Parameter estimation for dual-rate sampled Hammerstein systems with dead-zone nonlinearity

The identification of nonlinear systems with multiple sampled rates is a difficult task.The motivation of our paper is to study the parameter estimation problem of Hammerstein systems with dead-zone characteristics by using the dual-rate sampled data.Firstly,the auxiliary model identification principle is used to estimate the unmeasurable variables,and the recursive estimation algorithm is proposed to identify the parameters of the static nonlinear model with the dead-zone function and the parameters of the dynamic linear system model.Then,the convergence of the proposed identification algorithm is analyzed by using the martingale convergence theorem.It is proved theoretically that the estimated parameters can converge to the real values under the condition of continuous excitation.Finally,the validity of the proposed algorithm is proved by the identification of the dual-rate sampled nonlinear systems.     

水泥窑协同处置生活垃圾的燃烧特性分析优化

针对传统方法难以分析掺烧生活垃圾后的水泥窑复杂燃烧特性的问题,引入数据挖掘技术,以国内某水泥厂为对象,采集相关参数数据,使用稳定性选择算法分析各参数对煤耗与NO_x排量的影响系数,通过随机森林算法建立煤耗与NO_x排量的数学模型,结合K-means聚类算法得出关键优化参数及其最优值。结果表明,该方法能够建立精确的煤耗与NO_x排量模型,挖掘出节能减排的关键优化参数及其最优目标值。通过改善关键优化参数至最优值,能够大大降低煤耗与NO_x排量,可指导水泥厂优化窑内燃烧特性。     

基于虚拟机的数据中心能耗测量

提出一种基于计算密集型与I/O密集型建立虚拟机动态能耗的数学模型方法.结合了设备运行状态参数，在模型功耗处于计算密集型时引入了虚拟机的CPU使用率与CPU频率，处于I/O密集型时引入了虚拟机的硬盘读写总字节数与内存读写总字节数计算功耗，并对功耗进行积分得出数据中心能耗.与常规方法相比该方法进一步细化了测量粒度，且在使用Wordcount运行任务与Sort运行任务进行节点能耗测试时，得出能耗的平均误差为0.062 5.实验结果在粒度细化的同时保证了常规方法的同级别测量精度.     

Forecasting of electricity price through a functional prediction of sale and purchase curves

This work proposes a new approach for the prediction of the electricity price based on forecasting aggregated purchase and sale curves. The basic idea is to model the hourly purchase and the sale curves, to predict them and to find the intersection of the predicted curves in order to obtain the predicted equilibrium market price and volume. Modeling and forecasting of purchase and sale curves is performed by means of functional data analysis methods. More specifically, parametric (FAR) and nonparametric (NPFAR) functional autoregressive models are considered and compared to some benchmarks. An appealing feature of the functional approach is that, unlike other methods, it provides insights into the sale and purchase mechanism connected with the price and demand formation process and can therefore be used for the optimization of bidding strategies. An application to the Italian electricity market (IPEX) is also provided, showing that NPFAR models lead to a statistically significant improvement in the forecasting accuracy.     

Forecasting under model uncertainty: Non-homogeneous hidden Markov models with Pòlya-Gamma data augmentation

We consider finite state-space non-homogeneous hidden Markov models for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state-dependent coefficients and time-varying transition probabilities that depend on the predictors via a logistic/multinomial function. In a hidden Markov setting, inference for logistic regression coefficients becomes complicated and in some cases impossible due to convergence issues. In this paper, we aim to address this problem utilizing the recently proposed Pólya-Gamma latent variable scheme. Also, we allow for model uncertainty regarding the predictors that affect the series both linearly — in the mean — and non-linearly — in the transition matrix. Predictor selection and inference on the model parameters are based on an automatic Markov chain Monte Carlo scheme with reversible jump steps. Hence the proposed methodology can be used as a black box for predicting time series. Using simulation experiments, we illustrate the performance of our algorithm in various setups, in terms of mixing properties, model selection and predictive ability. An empirical study on realized volatility data shows that our methodology gives improved forecasts compared to benchmark models.     

Can online search data improve the forecast accuracy of pork price in China?

Online search data provide us with a new perspective for quantifying public concern about animal diseases, which can be regarded as a major external shock to price fluctuations. We propose a modeling framework for pork price forecasting that incorporates online search data with support vector regression model. This novel framework involves three main steps: that is, formulation of the animal diseases composite indexes (ADCIs) based on online search data; forecast with the original ADCIs; and forecast improvement with the decomposed ADCIs. Considering that there are some noises within the online search data, four decomposition techniques are introduced: that is, wavelet decomposition, empirical mode decomposition, ensemble empirical mode decomposition, and singular spectrum analysis. The experimental study confirms the superiority of the proposed framework, which improves both the level and directional prediction accuracy. With the SSA method, the noise within the online search data can be removed and the performance of the optimal model is further enhanced. Owing to the long-term effect of diseases outbreak on price volatility, these improvements are more prominent in the mid- and long-term forecast horizons.     

数据挖掘在检测农业补贴中欺诈行为的应用——基于异常检测与神经网络模型

随着国家对农业发展扶持力度的不断加大,农业补贴申请资金得到提高的同时,其种类也在逐渐扩充.因此,如何检测农业补贴申请中的欺诈行为是一项值得关注的研究课题.通过对clementine 12.0中的案例数据分别构建异常检测和神经网络模型,对农业补贴申请记录中的欺诈行为进行检测,并借助clementine12.0的可视化实验平台直观、有效地观察检测结果.实验结果表明:提出的方法可以明显地提高检测欺诈行为的效率及准确率,具有一定的启发和借鉴意义.     

基于分层部分核实数据对二项比例的齐性检验

针对分层情况下的疾病流行率问题,考虑了金标准存在时,在各层的敏感度和特异度不同时二项比例(疾病流行率)的齐性检验;提出了基于渐近检验过程的7种统计量和基于Bootstrap重抽样检验过程的4种统计量,并通过蒙特卡罗模拟研究来比较了各种检验的犯第一类错误的概率和检验功效;研究表明:score统计量、似然比统计量和4种基于bootstrap重抽样的检验统计量具有良好的统计性质,推荐用于实际中;最后,实际数据进一步验证了方法的有效性。     

基于重抽样分布的一类模糊累积和控制图

过程变量在代表产品或服务过程信息时并非完美，而使用模糊数可能是另一较好途径。文章进一步完善模糊累积和控制图，其中使用中心和扩展具有重抽样分布的模糊随机变量，并给出模拟例证。     

高温作用后砂岩物理力学性质阈值温度的确定——基于机器学习算法

通过采用机器学习算法，提出了高温作用后砂岩物理力学性质变化的阈值温度的确定方法。基于Python语言，利用K-Means、SVM算法，实现了对样本数据的分类和聚类，确定了阈值温度区间，验证了二分类法的合理性和准确性.结果表明，砂岩样本的阈值温度区间为400~600 ℃，阈值温度上下砂岩的物理力学性质存在显著差异，体现为阈值温度区间以下的岩样物理力学性质较为分散，而阈值温度区间以上的岩样物理力学性质较为集中.