TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES

Abstract. A functional limit theorem with a particular function class and topology is derived for non-ergodic type time series. This limit theorem allows us to study the asymptotic law of the associated likelihood ratio test (LRT) statistic for testing the presence of a change in the covariance parameter in the explosive Gaussian autoregressive model. We show that the level of the LRT cannot be approximated without introducing appropriate normalization. The limit law of a particular weighted likelihood ratio test is examined through a simulation study and is compared with the well-known Kolmogorov distribution obtained in the stationary case; we conclude that for practical applications when the root is really close to unity one can use the same thresholds as in the stationary case. This procedure is applied to the study of three real time series known to be non-stationary.     

A study of process monitoring based on inverse Gaussian distribution

The inverse Gaussian distribution has considerable applications in describing product life, employee service times, and so on. In this paper, the average run length (ARL) unbiased control charts, which monitor the shape and location parameters of the inverse Gaussian distribution respectively, are proposed when the in-control parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. An ARL-unbiased control chart for the shape parameter with the desired ${\mathit{ARL}}_0$, which takes the variability of the parameter estimate into account, is further developed. The performance of the proposed control charts is investigated in terms of the ARL and standard deviation of the run length. Finally, an example is used to illustrate the proposed control charts.     

Efficient data selection for speech recognition based on prior confidence estimation using speech and monophone models

This paper proposes an efficient speech data selection technique that can identify those data that will be well recognized. Conventional confidence measure techniques can also identify well-recognized speech data. However, those techniques require a lot of computation time for speech recognition processing to estimate confidence scores. Speech data with low confidence should not go through the time-consuming recognition process since they will yield erroneous spoken documents that will eventually be rejected. The proposed technique can select the speech data that will be acceptable for speech recognition applications. It rapidly selects speech data with high prior confidence based on acoustic likelihood values and using only speech and monophone models. Experiments show that the proposed confidence estimation technique is over 50 times faster than the conventional posterior confidence measure while providing equivalent data selection performance for speech recognition and spoken document retrieval.     

Nonlinear time series forecasting with Bayesian neural networks

The Bayesian learning provides a natural way to model the nonlinear structure as the artificial neural networks due to their capability to cope with the model complexity. In this paper, an evolutionary Monte Carlo (MC) algorithm is proposed to train the Bayesian neural networks (BNNs) for the time series forecasting. This approach called as Genetic MC is based on Gaussian approximation with recursive hyperparameter. Genetic MC integrates MC simulations with the genetic algorithms and the fuzzy membership functions. In the implementations, Genetic MC is compared with the traditional neural networks and time series techniques in terms of their forecasting performances over the weekly sales of a Finance Magazine.     

AN ITERATIVE FILTERING ALGORITHM FOR NON-FOURIER FREQUENCY ESTIMATION

Abstract. We study an iterative filtering method to estimate frequencies of random Gaussian sinusoids in white noise. The method uses higher order crossings and takes advantage of a fixed point to guide the use of bandpass filtering in an attempt effectively to increase the signal-to-noise ratio. At each iteration the expected zero-crossing rate is estimated from independent time series. Convergence occurs with any prespecified probability less than one.     

EMD-IT去噪算法的阈值估计方法

为解决EMD-IT去噪算法中阈值难以确定的问题,提出一种基于高斯白噪声能量分布的阈值估计方法。将含噪信号进行经验模态分解并估计各固有模态函数(IMF)中噪声的能量;根据模态单元阈值的含义,在各IMF中利用去除掉的模态单元包含的总能量等于噪声能量这一准则估计阈值。合成数据和实际心电信号的去噪仿真实验验证了该方法的有效性,其是自适应的且避免了阈值选择的主观性。     

改进的GrabCut方法在舌诊系统中的应用

数字舌象图片的正确分割是实现计算机中医舌诊自动化系统的重要前提,为了高效而准确地分割出舌象,提出了一种基于四叉树与GrabCut的舌象分割方法.该方法首先利用四叉树分解对采集的舌象初分割,然后用相似区域的颜色均值优化GrabCut算法中高斯混合模型参数,最终完成舌象分割.实验结果表明：该算法使得舌象分割效率大大提高,具有很好的实用性.     

基于SDNA-GA 优化的模糊神经网络控制

针对最新的生物DNA研究,病毒中同一DNA碱基顺序可以编码出2条或者3条不同的多肽链.在此基础上分析与模仿了重叠基因和重叠密码的机理,得到一种新的基于重叠基因编码框架,从而提高了问题求解的效率;同时,得到一种移码解读框架的DNA遗传算法(SDNA-GA)计算模型,并将其应用于一类广义隶属度型T-S模糊神经网络控制器(GTS-FNNC)的优化设计,实现了GTS-FNNC的在线学习.     

紫外诱变柠檬酸生产菌黑曲霉的选育

初步研究了柠檬酸生产菌黑曲霉产柠檬酸的影响因素和培养条件,通过紫外诱变考察了出发菌株的受诱变性,统计了紫外诱变黑曲霉引起的生物学效应,在紫外诱变过程中筛选到一株稳定高产菌株10min-3,产酸增加了5.33%,可作为进一步诱变筛选的出发菌株.     

山西省孝义市近40年气候变化特征分析

为了深入研究山西省孝义市气候变化特征,采用Mann-Kendall检验、滑动T检验及Morlet小波变换等方法对孝义市1975-2015年气候要素进行趋势估计、突变检验、周期分析及发展趋势预测。结果表明:近40年来,孝义市年平均气温呈显著上升趋势,突变年份为1996年,存在32、9 a长周期;年降雨量呈不显著下降趋势,突变年份为1990年,存在32、6 a长周期;年蒸发量呈显著性上升趋势,突变年份为1997年,存在32、10 a长周期;年平均相对湿度呈显著下降趋势,突变年份为1982、2003年,存在15、32 a长周期。孝义市1975-2015年年代际气候经历了"冷湿-暖湿-暖干"的变化过程,预测全境2017-2030年年代际气候将经历"冷湿-暖干"的变化过程。