Forecasting China’s Foreign Trade Volume with a Kernel-Based Hybrid Econometric-Ai Ensemble Learning Approach

Due to the complexity of economic system and the interactive effects between all kinds of economic variables and foreign trade, it is not easy to predict foreign trade volume. However, the difficulty in predicting foreign trade volume is usually attributed to the limitation of many conventional forecasting models. To improve the prediction performance, the study proposes a novel kernel-based ensemble learning approach hybridizing econometric models and artificial intelligence （AI） models to predict China＇s foreign trade volume. In the proposed approach, an important econometric model, the co-integration-based error correction vector auto-regression （EC-VAR） model is first used to capture the impacts of all kinds of economic variables on Chinese foreign trade from a multivariate linear analysis perspective. Then an artificial neural network （ANN） based EC-VAR model is used to capture the nonlinear effects of economic variables on foreign trade from the nonlinear viewpoint. Subsequently, for incorporating the effects of irregular events on foreign trade, the text mining and expert＇s judgmental adjustments are also integrated into the nonlinear ANN-based EC-VAR model. Finally, all kinds of economic variables, the outputs of linear and nonlinear EC-VAR models and judgmental adjustment model are used as input variables of a typical kernel-based support vector regression （SVR） for ensemble prediction purpose. For illustration, the proposed kernel-based ensemble learning methodology hybridizing econometric techniques and AI methods is applied to China＇s foreign trade volume prediction problem. Experimental results reveal that the hybrid econometric-AI ensemble learning approach can significantly improve the prediction performance over other linear and nonlinear models listed in this study.     

Asymptotic Solution of Activator Inhibitor Systems for Nonlinear Reaction Diffusion Equations

A nonlinear reaction diffusion equations for activator inhibitor systems is considered. Under suitable conditions, firstly, the outer solution of the original problem is obtained, secondly, using the variables of multiple scales and the expanding theory of power series the formal asymptotic expansions of the solution are constructed, and finally, using the theory of differential inequalities the uniform validity and asymptotic behavior of the solution are studied.     

A multiyear lags input-holding-output model on education with excluding idle capital

This paper develops a multi-year lag Input-Holding-Output (I-H-O) Model on education with exclusion of the idle capital to address the reasonable education structure in support of a sustainable development strategy in China. First, the model considers the multiyear lag of human capital because the lag time of human capital is even longer and more important than that of fixed capital. Second, it considers the idle capital resulting from the output decline in education, for example, student decrease in primary school. The new generalized Leonitief dynamic inverse is deduced to obtain a positive solution on education when output declines as well as expands. After compiling the 2000 I-H-O table on education, the authors adopt modifications-by-step method to treat nonlinear coefficients, and calculate education scale, the requirement of human capital, and education expenditure from 2005 to 2020. It is found that structural imbalance of human capital is a serious problem for Chinese economic development. This research was supporting by the Key Project of National Natural Science Foundation of China under Grant No. 60874119, Innovation Funds of Chinese Academy of Sciences, Research Fund for Humanities and Social Sciences in colleges under Grant No. 06BJY102, Key project in Jiangxi Soft Science Project under Grant No. [2006]188, Jiangxi Research Fund for Humanities and Social Sciences in colleges under Grant No. 03JJ01, and Henan Research Fund for Humanities and Social Sciences in colleges under Grant No. 2008-ZD-002.     

Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model

The authors propose a V _{N, p} test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed V _{N, p} test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power. This research is supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003; the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609; the Doctor's Start-up Research Fund under Grant No. 08-52204; and the Youth Science Research Fund of Chongqing Technology and Business University under Grant No. 0852008.     

RELAXED CONDITIONS FOR CONSENSUS IN MULTI-AGENT COORDINATION

This paper proposes relaxed sufficient conditions for the consensus of multi-agent systems by the averaging protocols with time-varying system topology. Bidirectional information exchange between neighboring agents is considered and both the discrete-time and continuous-time consensus protocols are studied. It is shown that the consensus is reached if there exists an unbounded time sequence such that two agents who own the maximum and minimum states at each time instant in the sequence will be jointly connected at some future time. Further, this result is applied to the original nonlinear Vicsek model, and a sufficient condition for the heading consensus of the group with restricted initial conditions is obtained.     

PRE-IMAGE ENTROPY OF NONAUTONOMOUS DYNAMICAL SYSTEMS*

The authors define and study topological pre-image entropy for the non-autonomous discrete dynamical systems given by a sequence {fi}i=1^∞ of continuous self-maps of a compact topological space. The basic properties and the invariant with respect to equiconjugacy of pre-image entropy for the non-autonomous discrete dynamical systems are obtained.     

Remarks on Network Community Properties

This paper discusses a popular community definition in complex network research in terms of the conditions under which a community is minimal, that is, the community cannot be split into several smaller communities or split and reorganized with other network elements into new communities. The result provides a base on which further optimization computation of the quantitative measure for community identification can be realized.     

A COMPARATIVE STUDY OF DATA MINING METHODS IN CONSUMER LOANS CREDIT SCORING MANAGEMENT

1. Introduction Data mining (DM), sometimes referred to as knowledge discovery in database (KDD), is a systematic approach to find underlying patterns, trends, and relationships buried in data. Data mining has drawn much attention from bothresearchers and practitioners due to its wide applications in crucial business decisions. Basically, the research on DM can be classified into two categories: methodologies and technologies. According to Curt (1995), the technology part of DM consists of…     

A differential game model for a developing and a developed country

A differential game (DG) model for a developing and a developed country is considered. Each player makes decisions about how much resource to be used to restrict the opponent's development so as to maximize his weighted sum of current consumption and final output. Current consumption is assumed to be preferred to final output for both players. The developing country is assumed to have a higher economic growth rate and a higher preference to final output, whereas the developed country is assumed to have a higher initial income and a higher efficiency in restricting his opponent. This problem is investigated under three kinds of information structures, i.e., a zerosum, a nonzero-sum, and a Stackelberg game. Open-loop equilibrium solutions are obtained for all the three cases. Economic implications of the result are provided. The research is supported by the National Natural Science Foundation of China under Grant Nos. 70771118 and 70371030 and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry under Grant No. 2006.331.     

Robust attitude control of a 3DOF helicopter with multi-operation points

A 3DOF (three degrees of freedom) helicopter attitude control system with multi-operation points is described as a MIMO time-varying uncertain nonlinear system with unknown constant parameters, bounded disturbance and nonlinear uncertainty, and a robust output feedback control method based on signal compensation is proposed. A controller designed by this method consists of a nominal controller and a robust compensator. The controller is linear time-invariant and can be realized easily. Robust attitude tracking property of closed-loop system is proven and experimental results show that the designed control system can guarantee high precision robust attitude control under multi-operation points. This research is supported by the National Natural Science Foundation of China under Grant Nos. 60674017 and 60736024.     

A Priority-Based Negotiations Approach for Handling Inconsistencies in Multi-Perspective Software Requirements

Inconsistency of multi-perspective requirements specifications is a pervasive issue during the requirements process. However, managing inconsistency is not just a pure technical problem. It is always associated with a process of interactions and competitions among corresponding stakeholders. The main contribution of this paper is to present a negotiations approach to handling inconsistencies in multi-perspective software requirements. In particular, the priority of requirements relative to each perspective plays an important role in proceeding negotiation over resolving inconsistencies among different stakeholders. An algorithm of generating negotiation proposals and an approach to evaluating proposals are also presented in this paper, respectively.     

Exponential estimates for stochastic delay equations with norm-bounded uncertainties

This paper presents the sufficient conditions for the exponential stability of linear or semilinear stochastic delay equations with time-varying norm bounded parameter uncertainties. Exponential estimates for the solutions are also obtained by using a modified Lyapunov-Krasovski functional. These conditions can be tested numerically using interior point algorithms. This work is Supported by the National Natural Science Foundation of China under Grant Nos. 10801056 and 10826095.     

Stability radius of non-smooth pritchard-salamon systems and the algebraic Riccati equation

The authors discuss the stability radius of the non-smooth Pritchard-Salamon systems under structured perturbations. A formula for the stability radius in terms of the norm of a certain input-output operator is obtained. Furthermore, the relationship between stability radius and the solvability of some type of algebraic Riccati equations is given. This research is supported by the National Natural Science Foundation of China under Grant Nos. 10626057 and 10571165.     

一种基于粗糙集理论的SVM短期负荷预测方法

在分析粗糙集理论方法与支持向量机方法的优势和互补性后,探讨了粗糙集与支持向量机的结合方法,提出了一种基于粗糙集数据预处理的支持向量机预测系统。该系统利用粗糙集理论在处理大数据量、消除冗余信息等方面的优势,减少支持向量机的训练数据,克服支持向量机方法因为数据量太大,处理速度慢等缺点。将该系统应用于短期负荷预测中,与BP神经网络法和标准的支持向量机方法相比,得到了较高的预测精度,从而说明了基于粗糙集理论方法作为信息预处理的支持向量机学习系统的优越性。     

Robust Consensus and Soft Control of Multi-Agent Systems with Noises*

This paper considers the problem of robust consensus for a basic class of multi-agent systems with bounded disturbances and with directed information flow. A necessary and sufficient condition on the robust consensus is first presented, which is then applied to the analysis, control and decision making problems in the noise environments. In particular, the authors show how a soft control technique will synchronize a group of autonomous mobile agents without changing the existing local rule of interactions, and without assuming any kind of connectivity conditions on the system trajectories.     

Web Services Composing by Multiagent Negotiation

Composing web services is gained daily attention in Service Oriented Computing. It includes the dynamic discovery, interaction and coordination of agent-based semantic web services. The authors first follow Function Ontology and Automated Mechanism Design for service agents aggregating. Then the problem is formulated but it is ineffective to solve it from the traditional global view. Because the complexity is NP-complete and it is dii~cult or even impossible to get some personal information. This paper provides a multi-agent negotiation idea in which each participant negotiates under the condition of its reservation payoff being satisfied. Numerical experiment is given and well evaluates the negotiation.     

TWO-STAGE ESTIMATION FOR SEEMINGLY UNRELATED NONPARAMETRIC REGRESSION MODELS

This paper is concerned with the estimating problem of seemingly unrelated （SU） non- parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data from an ongoing environmental epidemiologie study are used to illustrate the proposed procedure.     

A 3-dimensional discrete model of housing price and its inherent complexity analysis

A discrete nonlinear model of real estate is derived, with which the evolutionary trend among government, consumers and real estate developers is described. The stability, bifurcation, and chaotic behavior of the system are also analyzed by using nonlinear dynamic method. Results show that chaos can be obtained via quasi-periodic transition and double-periodic bifurcation. The influence of dynamic evolutionary trend among stakeholder on system stability is also studied and some interesting conclusions are derived. This research can effectively explain the complex behavior of housing prices. This research is supported by the National Natural Science Foundation of China under Grant Nos. 60641006 and 70872029.     

Inverse Center Location Problem on a Tree

This paper discusses the inverse center location problem restricted on a tree with different costs and bound constraints. The authors first show that the problem can be formulated as a series of combinatorial linear programs, then an O（｜V｜^2 log ｜V｜） time algorithm to solve the problem is presented. For the equal cost case, the authors further give an O（｜V｜） time algorithm.