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。     

一种基于工作流网的游戏作弊检测系统

游戏作弊对网络游戏危害很大,目前反作弊技术的瓶颈是效率低并且过多依赖于签名匹配。提出一种高效且不依赖于签名匹配的游戏作弊检测系统,用工作流网对作弊行为建模,通过流程树对作弊行为模型进行融合,在不影响检测结果的前提下节省存储空间。用热门网游的作弊软件对系统进行实验,存储空间降低率达到约60%,证明了该系统框架是可行、有效的。     

基于背景重建的高光谱图像异常检测

针对高光谱图像异常检测中背景信息与异常目标信息难以有效区分,背景预测精度不佳的问题,提出一种新的基于背景重建的高光谱图像异常检测算法。通过字典学习方法获取高光谱图像背景光谱字典,并利用该字典对待检测图像进行稀疏重建,得到预测背景图像。将预测背景图像与原始图像做差后得到残差图像,进而利用局部RX检测算法对残差图像进行遍历,实现异常目标检测。通过对真实高光谱图像场景进行实验,证明了算法的有效性。     

实时检验泡沫：基于严格局部鞅判别的泡沫检验方法

实时检验泡沫并对市场参与者和监管者进行预警，有利于防范和化解金融风险。基于检验泡沫的严格局部鞅判别原理，在RKSH方法的基础上拓展了一种倒向滚动检验方法（BSLM），并通过蒙特卡洛仿真和实证分析验证了新方法的有效性。研究发现：相对于传统严格局部鞅判别方法，BSLM方法对距离当前时刻较近的泡沫具有更高的检验势，并且能更早地事前预警泡沫；在对中国股票市场主要指数2000~2015年的泡沫检验中，新方法能判断泡沫的生成时间和破灭时间，发现上证指数和深圳成指的泡沫具有较强的联动性。     

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.     

基于视觉关注模型与多尺度MSER的自然场景文本检测

自然场景中文本检测易受光照、复杂背景、多语言文字、字体及尺寸等因素影响，该文提出了一种基于Itti视觉关注模型与多尺度最大稳定极值区域（maximally stable extremalregion,MSER）结合的自然场景文本检测算法.首先利用改进的Itti视觉关注模型提取文本特征图，并采用不同结合策略得到各尺度文本显著图；然后结合多尺度的MSER区域得到3种文本候选区域.根据文字与生成文本框的几何规则合并文本候选区域得到文本行；最后利用随机森林分类器除去非文本区域得到最终文本区域.实验结果表明，该方法对于自然场景图像中的文本检测具有较高的精确度和一定的鲁棒性.     

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.     

下一代光接入网中物理层关键技术研究进展

5G和数据密集型应用的兴起对下一代光接入网的容量提出了新的挑战.作为最成熟的宽带光纤接入技术，无源光网络（passive optical network，PON）受到了广泛关注.为了在满足功率预算的前提下实现更高的传输速率，提升物理层性能的关键技术一直是该领域的研究热点，同时尽可能地降低系统成本对PON的大规模部署有着重大意义.该文梳理并总结了光接入网中物理层关键技术的研究进展.介绍了PON标准的演进和现状，分析了下一代PON面临的挑战和成因，重点阐述了数字均衡技术、高阶调制格式、光放大、前向纠错、非线性串扰实验分析以及低成本相干检测等关键技术及其研究进展，并综述了当前相关工作的研究成果.