共查询到17条相似文献，搜索用时 203 毫秒
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以上证综合指数日收益率为对象,利用相空间重构技术和G-P算法计算该时间序列的分形维数,并深入分析了时间延迟和嵌入维数参数对关联维数的影响,得到了沪市时间序列混沌判定和预测分析的一个重要定量标准,为研究我国股票市场的发展规律提供了一定的理论依据。 相似文献
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本文利用相空间重构技术和混沌理论讨论了开都河日径流的混沌性质。通过日径流时间序列的功率谱分析,从定性角度讨论了日径流时间序列的混沌特征。进一步根据互信息量法得到相空间重构的延时,再根据Cao方法得到相空间重构的嵌入维数。利用Matlab软件计算得到相空间重构的延时和最佳嵌入维数分别为τ=6,m=14。这样将一维的开都河日径流时间序列重构成14维的相空间。通过最小数据量法计算出开都河日径流时间序列最大Lyapunov指数。利用最大Lyapunov指数对开都河日径流时间序列进行定量混沌分析。最后通过二阶Volterra自适应一步模型进行模拟。结果表明：开都河日径流时间序列的功率谱是连续的,功率谱呈现随频率增高而以指数方式递减趋势,区别于具有离散尖峰谱特征的周期时间序列和具有连续的、频率和振幅不相关谱特征的随机时间序列。这从定性角度表明开都河日径流时间序列具有混沌特征。通过计算得到开都河日径流时间序列的最大Lyapunov指数0〈λmax=0.0097〈1,从定量角度表明开都河日径流时间序列具有较弱的混沌特征。利用二阶Volterra自适应一步模型模拟得到相关系数和相对均方根误差分别0.9376和0.2390。这说明利用Volterra自适应模型模拟效果较好。 相似文献
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提出一种面向决策树目标路径编码的相空间嵌入维计算优化算法。构建云平台环境下的数据交互节点拓扑模型,通过部分链路失效多路径加密方法使得数据聚集具有很高的容错功能,然后采用决策树目标路径编码方案,在给定带宽约束和量化阈值的情况下,对决策树目标路径编码的相空间嵌入维数据进行自适应的量化分解,以实现对决策树目标路径编码的相空间嵌入维的准确估计,降低误码率。仿真结果表明,该算法能准确估计相空间嵌入维,提高估计精度,能有效降低误码率,提高数据动态交互通信的准确性,信号保真度较高。展示了其优越性和较好的应用价值。 相似文献
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提出使用平均互信息算法和虚假最近邻点算法提取非线性时间序列相空间重构的最优化重构参数。在研究递归图算法的基础上,提出使用递归图中的递归率与确定性的比值RAT作为一种新的非线性递归特征量,对其算法进行描述。对涡轮发动机涉及到气缸压缩、供油系统和燃烧室等涡轮机子系统3类典型故障进行了故障诊断实验。仿真实验结果表明,使用RAT特征能有效实现3类故障下的发动机故障的聚类和诊断,故障诊断准确率为95.7%,具有绝对优越的诊断性能,具有较强的工程实践意义。 相似文献
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为研究使用混沌分析的方法检测大型Web数据库的异常入侵特征新型问题,提出使用递归图分析的混沌特征分析方法检测Web数据库异常入侵。使用平均互信息算法和虚假最近邻点算法求取Web数据库信息流相空间重构的关键参数,使用递归图分析方法分析了各类异常入侵信号下真实Web数据库的检测。仿真结果表明平均互信息算法和虚假最近邻点算法能有效应用于对Web数据库信息流异常信号入侵检测的相空间重构中。递归图混沌分析的方法能有效检测出各类异常入侵特征,递归图中有规则图案,表明入侵信号和Web数据库信息流具有确定性成分存在,能对之实现有效检测和防御,研究结果证明检测算法能有效应用于网络数据安全检测实践。 相似文献
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The chaos characteristics of melt index have been first explored, and the Hilbert–Huang transform method and time delay embedding method are applied to multiscale dynamic analysis on the time series of the melt index (MI) in the propylene polymerization industry. The research results show that the embedding delay is 2, the embedding dimension is 5, the correlation dimension D2 is 1.57, and the maximum Lyapunov exponent is 0.143 for the melt index series, which provide clear evidence of chaotic multiscale features in the propylene polymerization process. Three intrinsic mode functions (IMFs) are decomposed from the melt index time series; the presence of non-integer fractal correlation dimension and positive finite maximum Lyapunov exponent are found in some IMF components. The PP melt index series are divided into two chaotic signals, a determined signal and a random signal respectively, and its complexity is therefore reduced. Furthermore, the coupling of subscale structures of the propylene polymerization is explored with the dimension of interaction dynamics and a robust algorithm for detecting interdependence. It is found that IMF(2) is the main driver in the coupling system of IMF(1)and IMF(2). All these provide a guideline for studying propylene polymerization process with chaotic multiscale theory and may offer more candidate tools to model and control propylene polymerization system in the future. 相似文献
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《Information processing & management》2022,59(3):102925
We propose bidirectional imparting or BiImp, a generalized method for aligning embedding dimensions with concepts during the embedding learning phase. While preserving the semantic structure of the embedding space, BiImp makes dimensions interpretable, which has a critical role in deciphering the black-box behavior of word embeddings. BiImp separately utilizes both directions of a vector space dimension: each direction can be assigned to a different concept. This increases the number of concepts that can be represented in the embedding space. Our experimental results demonstrate the interpretability of BiImp embeddings without making compromises on the semantic task performance. We also use BiImp to reduce gender bias in word embeddings by encoding gender-opposite concepts (e.g., male–female) in a single embedding dimension. These results highlight the potential of BiImp in reducing biases and stereotypes present in word embeddings. Furthermore, task or domain-specific interpretable word embeddings can be obtained by adjusting the corresponding word groups in embedding dimensions according to task or domain. As a result, BiImp offers wide liberty in studying word embeddings without any further effort. 相似文献
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《Journal of The Franklin Institute》2019,356(15):8906-8928
Selection of optimal dimension of trajectory matrix in singular spectrum analysis plays an important role in signal reconstruction from noisy time series. A noisy time series is embedded into a Hankel matrix and the dimension of this matrix depends on the window length considered for a time series. The window length requirement of a time series depends on its underlying data generating mechanism. Since the number of columns in a Hankel structured trajectory matrix is a function of number of rows (window length), dimension dependency occurs naturally in the trajectory matrix and this dependency is characterized by the statistical properties of a time series. In this paper, we develop an entropy based dimension dependency measure that accounts for changes in information content in the matrix in response to changes in window length for a time series. We examine the performance of this measure by using simulation experiments and analyzing real data sets. Results obtained from simulation experiments show that the dimension dependency measure finds reasonably meaningful dimension of the trajectory matrix and provides better forecasting outcome when applied to some popular climatic time series and production indices. 相似文献
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在实际的SAR场景中,由于载机平台运动的不规律会引入相位误差,这将导致SAR图像出现模糊,甚至不能形成图像,因此需要准确地估计和补偿相位误差.提出一种较好的SAR相位历史估计算法,在方位向应用延时自相关方法进行准确的相位估计,由此实现SAR的准确聚焦成像.该相位估计方法具有较高的计算效率,非常适合于实时SAR系统.利用对实际SAR数据的聚焦处理证明了该方法的有效性. 相似文献
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《Information processing & management》2020,57(6):102337
A large volume of data flowing throughout location-based social networks (LBSN) gives support to the recommendation of points-of-interest (POI). One of the major challenges that significantly affects the precision of recommendation is to find dynamic spatio-temporal patterns of visiting behaviors, which can hardly be figured out because of the multiple side factors. To confront this difficulty, we jointly study the effects of users’ social relationships, textual reviews, and POIs’ geographical proximity in order to excavate complex spatio-temporal patterns of visiting behaviors when the data quality is unreliable for location recommendation in spatio-temporal social networks. We craft a novel framework that recommends any user the POIs with effectiveness. The framework contains two significant techniques: (i) a network embedding method is adopted to learn the vectors of users and POIs in an embedding space of low dimension; (ii) a dynamic factor graph model is proposed to model various factors such as the correlation of vectors in the previous phase. A collection of experiments was carried out on two real large-scale datasets, and the experimental outcomes demonstrate the supremacy of the proposed method over the most advanced baseline algorithms owing to its highly effective and efficient performance of POI recommendation. 相似文献
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Ya Gu Jicheng Liu Xiangli Li Yongxin Chou Yan Ji 《Journal of The Franklin Institute》2019,356(3):1623-1639
This paper presents the problems of state space model identification of multirate processes with unknown time delay. The aim is to identify a multirate state space model to approximate the parameter-varying time-delay system. The identification problems are formulated under the framework of the expectation maximization algorithm. Through introducing two hidden variables, a new expectation maximization algorithm is derived to estimate the unknown model parameters and the time-delays simultaneously. The effectiveness of the proposed algorithm is validated by a simulation example. 相似文献