A Kullback-Leibler（KL）distance based algorithm is presented to find the matches between concepts from different ontologies. First, each concept is represented as a specific probability distribution which is estimate...A Kullback-Leibler（KL）distance based algorithm is presented to find the matches between concepts from different ontologies. First, each concept is represented as a specific probability distribution which is estimated from its own instances. Then, the similarity of two concepts from different ontologies is measured by the KL distance between the corresponding distributions. Finally, the concept-mapping relationship between different ontologies is obtained. Compared with other traditional instance-based algorithms, the computing complexity of the proposed algorithm is largely reduced. Moreover, because it proposes different estimation and smoothing methods of the concept distribution for different data types, it is suitable for various concepts mapping with different data types. The experimental results on real-world ontology mapping illustrate the effectiveness of the proposed algorithm.展开更多
To relax the target aspect sensitivity and use more statistical information of the High Range Resolution Profiles (HRRPs), in this paper, the average range profile and the variance range profile are extracted together...To relax the target aspect sensitivity and use more statistical information of the High Range Resolution Profiles (HRRPs), in this paper, the average range profile and the variance range profile are extracted together as the feature vectors for both training data and test data representa-tion. And a decision rule is established for Automatic Target Recognition (ATR) based on the mini-mum Kullback-Leibler Distance (KLD) criterion. The recognition performance of the proposed method is comparable with that of Adaptive Gaussian Classifier (AGC) with multiple test HRRPs, but the proposed method is much more computational efficient. Experimental results based on the measured data show that the minimum KLD classifier is effective.展开更多
This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified...This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified and that certain regularity conditions hold true (ref. Akaike [2]). We derive the asymptotic property of this Goutis-Robert-Akaike KLD under certain regularity conditions. We also examine the impact of this asymptotic property when the regularity conditions are partially satisfied. Furthermore, the connection between the Goutis-Robert-Akaike KLD and a weighted posterior predictive p-value (WPPP) is established. Finally, both the Goutis-Robert-Akaike KLD and WPPP are applied to compare models using various simulated examples as well as two cohort studies of diabetes.展开更多
股市的情绪化倾向是股票市场具有高度不确定性的主要原因,直接利用历史数据的股票趋势预测方法难以适应市场情绪的多变性,在实际应用中效果不理想。文章针对市场情绪的不稳定性导致股市拐点难以预测的问题,提出一种基于情绪向量的隐半...股市的情绪化倾向是股票市场具有高度不确定性的主要原因,直接利用历史数据的股票趋势预测方法难以适应市场情绪的多变性,在实际应用中效果不理想。文章针对市场情绪的不稳定性导致股市拐点难以预测的问题,提出一种基于情绪向量的隐半马尔可夫模型股市拐点预测方法(hidden semi-Markov model stock turning point prediction method based on sentiment vector,SV-HSMM)。针对市场情绪不可观察性,选取与市场情绪相关的主要特征,使用马尔可夫毯融合成市场情绪;利用隐半马尔可夫模型建模市场环境,构建市场情绪、市场状态和状态持续时间之间的结构关系;引入情绪向量平滑情绪的多变性,并利用Kullback-Leibler(KL)距离量化情绪热度;利用隐半马尔可夫模型的动态推理实现股市拐点预测。结果表明情绪向量方法具有更好的预测效果。展开更多
文摘A Kullback-Leibler（KL）distance based algorithm is presented to find the matches between concepts from different ontologies. First, each concept is represented as a specific probability distribution which is estimated from its own instances. Then, the similarity of two concepts from different ontologies is measured by the KL distance between the corresponding distributions. Finally, the concept-mapping relationship between different ontologies is obtained. Compared with other traditional instance-based algorithms, the computing complexity of the proposed algorithm is largely reduced. Moreover, because it proposes different estimation and smoothing methods of the concept distribution for different data types, it is suitable for various concepts mapping with different data types. The experimental results on real-world ontology mapping illustrate the effectiveness of the proposed algorithm.
基金Partially supported by the National Natural Science Foundation of China (No.60302009).
文摘To relax the target aspect sensitivity and use more statistical information of the High Range Resolution Profiles (HRRPs), in this paper, the average range profile and the variance range profile are extracted together as the feature vectors for both training data and test data representa-tion. And a decision rule is established for Automatic Target Recognition (ATR) based on the mini-mum Kullback-Leibler Distance (KLD) criterion. The recognition performance of the proposed method is comparable with that of Adaptive Gaussian Classifier (AGC) with multiple test HRRPs, but the proposed method is much more computational efficient. Experimental results based on the measured data show that the minimum KLD classifier is effective.
文摘This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified and that certain regularity conditions hold true (ref. Akaike [2]). We derive the asymptotic property of this Goutis-Robert-Akaike KLD under certain regularity conditions. We also examine the impact of this asymptotic property when the regularity conditions are partially satisfied. Furthermore, the connection between the Goutis-Robert-Akaike KLD and a weighted posterior predictive p-value (WPPP) is established. Finally, both the Goutis-Robert-Akaike KLD and WPPP are applied to compare models using various simulated examples as well as two cohort studies of diabetes.
文摘股市的情绪化倾向是股票市场具有高度不确定性的主要原因,直接利用历史数据的股票趋势预测方法难以适应市场情绪的多变性,在实际应用中效果不理想。文章针对市场情绪的不稳定性导致股市拐点难以预测的问题,提出一种基于情绪向量的隐半马尔可夫模型股市拐点预测方法(hidden semi-Markov model stock turning point prediction method based on sentiment vector,SV-HSMM)。针对市场情绪不可观察性,选取与市场情绪相关的主要特征,使用马尔可夫毯融合成市场情绪;利用隐半马尔可夫模型建模市场环境,构建市场情绪、市场状态和状态持续时间之间的结构关系;引入情绪向量平滑情绪的多变性,并利用Kullback-Leibler(KL)距离量化情绪热度;利用隐半马尔可夫模型的动态推理实现股市拐点预测。结果表明情绪向量方法具有更好的预测效果。
