Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve

We develop a semi‐structural model for forecasting inflation in the UK in which the New Keynesian Phillips curve (NKPC) is augmented with a time series model for marginal cost. By combining structural and time series elements we hope to reap the benefits of both approaches, namely the relatively better forecasting performance of time series models in the short run and a theory‐consistent economic interpretation of the forecast coming from the structural model. In our model we consider the hybrid version of the NKPC and use an open‐economy measure of marginal cost. The results suggest that our semi‐structural model performs better than a random‐walk forecast and most of the competing models (conventional time series models and strictly structural models) only in the short run (one quarter ahead) but it is outperformed by some of the competing models at medium and long forecast horizons (four and eight quarters ahead). In addition, the open‐economy specification of our semi‐structural model delivers more accurate forecasts than its closed‐economy alternative at all horizons. Copyright © 2014 John Wiley & Sons, Ltd.     

HTK参数对普米语孤立词识别率的影响

普米语是一种无文字的少数民族语言,目前已处于濒危状态,建立语音语料库及开展语音识别研究是保护和传承普米语的重要手段.基于HTK的语音识别中,参数的选取对不同语言的识别率有很大的影响.针对MFCC维数、HMM状态数及GMM个数这3个参数对普米语的识别率进行研究,结果表明:普米语语音识别的最佳MFCC维数为13维,最佳HMM状态数为8个,最佳GMM个数为3个.     

融合GMM及SVM的特定音频事件高精度识别方法

针对特定音频事件识别中持续时间特别短的音频事件漏检概率高、识别速度较慢的问题,提出一种融合高斯混合模型（GMM）及支持向量机（SVM）的特定音频事件识别算法. 该方法利用GMM的统计分布描述能力和SVM的推广泛化能力,将GMM和SVM分别识别的结果进行融合处理,以手枪、步枪、机关枪等10类以上枪声为实验数据,无需针对每种枪声生成相应的识别模板,仅需训练生成2个识别模板. 实验结果表明,识别准确率达到92.71%. 该方法模板数量少,不需要多次训练,算法复杂度较低,不仅便于应用而且可大幅提升识别效率.      

Semantic image annotation based on GMM and random walk model

Automatic image annotation has been an active topic of research in computer vision and patternrecognition for decades.A two stage automatic image annotation method based on Gaussian mixturemodel (GMM) and random walk model (abbreviated as GMM-RW) is presented.To start with,GMM fitted by the rival penalized expectation maximization (RPEM) algorithm is employed to estimatethe posterior probabilities of each annotation keyword.Subsequently, a random walk processover the constructed label similarity graph is implemented to further mine the potential correlations ofthe candidate annotations so as to capture the refining results, which plays a crucial role in semanticbased image retrieval.The contributions exhibited in this work are multifold.First, GMM is exploitedto capture the initial semantic annotations, especially the RPEM algorithm is utilized to train themodel that can determine the number of components in GMM automatically.Second, a label similaritygraph is constructed by a weighted linear combination of label similarity and visual similarity ofimages associated with the corresponding labels, which is able to avoid the phenomena of polysemyand synonym efficiently during the image annotation process.Third, the random walk is implementedover the constructed label graph to further refine the candidate set of annotations generated byGMM.Conducted experiments on the standard Corel5k demonstrate that GMM-RW is significantlymore effective than several state-of-the-arts regarding their effectiveness and efficiency in the task of automatic image annotation.     

外商直接投资趋势研究——基于灰色马尔可夫预测模型与时间序列模型的对比

外商直接投资是影响中国经济发展的重要因素,而未来外商直接投资的预测是其发展和决策的基础.文章在阐述外商直接投资对中国经济发展的作用以及对未来中国利用外资水平预测的必要性的基础上,选取2000-2013年度中国利用外商直接投资(FDI)的数据,通过建立灰色马尔可夫(GMM)和时间序列模型,对中国利用FDI的趋势进行预测,并对预测结果精度进行比较,以得出较优的预测模型.研究结果表明:传统灰色模型合格,但仍有可提升的空间;在此基础上,建立GMM预测模型对结果进行修正,所得模型的灰色关联度有很大提升,且与真实值差距进一步缩小;建立时间序列模型,并据此对数据进行预测;比较GMM与时间序列模型预测结果的精度,可知,GMM的预测精度较高,拟合效果较好.为验证这一结果的可信度,文章选取1990-2013年度北京市和重庆市FDI水平的数据,建立GMM和时间序列预测模型,再次发现GMM预测效果优于时间序列模型的预测效果.基于此,GMM对中国利用外资水平的预测结果较为可信,预测结果对完善中国直接利用外商投资的机制具有一定参考价值.     

Testing Interval Forecasts: A GMM‐Based Approach

This paper proposes a new evaluation framework for interval forecasts. Our model‐free test can be used to evaluate interval forecasts and high‐density regions, potentially discontinuous and/or asymmetric. Using a simple J‐statistic, based on the moments defined by the orthonormal polynomials associated with the binomial distribution, this new approach presents many advantages. First, its implementation is extremely easy. Second, it allows for a separate test for unconditional coverage, independence and conditional coverage hypotheses. Third, Monte Carlo simulations show that for realistic sample sizes our GMM test has good small‐sample properties. These results are corroborated by an empirical application on SP500 and Nikkei stock market indexes. It confirms that using this GMM test leads to major consequences for the ex post evaluation of interval forecasts produced by linear versus nonlinear models. Copyright © 2011 John Wiley & Sons, Ltd.     

利用GMM逼近的协整分析推广

将Quintos研究的一类向量误差校整模型，推广到其协整向量满足某种线性限制的情形，并讨论协整向量的收敛性和极限分布，得到了相应的结论。     

基于匹配分布和混合高斯模型的车辆检测算法

为解决高斯混合模型GMM（Gaussian Mixture Model）在车辆检测中存在的车辆断裂等问题, 提出了一种基于匹配度分布的混合高斯车辆检测算法。该算法采用c均值聚类法计算混合高斯模型初始值, 得到初步的背景模型； 匹配度分布的提出充分考虑了背景变化的时间性和空间性的特性； 根据前几帧检测结果得到每个点的匹配度分布, 对当前图片改变背景学习的规则, 去除了干扰, 适应了背景的变化。实验结果表明, 该算法较传统的混合高斯检测方法检测率平均提高16%以上, 使背景也更稳定和准确, 克服了车辆检测的断裂以及光照突变等问题, 提高了车辆区域检测的准确性。     

混合高斯模型下的自适应阈值阴影检测

针对现有阴影检测算法参数众多,需要训练参数或者手动设置阈值的缺点.文章提出一种基于HSV颜色信息的自适应阈值阴影检测方法,并利用最大熵阈值分割实现自适应阈值阴影检测.实验表明,该方法能够准确地检测出阴影,鲁棒性强.     

一种改进的运动目标检测

针对现有方法在复杂的环境下不能很好地检测出运动物体的问题,提出了一种改进的基于混合高斯模型的背景消减法检测运动目标.改进了背景模型的更新算法,提高了背景更新速度.利用帧间差分法消除了"鬼影"问题,同时采用动态阈值分割算法,提高了准确性.实验结果表明,该算法能很好地提取出运动目标.