基于ARIMA-RBF算法的月度降雨量预测研究

为了对月度降雨量进行科学预测,将ARIMA模型与RBF神经网络相结合,提出一种基于ARIMA-RBF耦合算法的月度降雨量预测模型。首先,利用ARIMA模型对月度降雨量线性部分进行拟合预测,计算ARIMA模型预测的残差;然后,利用RBF神经网络对ARIMA模型残差进行拟合预测;最后,利用RBF神经网络预测结果对ARIMA模型进行补偿修正,得到最终降雨量预测结果。将该方法用于重庆市沙坪坝月度降雨量实际预测中,预测结果精度高于单一ARIMA模型以及RBF神经网络,能够满足实际预测需求。结果表明:将线性拟合算法和非线性拟合算法结合起来用于月度降雨量预测是一种较为优越的算法。     

基于RBF神经网络的烧结终点预测模型

本文提出一种基于径向基函数(RBF)神经网络的烧结终点预测模型.该模型首先采用改进的最近邻聚类算法确定径向基函数中心,接着应用递推最小二乘法训练网络的权值.通过现场采集数据对该模型进行仿真,其实验结果表明,该模型具有较好的学习能力和泛化能力,为烧结终点的预测提供了一种新的解决方法.     

基于RBF神经网络的风电机组独立变桨控制

由于风速的随机性、风电机组参数的时变性以及复杂的变桨系统引起的时滞性,随着风力机桨叶长度的不断增加,叶片受力拍打振动的情况越来越严重,同时造成输出功率不稳定.为改善风机变桨系统在运行区域内的动态性能,本文依据风力机空气动力学原理、风剪切特性和塔影效应,提出了基于径向基函数(RBF)神经网络自适应独立变桨距控制方法,采用RBF神经网络逼近变桨系统未知的非线性函数,通过Lyapunov方法导出神经网络自适应率,在线调整神经网络权值来改善独立变桨系统的动态性能,最后通过设计风电机组的独立变桨控制模型进行相关实验,证明基于RBF神经网络自适应独立变桨控制系统具有良好的动态性能,可以有效稳定输出功率,降低桨叶、轮毂、机舱、塔架等风电机组关键部件的疲劳载荷.     

美国科技企业孵化器发展最新动态及其启示

基于最新获取的数据,从规模、结构、产业特征和运营特征等多个方面分析了美国科技企业孵化器发展动态及原因。整体上,美国科技企业孵化行业表现出经济紧缩背景下"集约型"发展特征。根据美国的经验和我国科技企业孵化行业发展的现实,本文最后提出了若干启示建议。     

基于粗糙集与灰色动态预测模型在电力负荷短期预测的应用

针对电力系统多因素负荷预测问题的复杂性,结合粗糙集理论与GM（1,N）模型各自的优势,提出一种基于粗糙集理论的GM（1,N）预测模型.采取粗糙集理论对影响负荷预测因素进行简约,利用GM（1,N）建立简约后的因素变量和负荷之间的关系建立模型,并与GM（1,1）预测模型进行了比较,结果反映基于粗糙集理论的GM（1,N）预测模型的优越性,精准度达到94.055%.     

科技活动的综合发展水平测度与分析

科技活动的发展水平是整个科技产业发展水平的重要组成部分。为了更准确地观测科技活动综合发展水平及其变化规律,本文对科技活动基本情况、科学研究与开发机构、规模以上工业企业和高等学校科技活动进行了综合评价与统计分析。首先,使用变量聚类分析的方法建立相应的指标体系,以及建立基于改进灰色关联度分析法的科技活动综合评价模型;其次,对科技活动系统及其子系统的协调发展度进行计算和分析,发现我国科技活动系统及其子系统的综合发展水平不尽相同,系统的协调发展度差异明显;最后,提出相关政策建议:应重视基础研究,深化产学合作,注重科技向生产力的转化,坚持走"高水平高协调度"的发展之路。     

基于PCA-EBP神经网络的煤炭物流成本预测

为了科学、准确地对煤炭物流成本进行预测,针对煤炭物流成本影响因素之间存在信息重叠以及BP神经网络对多噪声样本和小样本问题预测结果较差等问题,提出了一种PCA-EBP神经网络模型。将所建立的模型用于内蒙古SH煤炭生产企业煤炭物流成本实际预测。结果表明:模型最大误差为1.748%,最小误差为0.0728%,平均误差为0.972%,均好于径向基神经网络(RBF)和支持向量回归机(SVR),预测精度较高,能够满足煤炭物流成本预测的实际需求,验证了所提出模型的有效性和可靠性。     

一种新型RBF网络序贯学习算法

静态神经网络由于自身的局限性难于对非线性时变过程进行建模和预测, 而最小资源分配网络(M-RAN)又因调节参数过多难于实现. 提出了一种新型的基于局部投影概念的RBF网络序贯学习算法: 局部投影网络LPN, 进而对算法进行了最小化改进. 在此基础上进行了详细的算例验证.     

基于多指标分析的路网单元抗震改造重要度评价

基于路网拓扑布局和桥梁结构属性,进行路段抗震提升重要度评价,可为公路交通系统震前加固改造、灾害应急准备等工作提供依据.本文采用4种不同特性的单元重要度评价指标:介数、连通概率灵敏度、路网震后通行时间和路网震前通行时间影响重要度,计算路段及其内部桥梁和道路单元的抗震提升重要度.为综合考虑多指标评价结果对单元重要度排序的影响,本文采用逼近理想排序法(TOPSIS)多属性决策方法评价路段的综合重要度.通过实例路网模型应用,分析了不同指标的特点,比较了单指标评价与多指标综合评价结果的差异.结果表明,不同指标的重要度评价结果存在明显差异,基于多指标分析的路段抗震改造重要度,综合考虑了网络拓扑结构、单元地震反应、单元通行能力、OD(起止点对)交通量的影响,为决策者提供了综合判别的依据.     

摩托车声品质评价的神经网络方法

针对声品质评价过程中线性回归模型评价结果的不足,采用BP神经网络对人的主观评价结果进行预测.采集摩托车在不同发动机转速下驾驶员耳旁的声信号样本,采用分组成对比较法进行主观评价试验,选取了响度、尖锐度、粗糙度作为神经网络模型输入参数,结合主观评价结果对模型进行训练与检验,并与线性回归模型输出结果进行比较.结果表明,选取驾驶员双耳响度、尖锐度、粗糙度作为模型输入能够较为准确地反映人耳对摩托车噪声的主观感觉.     

Forecasting Core Business Transformation Risk Using the Optimal Rough Set and the Neural Network

In the process of enterprise growth, core business transformation is an eternal theme. Enterprise risk forecasting is always an important concern for stakeholders. Considering the completeness and accuracy of the information in the early‐warning index, this paper presents a new risk‐forecasting method for enterprises to use for core business transformation by using rough set theory and an artificial neural network. First, continuous attribute values are discretized using the fuzzy clustering algorithm based on the maximum discernibility value function and information entropy. Afterwards, the major attributes are reduced by the rough sets. The core business transformation risk rank judgement is extracted to define the connection between network nodes and determine the structure of the neural networks. Finally, the improved back‐propagation (BP) neural network learning and training are used to judge the risk level of the test samples. The experiments are based on 265 listed companies in China, and the results show that the proposed risk‐forecasting model based on rough sets and the neural network provides higher prediction accuracy rates than do other widely developed baselines including logistic regression, neural networks and association rules mining. Copyright © 2015 John Wiley & Sons, Ltd.     

独立分量分析在伤口感染监测电子鼻技术中的应用

针对传统的伤口感染诊断方法耗时长,操作复杂等问题,提出了一种基于电子鼻和独立分量分析（ICA）的方法来检测常见的伤口感染病原菌。该电子鼻的传感器阵列由6个金属氧化物半导体传感器组成,分别对七种常见病原菌产生响应,然后利用RBF神经网络对经ICA预处理后的数据进行识别。结果表明,ICA对气体传感器阵列测量数据进行预处理,可以简化神经网络的结构,减少计算量,并能提高伤口感染病原茵识别的准确率。     

Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques

The motivation for this paper was the introduction of novel short‐term models to trade the FTSE 100 and DAX 30 exchange‐traded funds (ETF) indices. There are major contributions in this paper which include the introduction of an input selection criterion when utilizing an expansive universe of inputs, a hybrid combination of partial swarm optimizer (PSO) with radial basis function (RBF) neural networks, the application of a PSO algorithm to a traditional autoregressive moving model (ARMA), the application of a PSO algorithm to a higher‐order neural network and, finally, the introduction of a multi‐objective algorithm to optimize statistical and trading performance when trading an index. All the machine learning‐based methodologies and the conventional models are adapted and optimized to model the index. A PSO algorithm is used to optimize the weights in a traditional RBF neural network, in a higher‐order neural network (HONN) and the AR and MA terms of an ARMA model. In terms of checking the statistical and empirical accuracy of the novel models, we benchmark them with a traditional HONN, with an ARMA, with a moving average convergence/divergence model (MACD) and with a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the FTSE 100 and DAX 30 ETF time series over the period January 2004 to December 2015 using the last 3 years for out‐of‐sample testing. Finally, the empirical and statistical results indicate that the PSO‐RBF model outperforms all other examined models in terms of trading accuracy and profitability, even with mixed inputs and with only autoregressive inputs. Copyright © 2016 John Wiley & Sons, Ltd.     

Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations

In the last decade, neural networks have emerged from an esoteric instrument in academic research to a rather common tool assisting auditors, investors, portfolio managers and investment advisors in making critical financial decisions. It is apparent that a better understanding of the network's performance and limitations would help both researchers and practitioners in analysing real‐world problems. Unlike many existing studies which focus on a single type of network architecture, this study evaluates and compares the performance of models based on two competing neural network architectures, the multi‐layered feedforward neural network (MLFN) and general regression neural network (GRNN). Our empirical evaluation measures the network models' strength on the prediction of currency exchange correlation with respect to a variety of statistical tests including RMSE, MAE, U statistic, Theil's decomposition test, Henriksson–Merton market timing test and Fair–Shiller informational content test. Results of experiments suggest that the selection of proper architectural design may contribute directly to the success in neural network forecasting. In addition, market timing tests indicate that both MLFN and GRNN models have economically significant values in predicting the exchange rate correlation. On the other hand, informational content tests discover that the neural network models based on different architectures capture useful information not found in each other and the information sets captured by the two network designs are independent of one another. An auxiliary experiment is developed and confirms the possible synergetic effect from combining forecasts made by the two different network architectures and from incorporating information from an implied correlation model into the neural network forecasts. Implied correlation and random walk models are also included in our empirical experiment for benchmark comparison. Copyright © 2005 John Wiley & Sons, Ltd.     

分布式光纤传感信号特征提取方法研究

本文分析研究了分布式光纤传感信号的三种特征提取方法：MFCC参数特征提取法、小波包能量特征提取法和小波包Shannon熵特征提取法,并且用RBF神经网络分别进行了实验。实验识别结果表明,相比其他两种特征提取方法,小波包Shannon熵特征提取法能产生较好的识别结果。     

An intelligent model selection and forecasting system

In this paper we present an intelligent decision‐support system based on neural network technology for model selection and forecasting. While most of the literature on the application of neural networks in forecasting addresses the use of neural network technology as an alternative forecasting tool, limited research has focused on its use for selection of forecasting methods based on time‐series characteristics. In this research, a neural network‐based decision support system is presented as a method for forecast model selection. The neural network approach provides a framework for directly incorporating time‐series characteristics into the model‐selection phase. Using a neural network, a forecasting group is initially selected for a given data set, based on a set of time‐series characteristics. Then, using an additional neural network, a specific forecasting method is selected from a pool of three candidate methods. The results of training and testing of the networks are presented along with conclusions. Copyright © 1999 John Wiley & Sons, Ltd.     

Rough sets bankruptcy prediction models versus auditor signalling rates

Both international and US auditing standards require auditors to evaluate the risk of bankruptcy when planning an audit and to modify their audit report if the bankruptcy risk remains high at the conclusion of the audit. Bankruptcy prediction is a problematic issue for auditors as the development of a cause–effect relationship between attributes that may cause or be related to bankruptcy and the actual occurrence of bankruptcy is difficult. Recent research indicates that auditors only signal bankruptcy in about 50% of the cases where companies subsequently declare bankruptcy. Rough sets theory is a new approach for dealing with the problem of apparent indiscernibility between objects in a set that has had a reported bankruptcy prediction accuracy ranging from 76% to 88% in two recent studies. These accuracy levels appear to be superior to auditor signalling rates, however, the two prior rough sets studies made no direct comparisons to auditor signalling rates and either employed small sample sizes or non‐current data. This study advances research in this area by comparing rough set prediction capability with actual auditor signalling rates for a large sample of United States companies from the 1991 to 1997 time period. Prior bankruptcy prediction research was carefully reviewed to identify 11 possible predictive factors which had both significant theoretical support and were present in multiple studies. These factors were expressed as variables and data for 11 variables was then obtained for 146 bankrupt United States public companies during the years 1991–1997. This sample was then matched in terms of size and industry to 145 non‐bankrupt companies from the same time period. The overall sample of 291 companies was divided into development and validation subsamples. Rough sets theory was then used to develop two different bankruptcy prediction models, each containing four variables from the 11 possible predictive variables. The rough sets theory based models achieved 61% and 68% classification accuracy on the validation sample using a progressive classification procedure involving three classification strategies. By comparison, auditors directly signalled going concern problems via opinion modifications for only 54% of the bankrupt companies. However, the auditor signalling rate for bankrupt companies increased to 66% when other opinion modifications related to going concern issues were included. In contrast with prior rough sets theory research which suggested that rough sets theory offered significant bankruptcy predictive improvements for auditors, the rough sets models developed in this research did not provide any significant comparative advantage with regard to prediction accuracy over the actual auditors' methodologies. The current research results should be fairly robust since this rough sets theory based research employed (1) a comparison of the rough sets model results to actual auditor decisions for the same companies, (2) recent data, (3) a relatively large sample size, (4) real world bankruptcy/non‐bankruptcy frequencies to develop the variable classifications, and (5) a wide range of industries and company sizes. Copyright © 2003 John Wiley & Sons, Ltd.     

互联网时代语音识别基本问题

语音识别技术经过半个世纪的积累,于近年来达到大规模商用水平．本文概括了统计语音识别理论的发展状况,并单独介绍了深度神经网络在声学建模、语言建模、多语言共享、语义识别等方面的卓越性能．深度神经网络的性能优势引起了我们强烈的兴趣．通过回顾类人听觉信息处理对深度神经网络的改进作用,我们意识到,深度神经网络与类人听觉信息处理相结合,必将推进语音识别技术的进一步发展．反过来,深度神经网络技术在语音识别中的进步,也必将推动类人听觉信总、处理技术的进步．语音识别技术后续发展的重点是对深度神经网络的结构和训练算法的改进使之更好地实现类人听觉．最后,我们分析了采用深度神经网络模拟人类听觉的抗噪修复机理和听觉关注机理的可能性．     

改进果蝇优化算法优化广义回归神经网络的预测问题研究

为提高传统非线性预测模型的预测精度,提出一种基于改进果蝇优化算法优化广义回归神经网络的预测方法,将果蝇群体分两部分分别进行迭代寻优,从而改进了果蝇优化算法的寻优性能,进而避免了在寻优过程中陷入局部最优。该方法利用改进果蝇优化算法优化广义回归神经网络的径向基函数扩展参数,然后用训练好的广义回归神经网络预测模型进行预测,最后通过订单预测算例进行实证研究。实证研究结果显示,该方法在解决订单预测问题中与未改进的果蝇优化算法优化广义回归神经网络和传统的广义回归神经网络方法对比,具有更高的预测精度和更好的非线性拟合能力。     

低品位油藏经营新模式及应用

通过分析高品位油藏的经济评价指标的决策依据与风险和项目经济评价效益,形成了未开发低品位油藏经营效益的评价新标准;在分析研究低品位油藏的自主经营、租赁经营、合作经营或参股经营等三种经营方式基础上,设计了在不同经营方式下,不同低品位油藏经营享受不同的财税或开发投资优惠方案,从而形成了低品位油藏开发经营新模式;最后将该经营模式应用于中国某低品位油藏开发实际,证实了该理论的先进性、可靠性和可行性.