Due to fast-growing urbanization,the traffic management system becomes a crucial problem owing to the rapid growth in the number of vehicles The research proposes an Intelligent public transportation system where info...Due to fast-growing urbanization,the traffic management system becomes a crucial problem owing to the rapid growth in the number of vehicles The research proposes an Intelligent public transportation system where informa-tion regarding all the buses connecting in a city will be gathered,processed and accurate bus arrival time prediction will be presented to the user.Various linear and time-varying parameters such as distance,waiting time at stops,red signal duration at a traffic signal,traffic density,turning density,rush hours,weather conditions,number of passengers on the bus,type of day,road type,average vehi-cle speed limit,current vehicle speed affecting traffic are used for the analysis.The proposed model exploits the feasibility and applicability of ELM in the travel time forecasting area.Multiple ELMs(MELM)for explicitly training dynamic,road and trajectory information are used in the proposed approach.A large-scale dataset(historical data)obtained from Kerala State Road Transport Corporation is used for training.Simulations are carried out by using MATLAB R2021a.The experiments revealed that the efficiency of MELM is independent of the time of day and day of the week.It can manage huge volumes of data with less human intervention at greater learning speeds.It is found MELM yields prediction with accuracy in the range of 96.7%to 99.08%.The MAE value is between 0.28 to 1.74 minutes with the proposed approach.The study revealed that there could be regularity in bus usage and daily bus rides are predictable with a better degree of accuracy.The research has proved that MELM is superior for arrival time pre-dictions in terms of accuracy and error,compared with other approaches.展开更多
A DRNN (diagonal recurrent neural network) and its RPE (recurrent prediction error) learning algorithm are proposed in this paper .Using of the simple structure of DRNN can reduce the capacity of calculation. The prin...A DRNN (diagonal recurrent neural network) and its RPE (recurrent prediction error) learning algorithm are proposed in this paper .Using of the simple structure of DRNN can reduce the capacity of calculation. The principle of RPE learning algorithm is to adjust weights along the direction of Gauss-Newton. Meanwhile, it is unnecessary to calculate the second local derivative and the inverse matrixes, whose unbiasedness is proved. With application to the extremely short time prediction of large ship pitch, satisfactory results are obtained. Prediction effect of this algorithm is compared with that of auto-regression and periodical diagram method, and comparison results show that the proposed algorithm is feasible.展开更多
The accuracy and time scale invariance of value-at-risk (VaR) measurement methods for different stock indices and at different confidence levels are tested. Extreme value theory (EVT) is applied to model the extre...The accuracy and time scale invariance of value-at-risk (VaR) measurement methods for different stock indices and at different confidence levels are tested. Extreme value theory (EVT) is applied to model the extreme tail of standardized residual series of daily/weekly indices losses, and parametric and nonparametric methods are used to estimate parameters of the general Pareto distribution (GPD), and dynamic VaR for indices of three stock markets in China. The accuracy and time scale invariance of risk measurement methods through back-testing approach are also examined. Results show that not all the indices accept time scale invariance; there are some differences in accuracy between different indices at various confidence levels. The most powerful dynamic VaR estimation methods are EVT-GJR-Hill at 97.5% level for weekly loss to Shanghai stock market, and EVT-GARCH-MLE (Hill) at 99.0% level for weekly loss to Taiwan and Hong Kong stock markets, respectively.展开更多
Real time rainfall events monitoring is very important for a large number of reasons: Civil Protection, hydrogeological risk management, hydroelectric power purposes, road and traffic regulation, and tourism. Efficien...Real time rainfall events monitoring is very important for a large number of reasons: Civil Protection, hydrogeological risk management, hydroelectric power purposes, road and traffic regulation, and tourism. Efficient monitoring operations need continuous, high-resolution and large-coverage data. To monitor and observe extreme rainfall events, often much localized over small basins of interest, and that could frequently causing flash floods, an unrealistic extremely dense rain gauge network should be needed. On the other hand, common large C-band or S-band long range radars do not provide the necessary spatial and temporal resolution. Simple short-range X-band mini weather radar can be a valid compromise solution. The present work shows how a single polarization, non-Doppler and non-coherent, simple and low cost X-band radar allowed monitoring three very intense rainfall events occurred near Turin during July 2014. The events, which caused damages and floods, are detected and monitored in real time with a sample rate of 1 minute and a radial spatial resolution of 60 m, thus allowing to describe the intensity of the precipitation on each small portion of territory. This information could be very useful if used by authorities in charge of Civil Protection in order to avoid inconvenience to people and to monitor dangerous situations.展开更多
Based on Total Ozone Mapping Spectrometer (TOMS) monthly aerosol optical thickness (AOT) measurements in 1980–2001 a study is made of space/time patterns and difference between land and sea of AOT 0.50 μm thick ...Based on Total Ozone Mapping Spectrometer (TOMS) monthly aerosol optical thickness (AOT) measurements in 1980–2001 a study is made of space/time patterns and difference between land and sea of AOT 0.50 μm thick over China,which are put into correlation analysis with synchronous extreme temperature indices (warm/cold day and night).Results suggest that 1) the long-term mean AOT over China is characterized by typical geography,with pronounced land-sea contrast.And AOT has significant seasonality and its seasonal difference is diminished as a function of latitude.2) On the whole,the AOT displays an appreciably increasing trend,with the distinct increase in the eastern Qinghai-Tibetan plateau and SW China,North China,the mid-lower Changjiang (MiLY) valley as well as the South China Sea,but marginal decrease over western/northern Xinjiang and part of South China.3) The AOT over land and sea is marked by conspicuous intra-seasonal and -yearly oscillations,with remarkable periods at one-,two-yr and more (as interannual periods).4) Land AOT change is well correlated with extremely temperature indexes.Generally,the correlations of AOT to the extreme temperature indices are more significant in Eastern China with 110 ° E as the division.Their high-correlation regions are along the Southern China coastline,the Loess Plateau and the Sichuan Basin,and even higher in North China Plain and the mid-lower Changjiang River reaches.5) Simulations of LMDZ-regional model indicate that aerosol effects may result in cooling all over China,particularly in Eastern China.The contribution of aerosol change may result in more decrease in the maximum temperature than the minimum,with decrease of 0.11/0.08 K for zonal average,respectively.展开更多
We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals be...We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals behave as a power-law, and the scaling exponent decreases with the increase of stock lifetime, which are similar to those in the US stock markets, and they are typical representatives of developed markets. The difference is that the power-law exponent values remain almost the same with the changes of market capitalization, mean volume, and mean trading value, respectively. These findings enrich the results for event statistics for financial markets.展开更多
Extreme learning machine(ELM)allows for fast learning and better generalization performance than conventional gradient-based learning.However,the possible inclusion of non-optimal weight and bias due to random selecti...Extreme learning machine(ELM)allows for fast learning and better generalization performance than conventional gradient-based learning.However,the possible inclusion of non-optimal weight and bias due to random selection and the need for more hidden neurons adversely influence network usability.Further,choosing the optimal number of hidden nodes for a network usually requires intensive human intervention,which may lead to an ill-conditioned situation.In this context,chemical reaction optimization(CRO)is a meta-heuristic paradigm with increased success in a large number of application areas.It is characterized by faster convergence capability and requires fewer tunable parameters.This study develops a learning framework combining the advantages of ELM and CRO,called extreme learning with chemical reaction optimization(ELCRO).ELCRO simultaneously optimizes the weight and bias vector and number of hidden neurons of a single layer feed-forward neural network without compromising prediction accuracy.We evaluate its performance by predicting the daily volatility and closing prices of BSE indices.Additionally,its performance is compared with three other similarly developed models—ELM based on particle swarm optimization,genetic algorithm,and gradient descent—and find the performance of the proposed algorithm superior.Wilcoxon signed-rank and Diebold–Mariano tests are then conducted to verify the statistical significance of the proposed model.Hence,this model can be used as a promising tool for financial forecasting.展开更多
In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0...In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0,∞).展开更多
The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is con...The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is concerned overview of the theory of infinite distribution functions.The tool to deal with the problems raised in the paper is the mathematical methods of random analysis(theory of random process and multivariate statistics).In this article,we introduce the new function to find out the bias and standard error with jackknife method for Generalized Extreme Value distributions.展开更多
Raman scattering is a versatile and powerful technique and has been widely used in modern scientific research and vast industrial applications. It is one of the fundamental experimental techniques in condensed matter ...Raman scattering is a versatile and powerful technique and has been widely used in modern scientific research and vast industrial applications. It is one of the fundamental experimental techniques in condensed matter physics, since it can sensitively probe the basic elementary excitations in solids like electron, phonon, magnon, etc. The application of extreme conditions (low temperature, high magnetic field, high pressure, etc.) to Raman scattering, will push its capability up to an unprecedented level, because this enables us to look into new quantum phases driven by extreme conditions, trace the evolution of the excitations and their coupling, and hence uncover the underlying physics. This review contains two topics. In the first part, we will introduce the Raman facility under extreme conditions, belonging to the optical spectroscopy station of Synergetic Extreme Condition User Facilities (SECUF), with emphasis on the system design and the capability the facility can provide. Then in the second part we will focus on the applications of Raman scattering under extreme conditions to a variety of condensed matter systems such as superconductors, correlated electron systems, charge density waves (CDW) materials, etc. Finally, as a rapidly developing technique, time-resolved Raman scattering will be highlighted here.展开更多
文摘Due to fast-growing urbanization,the traffic management system becomes a crucial problem owing to the rapid growth in the number of vehicles The research proposes an Intelligent public transportation system where informa-tion regarding all the buses connecting in a city will be gathered,processed and accurate bus arrival time prediction will be presented to the user.Various linear and time-varying parameters such as distance,waiting time at stops,red signal duration at a traffic signal,traffic density,turning density,rush hours,weather conditions,number of passengers on the bus,type of day,road type,average vehi-cle speed limit,current vehicle speed affecting traffic are used for the analysis.The proposed model exploits the feasibility and applicability of ELM in the travel time forecasting area.Multiple ELMs(MELM)for explicitly training dynamic,road and trajectory information are used in the proposed approach.A large-scale dataset(historical data)obtained from Kerala State Road Transport Corporation is used for training.Simulations are carried out by using MATLAB R2021a.The experiments revealed that the efficiency of MELM is independent of the time of day and day of the week.It can manage huge volumes of data with less human intervention at greater learning speeds.It is found MELM yields prediction with accuracy in the range of 96.7%to 99.08%.The MAE value is between 0.28 to 1.74 minutes with the proposed approach.The study revealed that there could be regularity in bus usage and daily bus rides are predictable with a better degree of accuracy.The research has proved that MELM is superior for arrival time pre-dictions in terms of accuracy and error,compared with other approaches.
文摘A DRNN (diagonal recurrent neural network) and its RPE (recurrent prediction error) learning algorithm are proposed in this paper .Using of the simple structure of DRNN can reduce the capacity of calculation. The principle of RPE learning algorithm is to adjust weights along the direction of Gauss-Newton. Meanwhile, it is unnecessary to calculate the second local derivative and the inverse matrixes, whose unbiasedness is proved. With application to the extremely short time prediction of large ship pitch, satisfactory results are obtained. Prediction effect of this algorithm is compared with that of auto-regression and periodical diagram method, and comparison results show that the proposed algorithm is feasible.
基金The National Natural Science Foundation of China (No70501025 & 70572089)
文摘The accuracy and time scale invariance of value-at-risk (VaR) measurement methods for different stock indices and at different confidence levels are tested. Extreme value theory (EVT) is applied to model the extreme tail of standardized residual series of daily/weekly indices losses, and parametric and nonparametric methods are used to estimate parameters of the general Pareto distribution (GPD), and dynamic VaR for indices of three stock markets in China. The accuracy and time scale invariance of risk measurement methods through back-testing approach are also examined. Results show that not all the indices accept time scale invariance; there are some differences in accuracy between different indices at various confidence levels. The most powerful dynamic VaR estimation methods are EVT-GJR-Hill at 97.5% level for weekly loss to Shanghai stock market, and EVT-GARCH-MLE (Hill) at 99.0% level for weekly loss to Taiwan and Hong Kong stock markets, respectively.
文摘Real time rainfall events monitoring is very important for a large number of reasons: Civil Protection, hydrogeological risk management, hydroelectric power purposes, road and traffic regulation, and tourism. Efficient monitoring operations need continuous, high-resolution and large-coverage data. To monitor and observe extreme rainfall events, often much localized over small basins of interest, and that could frequently causing flash floods, an unrealistic extremely dense rain gauge network should be needed. On the other hand, common large C-band or S-band long range radars do not provide the necessary spatial and temporal resolution. Simple short-range X-band mini weather radar can be a valid compromise solution. The present work shows how a single polarization, non-Doppler and non-coherent, simple and low cost X-band radar allowed monitoring three very intense rainfall events occurred near Turin during July 2014. The events, which caused damages and floods, are detected and monitored in real time with a sample rate of 1 minute and a radial spatial resolution of 60 m, thus allowing to describe the intensity of the precipitation on each small portion of territory. This information could be very useful if used by authorities in charge of Civil Protection in order to avoid inconvenience to people and to monitor dangerous situations.
基金Foundation of Jiangsu Key Laboratory of Meteorological Disaster under contract No. KLME05001
文摘Based on Total Ozone Mapping Spectrometer (TOMS) monthly aerosol optical thickness (AOT) measurements in 1980–2001 a study is made of space/time patterns and difference between land and sea of AOT 0.50 μm thick over China,which are put into correlation analysis with synchronous extreme temperature indices (warm/cold day and night).Results suggest that 1) the long-term mean AOT over China is characterized by typical geography,with pronounced land-sea contrast.And AOT has significant seasonality and its seasonal difference is diminished as a function of latitude.2) On the whole,the AOT displays an appreciably increasing trend,with the distinct increase in the eastern Qinghai-Tibetan plateau and SW China,North China,the mid-lower Changjiang (MiLY) valley as well as the South China Sea,but marginal decrease over western/northern Xinjiang and part of South China.3) The AOT over land and sea is marked by conspicuous intra-seasonal and -yearly oscillations,with remarkable periods at one-,two-yr and more (as interannual periods).4) Land AOT change is well correlated with extremely temperature indexes.Generally,the correlations of AOT to the extreme temperature indices are more significant in Eastern China with 110 ° E as the division.Their high-correlation regions are along the Southern China coastline,the Loess Plateau and the Sichuan Basin,and even higher in North China Plain and the mid-lower Changjiang River reaches.5) Simulations of LMDZ-regional model indicate that aerosol effects may result in cooling all over China,particularly in Eastern China.The contribution of aerosol change may result in more decrease in the maximum temperature than the minimum,with decrease of 0.11/0.08 K for zonal average,respectively.
基金Project supported by the National Natural Science Foundation of China(Grant No.10975099)the Program for Professor of Special Appointment(Eastern Scholar)at Shanghai Institutions of Higher Learning,the Innovation Program of Shanghai Municipal Education Commission(Grant No.13YZ072)+1 种基金the Shanghai Leading Discipline Project(Grant No.XTKX2012)the Innovation Fund Project for Graduate Students of Shanghai(Grant No.JWCXSL1302)
文摘We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals behave as a power-law, and the scaling exponent decreases with the increase of stock lifetime, which are similar to those in the US stock markets, and they are typical representatives of developed markets. The difference is that the power-law exponent values remain almost the same with the changes of market capitalization, mean volume, and mean trading value, respectively. These findings enrich the results for event statistics for financial markets.
文摘Extreme learning machine(ELM)allows for fast learning and better generalization performance than conventional gradient-based learning.However,the possible inclusion of non-optimal weight and bias due to random selection and the need for more hidden neurons adversely influence network usability.Further,choosing the optimal number of hidden nodes for a network usually requires intensive human intervention,which may lead to an ill-conditioned situation.In this context,chemical reaction optimization(CRO)is a meta-heuristic paradigm with increased success in a large number of application areas.It is characterized by faster convergence capability and requires fewer tunable parameters.This study develops a learning framework combining the advantages of ELM and CRO,called extreme learning with chemical reaction optimization(ELCRO).ELCRO simultaneously optimizes the weight and bias vector and number of hidden neurons of a single layer feed-forward neural network without compromising prediction accuracy.We evaluate its performance by predicting the daily volatility and closing prices of BSE indices.Additionally,its performance is compared with three other similarly developed models—ELM based on particle swarm optimization,genetic algorithm,and gradient descent—and find the performance of the proposed algorithm superior.Wilcoxon signed-rank and Diebold–Mariano tests are then conducted to verify the statistical significance of the proposed model.Hence,this model can be used as a promising tool for financial forecasting.
基金partially supported by National Natural Science Foundation of China(11701070,71871046)Ronglian Scholarship Fund.
文摘In this paper we devote ourselves to extending Berman’s sojourn time method,which is thoroughly described in[1-3],to investigate the tail asymptotics of the extrema of a Gaussian random field over[0,T]^(d) with T∈(0,∞).
文摘The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is concerned overview of the theory of infinite distribution functions.The tool to deal with the problems raised in the paper is the mathematical methods of random analysis(theory of random process and multivariate statistics).In this article,we introduce the new function to find out the bias and standard error with jackknife method for Generalized Extreme Value distributions.
基金Project supported by the Ministry of Science and Technology of China(Grant Nos.2016YFA0300504 and 2017YFA0302904)the National Natural Science Foundation of China(Grant Nos.11474357,11774419,11604383,and 11704401)supported by the Scientific Equipment Development Project of Chinese Academy of Sciences(Grant No.YJKYYQ20170027)
文摘Raman scattering is a versatile and powerful technique and has been widely used in modern scientific research and vast industrial applications. It is one of the fundamental experimental techniques in condensed matter physics, since it can sensitively probe the basic elementary excitations in solids like electron, phonon, magnon, etc. The application of extreme conditions (low temperature, high magnetic field, high pressure, etc.) to Raman scattering, will push its capability up to an unprecedented level, because this enables us to look into new quantum phases driven by extreme conditions, trace the evolution of the excitations and their coupling, and hence uncover the underlying physics. This review contains two topics. In the first part, we will introduce the Raman facility under extreme conditions, belonging to the optical spectroscopy station of Synergetic Extreme Condition User Facilities (SECUF), with emphasis on the system design and the capability the facility can provide. Then in the second part we will focus on the applications of Raman scattering under extreme conditions to a variety of condensed matter systems such as superconductors, correlated electron systems, charge density waves (CDW) materials, etc. Finally, as a rapidly developing technique, time-resolved Raman scattering will be highlighted here.