数值天气预报全球谱模式并行计算研究

本文首先给出数值天气预报全球谱模式的控制方程;接着,利用数值天气预报全球谱模式计算的复杂性和数据整体相关性,给出了基于二维数据剖分方法的并行算法,并从负载平衡、减少通信延迟以及Cache与I／O优化三个方面给出了并行实现策略。     

金融时间序列模糊边界预测研究

传统的金融时间序列预测方法以精确的输入数据为研究对象,在建立回归模型的基础上做单步或多步预测,预测结果是一个或多个具体的值.由于金融市场的复杂性,传统的预测方法可靠度较低.提出将金融时间序列模糊信息粒化成一个模糊粒子序列,运用支持向量机对模糊粒子的上下界进行回归,然后应用回归所得到的模型分别对上下界进行单步预测,从而将预测的结果限定在一个范围之内.这是一种全新的思路.以上证指数周收盘指数为实验数据,实验结果表明了这种方法的有效性.     

基于B-P神经网络的环境空气质量预测模型

B-P神经网络是一种刻画非线性现象的强有力工具,可以将它应用到环境空气质量预测中。B-P神经网络针对不同的监测项目,根据不同的气象特征因子,将污染源排放数据为输入因子,监测点位监测数据作为输出因子,形成多组训练样本,进行学习训练,建立起不同的预测网络。然后用空气污染源排放监测数据输入相同气象条件的、已调整好权值的B-P神经网络系统,即可输出该项污染物的监测点位预测监测值。实验证明B-P神经网络预测模型取得了较好的结果,比现有预测模型具有更大的优势。     

An extended tuning method for cost-sensitive regression and forecasting

In many real-world regression and forecasting problems, over-prediction and under-prediction errors have different consequences and incur asymmetric costs. Such problems entail the use of cost-sensitive learning, which attempts to minimize the expected misprediction cost, rather than minimize a simple measure such as mean squared error. A method has been proposed recently for tuning a regular regression model post hoc so as to minimize the average misprediction cost under an asymmetric cost structure. In this paper, we build upon that method and propose an extended tuning method for cost-sensitive regression. The previous method becomes a special case of the method we propose. We apply the proposed method to loan charge-off forecasting, a cost-sensitive regression problem that has had a bearing on bank failures over the last few years. Empirical evaluation in the loan charge-off forecasting domain demonstrates that the method we have proposed can further lower the misprediction cost significantly.     

基于流溪河模型的连江流域洪水模拟

为了提高连江流域洪水预报的技术水平和精度,探讨流溪河模型在大流域洪水预报中应用的效果,该文采用SRTM和USGS的DEM数据,分别建立了连江流域洪水预报流溪河模型,采用1场实测洪水对模型参数进行了优选,并对2场实测洪水进行了模拟,发现流溪河模型可较好的模拟连江流域洪水过程。研究发现,采用空间分辨率为90 m的SRTM的DEM建立的流溪河模型计算量是以1000 m的USGS的DEM建立的模型的计算量的56倍,但两者洪水模拟的效果相当。     

基于T213/L31并行计算和数值天气预报研究

介绍了并行计算和数值天气预报的发展概况;给出了并行算法的一般设计方法;分析了数值天气预报并行计算的可行性;最后介绍了T213/L31的基本原理,计算流程并分析其并行实现的可行性。     

贝叶斯动态模型及其预测算法在数据挖掘中的应用研究

通过对贝叶斯预测过程的研究,提出了应用于数据挖掘的10类贝叶斯动态模型及其预测算法、并解决了非线性动态模型的线性化问题。以该模型及算法建立的数据挖掘系统经过实例测试其效果很好,有较高的理论和实用价值,可以在政府、企业等领域内推广应用。     

灰色-神经网络综合预测模型

该文提出一种灰色-神经网络综合预测模型。该模型由背景值构造、加权GM(1,1)模型和神经网络补偿器三部分组成。其建模机理为:首先对于原始数列进行背景值构造,然后构建加权GM(1,1)模型,同时利用神经网络补偿器获得误差补偿信号,则最终的预测值为加权GM模型的输出值加上补偿值。仿真结果验证了所提方法的有效性。     

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).     

The selection of technology forecasting method using a multi-criteria interval-valued intuitionistic fuzzy group decision making approach

Technological forecasting is a tool for organizations to develop their technology strategies. The quality of forecasting is extremely important for the accuracy of the results and in turn company future. Therefore a proper selection methodology of forecasting technique that considers the characteristics of technology and resources needed such as cost, time is essential. On the other hand, although many forecasting techniques are available, there is a high uncertainty in choosing the most appropriate technique among a set of available techniques. In this paper interval valued intuitionistic fuzzy technique for order preference by similarity to ideal solution (TOPSIS) method is proposed for the solution of technological forecasting technique selection problem. The proposed method includes seven selection criteria and twelve forecasting technique alternatives. The methodology is applied for 3D TV technology. The results revealed that Fisher Pry method is found as the most appropriate method for forecasting since it has the highest closeness coefficient.