A Bayesian time-varying autoregressive model for improved short-term and long-term prediction

Motivated by the application to German interest rates, we propose a time-varying autoregressive model for short-term and long-term prediction of time series that exhibit a temporary nonstationary behavior but are assumed to mean revert in the long run. We use a Bayesian formulation to incorporate prior assumptions on the mean reverting process in the model and thereby regularize predictions in the far future. We use MCMC-based inference by deriving relevant full conditional distributions and employ a Metropolis-Hastings within Gibbs sampler approach to sample from the posterior (predictive) distribution. In combining data-driven short-term predictions with long-term distribution assumptions our model is competitive to the existing methods in the short horizon while yielding reasonable predictions in the long run. We apply our model to interest rate data and contrast the forecasting performance to that of a 2-Additive-Factor Gaussian model as well as to the predictions of a dynamic Nelson-Siegel model.     

自主飞行器扩展态势评估方法研究

自主飞行器在高度不确定环境下执行复杂作战任务,必须同时兼顾任务完成、战略生存和飞行安全进行自主决策。行为能力等级定量反应了平台健康状态和生存、作战能力,是自主决策的前提和依据,战场威胁级别则反应了外部环境的影响。给出了扩展态势评估的定义,研究了基于贝叶斯网络与模糊逻辑的评估算法,建立了评估模型,构建了自主决策算法,依据扩展态势评估结果进行自主决策,仿真并分析了评估和决策结果,表明方法的有效性。     

Multi-sources information fusion algorithm in airborne detection systems

To aim at the multimode character of the data from the airplane detecting system, the paper combines Dempster- Shafer evidence theory and subjective Bayesian algorithm and makes to propose a mixed structure multimode data fusion algorithm. The algorithm adopts a prorated algorithm relate to the incertitude evaluation to convert the probability evaluation into the precognition probability in an identity frame, and ensures the adaptability of different data from different source to the mixed system. To guarantee real time fusion, a combination of time domain fusion and space domain fusion is established, this not only assure the fusion of data chain in different time of the same sensor, but also the data fusion from different sensors distributed in different platforms and the data fusion among different modes. The feasibility and practicability are approved through computer simulation.     

基于动态贝叶斯网络的无人机路径规划研究

针对威胁可变及威胁体不尽相同的无人机路径规划问题,提出了一种局部路径重规划的算法。该算法首先构造出战场具有n类威胁体的初始路径图———“改进型Voronoi图”,后应用Dijkstra算法搜索威胁分布图,求解粗略最短路径。在无人战斗机飞行过程中,威胁体威胁等级不断变化,无人战斗机通过多传感器数据融合知识构建动态贝叶斯网络图,感知环境,获取信息,应用Viterbi解码算法获得实时威胁等级,进行局部改进型Voronoi图的重构,以完成局部路径重规划,提高了无人战斗机在实战环境下生存概率。给出了应用该方法的具体步骤,通过仿真实验证明该算法的有效性。     

基于动态贝叶斯网的时变样本空间无监督学习

提出了针对概率分布参数时变的样本空间的参数估计问题,由于一般的聚类和EM算法等参数估计方法是针对概率分布时不变的样本空间的问题所采用的。因此,对于概率分布时变的样本空间而言,这些方法均不能有效、准确地估计实时变化的样本参数。通过构建动态贝叶斯网,利用先验和后验的知识进行预测和滤波,结合贝叶斯增量式学习方法并充分利用了其学习所获得的样本空间概率模型变化演进的规律,这样可以较准确、平滑地学习实时概率模型及其分布参数。     

Research on the self-defence electronic jamming decision-making based on the discrete dynamic Bayesian network

The manner and conditions of running the decision-making system with self-defense electronic jamming are given.After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with self-defense electronic jamming,a decision-making model with self-defense electronic jamming based on the discrete dynamic Bayesian network is established.Then jamming decision inferences by the aid of the algorithm of discrete dynamic Bayesian network are carried on.The simulating result shows that this method is able to synthesize different targets which are not predominant.In this way,various features at the same time,as well as the same feature appearing at different time complement mutually;in addition,the accuracy and reliability of electronic jamming decision making are enhanced significantly.     

战术辅助决策系统中的态势评估问题研究

从感知、评价、决策的认知过程研究了现代军机战术辅助决策系统结构、组成和功能，并对态势评估和任务规划两个关键子系统进行了研究，提出了基于黑板知识库系统的态势评估实现结构。重点研究了基于贝叶斯网络和模糊逻辑技术的战场威胁评估算法，首先采用贝叶斯网络对威胁源的威胁级别进行评估，在此基础上，采用模糊逻辑对各威胁源的相对重要性程度进行综合评估。仿真结果表明了该评估算法的有效性，提高了决策的自动化和智能化程度。     

目标检测中的传感器管理方法研究

基于假设检验的方法,研究了目标检测与定位中的传感器管理方法,给出了一种最大后验概率法,讨论了另外两种基于贝叶斯推理的最大正确检测概率法和最小代价函数法。通过仿真改进了最大正确检测概率法,对三种不同方法的检测正确率和平均采样次数进行了比较,分析了各种方法的适用场合。     

财务困境概率贝叶斯估计

通过财务困境概率估计模型建立一套企业财务风险预测系统,具有降低企业经营风险、投资风险以及防范金融危机的重要意义。现有的预测模型主要有:多元识别分析模型、Logit和Probit等统计回归模型以及人工神经网络预测模型。但以上模型均忽略了决策者个人经验、智慧以及信息优势对财务困境预测的重要作用。本文利用贝叶斯分析方法建立的概率估计模型,可以较好地解决这个问题,提高预测的针对性和准确性。     

Endogenous Stackelberg Leadership with Uncertain Information

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