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1.
针对时间序列数据预测过程中可能面对高维或超高维的预测变量,同时考虑变量的时序特征及预测的非同步性,提出用于时序数据预测的非同步尺度主成分分析方法。首先构建单个预测变量和被预测变量的非同步线性回归,通过可决系数选取单变量的最佳滞后阶数,并将回归系数赋权与相应的预测变量得到赋权预测变量,并通过主成分分析对赋权预测变量降维,即非同步尺度主成分分析。将该方法用于消费者物价指数增长率的预测,结果表明经非同步尺度主成分分析降维的预测精度高于传统降维预测的方法。  相似文献   

2.
多变量时间序列分析及其应用   总被引:2,自引:0,他引:2  
在非线性动力系统中,单变量应用于预测已进行了大量研究,在讨论多个变量间依赖性的基础上,将其应用于预测,并对小波神经网络和主成分分析法进行了推广.由预测结果可知,当时间序列很短而同时有多个变量的时序可测时,多变量比单变量更能提供有效信息;从而获得更好的预测结果.  相似文献   

3.
化学计量学中的主成分分析   总被引:6,自引:0,他引:6  
主成分分析是对多变量数据进行降维处理的一种线性投影方法,它在尽可能保留原有信息的基础上将高维空间中的样本映射到较低维的主成分空间中,使数据矩阵简化,降低维数,寻找少数几个由原始变量线性组合的主成分(也称潜变量),以揭示数据结构特征,提取化学信息.主成分分析是化学计量学中的基础方法,广泛用于化学实验数据的统计分析,进行数据降维、变量提取与压缩、确定化学组分数、分类和聚类,以及与其他方法联用进行数据处理.  相似文献   

4.
时间序列聚类是时间序列数据挖掘中重要的研究内容之一。由于时间序列的维数比较大,直接对时间序列原始数据进行聚类性能不理想,如何有效的对时间序列进行维数约简,并且保持原数据集本质特征,是本论文的主要研究点。首先使用局部线性嵌入(LLE)对时间序列样本维数约简,在低维空间对维数约简后的数据进行聚类,然后将它的聚类性能与已有方法如主成分分析(PCA)、分段聚合近似(PAA)进行比较。实验表明,使用LLE更能提高聚类性能。  相似文献   

5.
本文提出一种基于主成分分析(PCA)和动态神经网络的多变量时间序列预报方法,并对具体实例建立多变量时间序列模型。仿真实验结果表明该网络具有很强的学习能力和泛化能力,适合进行非线性时间序列预报。  相似文献   

6.
根据单变量时间序列相空间重构思想,提出了多变量时间序列描述的复杂系统的相空间延迟重构方法,对每一分量的时间序列,分别利用互信息最小法确定最佳延迟时间间隔,最小嵌入维数的选取方法是单变量时间序列情况下虚假邻点法的推广,给出了q阶广义关联积分和q阶广义关联维数的计算公式,并证明了广义并联维数与所用范数无关,计算了Lorenz系统按前2个变量进行重构时的最佳延迟时间间隔和最小嵌入维数,计算结果表明,用多变量时间序列重构比用单变量时间序列重构所需的数据长度要短得多且在方法上更有效。  相似文献   

7.
提出基于张量多线性PCA的多变量时间序列模式匹配方法,通过张量多线性PCA对多变量时间序列进行低维重构并获得其模式表示,然后利用Frobenius范数设计模式间的相似性度量.在四组公开的多变量时间序列数据集上进行实验,结果表明该方法的匹配准确率较高,时间开销较少,且适用于各种规模的数据集.  相似文献   

8.
从多元变量时间序列出发,以相空间重构理论为基础,结合偏最小二乘回归与神经网络方法,提出了基于多变量相空间重构地下水动态预测的神经网络模型.通过分别确定各个时间序列的时间延迟和嵌入维数的方法对地下水动态的多变量时间序列进行相空间重构,采用偏最小二乘回归法提取对系统解释最强的成分作为网络输入,利用神经网络模型进行各成分之间的非线性拟合.将基于多变量相空间重构地下水动态预测的神经网络模型应用于黑龙洞泉域地下水位预测,并通过分析与比较验证了该方法的有效性.  相似文献   

9.
多变量时间序列复杂系统的相空间重构   总被引:14,自引:0,他引:14  
根据单变量时间序列相空间重构思想 ,提出了多变量时间序列描述的复杂系统的相空间延迟重构方法 .对每一分量的时间序列 ,分别利用互信息最小法确定最佳延迟时间间隔 ,最小嵌入维数的选取方法是单变量时间序列情况下虚假邻点法的推广 .给出了q阶广义关联积分和q阶广义关联维数的计算公式 ,并证明了广义关联维数与所用范数无关 .计算了Lorenz系统按前 2个变量进行重构时的最佳延迟时间间隔和最小嵌入维数 .计算结果表明 ,用多变量时间序列重构比用单变量时间序列重构所需的数据长度要短得多且在方法上更有效  相似文献   

10.
岭型压缩主成分估计及其性质   总被引:2,自引:0,他引:2  
本文定义了一类新的降维估计,称之为岭型压缩主成分估计。证明了,当参数满足一定条件时,它比主成分估计,岭型主成分估计及最小二乘估计有较小的均方误差。  相似文献   

11.
There are numerous geometric objects stored in the spatial databases. An importance function in a spatial database is that users can browse the geometric objects as a map efficiently. Thus the spatial database should display the geometric objects users concern about swiftly onto the display window. This process includes two operations:retrieve data from database and then draw them onto screen. Accordingly, to improve the efficiency, we should try to reduce time of both retrieving object and displaying them. The former can be achieved with the aid of spatial index such as R-tree, the latter require to simplify the objects. Simplification means that objects are shown with sufficient but not with unnecessary detail which depend on the scale of browse. So the major problem is how to retrieve data at different detail level efficiently. This paper introduces the implementation of a multi-scale index in the spatial database SISP (Spatial Information Shared Platform) which is generalized from R-tree. The difference between the generalization and the R-tree lies on two facets: One is that every node and geometric object in the generalization is assigned with a importance value which denote the importance of them, and every vertex in the objects are assigned with a importance value,too. The importance value can be use to decide which data should be retrieve from disk in a query. The other difference is that geometric objects in the generalization are divided into one or more sub-blocks, and vertexes are total ordered by their importance value. With the help of the generalized R-tree, one can easily retrieve data at different detail levels.Some experiments are performed on real-life data to evaluate the performance of solutions that separately use normal spatial index and multi-scale spatial index. The results show that the solution using multi-scale index in SISP is satisfying.  相似文献   

12.
The discovery of the prolific Ordovician Red River reservoirs in 1995 in southeastern Saskatchewan was the catalyst for extensive exploration activity which resulted in the discovery of more than 15 new Red River pools. The best yields of Red River production to date have been from dolomite reservoirs. Understanding the processes of dolomitization is, therefore, crucial for the prediction of the connectivity, spatial distribution and heterogeneity of dolomite reservoirs.The Red River reservoirs in the Midale area consist of 3~4 thin dolomitized zones, with a total thickness of about 20 m, which occur at the top of the Yeoman Formation. Two types of replacement dolomite were recognized in the Red River reservoir: dolomitized burrow infills and dolomitized host matrix. The spatial distribution of dolomite suggests that burrowing organisms played an important role in facilitating the fluid flow in the backfilled sediments. This resulted in penecontemporaneous dolomitization of burrow infills by normal seawater. The dolomite in the host matrix is interpreted as having occurred at shallow burial by evaporitic seawater during precipitation of Lake Almar anhydrite that immediately overlies the Yeoman Formation. However, the low δ18O values of dolomited burrow infills (-5.9‰~ -7.8‰, PDB) and matrix dolomites (-6.6‰~ -8.1‰, avg. -7.4‰ PDB) compared to the estimated values for the late Ordovician marine dolomite could be attributed to modification and alteration of dolomite at higher temperatures during deeper burial, which could also be responsible for its 87Sr/86Sr ratios (0.7084~0.7088) that are higher than suggested for the late Ordovician seawaters (0.7078~0.7080). The trace amounts of saddle dolomite cement in the Red River carbonates are probably related to "cannibalization" of earlier replacement dolomite during the chemical compaction.  相似文献   

13.
AcomputergeneratorforrandomlylayeredstructuresYUJia shun1,2,HEZhen hua2(1.TheInstituteofGeologicalandNuclearSciences,NewZealand;2.StateKeyLaboratoryofOilandGasReservoirGeologyandExploitation,ChengduUniversityofTechnology,China)Abstract:Analgorithmisintrod…  相似文献   

14.
Instead of following Fock’s expansion,we solve the Schrodinger equation for some quantum mechanical manybody systems such as electrons in atoms and charged excitons in quantum wells in a similar way in hyperspherical coordinates by expanding the wave functions into orthonormal complete basis sets of the hyperspherical hannonics(HHs)of hyperangles and generalized Laguerre polynomials(GLPs)of the hyperradius.This leads the equation to  相似文献   

15.
Future mobile communication systems aim at providing very high data transmission rates, even in high-mobility scenarios such as high-speed wheel-track trains, maglev trains, highway vehicles, airplanes, guided missiles or spacecraft. A particularly important commercial application is the strong and increasing worldwide demand for high- speed broadband wireless communications (up to 574.8 km/ h test speeds or 380 km/h commercial speeds) in railways, providing data, voice and video services for applications such as onboard entertainment services to passengers, train control, train dispatch, train sensor status handling and sur- veillance. In such high-mobility scenarios, there are a number of communication challenges, including fast hand- over, location updating, high-speed channel modeling, estimation and equalization, anti-Doppler spreading tech- niques, fast power control, and dedicated network architec- ture. Because signal transmission in very high-speed scenarios will inevitably experience serious deterioration, it is imperative to develop key broadband mobile communi- cation techniques for such high-speed vehicles.  相似文献   

16.
17.
Being the primary media of geographical information and the elementary objects manipulated, almost all of maps adopt the layer-based model to represent geographic information in the existent GIS. However, it is difficult to extend the map represented in layer-based model. Furthermore, in Web-Based GIS, It is slow to transmit the spatial data for map viewing. In this paper, for solving the questions above, we have proposed a new method for representing the spatial data. That is scale-based model. In this model we represent maps in three levels: scale-view, block, and spatial object, and organize the maps in a set of map layers, named Scale-View, which associates some given scales.Lastly, a prototype Web-Based GIS using the proposed spatial data representation is described briefly.  相似文献   

18.
本文叙述了对海南岛及其毗邻大陆边缘白垩纪到第四纪地层岩石进行古地磁研究的全部工作过程。通过分析岩石中剩余磁矢量的磁偏角及磁倾角的变化,提出海南岛白垩纪以来经历的构造演化模式如下:早期伴随顺时针旋转而向南迁移,后期伴随逆时针转动并向北运移。联系该地区及邻区的地质、地球物理资料,对海南岛上述的构造地体运动提出以下认识:北部湾内早期有一拉张作用,主要是该作用使湾内地壳显著伸长减薄,形成北部湾盆地。从而导致了海南岛的早期构造运动,而海南岛后期的构造运动则主要是受南海海底扩张的影响。海南地体运动规律的阐明对于了解北部湾油气盆地的形成演化有重要的理论和实际意义。  相似文献   

19.
Various applications relevant to the exciton dynamics,such as the organic solar cell,the large-area organic light-emitting diodes and the thermoelectricity,are operating under temperature gradient.The potential abnormal behavior of the exicton dynamics driven by the temperature difference may affect the efficiency and performance of the corresponding devices.In the above situations,the exciton dynamics under temperature difference is mixed with  相似文献   

20.
The elongation method,originally proposed by Imamura was further developed for many years in our group.As a method towards O(N)with high efficiency and high accuracy for any dimensional systems.This treatment designed for one-dimensional(ID)polymers is now available for three-dimensional(3D)systems,but geometry optimization is now possible only for 1D-systems.As an approach toward post-Hartree-Fock,it was also extended to  相似文献   

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