带方向特征的Contourlet HMT模型

根据Shannon信息理论将纹理的方向特征定义为:图像中信号取值为随机分布的奇异值时方向变量的取值特征.根据这一定义,并结合Tamura方向特征的求取方法,文中对Contourlet变换系数的方向概率分布进行了研究,获得方向特征在Contourlet变换的父子子带间形成传递这一结论,在此基础上结合Contourlet隐Markov树(HMT)模型,建立了以隐状态变量分布为条件的方向隐变量的概率分布模型,即带方向特征的Contourlet HMT模型,给出了该模型的结构和训练方法.此外,通过基于所提出模型的无监督结合上下文信息的图像分割算法对合成图像和遥感图像的目标分割实验验证了所提出模型的有效性.     

基于轮廓小波的图像信号去噪算法研究

在非下采样Contourlet变换域中,针对憎水性图像相关特性,分析了图像有用信息与干扰噪声,提出了基于非下采样Contourlet变换复合绝缘子憎水性图像去噪算法,对变换后低频分量中含有光照不均匀成分采用B样条曲面进行近似,得到补偿后低频分量;对多分辨率多方向性带通分量中乘性噪声应用非线性扩散有选择滤波,最后对修正后系数重构.实验结果表明:与同态滤波相比,此算法不仅对憎水性图像光照不均匀部分最佳补偿,而且图像的细节、边缘信息得到有效的保留甚至加强,为后续憎水性图像分析与理解提供了良好的基础.     

Wind power prediction based on wind speed forecast using hidden Markov model

This study examines a new approach for short-term wind speed and power forecasting based on the mixture of Gaussian hidden Markov models (MoG-HMMs). The proposed approach focuses on the characteristics of wind speed and power in the consecutive hours of previous days. The proposed method is carried out in two steps. In the first step, for the hourly prediction of wind speed, several wind speed features are employed in MoG-HMM, and in the second step, the results obtained from the first step along with their characteristics and wind power features are used to predict wind power estimation. To increase the prediction accuracy, the data used in each step are classified, and then for each class, one HMM with its specific parameters is used. The performance of the proposed approach is examined using real NREL data. The results show that the proposed method is more precise than other examined methods.     

Contourlet域的灰度水印技术研究

为了提高水印算法的鲁棒性和安全性,提出一种基于Contourlet域的双重置乱灰度图像水印算法.首先对灰度水印图像进行Arnold变换和Baker映射双重置乱处理,提高水印安全性;然后将宿主图像进行Contourlet分解为一系列多尺度、局部化、方向性的子带图像,最后选择Contourlet低频系数嵌入水印,并采用明提取的方法获取水印.实验结果表明,该算法能有效的抵抗JPEG压缩、噪声、剪裁等攻击,具有较好的不可见性和更强的稳健性.     

Predictive power of Markovian models: Evidence from US recession forecasting

This paper provides extensions to the application of Markovian models in predicting US recessions. The proposed Markovian models, including the hidden Markov and Markov models, incorporate the temporal autocorrelation of binary recession indicators in a traditional but natural way. Considering interest rates and spreads, stock prices, monetary aggregates, and output as the candidate predictors, we examine the out‐of‐sample performance of the Markovian models in predicting the recessions 1–12 months ahead, through rolling window experiments as well as experiments based on the fixed full training set. Our study shows that the Markovian models are superior to the probit models in detecting a recession and capturing the recession duration. But sometimes the rolling window method may affect the models' prediction reliability as it could incorporate the economy's unsystematic adjustments and erratic shocks into the forecast. In addition, the interest rate spreads and output are the most efficient predictor variables in explaining business cycles.     

An Inhomogeneous Hidden Markov Model for Efficient Virtual Machine Placement in Cloud Computing Environments

In a cloud environment virtual machines are created with different purposes, such as providing users with computers or handling web traffic. A virtual machine is created in such a way that a user will not notice any difference from working on a physical computer. A challenging problem in cloud computing is how to distribute the virtual machines on a set of physical servers. An optimal solution will provide each virtual machine with enough resources and at the same time not using more physical services (energy/electricity) than necessary to achieve this. In this paper we investigate how forecasting of future resource requirements (CPU consumption) for each virtual machine can be used to improve the virtual machine placement on the physical servers. We demonstrate that a time‐dependent hidden Markov model with an autoregressive observation process replicates the properties of the CPU consumption data in a realistic way and forecasts future CPU consumption efficiently. Copyright © 2016 John Wiley & Sons, Ltd.     

Statistical surveillance of cyclical processes with application to turns in business cycles

On‐line monitoring of cyclical processes is studied. An important application is early prediction of the next turn in business cycles by an alarm for a turn in a leading index. Three likelihood‐based methods for detection of a turn are compared in detail. One of the methods is based on a hidden Markov model. The two others are based on the theory of statistical surveillance. One of these is free from parametric assumptions of the curve. Evaluations are made of the effect of different specifications of the curve and the transitions. The methods are made comparable by alarm limits, which give the same median time to the first false alarm, but also other approaches for comparability are discussed. Results are given on the expected delay time to a correct alarm, the probability of detection of a turning point within a specified time, and the predictive value of an alarm. Copyright © 2005 John Wiley & Sons, Ltd.     

知识创新的Markov控制模型研究

本文在已有的知识创新的相关理论基础上研究知识创新问题。完善了知识创新的机理模型,并对其进行了理论说明,指出知识创新的原理和作用;在对其机理分析的基础上,用Markov模型描述了企业的知识创新过程,分析了影响知识创新的关键因素——隐性知识;并提出了有关知识创新的相应策略框架。     

蚁群算法中参数设置对超声回波估计性能的影响

摘要针对超声回波参数估计问题存在着耗机时长,估计结果严重依赖于初始值的缺点,本文将蚁群算法应用到超声回波参数估计中,结合超声回波的非线性高斯模型,提出了基于蚁群算法的超声回波参数估计算法,并就蚁群算法在超声回波估计中参数的优化组合设置进行了分析研究通过数值仿真,在信噪比为10dB条件下计算了蚁群算法中各参数的不同取值对估计结果的不同影响,包括计算时间、估计精度和算法稳定性,得出了算法中各参数的组合优化设置,给出了最优参数下的超声回波参数估计结果,并通过与其他算法的比较验证了蚁群算法在超声回波参数估计问题中的有效性．该研究有助于提高超声回波估计的精度和算法的稳定性,缩短蚁群算法的计算时问,以达到优化算法性能的目的．     

The variance ratio and trend stationary model as extensions of a constrained autoregressive model

This paper shows that a constrained autoregressive model that assigns linearly decreasing weights to past observations of a stationary time series has important links to the variance ratio methodology and trend stationary model. It is demonstrated that the proposed autoregressive model is asymptotically related to the variance ratio through the weighting schedules that these two tools use. It is also demonstrated that under a trend stationary time series process the proposed autoregressive model approaches a trend stationary model when the memory of the autoregressive model is increased. These links create a theoretical foundation for tests that confront the random walk model simultaneously against a trend stationary and a variety of short‐ and long‐memory autoregressive alternatives. Copyright © 2009 John Wiley & Sons, Ltd.     

Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach

This paper considers the problem of forecasting high‐dimensional time series. It employs a robust clustering approach to perform classification of the component series. Each series within a cluster is assumed to follow the same model and the data are then pooled for estimation. The classification is model‐based and robust to outlier contamination. The robustness is achieved by using the intrinsic mode functions of the Hilbert–Huang transform at lower frequencies. These functions are found to be robust to outlier contamination. The paper also compares out‐of‐sample forecast performance of the proposed method with several methods available in the literature. The other forecasting methods considered include vector autoregressive models with ∕ without LASSO, group LASSO, principal component regression, and partial least squares. The proposed method is found to perform well in out‐of‐sample forecasting of the monthly unemployment rates of 50 US states. Copyright © 2013 John Wiley & Sons, Ltd.