Detection of correlation characteristics between financial time series based on multi-resolution analysis

Interactions between financial time series are complex and changeable in both time and frequency domains. To reveal the evolution characteristics of the time-varying relations between bivariate time series from a multi-resolution perspective, this study introduces an approach combining wavelet analysis and complex networks. In addition, to reduce the influence the phase lag between the time series has on the correlations, we propose dynamic time-warping (DTW) correlation coefficients to reflect the correlation degree between bivariate time series. Unlike previous studies that symbolized the time series only based on the correlation strength, the second-level symbol is set according to the correlation length during the coarse-graining process. This study presents a novel method to analyze bivariate time series and provides more information for investors and decision makers when investing in the stock market. We choose the closing prices of two stocks in China’s market as the sample and explore the evolutionary behavior of correlation modes from different resolutions. Furthermore, we perform experiments to discover the critical correlation modes between the bull market and the bear market on the high-resolution scale, the clustering effect during the financial crisis on the middle-resolution scale, and the potential pseudo period on the low-resolution scale. The experimental results exactly match reality, which provides powerful evidence to prove that our method is effective in financial time series analysis.     

A Distribution‐freeCUSUMChart for Monitoring Variability of AutocorrelatedProcesses

We present a distribution‐free tabular cumulative sum chart for monitoring the variability of an autocorrelated process. A quantity known as the asymptotic variance parameter is employed as a measure of the variability, and a distribution‐free tabular cumulative sum chart is applied to variance estimates calculated from batches of nonoverlapping samples. The proposed chart is applicable to a stationary process with a general marginal distribution and a general autocorrelation structure. It also determines control limits analytically without trial‐and‐error simulations. The performance of the proposed chart is tested on stationary processes with both normal and nonnormal marginals with various autocorrelation structures. Copyright © 2014 John Wiley & Sons, Ltd.     

基于注意力机制与文本信息的用户关系抽取

随着社交媒体的发展,用户之间的关系网络对于社交媒体的分析有很大的帮助。因此,该文主要研究用户好友关系检测。以往的关于用户好友关系抽取的研究主要基于社交媒体上的结构化信息,比如其他好友关系,用户的不同属性等。但是,很多时候用户本身并没有大量的好友信息存在,同时也不一定有很多确定的属性。因此,我们希望基于用户发表的文本信息来对用户关系进行预测。不同于以往的潜在好友推荐算法,该文提出了一种基于注意力机制以及长短时记忆网络(long short-term memory,LSTM)的好友关系预测模型,将好友之间的评论分开处理,通过分析用户之间的评论来判断是否具备一定的好友关系。该模型将好友双方信息拼接后的结果作为输入,并将注意力机制应用于LSTM的输出。实验表明,用户之间的评论对于好友关系预测确实有较大的实际意义,该文提出的模型较之于多个基准系统的效果,取得了明显的提升。在不加入任何其它非文本特征的情况下,实验结果的准确率达到了77%。     

Type II fuzzy set-based data analytics to explore amino acid associations in protein sequences of Swine Influenza Virus

The veracity present in molecular data available in biological databases possesses new challenges for data analytics. The analysis of molecular data of various diseases can provide vital information for developing better understanding of the molecular mechanism of a disease. In this paper, an attempt has been made to propose a model that addresses the issue of veracity in data analytics for amino acid association patterns in protein sequences of Swine Influenza Virus. The veracity is caused by intra-sequential and inter-sequential biases present in the sequences due to varying degrees of relationships among amino acids. A complete dataset of 63,682 protein sequences is downloaded from NCBI and is refined. The refined dataset consists of 26,594 sequences which are employed in the present study. The type I fuzzy set is employed to explore amino acid association patterns in the dataset. The type I fuzzy support is refined to partially remove the inter-sequential biases causing veracity in data. The remaining inter-sequential biases present in refined fuzzy support are evaluated and eliminated using type II fuzzy set. Hence, it is concluded that a combination of type II fuzzy & refined fuzzy approach is the optimal approach for extracting a better picture of amino acid association patterns in the molecular dataset.     

一类两性分枝过程条件均值增长率的极限性质

本文主要研究随机环境中配对依赖人口数两性 Galton-Watson 分枝过程的条件均值增长率的极限性质．利用上可加函数的性质，得到配对单元平均增长率的极限性质和该过程条件均值的上界和下界．文中给出了关于过程条件均值增长率的两个序列，利用配对单元平均增长率的性质，获得了这两个序列的极限性质．随机环境中配对依赖人口数两性分枝过程比较复杂，本文的结论推广了现有的研究成果．     

Food recognition using neural network classifier and multiple hypotheses image segmentation

ABSTRACT

This paper proposes the multiple-hypotheses image segmentation and feed-forward neural network classifier for food recognition to improve the performance. Initially, the food or meal image is given as input. Then, the segmentation is applied to identify the regions, where a particular food item is located using salient region detection, multi-scale segmentation, and fast rejection. Then, the features of every food item are extracted by the global feature and local feature extraction. After the features are obtained, the classification is performed for each segmented region using a feed-forward neural network model. Finally, the calorie value is computed with the aid of (i) food volume and (ii) calorie and nutrition measure based on mass value. The experimental results and performance evaluation are validated. The outcome of the proposed method attains 0.947 for Macro Average Accuracy (MAA) and 0.959 for Standard Accuracy (SA), which provides better classification performance.     

Learning fuzzy controllers in mobile robotics with embedded preprocessing

The automatic design of controllers for mobile robots usually requires two stages. In the first stage, sensorial data are preprocessed or transformed into high level and meaningful values of variables which are usually defined from expert knowledge. In the second stage, a machine learning technique is applied to obtain a controller that maps these high level variables to the control commands that are actually sent to the robot. This paper describes an algorithm that is able to embed the preprocessing stage into the learning stage in order to get controllers directly starting from sensorial raw data with no expert knowledge involved. Due to the high dimensionality of the sensorial data, this approach uses Quantified Fuzzy Rules (QFRs), that are able to transform low-level input variables into high-level input variables, reducing the dimensionality through summarization. The proposed learning algorithm, called Iterative Quantified Fuzzy Rule Learning (IQFRL), is based on genetic programming. IQFRL is able to learn rules with different structures, and can manage linguistic variables with multiple granularities. The algorithm has been tested with the implementation of the wall-following behavior both in several realistic simulated environments with different complexity and on a Pioneer 3-AT robot in two real environments. Results have been compared with several well-known learning algorithms combined with different data preprocessing techniques, showing that IQFRL exhibits a better and statistically significant performance. Moreover, three real world applications for which IQFRL plays a central role are also presented: path and object tracking with static and moving obstacles avoidance.     

基于密集神经网络的灰度图像着色算法

针对在灰度图像着色领域中，传统算法信息提取率不高、着色效果不理想的问题，提出了基于密集神经网络的灰度图像着色算法，以实现改善着色效果，让人眼更好地观察图片信息的目的。利用密集神经网络的信息提取高效性，构建并训练了一个端到端的深度学习模型，对图像中的各类信息及特征进行提取。训练网络时与原图像进行对比，以逐渐减小网络输出结果的信息、分类等各类型的损失。训练完成后，只需向网络输入一张灰度图片，即可生成一张颜色饱满、鲜明逼真的彩色图片。实验结果表明，引入密集网络后，可有效改善着色过程中的漏色、细节信息损失、对比度低等问题，所提算法着色效果较基于VGG网络及U-Net、双流网络结构、残差网络（ResNet）等性能优异的先进着色算法而言取得了显著的改进。     

Adaptive fuzzy control for nontriangular form systems with time-varying full-state constraints

This article investigates an adaptive fuzzy tracking control problem for a class of nontriangular form systems with asymmetric time-varying full state constraints. Unknown functions are approximated by the fuzzy logic systems. A domination approach is employed to tackle the nontriangular form structure. Time-varying asymmetric barrier Lyapunov functions (ABLFs) are adopted to ensure full-state constraints satisfaction. Based on the backstepping technique and time-varying ABLFs, an adaptive controller is proposed and guarantees that all the signals in the closed-loop system are ultimately bounded and the time-varying full state constraints are met. Simulation examples are presented to further demonstrate the effectiveness of the proposed approach.     

动态评价技术在塔河碳酸盐岩缝洞型油气藏中的应用

塔河油田奥陶系油气藏是大型碳酸盐岩溶洞型油气藏，其储渗空间主要为大小不同的溶洞、裂缝带、溶蚀孔隙等组成，该油气藏具有极强的非均质性，单纯用静态资料来认识这类油气藏是非常困难。文章提出利用生产动态资料和信息进行该类型油气藏研究的新思路，利用人工神经网络技术在处理非线性相关参数预测方面的优势，并以渗流理论为基础，结合试井成果，选用已知油井的产量、油嘴、油压、含水率、气油比、原油密度等6个开发动态参数作为样品输入数据，推导出影响油气藏开发的重要参数（地层系数）与生产信息的关系，建立了人工神经网络预测储层参数的结构模型。通过塔里木盆地塔河油气田实例研究，说明了利用动态信息评价油气藏技术在碳酸盐岩缝洞型油气藏储层预测和非均质性分析等方面具有较高的实用价值。