汇率预报的非线性组合建模与预测方法研究

近年来的经济统计研究表明，组合预测比单项预测具有更高的预测精度。但线性组合预测方法在汇率的组合建模与预测方面存着较大的局限性。本文提出了一种基于支持向量机回归(SVM)的汇率非线性组合建模与预测新方法，并讨论了建模中SVM核函数、损失函数的选取和容量控制等问题。对于英镑、法郎、瑞士法郎、日元对美元等汇率时间序列的组合建模与预测结果表明，该方法具有很强的学习与泛化能力，在处理外汇市场这种具有一定程度不确定性的非线性系统的组合建模与预测方面有很好的应用价值。     

基于核函数主元分析的SVM建模方法及应用

为有效克服线性建模方法在非线性建模方面的不足,将核函数思想引入到主元分析方法(PCA)中,有效提取实验数据中的非线性特征信息,并将其作为支持向量机(SVM)的输入变量,建立工业过程软测量模型。该方法应用于丙烯腈聚合过程中转化率的预报,结果表明:该方法的预测精度优于PCA-SVM方法和KPCA-NN方法。     

基于支持向量机回归的港口吞吐量非线性组合预测

提出了一种基于支持向量机回归算法的港口吞吐量非线性组合建模预测方法,并运用该方法进行了港口吞吐量预测,同时将该预测结果与其他方法的预测结果进行了比较．结果表明,该方法具有很强的学习及泛化能力,在处理具有一定程度的不确定性的非线性系统的组合建模预测问题时具有很好的应用价值．     

基于SVM的分类预测

简单介绍了SVM的理论背景，详细介绍了基于SVM的分类预测方法。给出了基于SVM的分类预测技术的性能测试结果。指出该分类预测技术可将实际问题通过非线性变换转换到高维的特征空间，在高维空间中构造线性辨别函数来实现原空间中非线性辨别函数。     

基于ARIMA-SVM模型的快速公交停站时间组合预测方法

为了研究快速公交(BRT)系统公交站台停靠时间的可靠预测技术,对BRT车辆在站台停靠的物理过程进行分析.该过程既具有纵向时间相关性,又受到其他交通子系统的非线性作用,因此将BRT车辆停站时间拆解成线性部分和非线性部分.分别采用差分自回归移动平均(ARIM A)模型和支持向量机(SVM)方法对两部分进行预测,并将预测结果叠加,构成一种快速公交停站时间的组合预测方法.以常州BRT 2号线2个快速公交站的停站时间数据及其相关数据为样本进行建模,建模结果表明该组合预测方法行之有效.相较于单一的ARIMA模型和SVM模型,组合模型停站时间预测值的平均相对百分误差、均方误差均明显降低,误差1 s内命中百分率提高,且在训练数据足够时,组合模型的平均相对百分误差、均方误差分别为0.62%和4.05s2,误差1 s内命中百分率达到96.79%.     

创新产品市场扩散的非线性组合预测模型

提出了一种新的非线性组合预测扩散模型,并给出了相应的反向传播学习算法,理论研究与应用举例表明：该方法具有很强的学习与泛化能力,在处理诸如创新扩散时间序列这种具有一定程度不确性的组合建模与扩散预测方面有很好的应用价值。     

基于人工神经网络的设备可靠性组合预测方法研究

提出了一种基于人工神经网络的非线性组合建模与预测新方法,利用人工神经网络对复杂非线性系统的拟合能力,通过网络训练自适应地调整单一预测模型的权重,并应用MATLAB神经网络工具箱编制了非线性组合预测软件。将该方法应用于某发动机的故障预测,通过与自回归模型、灰色模型和线性组合模型的预测结果对比表明,该方法具有预测精度高,学习与泛化能力强的优点,在设备故障和可靠性预测中具有广泛的应用前景。     

基于支持向量机的互联网金融客户信用风险研究

在分析支持向量机原理的基础上提出了利用Clementine软件预测和分析互联网金融客户信用状况的方法.利用RBF核函数、poly核函数、Sigmoid核函数和line核函数分别对信贷历史样本数据进行建模分析,研究结果显示:在运用支持向量机(SVM)方法对互联网金融客户的信用状况进行评估的实践中,RBF核函数与poly核函数在预测信用状况分类方面相较其他两种核函数具有更高的准确率.为互联网金融机构评估客户信用状况,进行相关风险管理提供了理论参考依据.     

基于支持向量回归的非线性时间序列预测

针对实际系统的高度非线性及复杂动态性,把非线性时间序列建模与预测问题转换为函数回归估计问题.把具有全局最优性、较好泛化能力及训练效率高的最小二乘支持向量回归算法应用到非线性时间序列预测与建模中.最后给出了某市年电力负荷预测的应用实例,与传统支持向量回归算法相比,文章描述的方法具有较好的预测精度.     

基于ARIMA-GARCH-t与ELM的人民币汇率组合预测模型研究

本文旨在对人民币汇率进行预测,以丰富汇率预测方法、方式.利用2012年1月4日到2014年11月3日的人民币对美元汇率中间价数据,依据组合预测方差最小原则构建ARIMAGARCH-t与ELM(极限学习机)组合预测模型来分析人民币汇率的非线性时间序列特征,该模型一方面弥补了ARIMA预测时残差异方差性对预测精度的影响,同时将随机扰动项对模型的影响考虑在内,另一方面发挥ELM学习速度快、泛化性能好等特点.实例分析证明,该组合预测模型预测精度高于单一预测方法,是一种有效的预测方法.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

An affordable accurate evaluation of the binding conformations predicted by molecular docking studies in bio-system

Franck-Condon factors bridge the gap between theoretical modeling and experimental observations for molecular electronic spectroscopy and electron transfer.Under the displaced harmonic oscillator approximation,multidimensional Franck-Condon factors are decomposed into a product of many one-dimensional(1D)Franck-Condon(FC)factors,and each 1D-FC factor is associated with one Huang-Rhys factor that determines the leading contribution of     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with     

Journal of Donghua University ( English Edition) Contents of Volume 31

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