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Multimodality Prediction of Chaotic Time Series with Sparse Hard-Cut EM Learning of the Gaussian Process Mixture Model 被引量:1
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作者 周亚同 樊煜 +1 位作者 陈子一 孙建成 《Chinese Physics Letters》 SCIE CAS CSCD 2017年第5期22-26,共5页
The contribution of this work is twofold: (1) a multimodality prediction method of chaotic time series with the Gaussian process mixture (GPM) model is proposed, which employs a divide and conquer strategy. It au... The contribution of this work is twofold: (1) a multimodality prediction method of chaotic time series with the Gaussian process mixture (GPM) model is proposed, which employs a divide and conquer strategy. It automatically divides the chaotic time series into multiple modalities with different extrinsic patterns and intrinsic characteristics, and thus can more precisely fit the chaotic time series. (2) An effective sparse hard-cut expec- tation maximization (SHC-EM) learning algorithm for the GPM model is proposed to improve the prediction performance. SHO-EM replaces a large learning sample set with fewer pseudo inputs, accelerating model learning based on these pseudo inputs. Experiments on Lorenz and Chua time series demonstrate that the proposed method yields not only accurate multimodality prediction, but also the prediction confidence interval SHC-EM outperforms the traditional variational 1earning in terms of both prediction accuracy and speed. In addition, SHC-EM is more robust and insusceptible to noise than variational learning. 展开更多
关键词 GPM Multimodality Prediction of Chaotic time series with Sparse Hard-Cut EM Learning of the Gaussian process Mixture Model EM SHC
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Multifractal modeling of the production of concentrated sugar syrup crystal
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作者 闭胜 高剑波 《Chinese Physics B》 SCIE EI CAS CSCD 2016年第7期158-163,共6页
High quality, concentrated sugar syrup crystal is produced in a critical step in cane sugar production: the clarification process. It is characterized by two variables: the color of the produced sugar and its clarit... High quality, concentrated sugar syrup crystal is produced in a critical step in cane sugar production: the clarification process. It is characterized by two variables: the color of the produced sugar and its clarity degree. We show that the temporal variations of these variables follow power-law distributions and can be well modeled by multiplicative cascade multifractal processes. These interesting properties suggest that the degradation in color and clarity degree has a systemwide cause. In particular, the cascade multifractal model suggests that the degradation in color and clarity degree can be equivalently accounted for by the initial "impurities" in the sugarcane. Hence, more effective cleaning of the sugarcane before the clarification stage may lead to substantial improvement in the effect of clarification. 展开更多
关键词 time series analysis non-poisson process power-law distribution multiplicative cascade multifractal processes
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