Enhancing survey‐based investment forecasts

We investigate the accuracy of capital investment predictors from a national business survey of South African manufacturing. Based on data available to correspondents at the time of survey completion, we propose variables that might inform the confidence that can be attached to their predictions. Having calibrated the survey predictors' directional accuracy, we model the probability of a correct directional prediction using logistic regression with the proposed variables. For point forecasting, we compare the accuracy of rescaled survey forecasts with time series benchmarks and some survey/time series hybrid models. In addition, using the same set of variables, we model the magnitude of survey prediction errors. Directional forecast tests showed that three out of four survey predictors have value but are biased and inefficient. For shorter horizons we found that survey forecasts, enhanced by time series data, significantly improved point forecasting accuracy. For longer horizons the survey predictors were at least as accurate as alternatives. The usefulness of the more accurate of the predictors examined is enhanced by auxiliary information, namely the probability of directional accuracy and the estimated error magnitude.     

基于成像算子优化的微震逆时定位方法

针对目前微震逆时定位成像存在的问题,提出一种优化后的成像算子,对模型数据进行抗噪性、误差速度以及检波器分布和数量进行测试,并提出采用峰度值作为定位成像结果的评价标准。结果表明,优化后的成像条件在定位能量聚焦程度和成像分辨率上都得到了提升,对含速度误差和含噪微震数据都有较好的成像结果,并且对检波器的分布和数量有较好的适应性,取得了较为理想的定位效果。     

基于权重调节和用户偏好的协同过滤算法

针对传统相似度计算方法只利用用户的评分信息这一显性反馈行为进行推荐, 导致推荐效果不理想的问题, 提出一种新的相似度计算方法, 通过引入权重调节机制及用户行为偏好等隐性反馈信息, 提升推荐的准确度. 首先, 根据负采样的反用户频率, 降低流行物品全局软件工程的影响程度, 并使用共同评分行为的最小权重, 调节因共同评分数过少而导致的推荐准确度偏差. 其次, 提出项目偏好词定义, 根据项目偏好词矩阵计算出在项目特征上具有共同偏好的用户. 最后, 在MovieLens数据集上进行实验对比分析, 实验结果表明, 改进后的相似度计算有较优的MAE值, 且有更高的推荐准确性.     

Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts

By linking measures of forecast accuracy as well as testing procedures with regard to forecast rationality this paper investigates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar and, hence, for four different currency regimes. The rationality of the exchange rate predictions is initially assessed utilizing tests for unbiasedness and efficiency which indicate that the investigated forecasts are irrational in the sense that the predictions are biased. As one major contribution of this paper, it is subsequently shown that these results are not consistent with an alternative, less restrictive, measure of rationality. Investigating the order of integration of the time series as well as cointegrating relationships, this empirical evidence supports the conclusion that the majority of forecasts are in fact rational. Regarding forerunning properties of the predictions, the results are rather mediocre, with shorter term forecasts for the tightly managed USD/CNY FX regime being one exception. As one additional important and novel evaluation result, it can be concluded, that the currency regime matters for the quality of exchange rate forecasts.     

叙述性偏好法实验的有效样本量模型框架

叙述性偏好法(SP)是一种通过实验设计研究人们偏好的方法,通常结合离散选择模型估计参数.针对SP实验设计缺乏足以得到准确参数估计的有效样本量的问题,提出一个易于操作、更加全面的SP实验有效样本量估计方法框架,实现通过一个线性模型来估计实验所需的有效样本量.应用该框架开展实证研究,发现要素的数量、要素水平的数量、参数的尺度、样本量以及实验设计策略都对参数的准确性产生显著的影响,得到3种设计策略下的有效样本量估计模型.以此为基础,提出SP实验设计的实践原则.     

基于编码调制视觉诱发电位脑机接口滤波算法的性能比较

脑机接口(brain-computer interface,BCI)的分类性能一定程度上取决于对脑电信号的预处理方法,这项研究提出了一种空域时域滤波的预处理方法,以解决人类视觉系统中的潜伏延迟对编码调制视觉诱发电位(c-VEP) BCI的目标识别性能的影响。基于一个平均信号和单次试验信号之间的最小均方误差(the least mean square error,LMSE)创建时域空域滤波器,并且通过最小绝对收缩和选择算子(the least absolute shrinkage and selection operator,LASSO)将稀疏约束应用于滤波器的权重系数,并用模板匹配法来对目标进行识别。将算法应用于由63比特的M序列及其循环移位序列调制的16个目标的c-VEP BCI,并与通用的空域滤波算法典型相关分析(CCA)及空域时域逆滤波算法进行比较。结果表明本研究所提出的算法在分类准确率方面优于其他两种算法。     

基于AUV的航迹追踪自适应UKF算法

无迹卡尔曼滤波算法(UKF,unscented kalman filter)是一种常见的(AUV,autonomous underwater vehicle)加权统计线性回归航迹追踪算法,其算法冗余度低于(EKF,extended kalman filter)、(PF,particle filter)及(PSO,particle swarm optimization)等数值优化算法,且算法效率较高。然而,UKF控制算法中的系统采样时间间隔通常会被设置为常数,由此可能会产生预测值的误差累积,从而影响导航预测结果的精度。因此,笔者提出了基于AUV的航迹追踪自适应无迹卡尔曼滤波算法(AUKF,adaptive unscented kalamn filter algorithm),以期降低预测算法的累积误差。该预测方法依据标准UKF算法的原理,通过构造相应的约束、判断与反馈机制,调整系统状态方程中每一步的采样间隔t,从而提升算法的航迹追踪精度并减少过程噪声及传感器噪声对预测过程的影响。最后,通过仿真实验与结果对比,近一步验证了之前所提出的设想。     

触发方式对低速相机采集图像时间准确度的影响

针对使用低速相机连续采集高时间精度图像序列的需求,系统地研究了3种典型相机触发模式（硬件触发模式、软件触发模式、连续采集模式）下,低速相机采集图像序列时间精度、误差的大小以及误差规律.基于高精度时间光编码技术,对各种触发模式下采集的单张图像进行时间编码,从而获得了采集每张图像的准确时间,计算不同触发方式下得到的图像采集时间间隔与标准时间间隔之间的误差（走时误差）.实验结果表明:软件触发的图像序列精度较差,走时误差值为32.2 ms,硬件触发与连续采集模式下图像序列的时间精度高,走时误差值均分布在±0.1 ms范围内,稳定性好.对于对时间精度要求较高的实验,在实验过程中应尽量选取精准的触发模式,即硬件触发模式或连续采集模式.      

CORS系统在GPS C级控制网测量中的应用

简要介绍了CORS系统的发展情况,分析了GPS C级控制网测量的精度,就GPS网的布设、基线解算、GPS网平差及检核进行有益的探讨,旨在发挥CORS的优势,解决GPS控制网测量中控制点缺乏的问题,提高CORS的应用水平.