水文序列相依变异识别的RIC定阶准则——以自回归模型为例

水文过程相依性是水文变异的主要表现形式之一,应用自回归模型对其进行拟合时合理确定模型阶数是一个难点问题。本文在分析AIC和BIC准则的基础上,提出了一种以原序列与其相依成分的相关系数作为拟合度指标,同时借用信息熵形式的函数式,作为模型不确定性度量指标的自回归模型定阶准则(简称RIC准则)。以AR(1)、AR(2)、AR(3)和AR(4)模型为例进行统计试验,将不同序列长度下该准则的定阶准确率与其他定阶准则进行比较,试验结果表明,RIC准则对于上述模型均具有较好的适应性,且定阶准确率远高于AIC准则,其中对于前三阶模型RIC准则优于BIC准则,但四阶模型略低于BIC准则。RIC准则的优势是可以同时满足模型定阶、相依程度分级与模型检验的需求,将其应用于实测水文序列分析,结果显示,该准则能较准确地识别自回归模型的阶数,且符合提出的"相依有变异而残差无变异的最小阶数"的检验标准。     

Algorithms for unimodal segmentation with applications to unimodality detection

We study the problem of segmenting a sequence into k pieces so that the resulting segmentation satisfies monotonicity or unimodality constraints. Unimodal functions can be used to model phenomena in which a measured variable first increases to a certain level and then decreases. We combine a well-known unimodal regression algorithm with a simple dynamic-programming approach to obtain an optimal quadratic-time algorithm for the problem of unimodal k-segmentation. In addition, we describe a more efficient greedy-merging heuristic that is experimentally shown to give solutions very close to the optimal. As a concrete application of our algorithms, we describe methods for testing if a sequence behaves unimodally or not. The methods include segmentation error comparisons, permutation testing, and a BIC-based scoring scheme. Our experimental evaluation shows that our algorithms and the proposed unimodality tests give very intuitive results, for both real-valued and binary data. Niina Haiminen received the M.Sc. degree from the University of Helsinki in 2004. She is currently a Graduate Student at the Department of Computer Science of University of Helsinki, and a Researcher at the Basic Research Unit of Helsinki Institute for Information Technology. Her research interests include algorithms, bioinformatics, and data mining. Aristides Gionis received the Ph.D. degree from Stanford University in 2003, and he is currently a Senior Researcher at the Basic Research Unit of Helsinki Institute for Information Technology. His research experience includes summer internship positions at Bell Labs, AT&T Labs, and Microsoft Research. His research areas are data mining, algorithms, and databases. Kari Laasonen received the M.Sc. degree in Theoretical Physics in 1995 from the University of Helsinki. He is currently a Graduate Student in Computer Science at the University of Helsinki and a Researcher at the Basic Research Unit of Helsinki Institute for Information Technology. His research is focused on algorithms and data analysis methods for pervasive computing.     

Defect Prediction Using Akaike and Bayesian Information Criterion

Data available in software engineering for many applications contains variability and it is not possible to say which variable helps in the process of the prediction. Most of the work present in software defect prediction is focused on the selection of best prediction techniques. For this purpose, deep learning and ensemble models have shown promising results. In contrast, there are very few researches that deals with cleaning the training data and selection of best parameter values from the data. Sometimes data available for training the models have high variability and this variability may cause a decrease in model accuracy. To deal with this problem we used the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) for selection of the best variables to train the model. A simple ANN model with one input, one output and two hidden layers was used for the training instead of a very deep and complex model. AIC and BIC values are calculated and combination for minimum AIC and BIC values to be selected for the best model. At first, variables were narrowed down to a smaller number using correlation values. Then subsets for all the possible variable combinations were formed. In the end, an artificial neural network (ANN) model was trained for each subset and the best model was selected on the basis of the smallest AIC and BIC value. It was found that combination of only two variables’ ns and entropy are best for software defect prediction as it gives minimum AIC and BIC values. While, nm and npt is the worst combination and gives maximum AIC and BIC values.     

Detecting change-points in Markov chains

Markov chains provide a flexible model for dependent random variables with applications in such disciplines as physics, environmental science and economics. In the applied study of Markov chains, it may be of interest to assess whether the transition probability matrix changes during an observed realization of the process. If such changes occur, it would be of interest to estimate the transitions where the changes take place and the probability transition matrix before and after each change. For the case when the number of changes is known, standard likelihood theory is developed to address this problem. The bootstrap is used to aid in the computation of p-values. When the number of changes is unknown, the AIC and BIC measures are used for model selection. The proposed methods are studied empirically and are applied to example sets of data.     

Learning switching dynamic models for objects tracking

Many recent tracking algorithms rely on model learning methods. A promising approach consists of modeling the object motion with switching autoregressive models. This article is involved with parametric switching dynamical models governed by an hidden Markov Chain. The maximum likelihood estimation of the parameters of those models is described. The formulas of the EM algorithm are detailed. Moreover, the problem of choosing a good and parsimonious model with BIC criterion is considered. Emphasis is put on choosing a reasonable number of hidden states. Numerical experiments on both simulated and real data sets highlight the ability of this approach to describe properly object motions with sudden changes. The two applications on real data concern object and heart tracking.     

一种改进的基于说话者的语音分割算法

语音分割是语音识别和语音文档检索等众多语音应用的基础.提出一种改进的基于说话者的语音分割算法,对GLR和BIC相结合的算法作进一步的改进:(1) 基于GLR距离方差的自适应阈值调整算法改进了不同声学特征下基于距离的语音分割算法中的阈值选取方法;(2) 引入BIC可测度概念来度量其适用范围;(3) BIC信息准则校准非冗余的候选分割点的偏差.实验结果表明,此改进算法优于原算法.     

BIC准则在数据融合中的应用

通过数据融合的方法,可以减少目标识别的不确定性.如果能对数据融合中所使用的信息源的质量做出评价,则可以进一步提高识别结果的准确性.文中提出了一种利用BIC准则来确定信息源信任度系数的方法,并以此衡量信息源的质量.实验结果表明利用BIC准则确定的信任度系数可以得到较好的图像识别结果,同时也证明了该方法应用在数据融合中的可行性.     

Subset ARMA Model Identification Using Genetic Algorithms

Subset models are often useful in the analysis of stationary time series. Although subset autoregressive models have received a lot of attention, the same attention has not been given to subset autoregressive moving-average (ARMA) models, as their identification can be computationally cumbersome. In this paper we propose to overcome this disadvantage by employing a genetic algorithm. After encoding each ARMA model as a binary string, the iterative algorithm attempts to mimic the natural evolution of the population of such strings by allowing strings to reproduce, creating new models that compete for survival in the next population. The success of the proposed procedure is illustrated by showing its efficiency in identifying the true model for simulated data. An application to real data is also considered.     

基于LDPC码的BICM系统性能分析

低密度校验码(LDPC)由于其编码增益高、译码速度快、性能接近香农限的优点,目前得到学术界的广泛关注.文中简单介绍了LDPC码及其译码算法,在此基础上结合比特交织编码调制(BICM)系统,并在算法上作出了相应改进.仿真结果表明,在高斯信道、充分交织瑞利信道、相关瑞利衰落信道下,此算法正确有效.