Short-term traffic flow forecasting is a significant part of intelligent transportation system.In some traffic control scenarios,obtaining future traffic flow in advance is conducive to highway management department t...Short-term traffic flow forecasting is a significant part of intelligent transportation system.In some traffic control scenarios,obtaining future traffic flow in advance is conducive to highway management department to have sufficient time to formulate corresponding traffic flow control measures.In hence,it is meaningful to establish an accurate short-term traffic flow method and provide reference for peak traffic flow warning.This paper proposed a new hybrid model for traffic flow forecasting,which is composed of the variational mode decomposition(VMD)method,the group method of data handling(GMDH)neural network,bi-directional long and short term memory(BILSTM)network and ELMAN network,and is optimized by the imperialist competitive algorithm(ICA)method.To illustrate the performance of the proposed model,there are several comparative experiments between the proposed model and other models.The experiment results show that 1)BILSTM network,GMDH network and ELMAN network have better predictive performance than other single models;2)VMD can significantly improve the predictive performance of the ICA-GMDH-BILSTM-ELMAN model.The effect of VMD method is better than that of EEMD method and FEEMD method.To conclude,the proposed model which is made up of the VMD method,the ICA method,the BILSTM network,the GMDH network and the ELMAN network has excellent predictive ability for traffic flow series.展开更多
In this paper we reparameterize covariance structures in longitudinal data analysis through the modified Cholesky decomposition of itself. Based on this modified Cholesky decomposition, the within-subject covariance m...In this paper we reparameterize covariance structures in longitudinal data analysis through the modified Cholesky decomposition of itself. Based on this modified Cholesky decomposition, the within-subject covariance matrix is decomposed into a unit lower triangular matrix involving moving average coefficients and a diagonal matrix involving innovation variances, which are modeled as linear functions of covariates. Then, we propose a penalized maximum likelihood method for variable selection in joint mean and covariance models based on this decomposition. Under certain regularity conditions, we establish the consistency and asymptotic normality of the penalized maximum likelihood estimators of parameters in the models. Simulation studies are undertaken to assess the finite sample performance of the proposed variable selection procedure.展开更多
An effective solution method of fractional ordinary and partial differential equations is proposed in the present paper.The standard Adomian Decomposition Method(ADM)is modified via introducing a functional term invol...An effective solution method of fractional ordinary and partial differential equations is proposed in the present paper.The standard Adomian Decomposition Method(ADM)is modified via introducing a functional term involving both a variable and a parameter.A residual approach is then adopted to identify the optimal value of the embedded parameter within the frame of L^(2) norm.Numerical experiments on sample problems of open literature prove that the presented algorithm is quite accurate,more advantageous over the traditional ADM and straightforward to implement for the fractional ordinary and partial differential equations of the recent focus of mathematical models.Better performance of the method is further evidenced against some compared commonly used numerical techniques.展开更多
The moving-mean method is one of the conventional approaches for trend-extraction from a data set. It is usually applied in an empirical way. The smoothing degree of the trend depends on the selections of window lengt...The moving-mean method is one of the conventional approaches for trend-extraction from a data set. It is usually applied in an empirical way. The smoothing degree of the trend depends on the selections of window length and weighted coefficients, which are associated with the change pattern of the data. Are there any uniform criteria for determining them? The present article is a reaction to this fundamental problem. By investigating many kinds of data, the results show that: 1) Within a certain range, the more points which participate in moving-mean, the better the trend function. However, in case the window length is too long, the trend function may tend to the ordinary global mean. 2) For a given window length, what matters is the choice of weighted coefficients. As the five-point case concerned, the local-midpoint, local-mean and global-mean criteria hold. Among these three criteria, the local-mean one has the strongest adaptability, which is suggested for your usage.展开更多
A new algorithm for decomposition of mixed pixels based on orthogonal bases of data space is proposed in this paper. It is a simplex-based method which extracts endmembers sequentially using computations of largest si...A new algorithm for decomposition of mixed pixels based on orthogonal bases of data space is proposed in this paper. It is a simplex-based method which extracts endmembers sequentially using computations of largest simplex volumes. At each searching step of this extraction algorithm, searching for the simplex with the largest volume is equivalent to searching for a new orthogonal basis which has the largest norm. The new endmember corresponds to the new basis with the largest norm. This algorithm runs very fast and can also avoid the dilemma in traditional simplex-based endmember extraction algorithms, such as N-FINDR, that it generally produces different sets of final endmembers if different initial conditions are used. Moreover, with this set of orthogonal bases, the proposed algorithm can also determine the proper number of endmembers and finish the unmixing of the original images which the traditional simplex-based algorithms cannot do by themselves. Experimental results of both artificial simulated images and practical remote sensing images demonstrate the algorithm proposed in this paper is a fast and accurate algorithm for the decomposition of mixed pixels.展开更多
基金Project(61873283)supported by the National Natural Science Foundation of ChinaProject(KQ1707017)supported by the Changsha Science&Technology Project,ChinaProject(2019CX005)supported by the Innovation Driven Project of the Central South University,China。
文摘Short-term traffic flow forecasting is a significant part of intelligent transportation system.In some traffic control scenarios,obtaining future traffic flow in advance is conducive to highway management department to have sufficient time to formulate corresponding traffic flow control measures.In hence,it is meaningful to establish an accurate short-term traffic flow method and provide reference for peak traffic flow warning.This paper proposed a new hybrid model for traffic flow forecasting,which is composed of the variational mode decomposition(VMD)method,the group method of data handling(GMDH)neural network,bi-directional long and short term memory(BILSTM)network and ELMAN network,and is optimized by the imperialist competitive algorithm(ICA)method.To illustrate the performance of the proposed model,there are several comparative experiments between the proposed model and other models.The experiment results show that 1)BILSTM network,GMDH network and ELMAN network have better predictive performance than other single models;2)VMD can significantly improve the predictive performance of the ICA-GMDH-BILSTM-ELMAN model.The effect of VMD method is better than that of EEMD method and FEEMD method.To conclude,the proposed model which is made up of the VMD method,the ICA method,the BILSTM network,the GMDH network and the ELMAN network has excellent predictive ability for traffic flow series.
文摘In this paper we reparameterize covariance structures in longitudinal data analysis through the modified Cholesky decomposition of itself. Based on this modified Cholesky decomposition, the within-subject covariance matrix is decomposed into a unit lower triangular matrix involving moving average coefficients and a diagonal matrix involving innovation variances, which are modeled as linear functions of covariates. Then, we propose a penalized maximum likelihood method for variable selection in joint mean and covariance models based on this decomposition. Under certain regularity conditions, we establish the consistency and asymptotic normality of the penalized maximum likelihood estimators of parameters in the models. Simulation studies are undertaken to assess the finite sample performance of the proposed variable selection procedure.
文摘An effective solution method of fractional ordinary and partial differential equations is proposed in the present paper.The standard Adomian Decomposition Method(ADM)is modified via introducing a functional term involving both a variable and a parameter.A residual approach is then adopted to identify the optimal value of the embedded parameter within the frame of L^(2) norm.Numerical experiments on sample problems of open literature prove that the presented algorithm is quite accurate,more advantageous over the traditional ADM and straightforward to implement for the fractional ordinary and partial differential equations of the recent focus of mathematical models.Better performance of the method is further evidenced against some compared commonly used numerical techniques.
文摘The moving-mean method is one of the conventional approaches for trend-extraction from a data set. It is usually applied in an empirical way. The smoothing degree of the trend depends on the selections of window length and weighted coefficients, which are associated with the change pattern of the data. Are there any uniform criteria for determining them? The present article is a reaction to this fundamental problem. By investigating many kinds of data, the results show that: 1) Within a certain range, the more points which participate in moving-mean, the better the trend function. However, in case the window length is too long, the trend function may tend to the ordinary global mean. 2) For a given window length, what matters is the choice of weighted coefficients. As the five-point case concerned, the local-midpoint, local-mean and global-mean criteria hold. Among these three criteria, the local-mean one has the strongest adaptability, which is suggested for your usage.
基金Supported in part by the National Natural Science Foundation of China (Grant No. 60672116)the National High-Tech Research & Development Program of China (Grant No. 2009AA12Z115)the Shanghai Leading Academic Discipline Project (Grant No. B112)
文摘A new algorithm for decomposition of mixed pixels based on orthogonal bases of data space is proposed in this paper. It is a simplex-based method which extracts endmembers sequentially using computations of largest simplex volumes. At each searching step of this extraction algorithm, searching for the simplex with the largest volume is equivalent to searching for a new orthogonal basis which has the largest norm. The new endmember corresponds to the new basis with the largest norm. This algorithm runs very fast and can also avoid the dilemma in traditional simplex-based endmember extraction algorithms, such as N-FINDR, that it generally produces different sets of final endmembers if different initial conditions are used. Moreover, with this set of orthogonal bases, the proposed algorithm can also determine the proper number of endmembers and finish the unmixing of the original images which the traditional simplex-based algorithms cannot do by themselves. Experimental results of both artificial simulated images and practical remote sensing images demonstrate the algorithm proposed in this paper is a fast and accurate algorithm for the decomposition of mixed pixels.
