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An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting 下载免费PDF全文
Bangzhu Zhu Xuetao Shi Julien Chevallier Ping Wang Yi‐Ming Wei 《Journal of forecasting》2016,35(7):633-651
For forecasting nonstationary and nonlinear energy prices time series, a novel adaptive multiscale ensemble learning paradigm incorporating ensemble empirical mode decomposition (EEMD), particle swarm optimization (PSO) and least square support vector machines (LSSVM) with kernel function prototype is developed. Firstly, the extrema symmetry expansion EEMD, which can effectively restrain the mode mixing and end effects, is used to decompose the energy price into simple modes. Secondly, by using the fine‐to‐coarse reconstruction algorithm, the high‐frequency, low‐frequency and trend components are identified. Furthermore, autoregressive integrated moving average is applicable to predicting the high‐frequency components. LSSVM is suitable for forecasting the low‐frequency and trend components. At the same time, a universal kernel function prototype is introduced for making up the drawbacks of single kernel function, which can adaptively select the optimal kernel function type and model parameters according to the specific data using the PSO algorithm. Finally, the prediction results of all the components are aggregated into the forecasting values of energy price time series. The empirical results show that, compared with the popular prediction methods, the proposed method can significantly improve the prediction accuracy of energy prices, with high accuracy both in the level and directional predictions. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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在回顾期权激励相关研究的基础上,利用事件研究法对《上市公司股权激励管理办法》实施以来我国上市公司期权激励公告的市场反应进行了研究,并检验了不同市场对期权激励公告的反应是否相同.研究表明,市场对期权激励公告持积极态度,公告公司股票能获得比非公告公司股票更高的累积超额收益,且不同市场股票的CAR没有差异. 相似文献
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Ping Kong Panagiota Christia Nikolaos G. Frangogiannis 《Cellular and molecular life sciences : CMLS》2014,71(4):549-574
Cardiac fibrosis is characterized by net accumulation of extracellular matrix proteins in the cardiac interstitium, and contributes to both systolic and diastolic dysfunction in many cardiac pathophysiologic conditions. This review discusses the cellular effectors and molecular pathways implicated in the pathogenesis of cardiac fibrosis. Although activated myofibroblasts are the main effector cells in the fibrotic heart, monocytes/macrophages, lymphocytes, mast cells, vascular cells and cardiomyocytes may also contribute to the fibrotic response by secreting key fibrogenic mediators. Inflammatory cytokines and chemokines, reactive oxygen species, mast cell-derived proteases, endothelin-1, the renin/angiotensin/aldosterone system, matricellular proteins, and growth factors (such as TGF-β and PDGF) are some of the best-studied mediators implicated in cardiac fibrosis. Both experimental and clinical evidence suggests that cardiac fibrotic alterations may be reversible. Understanding the mechanisms responsible for initiation, progression, and resolution of cardiac fibrosis is crucial to design anti-fibrotic treatment strategies for patients with heart disease. 相似文献
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Wan J Yourshaw M Mamsa H Rudnik-Schöneborn S Menezes MP Hong JE Leong DW Senderek J Salman MS Chitayat D Seeman P von Moers A Graul-Neumann L Kornberg AJ Castro-Gago M Sobrido MJ Sanefuji M Shieh PB Salamon N Kim RC Vinters HV Chen Z Zerres K Ryan MM Nelson SF Jen JC 《Nature genetics》2012,44(6):704-708
RNA exosomes are multi-subunit complexes conserved throughout evolution and are emerging as the major cellular machinery for processing, surveillance and turnover of a diverse spectrum of coding and noncoding RNA substrates essential for viability. By exome sequencing, we discovered recessive mutations in EXOSC3 (encoding exosome component 3) in four siblings with infantile spinal motor neuron disease, cerebellar atrophy, progressive microcephaly and profound global developmental delay, consistent with pontocerebellar hypoplasia type 1 (PCH1; MIM 607596). We identified mutations in EXOSC3 in an additional 8 of 12 families with PCH1. Morpholino knockdown of exosc3 in zebrafish embryos caused embryonic maldevelopment, resulting in small brain size and poor motility, reminiscent of human clinical features, and these defects were largely rescued by co-injection with wild-type but not mutant exosc3 mRNA. These findings represent the first example of an RNA exosome core component gene that is responsible for a human disease and further implicate dysregulation of RNA processing in cerebellar and spinal motor neuron maldevelopment and degeneration. 相似文献
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利用ANSYS软件对磁流体-泡沫金属减振器的磁路进行数值模拟研究,对影响其性能的磁路级数及相邻两级线圈中电流流向的异同进行了分析.研究结果表明,相同条件下采用多级磁路较单级磁路具有较多的优点,并且多级磁路中相邻激励线圈绕向相反能够更好的改善磁路性能.本研究为磁流体-泡沫金属减振器的设计提供依据. 相似文献
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为了适应多种建筑构件耐火试验,并提高试验的可靠性,根据GB/T9978—1999标准的要求,设计了水平建筑构件耐火试验炉和垂直建筑构件耐火试验炉各一座.通过合理布置燃烧器,使炉内的温度更均匀,利用自行设计的控制系统对炉内的温度及压力进行自动控制,克服了传统人工操作的各种缺点,同时也减少了污染,节省了空间,节约了燃料及人工成本.最后介绍了试验炉的使用情况,取得了较好的效果. 相似文献
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针对目前主流雷达传感器难以满足轻小型无人机载荷需要,且存在着数据获取成本高及算法模型复杂的问题,在自行研制的一种高度集成、轻量化且具有高可靠性的轻小型无人机雷达系统基础上,发展了一种植被高度信息反演新方法。该方法中使用二维滤波抑制直耦波能量,基于剩余图像熵的自适应主元分析去噪方法解决传统方法主元选择不稳定的问题,并基于互相关信息的后向投影算法进一步增强目标信号,最后应用Sobel算子提取植被高度。实验结果表明,该方法反演得到的植被高度和验证数据的相关性达到0.92,均方根误差可达1.28 m。 相似文献