The computation of the multivariate normal integral over a Complex Subspace is a challenge, especially when the inte-gration region is of a complex nature. Such integrals are met with, for example, in the generalized ...The computation of the multivariate normal integral over a Complex Subspace is a challenge, especially when the inte-gration region is of a complex nature. Such integrals are met with, for example, in the generalized Neyman-Pearson criterion, conditional Bayesian problems of testing many hypotheses and so on. The Monte-Carlo methods could be used for their computation, but at increasing dimensionality of the integral the computation time increases unjustifiedly. Therefore a method of computation of such integrals by series after reduction of dimensionality to one without information loss is offered below. The calculation results are given.展开更多
The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergen...The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε^-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε^-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref,[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.展开更多
In this paper, we study multiple shot noise process and its integral. We analyse these two processes systematically for their theoretical distributions, based on the piecewise deterministic Markov process theory devel...In this paper, we study multiple shot noise process and its integral. We analyse these two processes systematically for their theoretical distributions, based on the piecewise deterministic Markov process theory developed by Davis [1] and the martingale methodology used by Dassios and Jang [2]. The analytic expressions of the Laplace transforms of these two processes are presented. We also obtain the multivariate probability generating function for the number of jumps, for which we use a multivariate Cox process. To derive these, we assume that the Cox processes jumps, intensity jumps and primary event jumps are independent of each other. Using the Laplace transform of the integral of multiple shot noise process, we obtain the tail of multivariate distributions of the first jump times of the Cox processes, i.e. the multivariate survival functions. Their numerical calculations and other relevant joint distributions’ numerical values are also presented.展开更多
为解决能源危机问题,提高能源利用率,综合能源系统(integrated energy system,IES)成为发展创新型能源系统的重要方向。准确的多元负荷预测对IES的经济调度和优化运行有着重要的影响,而借助混沌理论能够进一步挖掘IES多元负荷潜在的耦...为解决能源危机问题,提高能源利用率,综合能源系统(integrated energy system,IES)成为发展创新型能源系统的重要方向。准确的多元负荷预测对IES的经济调度和优化运行有着重要的影响,而借助混沌理论能够进一步挖掘IES多元负荷潜在的耦合特性。提出了一种基于多变量相空间重构(multivariate phase space reconstruction,MPSR)和径向基函数神经网络(radial basis function neural network,RBFNN)相结合的IES超短期电冷热负荷预测模型。首先,分析了IES中能源子系统之间的耦合关系,运用Pearson相关性分析定量描述多元负荷和气象特征的相关性。然后,采用C-C法对时间序列进行MPSR以进一步挖掘电冷热负荷和气象特征在时间上的耦合特性。最后,利用RBFNN模型对电冷热负荷间耦合关系进行学习并预测。实验结果表明,所提方法有效挖掘并学习电冷热负荷在时间上的耦合特性,且在不同样本容量下具有良好且稳定的预测效果。展开更多
交通智能(IC)卡可以记录居民的移动出行,反映居民的源-目的地(OD)信息;但智能卡记录的OD流数据规模大,直接可视化空间分布容易导致视觉杂乱,并且多元数据类型多,更难以和流数据结合对比分析。首先,针对直接可视化大规模OD数据的空间分...交通智能(IC)卡可以记录居民的移动出行,反映居民的源-目的地(OD)信息;但智能卡记录的OD流数据规模大,直接可视化空间分布容易导致视觉杂乱,并且多元数据类型多,更难以和流数据结合对比分析。首先,针对直接可视化大规模OD数据的空间分布容易视觉遮挡的问题,提出基于正交非负矩阵分解(ONMF)的流聚类方法。所提方法对源-目的地数据聚类后再可视化,可以减少不必要的遮挡。然后,针对多元时空数据类型多难以结合对比分析的问题,设计了公交站点多元时序数据视图。该可视化方法将公交站点的流量大小和空气质量、空气温度、相对湿度、降雨量这四类多元数据在同一时间序列上编码,提高了视图的空间利用率并且可以对比分析。再次,为了辅助用户探索分析,开发了基于OD流和多元数据的交互式可视分析系统,并设计了多种交互操作提升用户探索效率。最后,基于新加坡交通智能卡数据集,从聚类效果和运行时间对该聚类方法评估。结果显示,在用轮廓系数评估聚类效果上,所提方法比原始方法提升了0.028,比用K均值聚类方法提升了0.253;在运行时间上比聚类效果较好的ONMFS(ONMF through Subspace exploration)方法少了254 s。通过案例分析和系统功能对比验证了系统的有效性。展开更多
对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重...对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重要的思路,但是现有方法依然存在相似参与方识别精度不高等不足。鉴于此,本文提出一种融合联邦学习和长短期记忆网络(long short-term memory,LSTM)的少数据综合能源多元负荷预测方法(multitask learning based on shared dot product confidentiality under federated learning,MT-SDPFL)。首先,给出一种基于共享向量点积保密协议的相似参与方识别方法,用来从诸多可用的综合能源系统中选出最为相似的参与方;接着,使用参数共享联邦学习算法对选中的各参与方联合训练,结合LSTM和finetune技术建立每个参与方的多元负荷预测模型。将所提方法应用于多个实际能源系统,实验结果表明,该方法可以在数据稀疏的情况下取得高精度的多源负荷预测结果。展开更多
To reduce environmental pollution and improve the efficiency of cascaded energy utilization, regional integrated energy system(RIES) has received extensive attention. An accurate multi-energy load prediction is signif...To reduce environmental pollution and improve the efficiency of cascaded energy utilization, regional integrated energy system(RIES) has received extensive attention. An accurate multi-energy load prediction is significant for RIES as it enables stakeholders to make effective decisions for carbon peaking and carbon neutrality goals. To this end, this paper proposes a multivariate two-stage adaptive-stacking prediction(M2ASP) framework. First, a preprocessing module based on ensemble learning is proposed. The input data are preprocessed to provide a reliable database for M2ASP, and highly correlated input variables of multi-energy load prediction are determined. Then, the load prediction results of four predictors are adaptively combined in the first stage of M2ASP to enhance generalization ability. Predictor hyper-parameters and intermediate data sets of M2ASP are trained with a metaheuristic method named collaborative atomic chaotic search(CACS) to achieve the adaptive staking of M2ASP. Finally, a prediction correction of the peak load consumption period is conducted in the second stage of M2ASP. The case studies indicate that the proposed framework has higher prediction accuracy, generalization ability, and stability than other benchmark prediction models.展开更多
文摘The computation of the multivariate normal integral over a Complex Subspace is a challenge, especially when the inte-gration region is of a complex nature. Such integrals are met with, for example, in the generalized Neyman-Pearson criterion, conditional Bayesian problems of testing many hypotheses and so on. The Monte-Carlo methods could be used for their computation, but at increasing dimensionality of the integral the computation time increases unjustifiedly. Therefore a method of computation of such integrals by series after reduction of dimensionality to one without information loss is offered below. The calculation results are given.
基金Project supported by the National Natural Science Foundation of China(10671019)Research Fund for the Doctoral Program Higher Education(20050027007)Beijing Educational Committee(2002Kj112)
文摘The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε^-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε^-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref,[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.
文摘In this paper, we study multiple shot noise process and its integral. We analyse these two processes systematically for their theoretical distributions, based on the piecewise deterministic Markov process theory developed by Davis [1] and the martingale methodology used by Dassios and Jang [2]. The analytic expressions of the Laplace transforms of these two processes are presented. We also obtain the multivariate probability generating function for the number of jumps, for which we use a multivariate Cox process. To derive these, we assume that the Cox processes jumps, intensity jumps and primary event jumps are independent of each other. Using the Laplace transform of the integral of multiple shot noise process, we obtain the tail of multivariate distributions of the first jump times of the Cox processes, i.e. the multivariate survival functions. Their numerical calculations and other relevant joint distributions’ numerical values are also presented.
文摘为解决能源危机问题,提高能源利用率,综合能源系统(integrated energy system,IES)成为发展创新型能源系统的重要方向。准确的多元负荷预测对IES的经济调度和优化运行有着重要的影响,而借助混沌理论能够进一步挖掘IES多元负荷潜在的耦合特性。提出了一种基于多变量相空间重构(multivariate phase space reconstruction,MPSR)和径向基函数神经网络(radial basis function neural network,RBFNN)相结合的IES超短期电冷热负荷预测模型。首先,分析了IES中能源子系统之间的耦合关系,运用Pearson相关性分析定量描述多元负荷和气象特征的相关性。然后,采用C-C法对时间序列进行MPSR以进一步挖掘电冷热负荷和气象特征在时间上的耦合特性。最后,利用RBFNN模型对电冷热负荷间耦合关系进行学习并预测。实验结果表明,所提方法有效挖掘并学习电冷热负荷在时间上的耦合特性,且在不同样本容量下具有良好且稳定的预测效果。
文摘交通智能(IC)卡可以记录居民的移动出行,反映居民的源-目的地(OD)信息;但智能卡记录的OD流数据规模大,直接可视化空间分布容易导致视觉杂乱,并且多元数据类型多,更难以和流数据结合对比分析。首先,针对直接可视化大规模OD数据的空间分布容易视觉遮挡的问题,提出基于正交非负矩阵分解(ONMF)的流聚类方法。所提方法对源-目的地数据聚类后再可视化,可以减少不必要的遮挡。然后,针对多元时空数据类型多难以结合对比分析的问题,设计了公交站点多元时序数据视图。该可视化方法将公交站点的流量大小和空气质量、空气温度、相对湿度、降雨量这四类多元数据在同一时间序列上编码,提高了视图的空间利用率并且可以对比分析。再次,为了辅助用户探索分析,开发了基于OD流和多元数据的交互式可视分析系统,并设计了多种交互操作提升用户探索效率。最后,基于新加坡交通智能卡数据集,从聚类效果和运行时间对该聚类方法评估。结果显示,在用轮廓系数评估聚类效果上,所提方法比原始方法提升了0.028,比用K均值聚类方法提升了0.253;在运行时间上比聚类效果较好的ONMFS(ONMF through Subspace exploration)方法少了254 s。通过案例分析和系统功能对比验证了系统的有效性。
文摘对于用能数据不足的综合能源系统,借助相似系统的丰富数据可以为其建立高精度的多元负荷预测模型,然而,受数据安全等因素的限制,很多系统并不愿意共享自身数据。联邦学习为处理隐私保护下的少数据综合能源多元负荷预测问题提供了一个重要的思路,但是现有方法依然存在相似参与方识别精度不高等不足。鉴于此,本文提出一种融合联邦学习和长短期记忆网络(long short-term memory,LSTM)的少数据综合能源多元负荷预测方法(multitask learning based on shared dot product confidentiality under federated learning,MT-SDPFL)。首先,给出一种基于共享向量点积保密协议的相似参与方识别方法,用来从诸多可用的综合能源系统中选出最为相似的参与方;接着,使用参数共享联邦学习算法对选中的各参与方联合训练,结合LSTM和finetune技术建立每个参与方的多元负荷预测模型。将所提方法应用于多个实际能源系统,实验结果表明,该方法可以在数据稀疏的情况下取得高精度的多源负荷预测结果。
基金supported in part by Science and Technology Project of the Headquarters of State Grid Corporation of China (No. 5100-202155018A-0-0-00)the National Natural Science Foundation of China (No. 51807134)+1 种基金the State Key Laboratory of Power System and Generation Equipment (No. SKLD21KM10)the Natural Science and Engineering Research Council of Canada (NSERC)(No. RGPIN-2018-06724)。
文摘To reduce environmental pollution and improve the efficiency of cascaded energy utilization, regional integrated energy system(RIES) has received extensive attention. An accurate multi-energy load prediction is significant for RIES as it enables stakeholders to make effective decisions for carbon peaking and carbon neutrality goals. To this end, this paper proposes a multivariate two-stage adaptive-stacking prediction(M2ASP) framework. First, a preprocessing module based on ensemble learning is proposed. The input data are preprocessed to provide a reliable database for M2ASP, and highly correlated input variables of multi-energy load prediction are determined. Then, the load prediction results of four predictors are adaptively combined in the first stage of M2ASP to enhance generalization ability. Predictor hyper-parameters and intermediate data sets of M2ASP are trained with a metaheuristic method named collaborative atomic chaotic search(CACS) to achieve the adaptive staking of M2ASP. Finally, a prediction correction of the peak load consumption period is conducted in the second stage of M2ASP. The case studies indicate that the proposed framework has higher prediction accuracy, generalization ability, and stability than other benchmark prediction models.