国民收入的小波-非参数自回归预测模型

基于小波多尺度分析理论,运用Mallat算法和Daubechies小波,把时间序列分解为比原始时间序列更单一,平稳的作细节部分和概貌部分,然后把分解后的细节部分和概貌部分重构回原尺度.对重构后的各分层系数分别用非参数自回归模型进行预测.各个分层系数预测结果的和即原始时间序列的预报结果.对某国国民收入数据的分析和预报表明,非参数自回归模型与参数自回归模型相比可大大提高预测精度.     

一种基于MapReduce的短时交通流预测方法

非参数回归方法是短时交通流预测常用的方法,但现有非参数回归方法存在预测速度与精度之间的矛盾.为此,提出一种适用于海量历史数据、基于MapReduce与遗传算法的非参数回归短时交通流预测方法.通过引入MapReduce并行计算框架,加快K最近邻算法的搜索速度.在数据预处理阶段利用遗传算法优化关键参数的设置,并采用MapReduce加速参数优化过程,以解决遗传算法迭代运算时间长的问题.实验结果表明,该方法在保证交通流预测精度的前提下,明显提高了预测速度,并且具有较好的可伸缩性.     

融合支持向量机算法的数据驱动型数据同化方法研究

数据驱动建模是从数据中探究状态变量的时空演化关系。数据驱动型数据同化方法是探索使用数据驱动模型替代传统（基于物理的）模型,实现优化融合观测信息与模型模拟的同化方法。研究将数据驱动的支持向量机回归预测模型应用于集合卡尔曼滤波过程中,使用模拟预测方法对动力学系统进行非参数采样得到系统轨迹的代表性样本集,从样本集中重构动力学系统。提出一种支持向量机回归机器学习模拟预测策略的数据驱动数据同化方法,并将其应用于经典模式驱动同化系统。采用Lorenz-63和Lorenz-96非线性模型进行数值实验。通过改变样本集大小、噪声方差和观测步长等敏感性参数比较数据同化性能。结果表明：对于较大的样本集,该组合方法优于一般的顺序数据同化方法,从而证明新方法的有效性。     

集成SVM的回归预测及其遥感应用

为了提高单支持向量机(SvM)回归模型的泛化能力,引入遗传算法(GA)用以搜索SVM的"低偏差区域",给出了一种基于GA的SVM异构集成方法.用此方法对十个典型的数据集进行回归预测,并与单SVM回归结果和Bagging集成回归结果进行了比较,表明这种异构集成方法有较好的泛化能力.将这种方法应用于感兴趣的四个渭河陕西段水质参数的遥感反演,取得了更为精确的预测结果.实验表明,对小样本情况,基于GA的SVM异构集成方法能在付出合理时间花销的条件下,使单SVM的泛化能力得到有效提升.     

面向大数据的SVM参数寻优方法

研究数据回归问题,进行快速寻优,传统SVM参数寻优因采用大范围遍历搜索算法,需消耗大量时间,不适用于对大数据集进行训练.基于均匀设计与自调用支持向量回归,为缩短寻优时间,加快速度,提出了一种有效降低搜索时间的策略.根据均匀设计产生27个具有代表性参数组合,每个组合对训练集经交叉测试得其均方误差MSE,再以MSE为目标函数,通过自调用支持向量回归建立其与27个参数组合之间的关系模型.基于关系模型预测729个参数组合对应的MSE,并以MSE最小寻找最优参数组合.3个实例数据集的仿真结果表明,新方法在保证预测精度的同时,大幅度缩短了训练建模时间,为大数据集支持向量机参数选择提供了新的有效解决方案.     

一种基于改进图波网的双重自回归分量交通预测模型

随着智慧城市的建设,城市交通流量预测在智能交通预警和交通管理决策方面至关重要.由于复杂的时空相关性,有效地对交通流量进行预测成为了一项挑战.现有的对交通流量进行预测的方法大多采用机器学习算法或深度学习模型,而它们各有优缺点,若能够将两者优点结合起来,将进一步提高交通流量预测的精度.文中针对交通时空数据,提出了一种基于改进图波网(Graph WaveNet)的双重自回归分量交通预测模型.首先,通过门控3分支时间卷积网络有效融合3个时间卷积层,从而进一步提升了捕获时间相关性的能力;其次,首次引入自回归分量,将自回归分量和门控三分支时间卷积网络、图卷积层有效融合,使模型能够充分反映时空数据之间的线性和非线性关系.在METR-LA和PEMS-BAY两个真实的公共交通数据集上进行实验,并将所提模型与其他交通流量预测基准模型进行比较.结果表明,不管是短时间还是长时间的预测,文中所提模型在各个指标上都优于基准模型.     

选矿过程精矿品位自适应在线支持向量预测方法

本文提出了一种基于支持向量回归的选矿过程精矿品位自适应在线预测方法,通过使用新的混合核函数和参数在线更新机制提高了精矿品位的预测精度.在分析经典核函数特性后,构造了一种混合核函数以兼顾模型的学习能力与泛化能力,同时为了提高预测方法对选矿生产动态过程的适应性,模型依据新工况样本对现有样本集统计特性的影响,引入了模型参数自适应调整机制,并采用在线迭代学习机制更新模型,提高了模型的计算速度.使用某选矿厂生产实际数据进行实验分析,结果表明本文方法比现有方法在计算时间和预测精度上都有明显优势,适合应用于动态变化的选矿生产过程.     

滑动窗口二次自回归模型预测非线性时间序列

提出一种新颖的非线性时间序列预测模型 ,即滑动窗口二次自回归 (MWDAR)模型 .MWDAR模型使用部分的历史数据及其二次项构造自回归模型 .模型参数用线性最小二乘法估计 .应用模型进行预测时 ,预先选定窗口大小以及模型一次项和二次项的阶次 .在每个当前时刻 ,先根据窗口内的数据估计模型参数 ,然后根据输入向量及模型参数做出预测 .这种预测方法不仅适合小数据集的时间序列预测 ,而且对大数据集具有极高的计算效率 .该文分别用H啨ｎｏｎ混沌时间序列数据和真实的股票交易数据作了ＭＷＤＡＲ方法与局域线性化方法的 1步和多步预测对比 ,结果显示MWDAR方法无论在预测精度上 ,还是在计算效率上都优于局域线性化方法 .     

面向时序预测的支持向量回归参数选择方法

支持向量回归作为一种新的学习方法,在用于时间序列建模与预测时具有较好的泛化性能和预测能力.在支持向量回归建模的过程中,参数的选择对于模型的准确性至关重要.针对目前支持向量回归模型参数优化中存在的问题,提出一种面向时间序列预测的支持向量回归参数选择方法.根据时间序列及其预测的特点,对传统的交叉验证方法进行了改进,在保证时间序列预测方向性特征的基础上,充分挖掘有限样本所包含的信息,并将之与(-加权的支持向量回归相结合以选择好的模型参数.典型时间序列上的实验结果表明了所提出的支持向量回归参数选择方法的有效性,该方法在用于时间序列预测时取得了良好的效果.     

基于时变自回归模型的非平稳数据预测方法研究

针对现有的自回归（Autoregressive,AR）模型对非平稳数据预测效果不佳的问题,提出了基于时变自回归（Time-Varying Autoregressive,TVAR）模型的时序预测方法.针对某型国产飞机发动机的低压转速信号,使用TVAR模型分别进行点预测和区间预测,并与AR模型的点预测结果进行对比.研究结果表明,TVAR模型能够很好地反映非平稳数据的变化趋势.在给定置信水平下,TVAR预测区间能够包含真实数据,因此TVAR模型在时序预测中具有更好的预测效果.     

Hybrid method based on particle filter and NARX for real-time flow rate estimation in multi-product pipelines

Real-time flow estimation plays a vital role in multi-product pipeline operations, and the accuracy of real-time flow estimation is affected by noise interference and instrument accuracy and cannot be performed by direct observation of flow meter. Pipeline flow models based on the first principle method are established and employed as soft sensors of pipeline real-time flow rate. However, these models are validated by the controlled experimental pipeline, which may be ineffective regarding actual pipelines with uncertain physical parameters. In this paper, a novel approach integrating data-driven and model-driven method is proposed to estimate the flow rate of petroleum products on-line. The difference between the theoretical model and actual state of a pipeline is accounted for by the friction coefficient, and on-line calibration is achieved by solving multi-objective optimisation problems with asynchronous operation data. The flow state of the pipeline is obtained in real time by the particle filter when new pressure observations with noise become available. The estimation performance of local pressure mutation points is improved by adopting the recurrent nonlinear autoregressive neural network modelling blue of the data-driven method. The effectiveness of the proposed method is evaluated blue by examining actual data of the pipeline over a period of time. The prediction results of some other model-driven and data-driven methods are also compared to blue that of the proposed method. The results blue indicate that the proposed method improves the accuracy and reliability of the product flow rate estimations even under unforeseen operation conditions.     

Prediction methods and applications in the science of science: A survey

Science of science has become a popular topic that attracts great attentions from the research community. The development of data analytics technologies and the readily available scholarly data enable the exploration of data-driven prediction, which plays a pivotal role in finding the trend of scientific impact. In this paper, we analyse methods and applications in data-driven prediction in the science of science, and discuss their significance. First, we introduce the background and review the current state of the science of science. Second, we review data-driven prediction based on paper citation count, and investigate research issues in this area. Then, we discuss methods to predict scholar impact, and we analyse different approaches to promote the scholarly collaboration in the collaboration network. This paper also discusses open issues and existing challenges, and suggests potential research directions.     

人脸画像合成研究的综述与对比分析

人脸画像合成通常是在给定一些训练画像-照片的前提下,将一张输入的人脸照片转换为画像的过程.目前并没有一个系统性的实验对比分析揭示当前此过程面临的挑战以及可能的解决思路.文中对具有代表性的各类方法进行综合深入对比与分析.人脸画像合成方法归纳为2类:数据驱动类方法(即基于样本的方法)和模型驱动类方法.数据驱动方法由3类方法组成:基于子空间学习的方法、基于稀疏表示的方法和基于贝叶斯推断的方法.模型驱动方法直接学习照片到画像的映射关系.文中给出一些之前文献中并未发现的有意义的结论和展望.     

Robust PLS approach for KPI-related prediction and diagnosis against outliers and missing data

In practical industrial applications, the key performance indicator (KPI)-related prediction and diagnosis are quite important for the product quality and economic benefits. To meet these requirements, many advanced prediction and monitoring approaches have been developed which can be classified into model-based or data-driven techniques. Among these approaches, partial least squares (PLS) is one of the most popular data-driven methods due to its simplicity and easy implementation in large-scale industrial process. As PLS is totally based on the measured process data, the characteristics of the process data are critical for the success of PLS. Outliers and missing values are two common characteristics of the measured data which can severely affect the effectiveness of PLS. To ensure the applicability of PLS in practical industrial applications, this paper introduces a robust version of PLS to deal with outliers and missing values, simultaneously. The effectiveness of the proposed method is finally demonstrated by the application results of the KPI-related prediction and diagnosis on an industrial benchmark of Tennessee Eastman process.     

PM2.5 concentration prediction using hidden semi-Markov model-based times series data mining

In this paper, a novel framework and methodology based on hidden semi-Markov models (HSMMs) for high PM_2.5 concentration value prediction is presented. Due to lack of explicit time structure and its short-term memory of past history, a standard hidden Markov model (HMM) has limited power in modeling the temporal structures of the prediction problems. To overcome the limitations of HMMs in prediction, we develop the HSMMs by adding the temporal structures into the HMMs and use them to predict the concentration levels of PM_2.5. As a model-driven statistical learning method, HSMM assumes that both data and a mathematical model are available. In contrast to other data-driven statistical prediction models such as neural networks, a mathematical functional mapping between the parameters and the selected input variables can be established in HSMMs. In the proposed framework, states of HSMMs are used to represent the PM_2.5 concentration levels. The model parameters are estimated through modified forward–backward training algorithm. The re-estimation formulae for model parameters are derived. The trained HSMMs can be used to predict high PM_2.5 concentration levels. The validation of the proposed framework and methodology is carried out in real world applications: prediction of high PM_2.5 concentrations at O’Hare airport in Chicago. The results show that the HSMMs provide accurate predictions of high PM_2.5 concentration levels for the next 24 h.     

Set-membership fault detection under noisy environment with application to the detection of abnormal aircraft control surface positions

The paper develops a set membership detection methodology which is applied to the detection of abnormal positions of aircraft control surfaces. Robust and early detection of such abnormal positions is an important issue for early system reconfiguration and overall optimisation of aircraft design. In order to improve fault sensitivity while ensuring a high level of robustness, the method combines a data-driven characterisation of noise and a model-driven approach based on interval prediction. The efficiency of the proposed methodology is illustrated through simulation results obtained based on data recorded in several flight scenarios of a highly representative aircraft benchmark.     

基于XGBoost-PredRNN++的海表面温度预测

准确预测海表面温度对于海洋渔业生产、海洋动力环境信息预测预报等至关重要.传统数值预报方法计算代价大、时效差,而现有基于数据驱动的海表温预测方法大都针对单个观测点进行海表温预测,不适合预测由多个观测点构成的某个区域的海表面温度,而现有的区域海表温预测方法的预测精度仍然有待提高.为此,本文提出了一种基于XGBoost结合PredRNN++的区域海表温预测方法 (XGBoost-PredRNN++),该方法首先将海表面温数据处理成灰度图片,然后利用XGBoost模型来提取每个点的时间特征;在此基础上,采用CNN网络将时间特征融合到原始海表温数据中,同时提取出海表温数据之间的空间依赖关系;最后利用PredRNN++时间序列预测模型提取整个海表温序列之间的时空关联关系,从而实现了区域海表温度的高精度预测.一系列实验结果表明,本文提出的方法具有较高预测精度和效率,明显优于现有预测方法.     

高分辨率光学遥感图像建筑物提取研究进展

建筑物提取是高分辨率光学遥感图像理解和目标识别的重要研究方向。实现自动化、智能化、可靠准确的遥感图像建筑物提取对基础地理数据获取和更新具有重要的应用价值和现实意义。在概述高分辨率光学遥感图像建筑物提取研究现状的基础上,综述了当前建筑物提取的主要思想和方法,将主流的建筑物提取代表性方法分为自底向上数据驱动方法(Data-driven)和自顶向下模型驱动方法(Model-driven)两大类,在综合比较评述各方法特性的基础上,对该领域仍然存在的问题和研究方向进行了分析和展望。     

偏最小二乘线性模型及其非线性动态扩展模型综述

偏最小二乘(Partial least square,PLS)是一种基于数据驱动可以处理多个因变量对多个自变量的回归建模方法,因其具有提取质量相关信息的特性,在质量相关复杂工业过程监控中得到广泛的应用,成为近几十年复杂工业过程故障检测和诊断领域的研究热点.对此,介绍线性、非线性、动态PLS模型及其故障检测技术.首先,介绍标准PLS模型,在此基础上对传统PLS模型进行细化分并指出其优缺点,针对标准PLS存在的两个问题以及工业过程数据的两种极端情况,从数据预处理类、多空间类和分块类三方面梳理线性PLS模型的发展和改进历程;其次,将非线性PLS模型扩展方法分为两类,重点介绍核函数非线性PLS模型的研究现状;再次,指出动态扩展方法的两种基本思路,对PLS动态模型进行分类,阐明动态特性的成因,从本质上揭示两种动态扩展方法的原理,按照分类综述动态PLS模型的发展现状;最后,指出该领域亟需解决的问题和未来研究方向.