基于模块性指标优化的层次聚类算法

层次形成的正确性决定了层次聚类的质量，通常围绕对象类内类间关系评价实现。本文基于聚类目标，综合考虑类内类问关系，借鉴网络分析中模块性评价准则，设计用于层次聚类的模块性指标，并采用自底向上合并的途径实现指标优化从而完成聚类，提出一种基于模块性指标优化的层次聚类算法。仿真试验表明，和谱聚类算法相比，本文介绍的算法实现简单，能以较少的计算代价，准确地获得样本特征，实现聚类。     

模糊聚类方法中的最佳聚类数的搜索范围

研究了聚类方法中的最佳聚类数可能存在的范围，提出了一种新的解决方法,据此指出现今文献中普遍使用的规则c_max≤√n 在一定意义上是合理的.并就文献中的几个典型例子对上述结论进行了验证与分析. 其结果说明了新方法的有效性.     

面向数据流的加权聚类及演化分析研究

为解决无限数据流在有限内存空间中的聚类分析问题，本文提出了一种加权聚类及演化分析框架。为简要地描述此框架，给出了聚类、聚类簇的概念及其数据结构定义，接着对聚类、聚类簇的加法运算和差运算给出了清晰的描述和相应的实现算法。本框架与CluStream框架有较大的差别，这里采用聚类簇的加法运算来实现更大时间跨度内的聚类簇融合，采用聚类簇的差运算来进行聚类簇的演化分析。最后通过第一个例子来说明本框架是如何对数据流进行加权聚类及演化分析的，采用第二个例子来验证为实现本框架所需的十五个算法的正确性及有效性。     

谱聚类的扰动分析

以矩阵的扰动理论为工具对谱聚类（spectral clustering）进行了分析，通过引入图的权矩阵并对权矩阵的谱和特征向量进行分析，得到了权矩阵的谱与聚类的类数、权矩阵特征值的大小与每一类所含点的个数、以及权矩阵的特征向量与聚类之间的关系．据此，设计了一个基于权矩阵的无监督谱聚类算法（unsupervised spectral clustering algorithm based on weightmatrix，简记为USCAWM），并在模拟点集和实际的数据集上进行了实验，实验结果肯定了理论分析的正确性．     

改进的等斜率灰色聚类法在地面水质量评价中的应用与分析

为了更好地将等斜率灰色聚类法应用于地表水质评价，提出了改进的等斜率灰色聚类法——灰色聚类样点排序法，并通过实例的计算比较，讨论灰色聚类样点排序法再权重处理过程的可行性。可以得出灰色聚类样点排序法能兼顾到：1）各测点地实测污染浓度都在级别标准范围内较有规律的变化，各污染物的标准之间差异不太大；2）污染物分布的离散度太大，各标准值之间差别也太大这两种情况。     

基于RBF神经网络的烧结终点预测模型

本文提出一种基于径向基函数(RBF)神经网络的烧结终点预测模型.该模型首先采用改进的最近邻聚类算法确定径向基函数中心,接着应用递推最小二乘法训练网络的权值.通过现场采集数据对该模型进行仿真,其实验结果表明,该模型具有较好的学习能力和泛化能力,为烧结终点的预测提供了一种新的解决方法.     

基于K-means聚类的快递企业客户细分方法

为了实现对快递企业客户的科学划分，制定差异化的客户营销策略，建立了一种基于K-means聚类的客户细分模型。对快递企业呼叫中心的客户相关数据特征进行了分析与预处理，确定了合理的客户细分变量，并建立了基于呼叫中心数据挖掘的客户细分流程。以某快递企业为例对客户细分方法进行了验证。结果表明该方法能够有效区分快递客户为敏感客户、节俭客户、高端客户、潜在客户与优质客户等五类，为进一步营销方案的设计提供决策支持。     

基于谱聚类的图像多尺度随机树分割

针对谱聚类（spectral clustering）应用于图像分割时权矩阵的谱难以计算的实际问题，定义了像素点与类之间的距离，给出一个采样数定理，设计了一个图像的分层分割（hierarchical divisive）算法．在利用该算法进行图像分割时，由于既要对待分类的点进行随机抽样，又要通过调节尺度因子来合并较小的类或拆分较大的类，因此图像的分割既具有随机性又具有多尺度特性，称之为基于谱聚类的图像多尺度随机树分割（multiscale stochastic hierarchical image segmentation byspectral clustering，简写为MSHISSC）．实验结果表明了算法的有效性．     

有限状态机的行为阶段聚类及其对测试的应用

提出了有限状态机的行为阶段和行为阶段聚类的新概念, 它是介于有限状态机的行为级描述和低层描述(状态表或状态图)之间的一种新的抽象级别. 给定一个有限状态机的低层描述, 可以对它的状态按某种规则进行聚类来简化对有限状态机的分析. 给定一个有限状态机的行为描述, 可以直接从中提取行为阶段, 并通过对行为阶段进行聚类来分析它的功能. 详细阐述了对状态或者行为阶段进行聚类的理论和方法. 行为阶段聚类描述可以应用于对有限状态机的功能分析、验证和测试中. 作为行为阶段聚类描述的一种应用, 建立了一种用于测试产生的新的故障模型——行为阶段转换故障模型, 并利用对行为阶段的聚类来加速基于此故障模型的测试产生, 实现了一个寄存器传输级的自动测试产生系统ATCLUB. 实验结果表明, ATCLUB与其他测试产生系统相比有很高的效率, 并且能够产生相当短的测试序列, 以达到对电路门级固定型故障的较高的覆盖率.     

带信息反馈的凝聚层次聚类算法

本文针对传统的基于相似性的层次聚类算法存在的两个问题(相似性度量中方向信息的丢失和算法的适应能力弱)提出了一种带有信息反馈的凝聚层次聚类算法.首先将无法预知的复杂数据结构描述成3个基本的结构特征单元,并对其进行建模构建一种相似性度量定义的泛型和一种凝聚的层次聚类算法.在凝聚的层次聚类算法中加入类信息的反馈机制,并在不同阶段对相似性定义的泛型进行具体化,充分利用数据点对之间的方向信息和距离信息进行聚类.该聚类算法主要有两大优势:(i)算法的适应能力较强,不需要假设的前提下可以处理无法预知的复杂数据结构;(ii)算法对噪声具有较强的鲁棒性,在不需要对数据集进行预处理的情况下能够在聚类的过程中识别噪声点或者噪声类.从人工数据和真实数据的试验结果可以看出新算法的优越性能.     

一种基于同步动力学模型的层次聚类方法

本文基于建模同步动力学行为的Kuramoto模型提出了一种新的有效层次聚类方法.本文提出的方法基于局部邻域的概念,能够实现稳定的局部同步聚类.通过不断扩大对象同步的邻域半径,所提出的方法能够实现层次化的同步聚类.此外,提出对象邻域闭包的概念,在对象间到达完全同步之前就能预测出聚类的形成,从而减少对象动态交互的时间.本文的方法不依赖于任何数据分布假设,无需任何手工参数设置,可以检测出任意数量、形状和大小的聚类.由于同步过程能够有效地规避离群点,该方法有较强的噪声数据抑制能力.在大量真实数据集和人工合成数据集上的实验结果表明本文的方法聚类准确率高,且运行时间较同类基准算法显著缩短.     

Severity Prediction of Traffic Accident Using an Artificial Neural Network

In this paper, an artificial neural network (ANN) was used to predict the injury severity of traffic accidents based on 5973 traffic accident records occurred in Abu Dhabi over a 6‐year period (from 2008 to 2013). For each accident record, 48 different attributes had been collected at the time of the accident. After data preprocessing, the data were reduced to 16 attributes and four injury severity classes. In this study, WEKA (Waikato Environment for Knowledge Analysis) data‐mining software was used to build the ANN classifier. The traffic accident data were used to build two classifiers in two different ways. The whole data set were used for training and validating the first classifier (training set), while 90% of the data were used for training the second classifier and the remaining 10% were used for testing it (testing set). The experimental results revealed that the developed ANN classifiers can predict accident severity with reasonable accuracy. The overall model prediction performance for the training and testing data were 81.6% and 74.6%, respectively. To improve the prediction accuracy of the ANN classifier, traffic accident data were split into three clusters using a k‐means algorithm. The results after clustering revealed significant improvement in the prediction accuracy of the ANN classifier, especially for the training dataset. In this work, and in order to validate the performance of the ANN model, an ordered probit model was also used as a comparative benchmark. The dependent variable (i.e. degree of injury) was transformed from ordinal to numerical (1, 2, 3, 4) for (minor, moderate, sever, death). The R tool was used to perform an ordered probit. For each accident, the ordered probit model showed how likely this accident would result in each class (minor, moderate, severe, death). The accuracy of 59.5% obtained from the ordered probit model was clearly less than the ANN accuracy value of 74.6%. Copyright © 2016 John Wiley & Sons, Ltd.     

Forecasting Core Business Transformation Risk Using the Optimal Rough Set and the Neural Network

In the process of enterprise growth, core business transformation is an eternal theme. Enterprise risk forecasting is always an important concern for stakeholders. Considering the completeness and accuracy of the information in the early‐warning index, this paper presents a new risk‐forecasting method for enterprises to use for core business transformation by using rough set theory and an artificial neural network. First, continuous attribute values are discretized using the fuzzy clustering algorithm based on the maximum discernibility value function and information entropy. Afterwards, the major attributes are reduced by the rough sets. The core business transformation risk rank judgement is extracted to define the connection between network nodes and determine the structure of the neural networks. Finally, the improved back‐propagation (BP) neural network learning and training are used to judge the risk level of the test samples. The experiments are based on 265 listed companies in China, and the results show that the proposed risk‐forecasting model based on rough sets and the neural network provides higher prediction accuracy rates than do other widely developed baselines including logistic regression, neural networks and association rules mining. Copyright © 2015 John Wiley & Sons, Ltd.     

Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations

In the last decade, neural networks have emerged from an esoteric instrument in academic research to a rather common tool assisting auditors, investors, portfolio managers and investment advisors in making critical financial decisions. It is apparent that a better understanding of the network's performance and limitations would help both researchers and practitioners in analysing real‐world problems. Unlike many existing studies which focus on a single type of network architecture, this study evaluates and compares the performance of models based on two competing neural network architectures, the multi‐layered feedforward neural network (MLFN) and general regression neural network (GRNN). Our empirical evaluation measures the network models' strength on the prediction of currency exchange correlation with respect to a variety of statistical tests including RMSE, MAE, U statistic, Theil's decomposition test, Henriksson–Merton market timing test and Fair–Shiller informational content test. Results of experiments suggest that the selection of proper architectural design may contribute directly to the success in neural network forecasting. In addition, market timing tests indicate that both MLFN and GRNN models have economically significant values in predicting the exchange rate correlation. On the other hand, informational content tests discover that the neural network models based on different architectures capture useful information not found in each other and the information sets captured by the two network designs are independent of one another. An auxiliary experiment is developed and confirms the possible synergetic effect from combining forecasts made by the two different network architectures and from incorporating information from an implied correlation model into the neural network forecasts. Implied correlation and random walk models are also included in our empirical experiment for benchmark comparison. Copyright © 2005 John Wiley & Sons, Ltd.     

基于聚类技术的股票价格趋势预测

利用聚类算法预测股票的价格趋势，通过聚类技术先将某些具备相似特征的上市公司提取出来，这些公司的股票趋势往往具有相饭性，此时再对这些提取出的上市公司财务报表进行具体分析，从而达到准确预测该上市公司股票趋势的目的。通过测试结果得出此方法在股票的预测中具有一定的应用前景。     

Neural model identification,variable selection and model adequacy

In recent years an impressive array of publications has appeared claiming considerable successes of neural networks in modelling financial data but sceptical practitioners and statisticians are still raising the question of whether neural networks really are ‘a major breakthrough or just a passing fad’. A major reason for this is the lack of procedures for performing tests for misspecified models, and tests of statistical significance for the various parameters that have been estimated, which makes it difficult to assess the model's significance and the possibility that any short‐term successes that are reported might be due to ‘data mining’. In this paper we describe a methodology for neural model identification which facilitates hypothesis testing at two levels: model adequacy and variable significance. The methodology includes a model selection procedure to produce consistent estimators, a variable selection procedure based on statistical significance and a model adequacy procedure based on residuals analysis. We propose a novel, computationally efficient scheme for estimating sampling variability of arbitrarily complex statistics for neural models and apply it to variable selection. The approach is based on sampling from the asymptotic distribution of the neural model's parameters (‘parametric sampling’). Controlled simulations are used for the analysis and evaluation of our model identification methodology. A case study in tactical asset allocation is used to demonstrate how the methodology can be applied to real‐life problems in a way analogous to stepwise forward regression analysis. Neural models are contrasted to multiple linear regression. The results indicate the presence of non‐linear relationships in modelling the equity premium. Copyright © 1999 John Wiley & Sons, Ltd.     

Neuromuscular synaptogenesis: clustering of acetylcholine receptors revisited

Clustering of neurotransmitter receptors in the postsynaptic membrane is critical for efficient synaptic transmission. During neuromuscular synaptogenesis, clustering of acetylcholine receptors (AChRs) is an early sign of postsynaptic differentiation. Recent studies have revealed that the earliest AChR clusters can form in the muscle independent of motorneurons. Neurally released agrin, acting through the muscle-specific kinase MuSK and rapsyn, then causes further clustering and localization of clusters underneath the nerve terminal. AChRs themselves are required for agrin-induced clustering of several postsynaptic proteins, most notably rapsyn. Once formed, AChR clusters are stabilized by several tyrosine kinases and by components of the dystrophin/utrophin glycoprotein complex, some of which also direct postnatal synaptic maturation such as formation of postjunctional folds. This review summarizes these recent results about AChR clustering, which indicate that early clustering can occur in the absence of nerves, that AChRs play an active role in the clustering process and that partly different mechanisms direct formation versus stabilization of AChR clusters. Received 10 April 2002; received after revision 4 June 2002; accepted 10 June 2002     

Economic factors and the stock market: a new perspective

It has been widely accepted that many financial and economic variables are non‐linear, and neural networks can model flexible linear or non‐linear relationships among variables. The present paper deals with an important issue: Can the many studies in the finance literature evidencing predictability of stock returns by means of linear regression be improved by a neural network? We show that the predictive accuracy can be improved by a neural network, and the results largely hold out‐of‐sample. Both the neural network and linear forecasts show significant market timing ability. While the switching portfolio based on the linear forecasts outperforms the buy‐and‐hold market portfolio under all three transaction cost scenarios, the switching portfolio based on the neural network forecasts beats the market only if there is no transaction cost. Copyright © 1999 John Wiley & Sons, Ltd.