Stock Price Forecasting: An Echo State Network Approach

Forecasting stock prices using deep learning models suffers from problems such as low accuracy, slow convergence, and complex network structures. This study developed an echo state network (ESN) model to mitigate such problems. We compared our ESN with a long short-term memory (LSTM) network by forecasting the stock data of Kweichow Moutai, a leading enterprise in China’s liquor industry. By analyzing data for 120, 240, and 300 days, we generated forecast data for the next 40, 80, and 100 days, respectively, using both ESN and LSTM. In terms of accuracy, ESN had the unique advantage of capturing nonlinear data. Mean absolute error (MAE) was used to present the accuracy results. The MAEs of the data forecast by ESN were 0.024, 0.024, and 0.025, which were, respectively, 0.065, 0.007, and 0.009 less than those of LSTM. In terms of convergence, ESN has a reservoir state-space structure, which makes it perform faster than other models. Root-mean-square error (RMSE) was used to present the convergence time. In our experiment, the RMSEs of ESN were 0.22, 0.27, and 0.26, which were, respectively, 0.08, 0.01, and 0.12 less than those of LSTM. In terms of network structure, ESN consists only of input, reservoir, and output spaces, making it a much simpler model than the others. The proposed ESN was found to be an effective model that, compared to others, converges faster, forecasts more accurately, and builds time-series analyses more easily.     

引入关联分析的用户行为信任评估在云计算平台中的研究

关联规则是数据挖掘的重要方法。随着国内外云计算应用及研究的不断推进,云计算的安全性成为云计算的核心问题之一。通过进行用户的状态行为关联分析,提取信任信息,结合可信云的思想,提出一个云计算下基于信任的防御系统模型。     

液压支架工作状态模糊识别系统研究

针对目前综采工作面液压支架压力监测系统只能监测综采工作面压力,不能对液压支架工作状态进行识别的问题,设计了一种液压支架工作状态模糊识别系统。该系统可对现有的综采工作面液压支架压力监测系统监测到的压力数据进行模糊识别,根据模糊识别输出值即可判断液压支架的5种工作状态,即降架、移架、升架、增阻、卸压保持;当液压支架处于增阻工作状态且增阻时间过长时,该系统可及时通知液压支架操作工增大液压支架压力,辅助实现顶煤破碎。测试结果验证了该系统的可行性。     

具有时变状态滞后2-D离散系统的稳定与镇定(英文)

针对一类由局部状态空间(LSS)Fornasini-Marchesini(FM)第二模型描述的,具有时变状态滞后的2-D离散系统,其中时变滞后项的上、下界均为正实数,研究了其稳定性和控制综合问题。首先,利用Lyapunov-Krasovski泛函方法,提出了系统的稳定性准则。再根据这一准则,分别设计状态反馈和动态输出反馈控制器保证系统的稳定性。状态反馈控制律和输出反馈矩阵可由线性矩阵不等式(LMI)求得。最后,通过数值算例说明所得结果的有效性。     

基于CPLD的系统硬件看门狗设计

基于以DSP芯片TMS320F2812为核心的数字伺服控制器,以国微电子公司的SM1032国产CPLD(兼容Lattice公司的ispLSI 1032)为载体,设计了专用的系统硬件看门狗模块,具备识别DSP软件初始化时序、自由定制看门狗时序等功能。通过对伺服控制器上电及工作运行时序的分析、仿真和实验验证,确定了硬件看门狗功能模块的设计方案,并给出了实验结果。     

Positive state‐bounding observer for positive interval continuous‐time systems with time delay

This paper is concerned with the problem of positive observer synthesis for positive systems with both interval parameter uncertainties and time delay. Conventional observers may no longer be applicable for such kind of systems due to the positivity constraint on the observers, and they only provide an estimate of the system state in an asymptotic way. A pair of positive observers with state‐bounding feature is proposed to estimate the state of positive systems at all times in this paper. A necessary and sufficient condition for the existence of desired observers is first established, and the observer matrices can be obtained easily through the solutions of a set of linear matrix inequalities (LMIs). Then, to reduce the error signal between the system state and its estimates, an iterative LMI algorithm is developed to compute the optimized state‐bounding observer matrices. Finally, a numerical example is presented to show the effectiveness and applicability of the theoretical results. Copyright © 2011 John Wiley & Sons, Ltd.     

一种改进的基于多项式滤波的稳态检测方法

化工过程的数据中常常含有较多的随机误差和粗差干扰,导致传统的稳态检测方法无法得到准确的结果,从而降低系统故障诊断的可靠性。针对实际的工业过程数据,提出一种融合自适应平滑技术的稳态检测方法,该方法首先以基于导数分析的自适应平滑算法进行降噪处理,消除随机误差的影响,然后引入阈值拟合技术进一步抑制粗差干扰,以多项式滤波方法对数据进行稳态检测,根据测量信号的趋势特征确定过程是否处于稳态。仿真实验研究表明:融合自适应平滑技术的稳态检测方法能够克服传统稳态检测方法中随机误差和粗差干扰对检测结果的影响,进而显著提高稳态检测处理的准确性,检测结果明显优于传统的基于多项式滤波的检测方法。     

Equations of state for hard-sphere fluids

Equations of state and contact values of hard-sphere radial distribution functions (rdf's) which are given by a linear combination of the Percus— Yevick and scaled-particle virial expressions are considered. In the one-component case the mixing coefficient() is, in general, a function of the volume fraction. In mixtures the coefficient( _i ,d _i ), in general, depends upon the volume fraction _i , and diameterd _i , of each species,i andj. For the contact valuesY _ij of the rdf's, the mixing coefficients _ij ( _k ) also depend on speciesi andj. Density expansions for the exact for the one-component hard-sphere fluid are obtained and compared with several approximations made in earlier works and in our own work, as well as with simulations. For a mixture, it turns out that one cannot obtain the exact fourth virial coefficient by using a linear combination of the Percus-Yevick and scaled-particle virial expressions forY _ij unless one allows _ij to depend on mole fractionsx _i even at the zeroth order of its density expansion. We also find that _ij must depend on particle speciesi andj in order to satisfy the exact limits obtained earlier by Sung and Stell. A new equation of state for the binary hard-sphere mixture which satisfies all the exact limits we have considered is suggested.Paper presented at the Tenth Symposium on Thermophysical Properties, June 20–23, 1988, Gaithersburg, Maryland, U.S.A.     

Thermophysical properties data on molten semiconductors

Thermophysical properties of molten semiconductors are reviewed. Published data for viscosity, thermal conductivity, surface tension, and other properties are presented. Several measurement methods often used for molten semiconductors are described. Recommended values of thermophysical properties are tabulated for Si, Ge, GaAs, InP, InSb, GaSb, and other compounds. This review shows that further measurements of thermophysical properties of GaAs and InP in the molten state are required. It is also indicated that a very limited amount of data on emissivity is available. Space experiments relating to thermophysical property measurements are described briefly.Nomenclature Density - C _p Specific heat - Kinematic viscosity - Dynamic viscosity= - Thermal diffusivity - Thermal conductivity=C_p - Volumetric thermal expansion coefficient - Surface tension - d/dT Temperature coefficient of surface tension - g Gravitational acceleration - T Temperature - T Temperature difference - L Characteristic dimension     

Study of viscosity of mono-, di-, and trialkylamines

Viscosities of several mono-, di-, and trialkylamines have been measured in the temperature range 298 to 333 K. It is observed that viscosities are highly dependent on shape, size, and association through H-bond or through dipole. Following the transition state theory, energy, Gibbs free energy, and entropy of activation of viscous flow have been calculated. The values of expansion energy for these liquids have also been calculated using free volume theory, and subsequently amines have been classified as volume-restrained or energy-restrained liquids. The group contribution method of Van Velzen, Cardozo, and Langenkamp for estimating viscosity has been examined with the present and literature data, and the new group contribution increments N _i and B _i for amines have been evaluated.