基于混合策略的转炉终点锰含量预测研究

摘要：转炉终点钢水锰含量预测,对原料添加和冶炼成本节约具有重要作用。针对凭经验预估的终点锰含量值与实际值较大偏差导致的生产成本升高的问题,建立了一种基于混合策略的改进型鲸鱼优化算法(IWOA)与最小二乘向量机(LSSVM)的转炉终点锰含量预测模型,引入柯西变异提高鲸鱼优化算法(WOA)跳出局部最优的能力;借助惯性权重增强鲸鱼算法局部搜索能力和收敛精度;提出差分变异以增加鲸鱼算法在探索末期的物种多样性和降低陷入局部最优概率。实验结果表明,IWOA LSSVM锰含量预测模型不仅在全局和局部寻优以及收敛速度有较大的提升,在误差性能指标方面优势明显,且预测误差于±0.01%间的命中率为93.3%。     

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.     

基于新型混合模型的欠定盲分离方法

针对欠定盲分离问题,提出了一种新的源恢复方法. 在时频域局部区域采用复高斯分布对源信号进行建模,将语音信号的稀疏性和局部平稳性结合在一起,提出了一种新的混合模型来描述观测信号在局部区域的概率分布.通过该模型,将每个时频点的源信号状态的判断问题转换成模型的参数估计和后验概率的计算问题,最后通过子混合矩阵的逆恢复出源信号. 实验结果表明,该方法具有很快的收敛速度,并且比已有方法具有更好的分离性能.     

带可变随机函数和变异算子的粒子群优化算法

标准粒子群优化算法的收敛分析表明,改变随机函数、个体历史最优,群体全局最优,有助于提高该算法的性能。为此,本文提出了一种带可变随机函数和变异算子的粒子群优化算法,即通过改变速度更新方程中的随机函数分布来调节粒子在迭代过程中飞向个体历史最优和群体全局最优的比重,通过对个体历史最优和群体全局最优进行变异来增强种群的搜索能力。实验结果证实了该算法的有效性。     

FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY

A stationary multivariate time series { X _t } is defined as linear if it can be written in the form X _t = ∑^∞ _{j =−∞} A _j e _{t − j} where A _j are square matrices and e _t are independent and identically distributed random vectors. If the e _t } are normally distributed, then { X _t is a multivariate Gaussian linear process. This paper is concerned with the testing of departures of a vector stationary process from multivariate Gaussianity and linearity using the bispectral approach. First the definition and properties of cumulants of random matrices are used to obtain the expressions for the higher-order cumulant and spectral vectors of a linear vector process as defined above. Then it is shown that linearity of a vector process implies constancy of the modulus square of its normalized higher-order spectra whereas the component of such a vector process does not necessarily have a linear representation. Finally, statistics for the testing of multivariate Gaussianity and linearity are proposed.     

Using the genetic algorithm to enhance nonnegative matrix factorization initialization

Nonnegative matrix factorization (NMF) algorithms have been utilized in a wide range of real applications; however, the performance of NMF is highly dependent on three factors including: (1) choosing a problem dependent cost function; (2) using an effective initialization method to start the updating procedure from a near‐optimal point; and (3) determining the rank of factorized matrices prior to decomposition. Due to the nonconvex nature of the NMF cost function, finding an analytical‐based optimal solution is impossible. This paper is aimed at proposing an efficient initialization method to modify the NMF performance. To widely explore the search space for initializing the factorized matrices in NMF, the island genetic algorithm (IGA) is employed as a diverse multiagent search scheme. To adapt IGA for NMF initialization, we present a specific mutation operator. To assess how the proposed IGA initialization method efficiently enhances NMF performance, we have implemented state‐of‐the‐art initialization methods and applied to the Japanese Female Facial Expression dataset to recognize the facial expression states. Experimental results demonstrate the superiority of the proposed approach to the compared methods in terms of relative error and fast convergence.     

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.     

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

Abstract. Given length- n sampled time series, generated by an independent distributed process, in this paper we treat the problem of determining the greatest order, in n , that moments of the sample autocovariances and sample autocorrelations can attain. For the sample autocovariance moments, we achieve quite general results; but, for the autocorrelation moments, we restrict study to Gaussian white noise (normal, independent and identically distributed). Our main theorem relates to the cross-moments of the non-centred sample autocovariances, but we also establish a relation between these and the corresponding moments for the centred sample autocovariances.     

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.