Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order prop...Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order properties of the process.The mutual information between the past and future I_(p−f) of a stationary process represents the information stored in the history of the process which can be used to predict the future.We suggest that a stationary process can be referred to as long memory if its I_(p−f) is infinite.For a stationary process with finite block entropy,I_(p−f) is equal to the excess entropy,which is the summation of redundancies that relate the convergence rate of the conditional(differential)entropy to the entropy rate.Since the definitions of the I_(p−f) and the excess entropy of a stationary process require a very weak moment condition on the distribution of the process,it can be applied to processes whose distributions are without a bounded second moment.A significant property of I_(p−f) is that it is invariant under one-to-one transformation;this enables us to know the I_(p−f) of a stationary process from other processes.For a stationary Gaussian process,the long memory in the sense of mutual information is more strict than that in the sense of covariance.We demonstrate that the I_(p−f) of fractional Gaussian noise is infinite if and only if the Hurst parameter is H∈(1/2,1).展开更多
In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral...In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral process with jumps, where the integral is driven by a fractional Brownian motion with long memory. The small-sample performances of the statistics are evidenced by means of simulation studies. The real data analysis shows that the fractional integral process with jumps can capture the long memory of some financial data.展开更多
In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statis...In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statistical tests, such as the powerful BDS test, the fractional integration test and other known statistics, are applied. The results show that though the returns themselves contain little serial correlation, the market volatility series have significant long-term dependence structures which may have important implications for volatility forecasts and derivative pricing. On the other hand, evidence of strong ARCH effect is also presented, and, moreover, the BDS statistics on the standardized residuals of the fitted GARCH model indicate that the ARCH-type process may generally explain the nonlinearities in the data. It seems that the crude oil futures market can be appropriately modeled by ARCH and fractal processes. These findings indicate that it would be beneficial to assess the behavior of the crude oil and price the oil derivative contracts by encompassing long memory and nonlinear structure.展开更多
With the advancement of artificial intelligence,traffic forecasting is gaining more and more interest in optimizing route planning and enhancing service quality.Traffic volume is an influential parameter for planning ...With the advancement of artificial intelligence,traffic forecasting is gaining more and more interest in optimizing route planning and enhancing service quality.Traffic volume is an influential parameter for planning and operating traffic structures.This study proposed an improved ensemble-based deep learning method to solve traffic volume prediction problems.A set of optimal hyperparameters is also applied for the suggested approach to improve the performance of the learning process.The fusion of these methodologies aims to harness ensemble empirical mode decomposition’s capacity to discern complex traffic patterns and long short-term memory’s proficiency in learning temporal relationships.Firstly,a dataset for automatic vehicle identification is obtained and utilized in the preprocessing stage of the ensemble empirical mode decomposition model.The second aspect involves predicting traffic volume using the long short-term memory algorithm.Next,the study employs a trial-and-error approach to select a set of optimal hyperparameters,including the lookback window,the number of neurons in the hidden layers,and the gradient descent optimization.Finally,the fusion of the obtained results leads to a final traffic volume prediction.The experimental results show that the proposed method outperforms other benchmarks regarding various evaluation measures,including mean absolute error,root mean squared error,mean absolute percentage error,and R-squared.The achieved R-squared value reaches an impressive 98%,while the other evaluation indices surpass the competing.These findings highlight the accuracy of traffic pattern prediction.Consequently,this offers promising prospects for enhancing transportation management systems and urban infrastructure planning.展开更多
Breast cancer is a significant threat to the global population,affecting not only women but also a threat to the entire population.With recent advancements in digital pathology,Eosin and hematoxylin images provide enh...Breast cancer is a significant threat to the global population,affecting not only women but also a threat to the entire population.With recent advancements in digital pathology,Eosin and hematoxylin images provide enhanced clarity in examiningmicroscopic features of breast tissues based on their staining properties.Early cancer detection facilitates the quickening of the therapeutic process,thereby increasing survival rates.The analysis made by medical professionals,especially pathologists,is time-consuming and challenging,and there arises a need for automated breast cancer detection systems.The upcoming artificial intelligence platforms,especially deep learning models,play an important role in image diagnosis and prediction.Initially,the histopathology biopsy images are taken from standard data sources.Further,the gathered images are given as input to the Multi-Scale Dilated Vision Transformer,where the essential features are acquired.Subsequently,the features are subjected to the Bidirectional Long Short-Term Memory(Bi-LSTM)for classifying the breast cancer disorder.The efficacy of the model is evaluated using divergent metrics.When compared with other methods,the proposed work reveals that it offers impressive results for detection.展开更多
The numerical simulation and slope stability prediction are the focus of slope disaster research.Recently,machine learning models are commonly used in the slope stability prediction.However,these machine learning mode...The numerical simulation and slope stability prediction are the focus of slope disaster research.Recently,machine learning models are commonly used in the slope stability prediction.However,these machine learning models have some problems,such as poor nonlinear performance,local optimum and incomplete factors feature extraction.These issues can affect the accuracy of slope stability prediction.Therefore,a deep learning algorithm called Long short-term memory(LSTM)has been innovatively proposed to predict slope stability.Taking the Ganzhou City in China as the study area,the landslide inventory and their characteristics of geotechnical parameters,slope height and slope angle are analyzed.Based on these characteristics,typical soil slopes are constructed using the Geo-Studio software.Five control factors affecting slope stability,including slope height,slope angle,internal friction angle,cohesion and volumetric weight,are selected to form different slope and construct model input variables.Then,the limit equilibrium method is used to calculate the stability coefficients of these typical soil slopes under different control factors.Each slope stability coefficient and its corresponding control factors is a slope sample.As a result,a total of 2160 training samples and 450 testing samples are constructed.These sample sets are imported into LSTM for modelling and compared with the support vector machine(SVM),random forest(RF)and convo-lutional neural network(CNN).The results show that the LSTM overcomes the problem that the commonly used machine learning models have difficulty extracting global features.Furthermore,LSTM has a better prediction performance for slope stability compared to SVM,RF and CNN models.展开更多
A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively ...A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively used and still have considerable potential. In recent years, methods based on deep neural networks have made significant breakthroughs, and fault diagnosis methods for industrial processes based on deep learning have attracted considerable research attention. Therefore, we propose a fusion deeplearning algorithm based on a fully convolutional neural network(FCN) to extract features and build models to correctly diagnose all types of faults. We use long short-term memory(LSTM) units to expand our proposed FCN so that our proposed deep learning model can better extract the time-domain features of chemical process data. We also introduce the attention mechanism into the model, aimed at highlighting the importance of features, which is significant for the fault diagnosis of chemical processes with many features. When applied to the benchmark Tennessee Eastman process, our proposed model exhibits impressive performance, demonstrating the effectiveness of the attention-based LSTM FCN in chemical process fault diagnosis.展开更多
There are two technical challenges in predicting slope deformation.The first one is the random displacement,which could not be decomposed and predicted by numerically resolving the observed accumulated displacement an...There are two technical challenges in predicting slope deformation.The first one is the random displacement,which could not be decomposed and predicted by numerically resolving the observed accumulated displacement and time series of a landslide.The second one is the dynamic evolution of a landslide,which could not be feasibly simulated simply by traditional prediction models.In this paper,a dynamic model of displacement prediction is introduced for composite landslides based on a combination of empirical mode decomposition with soft screening stop criteria(SSSC-EMD)and deep bidirectional long short-term memory(DBi-LSTM)neural network.In the proposed model,the time series analysis and SSSC-EMD are used to decompose the observed accumulated displacements of a slope into three components,viz.trend displacement,periodic displacement,and random displacement.Then,by analyzing the evolution pattern of a landslide and its key factors triggering landslides,appropriate influencing factors are selected for each displacement component,and DBi-LSTM neural network to carry out multi-datadriven dynamic prediction for each displacement component.An accumulated displacement prediction has been obtained by a summation of each component.For accuracy verification and engineering practicability of the model,field observations from two known landslides in China,the Xintan landslide and the Bazimen landslide were collected for comparison and evaluation.The case study verified that the model proposed in this paper can better characterize the"stepwise"deformation characteristics of a slope.As compared with long short-term memory(LSTM)neural network,support vector machine(SVM),and autoregressive integrated moving average(ARIMA)model,DBi-LSTM neural network has higher accuracy in predicting the periodic displacement of slope deformation,with the mean absolute percentage error reduced by 3.063%,14.913%,and 13.960%respectively,and the root mean square error reduced by 1.951 mm,8.954 mm and 7.790 mm respectively.Conclusively,this model not only has high prediction accuracy but also is more stable,which can provide new insight for practical landslide prevention and control engineering.展开更多
In today’s world, there are many people suffering from mentalhealth problems such as depression and anxiety. If these conditions are notidentified and treated early, they can get worse quickly and have far-reachingne...In today’s world, there are many people suffering from mentalhealth problems such as depression and anxiety. If these conditions are notidentified and treated early, they can get worse quickly and have far-reachingnegative effects. Unfortunately, many people suffering from these conditions,especially depression and hypertension, are unaware of their existence until theconditions become chronic. Thus, this paper proposes a novel approach usingBi-directional Long Short-Term Memory (Bi-LSTM) algorithm and GlobalVector (GloVe) algorithm for the prediction and treatment of these conditions.Smartwatches and fitness bands can be equipped with these algorithms whichcan share data with a variety of IoT devices and smart systems to betterunderstand and analyze the user’s condition. We compared the accuracy andloss of the training dataset and the validation dataset of the two modelsnamely, Bi-LSTM without a global vector layer and with a global vector layer.It was observed that the model of Bi-LSTM without a global vector layer hadan accuracy of 83%,while Bi-LSTMwith a global vector layer had an accuracyof 86% with a precision of 86.4%, and an F1 score of 0.861. In addition toproviding basic therapies for the treatment of identified cases, our model alsohelps prevent the deterioration of associated conditions, making our methoda real-world solution.展开更多
The problems in equipment fault detection include data dimension explosion,computational complexity,low detection accuracy,etc.To solve these problems,a device anomaly detection algorithm based on enhanced long short-...The problems in equipment fault detection include data dimension explosion,computational complexity,low detection accuracy,etc.To solve these problems,a device anomaly detection algorithm based on enhanced long short-term memory(LSTM)is proposed.The algorithm first reduces the dimensionality of the device sensor data by principal component analysis(PCA),extracts the strongly correlated variable data among the multidimensional sensor data with the lowest possible information loss,and then uses the enhanced stacked LSTM to predict the extracted temporal data,thus improving the accuracy of anomaly detection.To improve the efficiency of the anomaly detection,a genetic algorithm(GA)is used to adjust the magnitude of the enhancements made by the LSTM model.The validation of the actual data from the pumps shows that the algorithm has significantly improved the recall rate and the detection speed of device anomaly detection,with the recall rate of 97.07%,which indicates that the algorithm is effective and efficient for device anomaly detection in the actual production environment.展开更多
In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the tes...In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the test statistic is derived, which allows us to find asymptotic critical values. When there is a change, the behavior of the test statistic is discussed. Conditions for the consistency of these tests are also discussed. Based on the asymptotic results, simulation studies of testing for changes in the mean show that the CUSUM test proposed performs well.展开更多
In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a...In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a matrix operator, we are able to approximate an ARFIMA models likelihood function with the series's wavelet coefficients and their variances. Maximization of this approximate likelihood function over the long memory parameter space resu1ts in the approximate wavelet maximum likelihood estimates of the ARFIMA model.展开更多
Based on data from the Jilin Water Diversion Tunnels from the Songhua River(China),an improved and real-time prediction method optimized by multi-algorithm for tunnel boring machine(TBM)cutter-head torque is presented...Based on data from the Jilin Water Diversion Tunnels from the Songhua River(China),an improved and real-time prediction method optimized by multi-algorithm for tunnel boring machine(TBM)cutter-head torque is presented.Firstly,a function excluding invalid and abnormal data is established to distinguish TBM operating state,and a feature selection method based on the SelectKBest algorithm is proposed.Accordingly,ten features that are most closely related to the cutter-head torque are selected as input variables,which,in descending order of influence,include the sum of motor torque,cutter-head power,sum of motor power,sum of motor current,advance rate,cutter-head pressure,total thrust force,penetration rate,cutter-head rotational velocity,and field penetration index.Secondly,a real-time cutterhead torque prediction model’s structure is developed,based on the bidirectional long short-term memory(BLSTM)network integrating the dropout algorithm to prevent overfitting.Then,an algorithm to optimize hyperparameters of model based on Bayesian and cross-validation is proposed.Early stopping and checkpoint algorithms are integrated to optimize the training process.Finally,a BLSTMbased real-time cutter-head torque prediction model is developed,which fully utilizes the previous time-series tunneling information.The mean absolute percentage error(MAPE)of the model in the verification section is 7.3%,implying that the presented model is suitable for real-time cutter-head torque prediction.Furthermore,an incremental learning method based on the above base model is introduced to improve the adaptability of the model during the TBM tunneling.Comparison of the prediction performance between the base and incremental learning models in the same tunneling section shows that:(1)the MAPE of the predicted results of the BLSTM-based real-time cutter-head torque prediction model remains below 10%,and both the coefficient of determination(R^(2))and correlation coefficient(r)between measured and predicted values exceed 0.95;and(2)the incremental learning method is suitable for realtime cutter-head torque prediction and can effectively improve the prediction accuracy and generalization capacity of the model during the excavation process.展开更多
To explore new operational forecasting methods of waves,a forecasting model for wave heights at three stations in the Bohai Sea has been developed.This model is based on long short-term memory(LSTM)neural network with...To explore new operational forecasting methods of waves,a forecasting model for wave heights at three stations in the Bohai Sea has been developed.This model is based on long short-term memory(LSTM)neural network with sea surface wind and wave heights as training samples.The prediction performance of the model is evaluated,and the error analysis shows that when using the same set of numerically predicted sea surface wind as input,the prediction error produced by the proposed LSTM model at Sta.N01 is 20%,18%and 23%lower than the conventional numerical wave models in terms of the total root mean square error(RMSE),scatter index(SI)and mean absolute error(MAE),respectively.Particularly,for significant wave height in the range of 3–5 m,the prediction accuracy of the LSTM model is improved the most remarkably,with RMSE,SI and MAE all decreasing by 24%.It is also evident that the numbers of hidden neurons,the numbers of buoys used and the time length of training samples all have impact on the prediction accuracy.However,the prediction does not necessary improve with the increase of number of hidden neurons or number of buoys used.The experiment trained by data with the longest time length is found to perform the best overall compared to other experiments with a shorter time length for training.Overall,long short-term memory neural network was proved to be a very promising method for future development and applications in wave forecasting.展开更多
This paper introduces the time-frequency analyzed long short-term memory(TF-LSTM) neural network method for jamming signal recognition over the Global Navigation Satellite System(GNSS) receiver. The method introduces ...This paper introduces the time-frequency analyzed long short-term memory(TF-LSTM) neural network method for jamming signal recognition over the Global Navigation Satellite System(GNSS) receiver. The method introduces the long shortterm memory(LSTM) neural network into the recognition algorithm and combines the time-frequency(TF) analysis for signal preprocessing. Five kinds of navigation jamming signals including white Gaussian noise(WGN), pulse jamming, sweep jamming, audio jamming, and spread spectrum jamming are used as input for training and recognition. Since the signal parameters and quantity are unknown in the actual scenario, this work builds a data set containing multiple kinds and parameters jamming to train the TF-LSTM. The performance of this method is evaluated by simulations and experiments. The method has higher recognition accuracy and better robustness than the existing methods, such as LSTM and the convolutional neural network(CNN).展开更多
With the application of artificial intelligence technology in the power industry,the knowledge graph is expected to play a key role in power grid dispatch processes,intelligent maintenance,and customer service respons...With the application of artificial intelligence technology in the power industry,the knowledge graph is expected to play a key role in power grid dispatch processes,intelligent maintenance,and customer service response provision.Knowledge graphs are usually constructed based on entity recognition.Specifically,based on the mining of entity attributes and relationships,domain knowledge graphs can be constructed through knowledge fusion.In this work,the entities and characteristics of power entity recognition are analyzed,the mechanism of entity recognition is clarified,and entity recognition techniques are analyzed in the context of the power domain.Power entity recognition based on the conditional random fields (CRF) and bidirectional long short-term memory (BLSTM) models is investigated,and the two methods are comparatively analyzed.The results indicated that the CRF model,with an accuracy of 83%,can better identify the power entities compared to the BLSTM.The CRF approach can thus be applied to the entity extraction for knowledge graph construction in the power field.展开更多
Azimuth gamma logging while drilling(LWD)is one of the important technologies of geosteering but the information of real-time data transmission is limited and the interpretation is difficult.This study proposes a meth...Azimuth gamma logging while drilling(LWD)is one of the important technologies of geosteering but the information of real-time data transmission is limited and the interpretation is difficult.This study proposes a method of applying artificial intelligence in the LWD data interpretation to enhance the accuracy and efficiency of real-time data processing.By examining formation response characteristics of azimuth gamma ray(GR)curve,the preliminary formation change position is detected based on wavelet transform modulus maxima(WTMM)method,then the dynamic threshold is determined,and a set of contour points describing the formation boundary is obtained.The classification recognition model based on the long short-term memory(LSTM)is designed to judge the true or false of stratum information described by the contour point set to enhance the accuracy of formation identification.Finally,relative dip angle is calculated by nonlinear least square method.Interpretation of azimuth gamma data and application of real-time data processing while drilling show that the method proposed can effectively and accurately determine the formation changes,improve the accuracy of formation dip interpretation,and meet the needs of real-time LWD geosteering.展开更多
An accurate landslide displacement prediction is an important part of landslide warning system. Aiming at the dynamic characteristics of landslide evolution and the shortcomings of traditional static prediction models...An accurate landslide displacement prediction is an important part of landslide warning system. Aiming at the dynamic characteristics of landslide evolution and the shortcomings of traditional static prediction models, this paper proposes a dynamic prediction model of landslide displacement based on singular spectrum analysis(SSA) and stack long short-term memory(SLSTM) network. The SSA is used to decompose the landslide accumulated displacement time series data into trend term and periodic term displacement subsequences. A cubic polynomial function is used to predict the trend term displacement subsequence, and the SLSTM neural network is used to predict the periodic term displacement subsequence. At the same time, the Bayesian optimization algorithm is used to determine that the SLSTM network input sequence length is 12 and the number of hidden layer nodes is 18. The SLSTM network is updated by adding predicted values to the training set to achieve dynamic displacement prediction. Finally, the accumulated landslide displacement is obtained by superimposing the predicted value of each displacement subsequence. The proposed model was verified on the Xintan landslide in Hubei Province, China. The results show that when predicting the displacement of the periodic term, the SLSTM network has higher prediction accuracy than the support vector machine(SVM) and auto regressive integrated moving average(ARIMA). The mean relative error(MRE) is reduced by 4.099% and 3.548% respectively, while the root mean square error(RMSE) is reduced by 5.830 mm and 3.854 mm respectively. It is concluded that the SLSTM network model can better simulate the dynamic characteristics of landslides.展开更多
In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is es...In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is established by using a visual long short term memory network in the three-dimensional(3D)space and the motion estimations jointly performed on object trajectory segments.Object visual field information is added to the long short term memory network to improve the accuracy of the motion related object pair selection and motion estimation.To address the uncertainty of the length and interval of trajectory segments,a multimode long short term memory network is proposed for the object motion estimation.The tracking performance is evaluated using the PETS2009 dataset.The experimental results show that the proposed method achieves better performance than the tracking methods based on the independent motion estimation.展开更多
In this paper,we propose a long short-term memory(LSTM)deep learning model to deal with the smoothed monthly sunspot number(SSN),aiming to address the problem whereby the prediction results of the existing sunspot pre...In this paper,we propose a long short-term memory(LSTM)deep learning model to deal with the smoothed monthly sunspot number(SSN),aiming to address the problem whereby the prediction results of the existing sunspot prediction methods are not uniform and have large deviations.Our method optimizes the number of hidden nodes and batch sizes of the LSTM network structures to 19 and 20,respectively.The best length of time series and the value of the timesteps were then determined for the network training,and one-step and multi-step predictions for Cycle 22 to Cycle 24 were made using the well-established network.The results showed that the maximum root-mean-square error(RMSE)of the one-step prediction model was6.12 and the minimum was only 2.45.The maximum amplitude prediction error of the multi-step prediction was 17.2%and the minimum was only 3.0%.Finally,the next solar cycles(Cycle 25)peak amplitude was predicted to occur around 2023,with a peak value of about 114.3.The accuracy of this prediction method is better than that of the other commonly used methods,and the method has high applicability.展开更多
基金supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry,the Key Scientific Research Project of Hunan Provincial Education Department (19A342)the National Natural Science Foundation of China (11671132,61903309 and 12271418)+2 种基金the National Key Research and Development Program of China (2020YFA0714200)Sichuan Science and Technology Program (2023NSFSC1355)the Applied Economics of Hunan Province.
文摘Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order properties of the process.The mutual information between the past and future I_(p−f) of a stationary process represents the information stored in the history of the process which can be used to predict the future.We suggest that a stationary process can be referred to as long memory if its I_(p−f) is infinite.For a stationary process with finite block entropy,I_(p−f) is equal to the excess entropy,which is the summation of redundancies that relate the convergence rate of the conditional(differential)entropy to the entropy rate.Since the definitions of the I_(p−f) and the excess entropy of a stationary process require a very weak moment condition on the distribution of the process,it can be applied to processes whose distributions are without a bounded second moment.A significant property of I_(p−f) is that it is invariant under one-to-one transformation;this enables us to know the I_(p−f) of a stationary process from other processes.For a stationary Gaussian process,the long memory in the sense of mutual information is more strict than that in the sense of covariance.We demonstrate that the I_(p−f) of fractional Gaussian noise is infinite if and only if the Hurst parameter is H∈(1/2,1).
基金Supported by National NSFC(11501503)Natural Science Foundation of Jiangsu Province of China(BK20131340)+3 种基金China Postdoctoral Science Foundation(2014M560471,2016T90534)Qing Lan Project of Jiangsu Province of ChinaPriority Academic Program Development of Jiangsu Higher Education Institutions(Applied Economics)Key Laboratory of Jiangsu Province(Financial Engineering Laboratory)
文摘In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral process with jumps, where the integral is driven by a fractional Brownian motion with long memory. The small-sample performances of the statistics are evidenced by means of simulation studies. The real data analysis shows that the fractional integral process with jumps can capture the long memory of some financial data.
基金The MEXT Global COE Program on Informatics Education and Research Center for Knowledge-Circulating society (Kyoto University)China Postdoctoral Science Foundation (No.20070410548)the National Natural Science Foundation of China (No.70221001)
文摘In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statistical tests, such as the powerful BDS test, the fractional integration test and other known statistics, are applied. The results show that though the returns themselves contain little serial correlation, the market volatility series have significant long-term dependence structures which may have important implications for volatility forecasts and derivative pricing. On the other hand, evidence of strong ARCH effect is also presented, and, moreover, the BDS statistics on the standardized residuals of the fitted GARCH model indicate that the ARCH-type process may generally explain the nonlinearities in the data. It seems that the crude oil futures market can be appropriately modeled by ARCH and fractal processes. These findings indicate that it would be beneficial to assess the behavior of the crude oil and price the oil derivative contracts by encompassing long memory and nonlinear structure.
文摘With the advancement of artificial intelligence,traffic forecasting is gaining more and more interest in optimizing route planning and enhancing service quality.Traffic volume is an influential parameter for planning and operating traffic structures.This study proposed an improved ensemble-based deep learning method to solve traffic volume prediction problems.A set of optimal hyperparameters is also applied for the suggested approach to improve the performance of the learning process.The fusion of these methodologies aims to harness ensemble empirical mode decomposition’s capacity to discern complex traffic patterns and long short-term memory’s proficiency in learning temporal relationships.Firstly,a dataset for automatic vehicle identification is obtained and utilized in the preprocessing stage of the ensemble empirical mode decomposition model.The second aspect involves predicting traffic volume using the long short-term memory algorithm.Next,the study employs a trial-and-error approach to select a set of optimal hyperparameters,including the lookback window,the number of neurons in the hidden layers,and the gradient descent optimization.Finally,the fusion of the obtained results leads to a final traffic volume prediction.The experimental results show that the proposed method outperforms other benchmarks regarding various evaluation measures,including mean absolute error,root mean squared error,mean absolute percentage error,and R-squared.The achieved R-squared value reaches an impressive 98%,while the other evaluation indices surpass the competing.These findings highlight the accuracy of traffic pattern prediction.Consequently,this offers promising prospects for enhancing transportation management systems and urban infrastructure planning.
基金Deanship of Research and Graduate Studies at King Khalid University for funding this work through Small Group Research Project under Grant Number RGP1/261/45.
文摘Breast cancer is a significant threat to the global population,affecting not only women but also a threat to the entire population.With recent advancements in digital pathology,Eosin and hematoxylin images provide enhanced clarity in examiningmicroscopic features of breast tissues based on their staining properties.Early cancer detection facilitates the quickening of the therapeutic process,thereby increasing survival rates.The analysis made by medical professionals,especially pathologists,is time-consuming and challenging,and there arises a need for automated breast cancer detection systems.The upcoming artificial intelligence platforms,especially deep learning models,play an important role in image diagnosis and prediction.Initially,the histopathology biopsy images are taken from standard data sources.Further,the gathered images are given as input to the Multi-Scale Dilated Vision Transformer,where the essential features are acquired.Subsequently,the features are subjected to the Bidirectional Long Short-Term Memory(Bi-LSTM)for classifying the breast cancer disorder.The efficacy of the model is evaluated using divergent metrics.When compared with other methods,the proposed work reveals that it offers impressive results for detection.
基金funded by the National Natural Science Foundation of China (41807285)。
文摘The numerical simulation and slope stability prediction are the focus of slope disaster research.Recently,machine learning models are commonly used in the slope stability prediction.However,these machine learning models have some problems,such as poor nonlinear performance,local optimum and incomplete factors feature extraction.These issues can affect the accuracy of slope stability prediction.Therefore,a deep learning algorithm called Long short-term memory(LSTM)has been innovatively proposed to predict slope stability.Taking the Ganzhou City in China as the study area,the landslide inventory and their characteristics of geotechnical parameters,slope height and slope angle are analyzed.Based on these characteristics,typical soil slopes are constructed using the Geo-Studio software.Five control factors affecting slope stability,including slope height,slope angle,internal friction angle,cohesion and volumetric weight,are selected to form different slope and construct model input variables.Then,the limit equilibrium method is used to calculate the stability coefficients of these typical soil slopes under different control factors.Each slope stability coefficient and its corresponding control factors is a slope sample.As a result,a total of 2160 training samples and 450 testing samples are constructed.These sample sets are imported into LSTM for modelling and compared with the support vector machine(SVM),random forest(RF)and convo-lutional neural network(CNN).The results show that the LSTM overcomes the problem that the commonly used machine learning models have difficulty extracting global features.Furthermore,LSTM has a better prediction performance for slope stability compared to SVM,RF and CNN models.
文摘A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively used and still have considerable potential. In recent years, methods based on deep neural networks have made significant breakthroughs, and fault diagnosis methods for industrial processes based on deep learning have attracted considerable research attention. Therefore, we propose a fusion deeplearning algorithm based on a fully convolutional neural network(FCN) to extract features and build models to correctly diagnose all types of faults. We use long short-term memory(LSTM) units to expand our proposed FCN so that our proposed deep learning model can better extract the time-domain features of chemical process data. We also introduce the attention mechanism into the model, aimed at highlighting the importance of features, which is significant for the fault diagnosis of chemical processes with many features. When applied to the benchmark Tennessee Eastman process, our proposed model exhibits impressive performance, demonstrating the effectiveness of the attention-based LSTM FCN in chemical process fault diagnosis.
文摘There are two technical challenges in predicting slope deformation.The first one is the random displacement,which could not be decomposed and predicted by numerically resolving the observed accumulated displacement and time series of a landslide.The second one is the dynamic evolution of a landslide,which could not be feasibly simulated simply by traditional prediction models.In this paper,a dynamic model of displacement prediction is introduced for composite landslides based on a combination of empirical mode decomposition with soft screening stop criteria(SSSC-EMD)and deep bidirectional long short-term memory(DBi-LSTM)neural network.In the proposed model,the time series analysis and SSSC-EMD are used to decompose the observed accumulated displacements of a slope into three components,viz.trend displacement,periodic displacement,and random displacement.Then,by analyzing the evolution pattern of a landslide and its key factors triggering landslides,appropriate influencing factors are selected for each displacement component,and DBi-LSTM neural network to carry out multi-datadriven dynamic prediction for each displacement component.An accumulated displacement prediction has been obtained by a summation of each component.For accuracy verification and engineering practicability of the model,field observations from two known landslides in China,the Xintan landslide and the Bazimen landslide were collected for comparison and evaluation.The case study verified that the model proposed in this paper can better characterize the"stepwise"deformation characteristics of a slope.As compared with long short-term memory(LSTM)neural network,support vector machine(SVM),and autoregressive integrated moving average(ARIMA)model,DBi-LSTM neural network has higher accuracy in predicting the periodic displacement of slope deformation,with the mean absolute percentage error reduced by 3.063%,14.913%,and 13.960%respectively,and the root mean square error reduced by 1.951 mm,8.954 mm and 7.790 mm respectively.Conclusively,this model not only has high prediction accuracy but also is more stable,which can provide new insight for practical landslide prevention and control engineering.
基金This research is funded by Vellore Institute of Technology,Chennai,India.
文摘In today’s world, there are many people suffering from mentalhealth problems such as depression and anxiety. If these conditions are notidentified and treated early, they can get worse quickly and have far-reachingnegative effects. Unfortunately, many people suffering from these conditions,especially depression and hypertension, are unaware of their existence until theconditions become chronic. Thus, this paper proposes a novel approach usingBi-directional Long Short-Term Memory (Bi-LSTM) algorithm and GlobalVector (GloVe) algorithm for the prediction and treatment of these conditions.Smartwatches and fitness bands can be equipped with these algorithms whichcan share data with a variety of IoT devices and smart systems to betterunderstand and analyze the user’s condition. We compared the accuracy andloss of the training dataset and the validation dataset of the two modelsnamely, Bi-LSTM without a global vector layer and with a global vector layer.It was observed that the model of Bi-LSTM without a global vector layer hadan accuracy of 83%,while Bi-LSTMwith a global vector layer had an accuracyof 86% with a precision of 86.4%, and an F1 score of 0.861. In addition toproviding basic therapies for the treatment of identified cases, our model alsohelps prevent the deterioration of associated conditions, making our methoda real-world solution.
基金National Key R&D Program of China(No.2020YFB1707700)。
文摘The problems in equipment fault detection include data dimension explosion,computational complexity,low detection accuracy,etc.To solve these problems,a device anomaly detection algorithm based on enhanced long short-term memory(LSTM)is proposed.The algorithm first reduces the dimensionality of the device sensor data by principal component analysis(PCA),extracts the strongly correlated variable data among the multidimensional sensor data with the lowest possible information loss,and then uses the enhanced stacked LSTM to predict the extracted temporal data,thus improving the accuracy of anomaly detection.To improve the efficiency of the anomaly detection,a genetic algorithm(GA)is used to adjust the magnitude of the enhancements made by the LSTM model.The validation of the actual data from the pumps shows that the algorithm has significantly improved the recall rate and the detection speed of device anomaly detection,with the recall rate of 97.07%,which indicates that the algorithm is effective and efficient for device anomaly detection in the actual production environment.
基金Supported by National Natural Science Foundation of China (Grant No. 10901136)
文摘In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the test statistic is derived, which allows us to find asymptotic critical values. When there is a change, the behavior of the test statistic is discussed. Conditions for the consistency of these tests are also discussed. Based on the asymptotic results, simulation studies of testing for changes in the mean show that the CUSUM test proposed performs well.
文摘In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a matrix operator, we are able to approximate an ARFIMA models likelihood function with the series's wavelet coefficients and their variances. Maximization of this approximate likelihood function over the long memory parameter space resu1ts in the approximate wavelet maximum likelihood estimates of the ARFIMA model.
基金financially supported by the National Natural Science Foundation of China (Grant Nos. 52074258, 41941018, and U21A20153)
文摘Based on data from the Jilin Water Diversion Tunnels from the Songhua River(China),an improved and real-time prediction method optimized by multi-algorithm for tunnel boring machine(TBM)cutter-head torque is presented.Firstly,a function excluding invalid and abnormal data is established to distinguish TBM operating state,and a feature selection method based on the SelectKBest algorithm is proposed.Accordingly,ten features that are most closely related to the cutter-head torque are selected as input variables,which,in descending order of influence,include the sum of motor torque,cutter-head power,sum of motor power,sum of motor current,advance rate,cutter-head pressure,total thrust force,penetration rate,cutter-head rotational velocity,and field penetration index.Secondly,a real-time cutterhead torque prediction model’s structure is developed,based on the bidirectional long short-term memory(BLSTM)network integrating the dropout algorithm to prevent overfitting.Then,an algorithm to optimize hyperparameters of model based on Bayesian and cross-validation is proposed.Early stopping and checkpoint algorithms are integrated to optimize the training process.Finally,a BLSTMbased real-time cutter-head torque prediction model is developed,which fully utilizes the previous time-series tunneling information.The mean absolute percentage error(MAPE)of the model in the verification section is 7.3%,implying that the presented model is suitable for real-time cutter-head torque prediction.Furthermore,an incremental learning method based on the above base model is introduced to improve the adaptability of the model during the TBM tunneling.Comparison of the prediction performance between the base and incremental learning models in the same tunneling section shows that:(1)the MAPE of the predicted results of the BLSTM-based real-time cutter-head torque prediction model remains below 10%,and both the coefficient of determination(R^(2))and correlation coefficient(r)between measured and predicted values exceed 0.95;and(2)the incremental learning method is suitable for realtime cutter-head torque prediction and can effectively improve the prediction accuracy and generalization capacity of the model during the excavation process.
基金The National Key R&D Program of China under contract No.2016YFC1402103
文摘To explore new operational forecasting methods of waves,a forecasting model for wave heights at three stations in the Bohai Sea has been developed.This model is based on long short-term memory(LSTM)neural network with sea surface wind and wave heights as training samples.The prediction performance of the model is evaluated,and the error analysis shows that when using the same set of numerically predicted sea surface wind as input,the prediction error produced by the proposed LSTM model at Sta.N01 is 20%,18%and 23%lower than the conventional numerical wave models in terms of the total root mean square error(RMSE),scatter index(SI)and mean absolute error(MAE),respectively.Particularly,for significant wave height in the range of 3–5 m,the prediction accuracy of the LSTM model is improved the most remarkably,with RMSE,SI and MAE all decreasing by 24%.It is also evident that the numbers of hidden neurons,the numbers of buoys used and the time length of training samples all have impact on the prediction accuracy.However,the prediction does not necessary improve with the increase of number of hidden neurons or number of buoys used.The experiment trained by data with the longest time length is found to perform the best overall compared to other experiments with a shorter time length for training.Overall,long short-term memory neural network was proved to be a very promising method for future development and applications in wave forecasting.
基金supported by the National Natural Science Foundation of China (62003354)。
文摘This paper introduces the time-frequency analyzed long short-term memory(TF-LSTM) neural network method for jamming signal recognition over the Global Navigation Satellite System(GNSS) receiver. The method introduces the long shortterm memory(LSTM) neural network into the recognition algorithm and combines the time-frequency(TF) analysis for signal preprocessing. Five kinds of navigation jamming signals including white Gaussian noise(WGN), pulse jamming, sweep jamming, audio jamming, and spread spectrum jamming are used as input for training and recognition. Since the signal parameters and quantity are unknown in the actual scenario, this work builds a data set containing multiple kinds and parameters jamming to train the TF-LSTM. The performance of this method is evaluated by simulations and experiments. The method has higher recognition accuracy and better robustness than the existing methods, such as LSTM and the convolutional neural network(CNN).
基金supported by Science and Technology Project of State Grid Corporation(Research and Application of Intelligent Energy Meter Quality Analysis and Evaluation Technology Based on Full Chain Data)
文摘With the application of artificial intelligence technology in the power industry,the knowledge graph is expected to play a key role in power grid dispatch processes,intelligent maintenance,and customer service response provision.Knowledge graphs are usually constructed based on entity recognition.Specifically,based on the mining of entity attributes and relationships,domain knowledge graphs can be constructed through knowledge fusion.In this work,the entities and characteristics of power entity recognition are analyzed,the mechanism of entity recognition is clarified,and entity recognition techniques are analyzed in the context of the power domain.Power entity recognition based on the conditional random fields (CRF) and bidirectional long short-term memory (BLSTM) models is investigated,and the two methods are comparatively analyzed.The results indicated that the CRF model,with an accuracy of 83%,can better identify the power entities compared to the BLSTM.The CRF approach can thus be applied to the entity extraction for knowledge graph construction in the power field.
基金Supported by the PetroChina Major Scientific and Technological Project(ZD2019-183-006)Fundamental Scientific Research Fund of Central Universities(20CX05017A)China National Science and Technology Major Project(2016ZX05021-001)。
文摘Azimuth gamma logging while drilling(LWD)is one of the important technologies of geosteering but the information of real-time data transmission is limited and the interpretation is difficult.This study proposes a method of applying artificial intelligence in the LWD data interpretation to enhance the accuracy and efficiency of real-time data processing.By examining formation response characteristics of azimuth gamma ray(GR)curve,the preliminary formation change position is detected based on wavelet transform modulus maxima(WTMM)method,then the dynamic threshold is determined,and a set of contour points describing the formation boundary is obtained.The classification recognition model based on the long short-term memory(LSTM)is designed to judge the true or false of stratum information described by the contour point set to enhance the accuracy of formation identification.Finally,relative dip angle is calculated by nonlinear least square method.Interpretation of azimuth gamma data and application of real-time data processing while drilling show that the method proposed can effectively and accurately determine the formation changes,improve the accuracy of formation dip interpretation,and meet the needs of real-time LWD geosteering.
基金supported by the Natural Science Foundation of Shaanxi Province under Grant 2019JQ206in part by the Science and Technology Department of Shaanxi Province under Grant 2020CGXNG-009in part by the Education Department of Shaanxi Province under Grant 17JK0346。
文摘An accurate landslide displacement prediction is an important part of landslide warning system. Aiming at the dynamic characteristics of landslide evolution and the shortcomings of traditional static prediction models, this paper proposes a dynamic prediction model of landslide displacement based on singular spectrum analysis(SSA) and stack long short-term memory(SLSTM) network. The SSA is used to decompose the landslide accumulated displacement time series data into trend term and periodic term displacement subsequences. A cubic polynomial function is used to predict the trend term displacement subsequence, and the SLSTM neural network is used to predict the periodic term displacement subsequence. At the same time, the Bayesian optimization algorithm is used to determine that the SLSTM network input sequence length is 12 and the number of hidden layer nodes is 18. The SLSTM network is updated by adding predicted values to the training set to achieve dynamic displacement prediction. Finally, the accumulated landslide displacement is obtained by superimposing the predicted value of each displacement subsequence. The proposed model was verified on the Xintan landslide in Hubei Province, China. The results show that when predicting the displacement of the periodic term, the SLSTM network has higher prediction accuracy than the support vector machine(SVM) and auto regressive integrated moving average(ARIMA). The mean relative error(MRE) is reduced by 4.099% and 3.548% respectively, while the root mean square error(RMSE) is reduced by 5.830 mm and 3.854 mm respectively. It is concluded that the SLSTM network model can better simulate the dynamic characteristics of landslides.
文摘In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is established by using a visual long short term memory network in the three-dimensional(3D)space and the motion estimations jointly performed on object trajectory segments.Object visual field information is added to the long short term memory network to improve the accuracy of the motion related object pair selection and motion estimation.To address the uncertainty of the length and interval of trajectory segments,a multimode long short term memory network is proposed for the object motion estimation.The tracking performance is evaluated using the PETS2009 dataset.The experimental results show that the proposed method achieves better performance than the tracking methods based on the independent motion estimation.
基金the National Natural Science Foundation of China(Grant No.U1531128)。
文摘In this paper,we propose a long short-term memory(LSTM)deep learning model to deal with the smoothed monthly sunspot number(SSN),aiming to address the problem whereby the prediction results of the existing sunspot prediction methods are not uniform and have large deviations.Our method optimizes the number of hidden nodes and batch sizes of the LSTM network structures to 19 and 20,respectively.The best length of time series and the value of the timesteps were then determined for the network training,and one-step and multi-step predictions for Cycle 22 to Cycle 24 were made using the well-established network.The results showed that the maximum root-mean-square error(RMSE)of the one-step prediction model was6.12 and the minimum was only 2.45.The maximum amplitude prediction error of the multi-step prediction was 17.2%and the minimum was only 3.0%.Finally,the next solar cycles(Cycle 25)peak amplitude was predicted to occur around 2023,with a peak value of about 114.3.The accuracy of this prediction method is better than that of the other commonly used methods,and the method has high applicability.