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.     

Application of Vis–NIR hyperspectral imaging in classification between fresh and frozen-thawed pork Longissimus Dorsi muscles

Fresh and frozen-thawed (F-T) pork meats were classified by Vis–NIR hyperspectral imaging. Eight optimal wavelengths (624, 673, 460, 588, 583, 448, 552 and 609 nm) were selected by successive projections algorithm (SPA). The first three principal components (PCs) obtained by principal component analysis (PCA) accounted for over 99.98% of variance. Gray-level-gradient co-occurrence matrix (GLGCM) was applied to extract 45 textural features from the PC images. The correct classification rate (CCR) was employed to evaluate the performance of the partial least squares-discriminate analysis (PLS-DA) models, by using (A) the reflected spectra at full wavelengths and (B) those at the optimal wavelengths, (C) the extracted textures based on the PC images, and (D) the fused variables combining spectra at the optimal wavelengths and textures. The results showed that the best CCR of 97.73% was achieved by applying (D), confirming the high potential of textures for fresh and F-T meat discrimination.     

一种军棋机器博弈的多棋子协同博弈方法

针对在军棋博弈不完全信息对弈中，面对棋子不同价值、不同位置、不同搭配所产生的不同棋力，传统的单子意图搜索算法，不能满足棋子之间的协同性与沟通性，同时也缺乏对敌方的引诱与欺骗等高级对抗能力。本文提出一种结合UCT搜索策略的高价值棋子博弈方法，实现高价值棋子协同博弈的策略。实战经验表明:高价值多棋子军棋协同博弈策略优于单棋子军棋博弈策略。     

因素空间理论下基点分类算法研究

目前，基于因素空间理论的背景基提取算法计算过程复杂，初始化必须依赖各因素极值，基点数量提取冗余等原因，未能在应用中取得很好效果。为此，结合内点判别法和知识可继承、可扩展的思想，提出一种计算简单、初始化独立、基点数量小的改进的背景基提取算法。然后，利用改进的背景基提取算法构造出一种全新的数据分类算法-基点分类算法，基点分类算法以提取每一类样本的背景基为预测模型，再通过新定义的λ-背景基，优化预测模型。数值实验表明:基点分类算法原理简单、构造难度小、分类模型泛化能力强，预测能力准确率高，同时严格的模型限定区域又能为识别新类别提供新方法。     

Word length and lexical activation: Longer is better.

Many models of spoken word recognition posit the existence of lexical and sublexical representations, with excitatory and inhibitory mechanisms used to affect the activation levels of such representations. Bottom-up evidence provides excitatory input, and inhibition from phonetically similar representations leads to lexical competition. In such a system, long words should produce stronger lexical activation than short words, for 2 reasons: Long words provide more bottom-up evidence than short words, and short words are subject to greater inhibition due to the existence of more similar words. Four experiments provide evidence for this view. In addition, reaction-time-based partitioning of the data shows that long words generate greater activation that is available both earlier and for a longer time than is the case for short words. As a result, lexical influences on phoneme identification are extremely robust for long words but are quite fragile and condition-dependent for short words. Models of word recognition must consider words of all lengths to capture the true dynamics of lexical activation. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

基于承包商预期收益不变的不平衡报价模型

在招标实践中,通常采用最低价中标原则,使得投标人不得不压低其投标价格。基于承包商预期收益不变的不平衡报价模型,是在“工程量清单报价”的条件下,考虑到施工中工程量的变化及施工顺序的影响,体现了资金的时间价值,在保持承包商预期收益不变的前提下,通过调整各分项工程的单价,来降低工程报价,以增加中标机会而建立的。所建立的模型简单,易于操作,并配以具体的工程实例,通过计算机求得其最优解,可供承包商投标报价时参考。     

异构分层无线网络中基于逗留时间的动态流量均衡算法研究

为使异构分层无线网络能服务更多的移动用户,提出了一种基于逗留时间的动态流量均衡算法.该算法首先根据用户移动模型计算其在小区内的逗留时间,然后基于小区呼叫到达率和重叠覆盖小区的流量状态来确定一个周期内呼叫转移的数量,最后依据逗留时间门限值将重负载小区中满足条件的呼叫转移到轻负载的重叠覆盖小区中.为降低切换呼叫掉线率,还对异构网间的呼叫切换策略做了改进.仿真实验结果表明,本算法在新呼叫阻塞率和切换呼叫掉线率等性能指标上比传统方法有显著的提高.     

一种改进的新三步搜索算法

在对三步法工作原理进行研究的基础上提出了新三步搜索算法（NITSS）。该方法充分利用视频序列运动矢量概率分布上的中心偏置特性．在三步搜索算法的基础上引入了十字型分布的4个点构成搜索点群。实验结果表明。新三步搜索算法解决了三步法的小运动估计效果较差问题．提高了搜索精度，保持了三步法的高效率。     

An effective coding approach for multiobjective integrated resource selection and operation sequences problem

In this paper, we consider an integrated Resource Selection and Operation Sequences (iRS/OS) problem in Intelligent Manufacturing System (IMS). Several kinds of objectives are taken into account, in which the makespan for orders should be minimized; workloads among machine tools should be balanced; the total transition times between machines in a local plant should also be minimized. To solve this multiobjective iRS/OS model, a new two vectors-based coding approach has been proposed to improve the efficiency by designing a chromosome containing two kinds of information, i.e., operation sequences and machine selection. Using such kind of chromosome, we adapt multistage operation-based Genetic Algorithm (moGA) to find the Pareto optimal solutions. Moreover a special technique called left-shift hillclimber has been used as one kind of local search to improve the efficiency of our algorithm. Finally, the experimental results of several iRS/OS problems indicate that our proposed approach can obtain best solutions. Further more comparing with previous approaches, moGA performs better for finding Pareto solutions. Received: May 2005/Accepted: December 2005     

马钢二烧结配料计算机控制系统

阐明了马钢二烧结配科计算机控制系统的目的、控制形式、控制原理；根据烧结配料控制对象的特点对信号采样和控制算法进行了探讨；提供了系统的主要硬件结构，软件功能和程序框图。