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上交所国债收益率的聚类结构分析 被引量:3
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作者 李彪 杨宝臣 《北京理工大学学报(社会科学版)》 2006年第1期74-76,81,共4页
对上海证券交易所2004年7月1日到11月12日的17种记账式国债的日收益率时间序列进行预分析,在此基础上对日收益率时间序列做了分离趋势修正。提出了一种基于各个国债收益率之间相关性的测度距离的方法,并根据这种新方法对修正后的国债日... 对上海证券交易所2004年7月1日到11月12日的17种记账式国债的日收益率时间序列进行预分析,在此基础上对日收益率时间序列做了分离趋势修正。提出了一种基于各个国债收益率之间相关性的测度距离的方法,并根据这种新方法对修正后的国债日收益率时间序列进行了聚类分析。通过对采用联接算法计算出的阈值向量和层次树进行权衡比较,将17种国债分成了5类。分类结果表明,我国国债的日收益率之间的相关性程度并不是很明显地依赖于它们的到期时间,因此存在可能进行套利的机会。 展开更多
关键词 国债 测度 聚类分析 cophenetic系数
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中国国债市场收益率的统计特征分析 被引量:1
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作者 李彪 杨宝臣 《数理统计与管理》 CSSCI 北大核心 2007年第4期704-709,共6页
首先通过采用基于各个国债之间相关性的距离测度方法,对修正后的国债日收益率时间序列进行了聚类分析,将上海证券交易所的20只国债分成了5类,分类结果显示我国国债市场中的各个国债日收益率之间的相关性程度是很明显地依赖于它们的到期... 首先通过采用基于各个国债之间相关性的距离测度方法,对修正后的国债日收益率时间序列进行了聚类分析,将上海证券交易所的20只国债分成了5类,分类结果显示我国国债市场中的各个国债日收益率之间的相关性程度是很明显地依赖于它们的到期时间的。同时,研究了每一个国债修正后日收益率时间序列的价格波动结构,结果表明中国的国债市场也表现出非常明显的多标度分形特征,还发现属于同一类国债的多标度特征具有很强的自相似性,而不同类型国债之间的多标度特征则具有一定程度上的差异性。 展开更多
关键词 国债市场 收益率 聚类结构分析 cophenetic系数 多标度分析
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Method of Time Series Similarity Measurement Based on Dynamic Time Warping 被引量:3
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作者 Lianggui Liu Wei Li Huiling Jia 《Computers, Materials & Continua》 SCIE EI 2018年第10期97-106,共10页
With the rapid development of mobile communication all over the world,the similarity of mobile phone communication data has received widely attention due to its advantage for the construction of smart cities.Mobile ph... With the rapid development of mobile communication all over the world,the similarity of mobile phone communication data has received widely attention due to its advantage for the construction of smart cities.Mobile phone communication data can be regarded as a type of time series and dynamic time warping(DTW)and derivative dynamic time warping(DDTW)are usually used to analyze the similarity of these data.However,many traditional methods only calculate the distance between time series while neglecting the shape characteristics of time series.In this paper,a novel hybrid method based on the combination of dynamic time warping and derivative dynamic time warping is proposed.The new method considers not only the distance between time series,but also the shape characteristics of time series.We demonstrated that our method can outperform DTW and DDTW through extensive experiments with respect to cophenetic correlation. 展开更多
关键词 Time series PCA dimensionality reduction dynamic time warping hierarchical clustering cophenetic correlation
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改进BIRCH算法的MRI脑图像分割 被引量:2
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作者 郑伟 王洁 +1 位作者 郝钰蓉 马泽鹏 《激光杂志》 CAS 北大核心 2022年第1期184-191,共8页
针对现有磁共振常规扫描序列对于颅脑白质、灰质信号相近分辨不清,解剖病变欠佳,难以达到临床高精准诊断的需求,选用改进的BIRCH算法,首先将3维MRI体数据经过预处理,由灰度与梯度组成特征向量,然后利用Cophenet相关系数,确定最优参数—... 针对现有磁共振常规扫描序列对于颅脑白质、灰质信号相近分辨不清,解剖病变欠佳,难以达到临床高精准诊断的需求,选用改进的BIRCH算法,首先将3维MRI体数据经过预处理,由灰度与梯度组成特征向量,然后利用Cophenet相关系数,确定最优参数——分支因子B、阈值T,最后通过定义可调节线段L,改进原BIRCH算法仅将数据样本点到质心的平均距离作为半径R的局限性。仿真实验表明,提出的改进BIRCH算法,与已有BIRCH算法相比,聚类指标FMI值与RI值指数分别达到0.754 5与0.542 1,分别提升了2.79%与1.42%,并于其他聚类算法比较,所提算法性能表现仍为最优,脑WM、GM、CSF的组织分割精度Dice指数分别为0.939 4、0.834 2、0.853 1,Hausdorff距离分别为14.988 1、12.964 2、13.601 5,所提算法可为临床医学提供一定帮助。 展开更多
关键词 MRI图像分割 层次聚类 BIRCH算法 Cophenet相关系数
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MIoT Based Skin Cancer Detection Using Bregman Recurrent Deep Learning
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作者 Nithya Rekha Sivakumar Sara Abdelwahab Ghorashi +2 位作者 Faten Khalid Karim Eatedal Alabdulkreem Amal Al-Rasheed 《Computers, Materials & Continua》 SCIE EI 2022年第12期6253-6267,共15页
Mobile clouds are the most common medium for aggregating,storing,and analyzing data from the medical Internet of Things(MIoT).It is employed to monitor a patient’s essential health signs for earlier disease diagnosis... Mobile clouds are the most common medium for aggregating,storing,and analyzing data from the medical Internet of Things(MIoT).It is employed to monitor a patient’s essential health signs for earlier disease diagnosis and prediction.Among the various disease,skin cancer was the wide variety of cancer,as well as enhances the endurance rate.In recent years,many skin cancer classification systems using machine and deep learning models have been developed for classifying skin tumors,including malignant melanoma(MM)and other skin cancers.However,accurate cancer detection was not performed with minimum time consumption.In order to address these existing problems,a novel Multidimensional Bregman Divergencive Feature Scaling Based Cophenetic Piecewise Regression Recurrent Deep Learning Classification(MBDFS-CPRRDLC)technique is introduced for detecting cancer at an earlier stage.The MBDFS-CPRRDLC performs skin cancer detection using different layers such as input,hidden,and output for feature selection and classification.The patient information is composed of IoT.The patient information was stored in mobile clouds server for performing predictive analytics.The collected data are sent to the recurrent deep learning classifier.In the first hidden layer,the feature selection process is carried out using the Multidimensional Bregman Divergencive Feature Scaling technique to find the significant features for disease identification resulting in decreases time consumption.Followed by,the disease classification is carried out in the second hidden layer using cophenetic correlative piecewise regression for analyzing the testing and training data.This process is repeatedly performed until the error gets minimized.In this way,disease classification is accurately performed with higher accuracy.Experimental evaluation is carried out for factors namely Accuracy,precision,recall,F-measure,as well as cancer detection time,by the amount of patient data.The observed result confirms that the proposed MBDFS-CPRRDLC technique increases accuracy as well as lesser cancer detection time compared to the conventional approaches. 展开更多
关键词 MIoT skin cancer detection recurrent deep learning classification multidimensional bregman divergencive scaling cophenetic correlative piecewise regression
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