基于小波的金融时间序列波动性研究

文章针对描述金融时间序列波动性的问题,提出了一种基于小波Mallat算法的时间序列分析方法,即先用Mallat算法对金融时间序列进行分解与重构,继而对各分解层上的单支重构分量进行时间序列分析。在实证分析中,以宝钢股份的股票收益率序列为例,对这种综合分析方法的有效性与准确度进行了验证,并得到了较为满意的结果。     

一种精确程序最坏执行时间分析方法

Java语言的动态特性使程序的最坏执行时间分析较悲观和难以预测,提出一种精确最坏执行时间分析方法,在高层分析中,引入一种标记方法,对带有标记的Java类文件进行反编译提取控制流程,得到每一个基本块中的Java 字节码指令的最坏情况下的执行次数,在底层分析中,建立结合流水线和高级缓存影响的时间模型,得到每条指令所对应的执行时间,最后结合高层分析和底层分析的结果得到程序的最坏情况下的执行时间。实验表明,该方法可以使对实时Java 程序的最坏情况执行时间预测更加安全和精确。     

Adaptive learning of dynamic Bayesian networks with changing structures by detecting geometric structures of time series

A dynamic Bayesian network (DBN) is one of popular approaches for relational knowledge discovery such as modeling relations or dependencies, which change over time, between variables of a dynamic system. In this paper, we propose an adaptive learning method (autoDBN) to learn DBNs with changing structures from multivariate time series. In autoDBN, segmentation of time series is achieved first through detecting geometric structures transformed from time series, and then model regions are found from the segmentation by designed finding strategies; in each found model region, a DBN model is established by existing structure learning methods; finally, model revisiting is developed to refine model regions and improve DBN models. These techniques provide a special mechanism to find accurate model regions and discover a sequence of DBNs with changing structures, which are adaptive to changing relations between multivariate time series. Experimental results on simulated and real time series show that autoDBN is very effective in finding accurate/reasonable model regions and gives lower error rates, outperforming the switching linear dynamic system method and moving window method.

Axiomatizing the Monodic Fragment of

As we can show that the two-variable monadic fragment of thefull first-order extension of the propositional branching time logic is not recursively enumerable, we show in thisarticle that the monodic fragment of can be axiomatized.     

TDD/CDMA系统动态信道分配技术研究

该文在分析TD-SCDMA系统无线资源管理机制的基础上,对该系统的动态信道分配算法进行研究。首先对现有的TDD-CDMA系统中的各种动态信道分配算法进行分类总结和分析比较,并在此基础了给出针对TD-SCDMA系统的慢速信道分配算法、快速信道分配算法以及考虑空间分布信息的信道分配方案,阐明了各自的特点和适用范围。研究了在TDD CDMA系统中如何进一步提高信道利用率的问题。     

基于HLA的卫星光学测量仿真研究

首先介绍了卫星工具包软件STK的特点,详细描述了基于高层体系结构HLA这一仿真协议下的卫星光学测量仿真系统的设计和开发的过程,结合系统的开发要求分析了对卫星过境时光学测量的约束条件,具体描述了卫星光学测量仿真系统的功能及其设计过程,并进行了对象类和交互类设计开发,对于仿真中涉及的成员同步问题进行了分析,最后结合对卫星工具包软件STK的接口成员开发具体介绍了通过应用国防科大自主开发的KD—RTI系列联邦成员开发工具来实现联邦成员的过程。     

基于神经网络的传感器冗余方法研究􀀁

本文把传感器硬件冗余技术、BP网络以及串并联Elman递归神经网络结合起来,提出了一种新方法用于构造具有传感器故障检测、分离且具有冗余能力的智能传感器系统。这可以减少硬件冗余技术中使用传感器的个数、消除硬件冗余技术中对冗余传感器应具有相同参数特性的要求,同时可以提高系统预报的准确性,仿真结果验证了这一方法的有效性。     

Flow shop scheduling with multiple operations and time lags

A scheduling system is proposed and developed for a special type of flow shop. In this flow shop there is one machine at each stage. A job may require multiple operations at each stage. The first operation of a job on stage j cannot start until the last operation of the job on stage j - 1 has finished. Pre-emption of the operations of a job is not allowed. The flow shop that the authors consider has another feature, namely time lags between the multiple operations of a job. To move from one operation of a job to another requires a finite amount of time. This time lag is independent of the sequence and need not be the same for all operations or jobs. During a time lag of a job, operations of other jobs may be processed. This problem originates from a flexible manufacturing system scheduling problem where, between operations of a job on the same workstation, refixturing of the parts has to take place in a load/unload station, accompanied by (manual) transportation activities. In this paper a scheduling system is proposed in which the inherent structure of this flow shop is used in the formulation of lowerbounds on the makespan. A number of lowerbounds are developed and discussed. The use of these bounds makes it possible to generate a schedule that minimizes makespan or to construct approximate solutions. Finally, some heuristic procedures for this type of flow shop are proposed and compared with some well-known heuristic scheduling rules for job shop/flow shop scheduling.An earlier version of this paper was presented at the First International Conference on Industrial Engineering and Production Management 1993, 2–4 June 1993, Mons, Belgium.     

基于滚动变时间窗的重组批处理机调度研究

针对具有等待时间限制和工件动态到达的重组批处理机调度问题,以拖延时间和最小为目标,提出基于滚动变时间窗的三层混合调度算法。该调度算法是应用滚动时域策略,将重组批处理机调度问题分解为许多变时间窗的子问题;每个子问题调度分三层执行：即产生触发并传递参数、重组批及排序、派工并更新参数。通过实时调度仿真平台和CPLEX平台进行实例验证,结果表明基于滚动变时间窗的三层混合调度算法能够在较短计算时间内获得满意优化解。     

云环境下基于偏好的资源公平分配策略

资源分配策略是云计算领域的一个重要研究热点,其主要目标是同时考虑云用户和云提供商双方的利益,有效满足系统用户和任务的公平性,同时尽可能达到系统资源的充分利用。考虑到云环境中的用户需求各异,每个用户的任务请求数量不同,各个任务的资源需求也不同,设计了一种基于偏好的公平分配策略FABP,并给出了用户优先级和任务优先级的定义。实验分析表明,该算法不仅能缩短平均任务调度时间,而且还可以保证任务调度过程中用户和任务的公平性,实现综合资源利用率的最大化。