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R/S和修正R/S方法的实证分析 被引量:4
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作者 杨庆 秦伟良 《统计与决策》 北大核心 2003年第11期18-19,共2页
关键词 实证分析 R/S分析 重新标度极差分析 分形布朗运动 分维时间序列 资本市场
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Remaining Useful Life Prediction of Aeroengine Based on Principal Component Analysis and One-Dimensional Convolutional Neural Network 被引量:4
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作者 LYU Defeng HU Yuwen 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2021年第5期867-875,共9页
In order to directly construct the mapping between multiple state parameters and remaining useful life(RUL),and reduce the interference of random error on prediction accuracy,a RUL prediction model of aeroengine based... In order to directly construct the mapping between multiple state parameters and remaining useful life(RUL),and reduce the interference of random error on prediction accuracy,a RUL prediction model of aeroengine based on principal component analysis(PCA)and one-dimensional convolution neural network(1D-CNN)is proposed in this paper.Firstly,multiple state parameters corresponding to massive cycles of aeroengine are collected and brought into PCA for dimensionality reduction,and principal components are extracted for further time series prediction.Secondly,the 1D-CNN model is constructed to directly study the mapping between principal components and RUL.Multiple convolution and pooling operations are applied for deep feature extraction,and the end-to-end RUL prediction of aeroengine can be realized.Experimental results show that the most effective principal component from the multiple state parameters can be obtained by PCA,and the long time series of multiple state parameters can be directly mapped to RUL by 1D-CNN,so as to improve the efficiency and accuracy of RUL prediction.Compared with other traditional models,the proposed method also has lower prediction error and better robustness. 展开更多
关键词 AEROENGINE remaining useful life(RUL) principal component analysis(PCA) one-dimensional convolution neural network(1D-CNN) time series prediction state parameters
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ESTIMATING MULTI-COUNTRY PROSPERITY INDEX: A TWO-DIMENSIONAL SINGULAR SPECTRUM ANALYSIS APPROACH 被引量:2
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作者 ZHANG Jiawei HASSANI Hossein +1 位作者 XIE Haibin ZHANG Xun (Corresponding author) 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第1期56-74,共19页
With the development of the global economy, interaction among different economic entities from one region is intensifying, which makes it significant to consider such interaction when constructing composite index for ... With the development of the global economy, interaction among different economic entities from one region is intensifying, which makes it significant to consider such interaction when constructing composite index for each country from one region. Recent advances in signal extraction and time series analysis have made such consideration feasible and practical. Singular spectrum analysis (SSA) is a well-developed technique for time series analysis and proven to be a powerful tool for signal extraction. The present study aims to introduce the usage of the SSA technique for multi-country business cycle analysis. The multivariate SSA (MSSA) is employed to construct a model-based composite index and the two dimensional SSA (2D-SSA) is employed to establish the multi-country composite index. Empirical results performed on Chinese economy demonstrate the accuracy and stability of MSSA-based composite index, and the 2D-SSA based composite indices for Asian countries confirm the efficiency of the technique in capturing the interaction among different countries. 展开更多
关键词 2D-SSA business cycle analysis multi-country composite index singular spectrum anal-ysis.
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