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
Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative ad...Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.展开更多
In this paper,a fuzzy reasoning based temporal error concealment method is proposed. The basic temporal error concealment is implemented by estimating Motion Vector (MV) of the lost MacroBlock (MB) from its neighborin...In this paper,a fuzzy reasoning based temporal error concealment method is proposed. The basic temporal error concealment is implemented by estimating Motion Vector (MV) of the lost MacroBlock (MB) from its neighboring MVs. Which MV is the most proper one is evaluated by some criteria. Generally,two criteria are widely used,namely Side Match Distortion (SMD) and Sum of Absolute Difference (SAD) of corresponding MV. However,each criterion could only partly describe the status of lost block. To accomplish the judgement more accurately,the two measures are considered together. Thus a refined measure based on fuzzy reasoning is adopted to balance the effects of SMD and SAD. Terms SMD and SAD are regarded as fuzzy input and the term ‘similarity’ as output to complete fuzzy reasoning. Result of fuzzy reasoning represents how the tested MV is similar to the original one. And k-means clustering technique is performed to define the membership function of input fuzzy sets adaptively. According to the experimental results,the concealment based on new measure achieves better performance.展开更多
This paper implements the method of estimating functions (EF) in the modelling and forecasting of financial returns volatility. This estimation approach incorporates higher order moments which are common in most finan...This paper implements the method of estimating functions (EF) in the modelling and forecasting of financial returns volatility. This estimation approach incorporates higher order moments which are common in most financial time series, into modelling, leading to a substantial gain of information and overall efficiency benefits. The two models considered in this paper provide a better in-sample-fit under the estimating functions approach relative to the traditional maximum likely-hood estimation (MLE) approach when fitted to empirical time series. On this ground, the EF approach is employed in the first order EGARCH and GJR-GARCH models to forecast the volatility of two market indices from the USA and Japanese stock markets. The loss functions, mean square error (MSE) and mean absolute error (MAE), have been utilized in evaluating the predictive ability of the EGARCH vis-à-vis the GJR-GARCH model.展开更多
In this paper we examine 5 indexes (the two Yule’s indexes, the chi square, the odds ratio and an elementary index) of a two-by-two table, which estimate the correlation coefficient ρ in a bivariate Bernoulli distri...In this paper we examine 5 indexes (the two Yule’s indexes, the chi square, the odds ratio and an elementary index) of a two-by-two table, which estimate the correlation coefficient ρ in a bivariate Bernoulli distribution. We will find the compact expression of the influence functions, which allow the quantification of the effect of an infinitesimal contamination of the probability of any pair of attributes of the bivariate random variable distributed according to the above-mentioned model. We prove that the only unbiased index is the chi square. In order to determine the indexes, which are less sensitive to contamination, we obtain the expressions of three synthetic measures of the influence function, which are the maximum contamination (gross sensitivity error), the mean square deviation and the variance. These results, even if don’t allow a definitive assessment of the overall optimum properties of the five indexes, as not all of them are unbiased, nevertheless they allow to appreciating the synthetic entity of the effect of the contaminations in the estimation of the parameter ρ of the bivariate Bernoulli distribution.展开更多
光腔衰荡方法是目前测量光学元件超高反射率(反射率>99.9%)的唯一方法。介绍了一种对光腔衰荡法中激光信号强度与时间关系的优化提取方法。设计了基于光腔衰荡法的光学元件超高反射比的测试系统,通过对采集的光腔衰荡曲线数据进行分...光腔衰荡方法是目前测量光学元件超高反射率(反射率>99.9%)的唯一方法。介绍了一种对光腔衰荡法中激光信号强度与时间关系的优化提取方法。设计了基于光腔衰荡法的光学元件超高反射比的测试系统,通过对采集的光腔衰荡曲线数据进行分段指数拟合,将光腔衰荡曲线数据分为5段,对每段指数拟合结果对应的R^(2)(R-square)和RMSE(root mean squared error)值进行对比分析,计算每段指数拟合的衰荡时间。实验结果表明:截取光腔衰荡曲线数据40%~60%部分拟合得到的结果最接近真实值,求得对应的腔镜的反射率为99.988 977%。最后通过与腔镜的自身反射率进行比较,表明该种数据拟合方法能有效地测量腔镜的反射率,并能减小实验数据本身带来的误差。展开更多
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Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.
基金Supported by the National Natural Science Foundation of China (No.60672134)
文摘In this paper,a fuzzy reasoning based temporal error concealment method is proposed. The basic temporal error concealment is implemented by estimating Motion Vector (MV) of the lost MacroBlock (MB) from its neighboring MVs. Which MV is the most proper one is evaluated by some criteria. Generally,two criteria are widely used,namely Side Match Distortion (SMD) and Sum of Absolute Difference (SAD) of corresponding MV. However,each criterion could only partly describe the status of lost block. To accomplish the judgement more accurately,the two measures are considered together. Thus a refined measure based on fuzzy reasoning is adopted to balance the effects of SMD and SAD. Terms SMD and SAD are regarded as fuzzy input and the term ‘similarity’ as output to complete fuzzy reasoning. Result of fuzzy reasoning represents how the tested MV is similar to the original one. And k-means clustering technique is performed to define the membership function of input fuzzy sets adaptively. According to the experimental results,the concealment based on new measure achieves better performance.
文摘This paper implements the method of estimating functions (EF) in the modelling and forecasting of financial returns volatility. This estimation approach incorporates higher order moments which are common in most financial time series, into modelling, leading to a substantial gain of information and overall efficiency benefits. The two models considered in this paper provide a better in-sample-fit under the estimating functions approach relative to the traditional maximum likely-hood estimation (MLE) approach when fitted to empirical time series. On this ground, the EF approach is employed in the first order EGARCH and GJR-GARCH models to forecast the volatility of two market indices from the USA and Japanese stock markets. The loss functions, mean square error (MSE) and mean absolute error (MAE), have been utilized in evaluating the predictive ability of the EGARCH vis-à-vis the GJR-GARCH model.
文摘In this paper we examine 5 indexes (the two Yule’s indexes, the chi square, the odds ratio and an elementary index) of a two-by-two table, which estimate the correlation coefficient ρ in a bivariate Bernoulli distribution. We will find the compact expression of the influence functions, which allow the quantification of the effect of an infinitesimal contamination of the probability of any pair of attributes of the bivariate random variable distributed according to the above-mentioned model. We prove that the only unbiased index is the chi square. In order to determine the indexes, which are less sensitive to contamination, we obtain the expressions of three synthetic measures of the influence function, which are the maximum contamination (gross sensitivity error), the mean square deviation and the variance. These results, even if don’t allow a definitive assessment of the overall optimum properties of the five indexes, as not all of them are unbiased, nevertheless they allow to appreciating the synthetic entity of the effect of the contaminations in the estimation of the parameter ρ of the bivariate Bernoulli distribution.
文摘光腔衰荡方法是目前测量光学元件超高反射率(反射率>99.9%)的唯一方法。介绍了一种对光腔衰荡法中激光信号强度与时间关系的优化提取方法。设计了基于光腔衰荡法的光学元件超高反射比的测试系统,通过对采集的光腔衰荡曲线数据进行分段指数拟合,将光腔衰荡曲线数据分为5段,对每段指数拟合结果对应的R^(2)(R-square)和RMSE(root mean squared error)值进行对比分析,计算每段指数拟合的衰荡时间。实验结果表明:截取光腔衰荡曲线数据40%~60%部分拟合得到的结果最接近真实值,求得对应的腔镜的反射率为99.988 977%。最后通过与腔镜的自身反射率进行比较,表明该种数据拟合方法能有效地测量腔镜的反射率,并能减小实验数据本身带来的误差。
