一种功放建模和数字预失真方法——PGSC模型。利用广义记忆多项式(GMP)、特定交叉项(SCT)及记忆时刻信号交叉项(CIMT)3个基函数来构造功放行为模型及数字预失真器,并搭建实际测试平台对模型的精度及线性化效果进行验证。测试结果表明,与PMEC方法相比,PGSC方法建模时的归一化均方误差减少了2.1 dB,数字预失真时输出信号的三阶邻信道功率比降低了4.94/2.03 dB;与GMP方法相比,PGSC方法仅利用73%的系数即可得到更高的模型精度和更好的线性化效果。     

FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Three linear methods for estimating parameter values of vector auto-regressive moving-average (VARMA) models which are in general at least an order of magnitude faster than maximum likelihood estimation are developed in this paper. Simulation results for different model structures with varying numbers of component series and observations suggest that the accuracy of these procedures is in most cases comparable with maximum likelihood estimation. Procedures for estimating parameter standard error are also discussed and used for identification of nonzero elements in the VARMA polynomial structures. These methods can also be used to establish the order of the VARMA structure. We note, however, that the primary purpose of these estimates is to generate initial estimates for the nonzero parameters in order to reduce subsequent computational time of more efficient estimation procedures such as exact maximum likelihood.     

一种关于模糊时间序列模型论域划分的多尺度比率算法

针对模糊时间序列研究中比率划分论域方法存在对非均匀数据划分效果不理想的缺陷, 提出一种基于模糊C 均值聚类(FCM) 算法的多尺度比率划分论域的方法. 首先利用FCM算法对样本数据进行分类; 然后计算各类数据的平均相对误差, 并基于各类的平均误差划分论域, 产生非等间隔的多尺度论域划分方法; 最后, 通过算例表明了多尺度比率论域划分方法的有效性.     

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.     

基于改进符号化度量方法的机场噪声异常检测

机场噪声中的异常情况拥有很大价值,利用它能够及时完善飞机和机场的设备。结合机场噪声数据的特点,对上述问题进行研究并提出一种基于改进的符号化聚集近似(Symbolic Aggregate Approximation,SAX)相似性度量的单监测点的时间序列异常检测方法。其运用相似性度量方法计算出度量结果,再运用k近邻异常检测方法进行异常发现,最后发现异常时间段。该方法在理论验证可行性之后在某机场的实测数据中进行应用,取得了良好的效果。     

MULTIVARIATE WALSH-FOURIER ANALYSIS

Abstract. In this paper we establish a statistical methodology for the spectral analysis of stationary multivariate time series via the Walsh-Fourier transform. Theoretical results pertaining to the definition and estimation of the Walsh-Fourier spectral matrix and functions of that matrix including cross-spectra, coherency and phase are given. An example of the statistical techniques developed in this paper is given; in particular, the methodologies are applied to neonatal sleep data collected from a study of the effect of maternal substance use during pregnancy.     

多粒度时序特征在离网预测中的应用

电信运营商为了发现可能离网的客户,针对不同的场景研究开发了多种离网预测模型。目前的离网预测模型首先选择一种时间粒度抽取特征,之后使用机器学习算法对抽取的数据建模。这类方法只考虑了模型对分类性能的影响,没有充分考虑数据的作用。针对上述问题,提出一种使用多种时间粒度抽取特征的方法,并尝试在模型训练的不同阶段对不同粒度的特征进行融合。实验结果表明,使用多种粒度抽取特征训练出来的模型性能会明显优于使用单一粒度抽取特征的模型。     

ON GENERALIZED FRACTIONAL PROCESSES

Abstract. A class of stationary long-memory processes is proposed which is an extension of the fractional autoregressive moving-average (FARMA) model. The FARMA model is limited by the fact that it does not allow data with persistent cyclic (or seasonal) behavior to be considered. Our extension, which includes the FARMA model as a special case, makes use of the properties of the generating function of the Gegenbauer polynomials, and we refer to these models as Gegenbauer autoregressive moving-average (GARMA) models. While the FARMA model has a peak in the spectrum at f = 0, the GARMA process can model long-term periodic behavior for any frequency 0 f 0.5. Properties of the GARMA process are examined and techniques for generation of realizations, model identification and parameter estimation are proposed. The use of the GARMA model is illustrated through simulated examples as well as with classical sunspot data.     

A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS

Abstract. In a number of practical problems where clustering or choosing from a set of dynamic structures is needed, the introduction of a distance between the data is an early step in the application of multivariate statistical methods. In this paper a parametric approach is proposed in order to introduce a well-defined metric on the class of autoregressive integrated moving-average (ARIMA) invertible models as the Euclidean distance between their autoregressive expansions. Two case studies for clustering economic time series and for assessing the consistency of seasonal adjustment procedures are discussed. Finally, some related proposals are surveyed and some suggestions for further research are made.