AN ADAPTIVE EXPECTATION GENETIC ALGORITHM BASED ON ANFIS AND MULTINATIONAL STOCK MARKET VOLATILITY CAUSALITY FOR TAIEX FORECASTING

The stock market is a highly complex and dynamic system, and forecasting stock is complicated and difficult. Successful prediction of stock prices may promise attractive benefits; therefore, stock market forecasting is important and of great interest. The economy of Taiwan relies on international trade deeply and the fluctuations of international stock markets impact Taiwan's stock market to certain degree. It is practical to use the fluctuations of other stock markets as forecasting factors for forecasting on the Taiwan stock market. Further, stock market investors usually make short-term decisions based on recent price fluctuations, but most time series models use only the last period of stock price in forecasting. In this article, the proposed model uses the fluctuations of other national stock markets as forecasting factors and employs an expectation equation method whose parameters are optimized by a genetic algorithm (GA) joined with an adaptive network–based fuzzy inference system (ANFIS) model to forecast the Taiwan stock index. To evaluate the forecasting performance, the proposed model is compared with Chen's model and Yu's model. The experimental results indicate that the proposed model is superior to the listing methods (Chen's model and Yu's model) in terms of root mean squared error (RMSE).     

A data framework for measuring the energy consumption of the non-domestic building stock

The transition to a low-carbon economy urgently demands better information on the drivers of energy consumption. UK government policy has prioritized energy efficiency in the built stock as a means of carbon reduction, but the sector is historically information poor, particularly the non-domestic building stock. This paper presents the results of a pilot study that investigated whether and how property and energy consumption data might be combined for non-domestic energy analysis. These data were combined in a ‘Non-Domestic Energy Efficiency Database’ to describe the location and physical attributes of each property and its energy consumption. The aim was to support the generation of a range of energy-efficiency statistics for the industrial, commercial and institutional sectors of the non-domestic building stock, and to provide robust evidence for national energy-efficiency and carbon-reduction policy development and monitoring. The work has brought together non-domestic energy data, property data and mapping in a ‘data framework’ for the first time. The results show what is possible when these data are integrated and the associated difficulties. A data framework offers the potential to inform energy-efficiency policy formation and to support its monitoring at a level of detail not previously possible.

Le passage à une économie bas carbone exige de toute urgence de meilleures informations sur les facteurs de consommation énergétique. La politique du gouvernement britannique a donné la priorité à l'efficacité énergétique du parc bâti en tant que moyen de réduction du carbone, mais ce secteur est historiquement pauvre en informations, s'agissant en particulier du parc bâti non résidentiel. Cet article présente les résultats d'une étude pilote qui a étudié si et comment les données relatives à l'immobilier et à la consommation énergétique pouvaient être combinées afin d'analyser la consommation d'énergie non résidentielle. Ces données ont été combinées en une « Base de Données de l'Efficacité Energétique Non Résidentielle », de façon à décrire l'emplacement et les attributs physiques de chaque bien immobilier et sa consommation d'énergie. Le but était d'appuyer la création d'un éventail de statistiques sur l'efficacité énergétique concernant les secteurs industriels, commerciaux et institutionnels du parc bâti non résidentiel, et de fournir des éléments probants solides pour le développement et le suivi d'une politique nationale d'efficacité énergétique et de réduction du carbone. Ces travaux ont rassemblé pour la première fois sous forme d'un « cadre de référence » des données sur l'énergie non résidentielle, des données sur l'immobilier et un mappage de ces données. Les résultats montrent ce qu'il est possible de faire lorsque ces données sont intégrées, ainsi que les difficultés qui s'y rapportent. Un cadre de référence offre la possibilité d'influer sur l'élaboration des politiques d'efficacité énergétique et d'en appuyer le suivi à un niveau de précision qui n'était pas possible auparavant.

Mots clés: parc bâti, consommation, données, base de données, statistiques énergétiques, énergie, politique fondée sur des données probantes, cadre de référence     

基于人工智能的股票机器人研究

Kaburobo是日本早稻田大学用JAVA语言编写的一种股票机器人,它既可以在假想的股票交易平台上进行虚拟交易,又能通过接口自行编程进行算法模拟和实现。本文结合作者的研究成果详细介绍了Kaburobo的工作原理,并通过这个股票交易平台,研究了人工智能在股票交易领域的应用。     

浅析上市公司会计信息披露存在的问题和管制措施

分析了上市公司会计信息披露中存在的会计信息失真的问题。针对会计信息披露中存在的问题 ,提出了完善会计信息质量监督体系 ,强化内部监督 ,完善配股考核标准等具体管制措施     

高炉炉顶新技术的设计及应用

长钢在1080m^3高炉的炉顶工艺方面大胆采用了SS炉顶、红外线摄像仪、垂直电动探尺等一系列国内领先的技术和设备，从而实现了高炉高效、优质、低耗的操作。     

润滑油清净剂的超重力合成过程及产品性质评定

将超重力技术原理与润滑油清净剂合成反应机理相结合，提出利用超重力反应器原位制备高碱值石油磺酸钙清净剂的新工艺，研究了超重力法原位制备高碱值石油磺酸钙清净剂的工艺流程及作用机理，并对所制备的样品进行评定，结果表明制备的样品满足SH/T 0042-1991一级品标准要求。冷冻蚀刻观测结果表明，碱性石油磺酸钙胶体结构中碳酸钙晶体的粒径为10~30nm，平均粒径为20 nm，纳米尺度效应明显，产品具有良好的透光性和流动性。     

Application of induction motor speed sensorless vector control to railway vehicle traction

Pulse generators (PGs) are equipped to detect the rotor frequency of induction traction motors for torque control in railway vehicle traction field. Eliminating PGs is preferable from the viewpoints of increasing the reliability of the traction system, reduction of both the initial and maintenance cost, and downsizing induction traction motors. Expecting those advantages, we have been studying the application of a sensorless control method to induction traction motor control. Prior to some reports of studies and tests to apply speed sensorless strategy to railway vehicle traction we launched ideas to apply the speed sensorless control strategy and results of the studies and tests. In this paper, we present the novel control method for railway vehicle traction and some results of theoretical study and tests. © 2007 Wiley Periodicals, Inc. Electr Eng Jpn, 161(2): 69–77, 2007; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20273     

铜版纸生产原料最佳库存量的探讨

根据生产实践经验，以铜版纸生产为例，介绍了造纸企业生产原料最佳库存量的数学模型及其应用。     

Evaluation of energy performance indicators and financial aspects of energy saving techniques in residential real estate

The energy consumption in the existing residential building stock accounts for about 40% of the total energy consumption in the built environment. Different types of energy performance indicators to assess the energy consumption of buildings were and still are internationally under development. In this paper we compare the methodologies and accuracies of three Dutch energy performance indicators by applying them to eight houses. This application shows that the actual domestic energy use is linearly correlated with the estimated energy consumption given by the energy performance indicators, but 7-25% lower.Based on the energy performance indicators and actual energy use, we offer a methodology to incorporate additional revenues within the financial analysis of energy saving techniques. These revenues are related to the value of the dwelling in which the techniques are installed. We use the same houses to analyse the financial returns on energy saving investments. By assigning the value increase of real estate to two popular specific energy saving techniques, namely wall and roof insulation, it is found that the payback period could be 40-50% shorter than when it is solely based on investment costs and energy prices.     

FCC汽油在Ni-W催化剂上非临氢降烯烃的研究

研究了一种非加氢降烯烃催化剂的制备及应用。该催化剂由Cl／SiO2／γ-Al2O3作载体，700℃高温焙烧，采用共浸渍法添加活性金属Ni和W制得。反应在自制的小型固定床反应器上进行，最佳反应条件为：温度230℃，空速1．5h，压力2．5MPa。产品用PONA色谱法和荧光吸附法分析检测其族组成，FCC汽油中烯烃的体积分数由原来的54．89％下降到26．71％(PONA法)，芳烃的体积分数有所升高但小于40％，符合车用汽油国家标准的有关要求。同时测定辛烷值(RON)为93，克服了以往加氢带来的辛烷值降低的缺点。该催化剂的使用周期在90h左右．可多次再生使用。