Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method ...Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method was proposed to tackle this issue using a nonstandard point observation model. The method was developed from sequential Monte Carlo(SMC)-based probability hypothesis density(PHD) filter, and it was implemented by modifying the original calculation in update weights of the particles and by adopting an adaptive particle sampling strategy. To efficiently execute the SMC-PHD based TBD method, a fast implementation approach was also presented by partitioning the particles into multiple subsets according to their position coordinates in 2D resolution cells of the sensor. Simulation results show the effectiveness of the proposed method for time-varying multi-target tracking using raw observation data.展开更多
Identifying the causal impact of' some intervention challenging when one is faced with correlated binary end-points in observational studies is a challenging task, and it is even more The statistical literature on an...Identifying the causal impact of' some intervention challenging when one is faced with correlated binary end-points in observational studies is a challenging task, and it is even more The statistical literature on analyzing such data is well documented. Dependence between observations from the same study subject in correlated data renders invalid the usual chi-square tests of independence and inflates the variance ofparameter estimates. Disaggregated approaches such as hierarchical linear models which are able to adjust for individual level covariate:s are favoured in the analysis of such data, thereby gaining power over aggregated and individual-level analyses. In this article the authors, therefore, address the issue of analyzing correlated data with dichotomous end-points by using hierarchical logistic regression, a generalization of the standard logistic regression model for independent outcomes.展开更多
Observations of accumulated precipitation are extremely valuable for effectively improving rainfall analysis and forecast. It is, however, difficult to use such observations directly through sequential assimilation me...Observations of accumulated precipitation are extremely valuable for effectively improving rainfall analysis and forecast. It is, however, difficult to use such observations directly through sequential assimilation methods, such as three-dimensional variational data assimilation or an Ensemble Kalman Filter. In this study, the authors illustrate a new approach that makes effective use of precipitation data to improve rainfall forecast. The new method directly obtains an optimal solution in a reduced space by fitting observations with historical time series generated by the model; it also avoids the implementation of tangent linear model and its adjoint. A lot of historical samples are produced as the ensemble of precipitation observations with the fully nonlinear forecast model. The results show that the new approach is capable of extracting information from precipitation observations to improve the analysis and forecast. This method provides comparable performance with the standard fourdimensional variational data assimilation at a much lower computational cost.展开更多
Presented is a new testing system based on using the factor models and self-organizing feature maps as well as the method of filtering undesirable environment influence. Testing process is described by the factor mode...Presented is a new testing system based on using the factor models and self-organizing feature maps as well as the method of filtering undesirable environment influence. Testing process is described by the factor model with simplex structure, which represents the influences of genetics and environmental factors on the observed parameters - the answers to the questions of the test subjects in one case and for the time, which is spent on responding to each test question to another. The Monte Carlo method is applied to get sufficient samples for training self-organizing feature maps, which are used to estimate model goodness-of-fit measures and, consequently, ability level. A prototype of the system is implemented using the Raven's Progressive Matrices (Advanced Progressive Matrices) - an intelligence test of abstract reasoning. Elimination of environment influence results is performed by comparing the observed and predicted answers to the test tasks using the Kalman filter, which is adapted to solve the problem. The testing procedure is optimized by reducing the number of tasks using the distribution of measures to belong to different ability levels after performing each test task provided the required level of conclusion reliability is obtained.展开更多
Research on coke price forecasting is of theoretical and practical signiifcance. Here, the Kalman ifltering algorithm was used to analyze the price of coke. As the only state variable, the historical coke price is sor...Research on coke price forecasting is of theoretical and practical signiifcance. Here, the Kalman ifltering algorithm was used to analyze the price of coke. As the only state variable, the historical coke price is sorted out to build the state space model. The algorithm makes use of innovation composed of the difference between observed and predicted values, and alows us to obtain the optimal estimated value of the coke price via continuous updating and iteration of innovation. Our results show that this algorithm is effective in the ifeld of coke price tracking and forecasting.展开更多
Ethiopian coffee price is highly fluctuated and has significant effect on the economy of the country. Conducting a research on forecasting coffee price has theoretical and practical importance.This study aims at forec...Ethiopian coffee price is highly fluctuated and has significant effect on the economy of the country. Conducting a research on forecasting coffee price has theoretical and practical importance.This study aims at forecasting the coffee price in Ethiopia. We used daily closed price data of Ethiopian coffee recorded in the period 25 June 2008 to 5 January 2017 obtained from Ethiopia commodity exchange(ECX) market to analyse coffee prices fluctuation. Here, the nature of coffee price is non-stationary and we apply the Kalman filtering algorithm on a single linear state space model to estimate and forecast an optimal value of coffee price. The performance of the algorithm for estimating and forecasting the coffee price is evaluated by using root mean square error(RMSE). Based on the linear state space model and the Kalman filtering algorithm, the root mean square error(RMSE) is 0.000016375, which is small enough, and it indicates that the algorithm performs well.展开更多
The hourly values of the ionospheric F2 layer critical frequency, foF2, recorded at Wakkanai ionosonde station (45.4°N, 141.7°E) have been collected to construct a middle-latitude single-station model for ...The hourly values of the ionospheric F2 layer critical frequency, foF2, recorded at Wakkanai ionosonde station (45.4°N, 141.7°E) have been collected to construct a middle-latitude single-station model for forecasting foF2 under geomagnetic quiet and disturbed conditions. The module for the geomagnetic quiet conditions incorporates local time, seasonal, and solar vari- ability of climatological foF2 and its upper and lower quartiles. It is the first attempt to predict the upper and lower quartiles of foF2 to account for the notable day-to-day variability in ionospheric foF2. The validation statistically verifies that the model captures the climatological variations of foF2 with higher accuracy than IRI does. The storm-time module is built to capture the geomagnetic storm induced relative deviations of foF2 from the quiet time references. In the geomagnetically disturbed module, the storm-induced deviations are described by diumal and semidiumal waves, which are modulated by a modified magnetic activity index, the Kf index, reflecting the delayed responses of foF2 to geomagnetic activity forcing. The coeffi- cients of the model in each month are determined by fitting the model formula to the observation in a least-squares way. We provide two options for the geomagnetic disturbed module, including or not including Kalman filter algorithm. The Kalman filter algorithm is introduced to optimize these coefficients in real time. Our results demonstrate that the introduction of the Kalman filter algorithm in the storm time module is promising for improving the accuracy of predication. In addition, comparisons indicate that the IRI model prediction of the F2 layer can be improved to provide better performances over this region.展开更多
A new filtering method is proposed to accurately estimate target state via decreasing the nonlinearity between radar polar measurements(or spherical measurements in three-dimensional(3D) radar) and target position in ...A new filtering method is proposed to accurately estimate target state via decreasing the nonlinearity between radar polar measurements(or spherical measurements in three-dimensional(3D) radar) and target position in Cartesian coordinate. The degree of linearity is quantified here by utilizing correlation coefficient and Taylor series expansion. With the proposed method, the original measurements are converted from polar or spherical coordinate to a carefully chosen Cartesian coordinate system that is obtained by coordinate rotation transformation to maximize the linearity degree of the conversion function from polar/spherical to Cartesian coordinate. Then the target state is filtered along each axis of the chosen Cartesian coordinate. This method is compared with extended Kalman filter(EKF), Converted Measurement Kalman filter(CMKF), unscented Kalman filter(UKF) as well as Decoupled Converted Measurement Kalman filter(DECMKF). This new method provides highly accurate position and velocity with consistent estimation.展开更多
The mesoscopic modeling developed rapidly in the past three decades is a promising tool for predicting and understanding the microstructure evolution at grain scale.In this paper,the recent development of mesoscopic m...The mesoscopic modeling developed rapidly in the past three decades is a promising tool for predicting and understanding the microstructure evolution at grain scale.In this paper,the recent development of mesoscopic modeling and its application to microstructure evolution in steels is reviewed.Firstly,some representative computational models are briefly introduced,e.g.,the phase field model,the cellular automaton model and the Monte Carlo model.Then,the emphasis is put on the application of mesoscopic modeling of the complex features of microstructure evolution,including solidification,solid-state phase transformation,recrystallization and grain growth.Finally,some issues in the present mesoscopic modeling and its perspective are discussed.展开更多
基金Projects(61002022,61471370)supported by the National Natural Science Foundation of China
文摘Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method was proposed to tackle this issue using a nonstandard point observation model. The method was developed from sequential Monte Carlo(SMC)-based probability hypothesis density(PHD) filter, and it was implemented by modifying the original calculation in update weights of the particles and by adopting an adaptive particle sampling strategy. To efficiently execute the SMC-PHD based TBD method, a fast implementation approach was also presented by partitioning the particles into multiple subsets according to their position coordinates in 2D resolution cells of the sensor. Simulation results show the effectiveness of the proposed method for time-varying multi-target tracking using raw observation data.
文摘Identifying the causal impact of' some intervention challenging when one is faced with correlated binary end-points in observational studies is a challenging task, and it is even more The statistical literature on analyzing such data is well documented. Dependence between observations from the same study subject in correlated data renders invalid the usual chi-square tests of independence and inflates the variance ofparameter estimates. Disaggregated approaches such as hierarchical linear models which are able to adjust for individual level covariate:s are favoured in the analysis of such data, thereby gaining power over aggregated and individual-level analyses. In this article the authors, therefore, address the issue of analyzing correlated data with dichotomous end-points by using hierarchical logistic regression, a generalization of the standard logistic regression model for independent outcomes.
基金the Ministry of Finance of China and China Meteorological Administration for the Special Project of Meteorological Sector (Grant No. GYHY(QX)2007-615)the National Basic Research Program of China (Grant No. 2005CB321703)
文摘Observations of accumulated precipitation are extremely valuable for effectively improving rainfall analysis and forecast. It is, however, difficult to use such observations directly through sequential assimilation methods, such as three-dimensional variational data assimilation or an Ensemble Kalman Filter. In this study, the authors illustrate a new approach that makes effective use of precipitation data to improve rainfall forecast. The new method directly obtains an optimal solution in a reduced space by fitting observations with historical time series generated by the model; it also avoids the implementation of tangent linear model and its adjoint. A lot of historical samples are produced as the ensemble of precipitation observations with the fully nonlinear forecast model. The results show that the new approach is capable of extracting information from precipitation observations to improve the analysis and forecast. This method provides comparable performance with the standard fourdimensional variational data assimilation at a much lower computational cost.
文摘Presented is a new testing system based on using the factor models and self-organizing feature maps as well as the method of filtering undesirable environment influence. Testing process is described by the factor model with simplex structure, which represents the influences of genetics and environmental factors on the observed parameters - the answers to the questions of the test subjects in one case and for the time, which is spent on responding to each test question to another. The Monte Carlo method is applied to get sufficient samples for training self-organizing feature maps, which are used to estimate model goodness-of-fit measures and, consequently, ability level. A prototype of the system is implemented using the Raven's Progressive Matrices (Advanced Progressive Matrices) - an intelligence test of abstract reasoning. Elimination of environment influence results is performed by comparing the observed and predicted answers to the test tasks using the Kalman filter, which is adapted to solve the problem. The testing procedure is optimized by reducing the number of tasks using the distribution of measures to belong to different ability levels after performing each test task provided the required level of conclusion reliability is obtained.
基金National Natural Science Foundation in China(No.71173141),National Natural Science Foundation in China(No.71373170)development projects in Higher Education Institution of Shanxi Province of China(No.20111312)+1 种基金special funds projects in Higher Education Institution of Shanxi Province of China(No.201246)soft science research project in Shanxi Province of China(No.2013041015-04)
文摘Research on coke price forecasting is of theoretical and practical signiifcance. Here, the Kalman ifltering algorithm was used to analyze the price of coke. As the only state variable, the historical coke price is sorted out to build the state space model. The algorithm makes use of innovation composed of the difference between observed and predicted values, and alows us to obtain the optimal estimated value of the coke price via continuous updating and iteration of innovation. Our results show that this algorithm is effective in the ifeld of coke price tracking and forecasting.
文摘Ethiopian coffee price is highly fluctuated and has significant effect on the economy of the country. Conducting a research on forecasting coffee price has theoretical and practical importance.This study aims at forecasting the coffee price in Ethiopia. We used daily closed price data of Ethiopian coffee recorded in the period 25 June 2008 to 5 January 2017 obtained from Ethiopia commodity exchange(ECX) market to analyse coffee prices fluctuation. Here, the nature of coffee price is non-stationary and we apply the Kalman filtering algorithm on a single linear state space model to estimate and forecast an optimal value of coffee price. The performance of the algorithm for estimating and forecasting the coffee price is evaluated by using root mean square error(RMSE). Based on the linear state space model and the Kalman filtering algorithm, the root mean square error(RMSE) is 0.000016375, which is small enough, and it indicates that the algorithm performs well.
基金supported by the CMA (Grant No. GYHY201106011)the National Basic Research Program of China ("973" Project) (Grant No. 2012CB- 825604)+1 种基金the National Natural Science Foundation of China (Grant Nos. 41074112, 41174137, 41174138)the Specialized Research Fund for State Key Laboratories
文摘The hourly values of the ionospheric F2 layer critical frequency, foF2, recorded at Wakkanai ionosonde station (45.4°N, 141.7°E) have been collected to construct a middle-latitude single-station model for forecasting foF2 under geomagnetic quiet and disturbed conditions. The module for the geomagnetic quiet conditions incorporates local time, seasonal, and solar vari- ability of climatological foF2 and its upper and lower quartiles. It is the first attempt to predict the upper and lower quartiles of foF2 to account for the notable day-to-day variability in ionospheric foF2. The validation statistically verifies that the model captures the climatological variations of foF2 with higher accuracy than IRI does. The storm-time module is built to capture the geomagnetic storm induced relative deviations of foF2 from the quiet time references. In the geomagnetically disturbed module, the storm-induced deviations are described by diumal and semidiumal waves, which are modulated by a modified magnetic activity index, the Kf index, reflecting the delayed responses of foF2 to geomagnetic activity forcing. The coeffi- cients of the model in each month are determined by fitting the model formula to the observation in a least-squares way. We provide two options for the geomagnetic disturbed module, including or not including Kalman filter algorithm. The Kalman filter algorithm is introduced to optimize these coefficients in real time. Our results demonstrate that the introduction of the Kalman filter algorithm in the storm time module is promising for improving the accuracy of predication. In addition, comparisons indicate that the IRI model prediction of the F2 layer can be improved to provide better performances over this region.
基金supported by the National Natural Science Foundation of China(Grant Nos.61301189 and 61101229)111 Project of China(Grant No.B14010)
文摘A new filtering method is proposed to accurately estimate target state via decreasing the nonlinearity between radar polar measurements(or spherical measurements in three-dimensional(3D) radar) and target position in Cartesian coordinate. The degree of linearity is quantified here by utilizing correlation coefficient and Taylor series expansion. With the proposed method, the original measurements are converted from polar or spherical coordinate to a carefully chosen Cartesian coordinate system that is obtained by coordinate rotation transformation to maximize the linearity degree of the conversion function from polar/spherical to Cartesian coordinate. Then the target state is filtered along each axis of the chosen Cartesian coordinate. This method is compared with extended Kalman filter(EKF), Converted Measurement Kalman filter(CMKF), unscented Kalman filter(UKF) as well as Decoupled Converted Measurement Kalman filter(DECMKF). This new method provides highly accurate position and velocity with consistent estimation.
基金supported by the National Natural Science Foundation of China (Grant Nos. 50871109 and 51001096)
文摘The mesoscopic modeling developed rapidly in the past three decades is a promising tool for predicting and understanding the microstructure evolution at grain scale.In this paper,the recent development of mesoscopic modeling and its application to microstructure evolution in steels is reviewed.Firstly,some representative computational models are briefly introduced,e.g.,the phase field model,the cellular automaton model and the Monte Carlo model.Then,the emphasis is put on the application of mesoscopic modeling of the complex features of microstructure evolution,including solidification,solid-state phase transformation,recrystallization and grain growth.Finally,some issues in the present mesoscopic modeling and its perspective are discussed.