Disaggregation & aggregation of time series components: A hybrid forecasting approach using generalized regression neural networks and the theta method

A hybrid forecasting method is proposed which leverages from statistical and neural network techniques to perform multi-step ahead forecasting. The proposed method is based on the disaggregation of time series components, the prediction of each component individually and the reassembling of the extrapolations to obtain an estimation for the global data. The STL decomposition procedure from the literature [5] is implemented to obtain the seasonal, trend and irregular components of the time series, whilst Generalized Regression Neural Networks (GRNN) [12] are used to perform out-of sample extrapolations of the seasonal and residual components. The univariate Theta model is employed for the estimation of the directional component. The application of the GRNN is based on the dynamic calibration of the training process for each of the seasonal and irregular components individually. The proposed hybrid forecasting method is applied to 60 time series from the NN3 competition and 227 time series from the M1 Competition dataset, to obtain 18 out-of sample predictions. The results from the application demonstrate that the proposed method can outperform standard statistical techniques in the literature. One of the main contributions of the current research lies in the investigation of the strengths and weaknesses of the GRNN in extrapolating structural components of time series.     

Solving a multi-level capacitated lot sizing problem with multi-period setup carry-over via a fix-and-optimize heuristic

This paper presents a new algorithm for the dynamic multi-level capacitated lot sizing problem with setup carry-overs (MLCLSP-L). The MLCLSP-L is a big-bucket model that allows the production of any number of products within a period, but it incorporates partial sequencing of the production orders in the sense that the first and the last products produced in a period are determined by the model. We solve a model which is applicable to general bill-of-material structures and which includes minimum lead times of one period and multi-period setup carry-overs. Our algorithm solves a series of mixed-integer linear programs in an iterative so-called fix-and-optimize approach. In each instance of these mixed-integer linear programs a large number of binary setup variables is fixed whereas only a small subset of these variables is optimized, together with the complete set of the inventory and lot size variables. A numerical study shows that the algorithm provides high-quality results and that the computational effort is moderate.     

The manpower allocation problem with time windows and job-teaming constraints: A branch-and-price approach

In this paper, we consider the manpower allocation problem with time windows, job-teaming constraints and a limited number of teams (m-MAPTWTC). Given a set of teams and a set of tasks, the problem is to assign to each team a sequential order of tasks to maximize the total number of assigned tasks. Both teams and tasks may be restricted by time windows outside which operation is not possible. Some tasks require cooperation between teams, and all teams cooperating must initiate execution simultaneously. We present an integer programming model for the problem, which is decomposed using Dantzig–Wolfe decomposition. The problem is solved by column generation in a branch-and-price framework. Simultaneous execution of tasks is enforced by the branching scheme. To test the efficiency of the proposed algorithm, 12 realistic test instances are introduced. The algorithm is able to find the optimal solution in 11 of the test instances. The main contribution of this article is the addition of synchronization between teams in an exact optimization context.     

Characterizing Strong Stability Preserving Additive Runge-Kutta Methods

Space discretization of some time dependent partial differential equations give rise to ordinary differential equations containing additive terms with different stiffness properties. In these situations, additive Runge-Kutta (additive RK) methods are used. For additive RK methods the curve of absolute monotonicity gives stepsize restrictions for monotonicity. Necessary conditions for nontrivial curves of absolute monotonicity are the nonnegativity of the additive RK coefficients and some inequalities on some incidence matrices. In this paper we characterize strong stability preserving additive Runge-Kutta methods giving some order barriers and structural properties. Research supported by the Ministerio de Educación y Ciencia, Project MTM2005-03894.     

New oscillation criteria for second order linear difference equations with positive and negative coefficients

The oscillation of second order neutral difference equations with positive and negative coefficients of the form

is investigated. We obtain many new results using the comparison between both first order and second order difference equations. An example is given to show the strength of the obtained results.     

基于蚁群算法的多目标优化

提出2种结合颜色矢量的谱匹配算法。一种算法是从空间矢量关系的角度提取不受光源影响的图像颜色特征,结合图像特征点的几何特征,为待匹配的2幅图像分别构造亲近矩阵,通过对亲近矩阵进行奇异值分解构造一个反映特征点之间匹配程度的关系矩阵,从而获得匹配结果。另一种是将得到的匹配结果作为初始概率,通过双随机矩阵计算谱匹配概率矩阵,获得匹配的最终解。实验结果表明, 2种算法都具有较高的匹配精度。     

Parameter identification of periodical signals: Application to measurement and analysis of ocean wave forces

This article presents an approach based on state observers to identify the parameters of an unknown periodic force exerted on a mechanical system. This approach comprises two stages and can be executed in real time by using only displacement measurements. The first stage goal is the estimation of the coefficients of a Fourier series that approximates the periodic force. From the estimated coefficients, the phase and the amplitude of the signal can be simultaneously computed; and from the estimated force, in a second stage, the frequencies of the signal can be estimated. To perform the tasks at each stage, two state observers were designed. To show the applicability of the proposed approach, the reconstruction of a wave force affecting a marine structure as well as the computation of the amplitude and phase of its spectral components was taken as case of study. The performance of the state observer was examined by means of simulations and off-line tests carried out with experimental data. Such data were obtained by executing laboratory tests and measuring waves in the Caribbean sea.     

Utopian point based decomposition for multi-objective optimization problems with complicated Pareto fronts

Multi-objective evolutionary algorithm based on decomposition (MOEA/D) has been considered as a promising method for solving multi-objective optimization problems (MOPs). It devotes most of its effort on convergence by optimizing a set of scalar optimization subproblems in a collaborative manner, while maintaining the diversity by using a set of uniformly distributed weight vectors. However, more recent studies illustrated that MOEA/D faces difficulties on MOPs with complicated Pareto fronts, mainly because the uniformity of weight vectors no longer lead to an evenly scattered approximation of the Pareto fronts in these cases. To remedy this, we suggest replacing the ideal point in the reciprocal Tchebycheff decomposition method with a more optimistic utopian point, with the aim of alleviating the sensitivity of MOEA/D to the Pareto front shape of MOPs. Experimental studies on benchmark and real-world problems have shown that such simple modification can significantly improve the performances of MOEA/D with reciprocal Tchebycheff decomposition on MOPs with complicated Pareto fronts.     

Radiometric Calibration and Validationof TG-1 Hyper-spectral Imager

TG-1,the first Chinese space laboratory module launched on 29 September 2011,has accumulated large numbers of high-resolution image data by the hyper-spectral imager.However,these images still can’t be applied to quantitative analysis because of the huge spectral and radiance difference between ground and onboard conditions.So a radiometric calibration is very necessary to correct these laboratory and on-board radiance calibration parameters for better quantitative application.This paper aims to calibrate TG-1 hyper-spectral imager using reflectance-based calibration method through performing ground calibration experiments on 3 February and 6 March 2011.Firstly,this study used the ground experiment data on 6 March to obtain each channel’s calibration correction coefficients,which were different a lot from laboratory and on-board ones,relative error in all channels are bigger than 10 percent.Then,the calibration experiment data on 3 February 2011 were used to validate the result.Results show that calibration correction coefficients improved the image accuracy,the calibration and validation experiments’ results are in good agreement.In most channels,the relative errors are less than 10 percent,except that bigger error appears in absorption channels.Therefore,this calibration experiment renewed the calibration coefficients,and improved the quantitative level of the TG radiance products.