Electromagnetic emission(EME) is a kind of physical phenomenon accompanying the process of deformation and fracture of loaded coal and rock and it is of importance in quantitatively analyzing its characteristics.This ...Electromagnetic emission(EME) is a kind of physical phenomenon accompanying the process of deformation and fracture of loaded coal and rock and it is of importance in quantitatively analyzing its characteristics.This will reveal the process of deformation and fracture of coal and predicting dynamic disasters in coal mines.In this study,the G-P(Grassberger and Procaccia) algorithm,calculation steps of the(if only 1 dimension) correlation dimension of time series and the identification standards of chaotic signals are introduced.Furthermore,the correlation dimensions of EME and the acoustic emission(AE) signals of time series during deformation and fracture of coal bodies are calculated and analyzed.The results show that the time series of pulses number of EME and the time series of AE count rate are chaotic and that the saturation embedding dimensions of a K3 coal sample are,respectively,5 and 6.The results can be used to provide basic parameters for predicting of EME and AE time series.展开更多
The aim of the article is to present non-clasical copyrighted algorithm for prediction of time series, presenting macroeconomic indicators and stock market indices. The algorithm is based on artificial neural networks...The aim of the article is to present non-clasical copyrighted algorithm for prediction of time series, presenting macroeconomic indicators and stock market indices. The algorithm is based on artificial neural networks and multi-resolution analysis （the algorithm is based on Daubechies wavelet）. However, the main feature of the algorithm, which gives a good quality of the forecasts, is all included in the series analysis division into, a few partial under-series and prediction dependence on a number of other economic series. The algorithm used for the prediction, is copyrighted algorithm, labeled M.H-D in this article. Application of the algorithm was performed on a series presenting WIG 20. The forecast of WIG 20 was conditional on trading the Dow Jones, DAX, Nikkei, Hang Seng, taking into account the sliding time window. As an example application of copyrighted model, the forecast of WIG 20 for a period of two years, one year, six month was appointed. An empirical example is described. It shows that the proposed model can predict index with the scale of two years, one year, a half year and other intervals. Precision of prediction is satisfactory. An average absolute percentage error of each forecast was： 0.0099%---for two-year forecasts WIG 20; 0.0552%--for the annual forecast WIG 20; and 0.1788%---for the six-month forecasts WIG 20.展开更多
基金Projects 50427401 supported by the National Natural Science Foundation of China2006BAK03B06 by the National Eleventh Five-Year Key Science & Technology Project of China+2 种基金the New Century Excellent Talent Program from the Ministry of Education (No.NCET-07-0799)the Fok Ying-Tong Education Foundation for Young Teachers in Higher Education Institutions of China (No.111053)the Beijing Science and Technology New Star Plan (No.2006A081)
文摘Electromagnetic emission(EME) is a kind of physical phenomenon accompanying the process of deformation and fracture of loaded coal and rock and it is of importance in quantitatively analyzing its characteristics.This will reveal the process of deformation and fracture of coal and predicting dynamic disasters in coal mines.In this study,the G-P(Grassberger and Procaccia) algorithm,calculation steps of the(if only 1 dimension) correlation dimension of time series and the identification standards of chaotic signals are introduced.Furthermore,the correlation dimensions of EME and the acoustic emission(AE) signals of time series during deformation and fracture of coal bodies are calculated and analyzed.The results show that the time series of pulses number of EME and the time series of AE count rate are chaotic and that the saturation embedding dimensions of a K3 coal sample are,respectively,5 and 6.The results can be used to provide basic parameters for predicting of EME and AE time series.
文摘The aim of the article is to present non-clasical copyrighted algorithm for prediction of time series, presenting macroeconomic indicators and stock market indices. The algorithm is based on artificial neural networks and multi-resolution analysis （the algorithm is based on Daubechies wavelet）. However, the main feature of the algorithm, which gives a good quality of the forecasts, is all included in the series analysis division into, a few partial under-series and prediction dependence on a number of other economic series. The algorithm used for the prediction, is copyrighted algorithm, labeled M.H-D in this article. Application of the algorithm was performed on a series presenting WIG 20. The forecast of WIG 20 was conditional on trading the Dow Jones, DAX, Nikkei, Hang Seng, taking into account the sliding time window. As an example application of copyrighted model, the forecast of WIG 20 for a period of two years, one year, six month was appointed. An empirical example is described. It shows that the proposed model can predict index with the scale of two years, one year, a half year and other intervals. Precision of prediction is satisfactory. An average absolute percentage error of each forecast was： 0.0099%---for two-year forecasts WIG 20; 0.0552%--for the annual forecast WIG 20; and 0.1788%---for the six-month forecasts WIG 20.
