In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ...In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.展开更多
Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmissio...Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmission.Earlier analysis of methods of pilot-aided channel estimation for ACM systems were relatively little.In this paper,we investigate the performance of CSI prediction using the Minimum Mean Square Error(MMSE)channel estimator for an ACM system.To solve the two problems of MMSE:high computational operations and oversimplified assumption,we then propose the Low-Complexity schemes(LC-MMSE and Recursion LC-MMSE(R-LC-MMSE)).Computational complexity and Mean Square Error(MSE) are presented to evaluate the efficiency of the proposed algorithm.Both analysis and numerical results show that LC-MMSE performs close to the wellknown MMSE estimator with much lower complexity and R-LC-MMSE improves the application of MMSE estimation to specific circumstances.展开更多
工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小...工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法.展开更多
针对正交频分复用(Orthogonal Frequency Division Multiplexing,OFDM)系统中最小均方误差(Minimum Mean Squared Error,MMSE)信道估计算法误码率(BER)高的问题,提出一种平均最小均方误差(Averaged-Minimum Mean Squared Error,A-MMSE)...针对正交频分复用(Orthogonal Frequency Division Multiplexing,OFDM)系统中最小均方误差(Minimum Mean Squared Error,MMSE)信道估计算法误码率(BER)高的问题,提出一种平均最小均方误差(Averaged-Minimum Mean Squared Error,A-MMSE)信道估计算法。该算法首先基于802.11n标准而构造了一种新的导频结构,收发两端分别进行降采样和过采样处理,利用已知训练序列和导频获得信道频域响应。仿真结果表明,所提出的A-MMSE信道估计算法与传统的MMSE算法相比,在BER为10^(-3)时,信噪比改善了约8dB。因而所提出的信道估计算法能明显改善系统的BER性能。展开更多
Large number of antennas and higher bandwidth usage in massive multiple-input-multipleoutput(MIMO)systems create immense burden on receiver in terms of higher power consumption.The power consumption at the receiver ra...Large number of antennas and higher bandwidth usage in massive multiple-input-multipleoutput(MIMO)systems create immense burden on receiver in terms of higher power consumption.The power consumption at the receiver radio frequency(RF)circuits can be significantly reduced by the application of analog-to-digital converter(ADC)of low resolution.In this paper we investigate bandwidth efficiency(BE)of massive MIMO with perfect channel state information(CSI)by applying low resolution ADCs with Rician fadings.We start our analysis by deriving the additive quantization noise model,which helps to understand the effects of ADC resolution on BE by keeping the power constraint at the receiver in radar.We also investigate deeply the effects of using higher bit rates and the number of BS antennas on bandwidth efficiency(BE)of the system.We emphasize that good bandwidth efficiency can be achieved by even using low resolution ADC by using regularized zero-forcing(RZF)combining algorithm.We also provide a generic analysis of energy efficiency(EE)with different options of bits by calculating the energy efficiencies(EE)using the achievable rates.We emphasize that satisfactory BE can be achieved by even using low-resolution ADC/DAC in massive MIMO.展开更多
Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which ent...Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas.展开更多
In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and imple...In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches.展开更多
In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original...In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.展开更多
The research focuses on improving predictive accuracy in the financial sector through the exploration of machine learning algorithms for stock price prediction. The research follows an organized process combining Agil...The research focuses on improving predictive accuracy in the financial sector through the exploration of machine learning algorithms for stock price prediction. The research follows an organized process combining Agile Scrum and the Obtain, Scrub, Explore, Model, and iNterpret (OSEMN) methodology. Six machine learning models, namely Linear Forecast, Naive Forecast, Simple Moving Average with weekly window (SMA 5), Simple Moving Average with monthly window (SMA 20), Autoregressive Integrated Moving Average (ARIMA), and Long Short-Term Memory (LSTM), are compared and evaluated through Mean Absolute Error (MAE), with the LSTM model performing the best, showcasing its potential for practical financial applications. A Django web application “Predict It” is developed to implement the LSTM model. Ethical concerns related to predictive modeling in finance are addressed. Data quality, algorithm choice, feature engineering, and preprocessing techniques are emphasized for better model performance. The research acknowledges limitations and suggests future research directions, aiming to equip investors and financial professionals with reliable predictive models for dynamic markets.展开更多
Due to the rapid development of logistic industry, transportation cost is also increasing, and finding trends in transportation activities will impact positively in investment in transportation infrastructure. There i...Due to the rapid development of logistic industry, transportation cost is also increasing, and finding trends in transportation activities will impact positively in investment in transportation infrastructure. There is limited literature and data-driven analysis about trends in transportation mode. This thesis delves into the operational challenges of vehicle performance management within logistics clusters, a critical aspect of efficient supply chain operations. It aims to address the issues faced by logistics organizations in optimizing their vehicle fleets’ performance, essential for seamless logistics operations. The study’s core design involves the development of a predictive logistics model based on regression, focused on forecasting, and evaluating vehicle performance in logistics clusters. It encompasses a comprehensive literature review, research methodology, data sources, variables, feature engineering, and model training and evaluation and F-test analysis was done to identify and verify the relationships between attributes and the target variable. The findings highlight the model’s efficacy, with a low mean squared error (MSE) value of 3.42, indicating its accuracy in predicting performance metrics. The high R-squared (R2) score of 0.921 emphasizes its ability to capture relationships between input characteristics and performance metrics. The model’s training and testing accuracy further attest to its reliability and generalization capabilities. In interpretation, this research underscores the practical significance of the findings. The regression-based model provides a practical solution for the logistics industry, enabling informed decisions regarding resource allocation, maintenance planning, and delivery route optimization. This contributes to enhanced overall logistics performance and customer service. By addressing performance gaps and embracing modern logistics technologies, the study supports the ongoing evolution of vehicle performance management in logistics clusters, fostering increased competitiveness and sustainability in the logistics sector.展开更多
针对经典盲均衡算法收敛速度较慢和稳态误差较大的问题,提出了一种基于变步长恒模算法(Constant Modulus Algorithm, CMA)和判决引导的最小均方(Decision Directed Least Mean Square, DD-LMS)算法的双模式切换盲均衡算法。在算法收敛...针对经典盲均衡算法收敛速度较慢和稳态误差较大的问题,提出了一种基于变步长恒模算法(Constant Modulus Algorithm, CMA)和判决引导的最小均方(Decision Directed Least Mean Square, DD-LMS)算法的双模式切换盲均衡算法。在算法收敛初期采用CMA算法,以确保算法可以较快收敛。在收敛之后切换至DD-LMS算法,以进一步降低稳态误差。通过设定阈值来切换算法,取相邻多次迭代误差的平均值作为算法的切换值,以确保算法切换时机的合理性。另外,引入Softsign变步长函数并加入3个参数对该函数进行改进,使得Softsign变步长函数可以依据不同信道环境设定最佳参数,同时提高算法的收敛速度。仿真结果表明,在卫星通用信道条件下,所提算法的收敛迭代次数约为1 000次,稳态误差为-12 dB,在信噪比为15 dB时,误码率为1×10~(-6)。与相关算法对比,所提算法的收敛速度较高,误码率和稳态误差较低。展开更多
文摘In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.
基金supported by the 2011 China Aerospace Science and Technology Foundationthe Certain Ministry Foundation under Grant No.20212HK03010
文摘Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmission.Earlier analysis of methods of pilot-aided channel estimation for ACM systems were relatively little.In this paper,we investigate the performance of CSI prediction using the Minimum Mean Square Error(MMSE)channel estimator for an ACM system.To solve the two problems of MMSE:high computational operations and oversimplified assumption,we then propose the Low-Complexity schemes(LC-MMSE and Recursion LC-MMSE(R-LC-MMSE)).Computational complexity and Mean Square Error(MSE) are presented to evaluate the efficiency of the proposed algorithm.Both analysis and numerical results show that LC-MMSE performs close to the wellknown MMSE estimator with much lower complexity and R-LC-MMSE improves the application of MMSE estimation to specific circumstances.
文摘工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法.
文摘针对正交频分复用(Orthogonal Frequency Division Multiplexing,OFDM)系统中最小均方误差(Minimum Mean Squared Error,MMSE)信道估计算法误码率(BER)高的问题,提出一种平均最小均方误差(Averaged-Minimum Mean Squared Error,A-MMSE)信道估计算法。该算法首先基于802.11n标准而构造了一种新的导频结构,收发两端分别进行降采样和过采样处理,利用已知训练序列和导频获得信道频域响应。仿真结果表明,所提出的A-MMSE信道估计算法与传统的MMSE算法相比,在BER为10^(-3)时,信噪比改善了约8dB。因而所提出的信道估计算法能明显改善系统的BER性能。
文摘针对无线传感网络中传统DV-Hop(Distance Vector Hop)定位算法节点分布不均匀导致定位误差较大的问题,提出了非均匀网络中半径可调的ARDV-Hop(Adjustable Radius DV-Hop in Non-uniform Networks)定位算法。该算法通过半径可调的方式对节点间的跳数进行细化,用细化后呈小数级的跳数代替传统的整数级跳数,并建立了数据能量消耗模型,优化了网络传输性能。ARDV-Hop算法还针对节点分布不均匀的区域提出跳距优化算法:在节点密度大的区域,采用余弦定理优化跳距;密度小的区域,采用最小均方误差(Least Mean Square,LMS)来修正跳距。仿真实验表明,在同等网络环境下,与传统DV-Hop算法、GDV-Hop算法和WOA-DV-Hop算法相比,ARDV-Hop算法能更有效地降低定位误差.
文摘Large number of antennas and higher bandwidth usage in massive multiple-input-multipleoutput(MIMO)systems create immense burden on receiver in terms of higher power consumption.The power consumption at the receiver radio frequency(RF)circuits can be significantly reduced by the application of analog-to-digital converter(ADC)of low resolution.In this paper we investigate bandwidth efficiency(BE)of massive MIMO with perfect channel state information(CSI)by applying low resolution ADCs with Rician fadings.We start our analysis by deriving the additive quantization noise model,which helps to understand the effects of ADC resolution on BE by keeping the power constraint at the receiver in radar.We also investigate deeply the effects of using higher bit rates and the number of BS antennas on bandwidth efficiency(BE)of the system.We emphasize that good bandwidth efficiency can be achieved by even using low resolution ADC by using regularized zero-forcing(RZF)combining algorithm.We also provide a generic analysis of energy efficiency(EE)with different options of bits by calculating the energy efficiencies(EE)using the achievable rates.We emphasize that satisfactory BE can be achieved by even using low-resolution ADC/DAC in massive MIMO.
基金supported by National Natural Science Foundation of China(62371225,62371227)。
文摘Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas.
文摘In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches.
基金The NSF(11271155) of ChinaResearch Fund(20070183023) for the Doctoral Program of Higher Education
文摘In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.
文摘The research focuses on improving predictive accuracy in the financial sector through the exploration of machine learning algorithms for stock price prediction. The research follows an organized process combining Agile Scrum and the Obtain, Scrub, Explore, Model, and iNterpret (OSEMN) methodology. Six machine learning models, namely Linear Forecast, Naive Forecast, Simple Moving Average with weekly window (SMA 5), Simple Moving Average with monthly window (SMA 20), Autoregressive Integrated Moving Average (ARIMA), and Long Short-Term Memory (LSTM), are compared and evaluated through Mean Absolute Error (MAE), with the LSTM model performing the best, showcasing its potential for practical financial applications. A Django web application “Predict It” is developed to implement the LSTM model. Ethical concerns related to predictive modeling in finance are addressed. Data quality, algorithm choice, feature engineering, and preprocessing techniques are emphasized for better model performance. The research acknowledges limitations and suggests future research directions, aiming to equip investors and financial professionals with reliable predictive models for dynamic markets.
文摘Due to the rapid development of logistic industry, transportation cost is also increasing, and finding trends in transportation activities will impact positively in investment in transportation infrastructure. There is limited literature and data-driven analysis about trends in transportation mode. This thesis delves into the operational challenges of vehicle performance management within logistics clusters, a critical aspect of efficient supply chain operations. It aims to address the issues faced by logistics organizations in optimizing their vehicle fleets’ performance, essential for seamless logistics operations. The study’s core design involves the development of a predictive logistics model based on regression, focused on forecasting, and evaluating vehicle performance in logistics clusters. It encompasses a comprehensive literature review, research methodology, data sources, variables, feature engineering, and model training and evaluation and F-test analysis was done to identify and verify the relationships between attributes and the target variable. The findings highlight the model’s efficacy, with a low mean squared error (MSE) value of 3.42, indicating its accuracy in predicting performance metrics. The high R-squared (R2) score of 0.921 emphasizes its ability to capture relationships between input characteristics and performance metrics. The model’s training and testing accuracy further attest to its reliability and generalization capabilities. In interpretation, this research underscores the practical significance of the findings. The regression-based model provides a practical solution for the logistics industry, enabling informed decisions regarding resource allocation, maintenance planning, and delivery route optimization. This contributes to enhanced overall logistics performance and customer service. By addressing performance gaps and embracing modern logistics technologies, the study supports the ongoing evolution of vehicle performance management in logistics clusters, fostering increased competitiveness and sustainability in the logistics sector.
