基于支持向量回归的钢材力学性能模型及应用

根据化学成分准确预测钢材产品的力学性能并及时调整相关生产的控制策略,将有效地提高钢铁生产的最终产品质量.支持向量机是一种建立在统计学习理论基础上的机器学习方法,介绍了基于此算法基础上的一种ε-支持向量回归机算法及其推导过程,建立了基于ε-支持向量回归机的钢材力学性能模型,通过实际应用表明该模型比Excel回归预测具有更高的精度.     

On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling

Support vector machines （SVM） have been widely used in pattern recognition and have also drawn considerable interest in control areas. Based on rolling optimization method and on-line learning strategies, a novel approach based on weighted least squares support vector machines （WLS-SVM） is proposed for nonlinear dynamic modeling. The good robust property of the novel approach enhances the generalization ability of kernel method-based modeling and some experimental results are presented to illustrate the feasibility of the proposed method.     

基于滚动时间窗的最小二乘支持向量机回归估计方法及仿真

提出了一种基于滚动时间窗的最小二乘支持向量机(LSSVM)回归估计方法．该方法构造了滚动时间窗，利用滚动时间窗内的数据优化建模．模型随着时间窗的滚动进行在线更新，并对滚动时间窗内的数据分配不同的权值以充分利用数据的信息．将基于滚动时间窗的LSSVM回归估计方法应用于软测量建模．进行轻柴油凝固点的预估．结果表明，该建模方法十分有效．     

利用支持向量机预测生物膜蛋白类型

利用统计学习理论中的支持向量机(SVM)，基于氨基酸组分含量预测生物膜蛋白类型。使用文献中2059个训练集和2625个检验集膜蛋白序列数据，运用统计预测中的校准检验，留一法交叉检验和独立数据集检验方法进行分类预测。结果表明，SVM对膜蛋白类型预测具有明显的优越性，该算法对当前已有方法起到重要的补充作用。     

基于SVM和EMD 包络谱的滚动轴承故障诊断方法

针对滚动轴承故障振动信号的调制特征和传统包络分析法的缺陷以及现实中难以获得大量典型故障样本的实际情况,提出了一种基于支持向量机(Support Vector Machine,简称SVM)和经验模态分解(Empirical Mode Decomposition,简称EMD)包络谱的滚动轴承故障诊断方法.该方法首先对原始信号进行经验模态分解,将其分解为多个固有模态函数(Intrinsic Mode Function,简称IMF)之和,然后求出包含主要故障信息的若干个IMF分量的包络谱,最后定义包络谱中各种故障特征频率处的幅值比为特征幅值比,将其作为故障特征向量,并以此作为SVM分类器的输入参数来区分滚动轴承的工作状态和故障类型.实验分析结果表明了该方法的有效性.     

利用URL-Key领域术语识别方法

首次提出利用URL-Key进行领域术语识别的方法。以URL作为媒介, 借助已知URL-Key的领域性来判断未知领域候选术语的领域性。首先, 借助互联网中已有的人工分类领域URL, 根据URL-Key在各领域汇总使用的频度, 采用基于方差的领域URL-Key识别方法, 构建领域URL-Key词表; 然后, 利用伪反馈技术, 收集候选领域词检索得到的URL结果集, 根据URL结果集构建候选领域术语的URL-Key特征向量; 最后, 利用SVM对候选领域术语进行提取。在4个领域进行实验, 都取得不错的效果。新提出的方法可以有效地解决低频术语识别问题, 为低频术语的识别提供新的思路。     

A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

Observing that a sequence of negative logarithms of 1‐year survival probabilities displays a linear relationship with the sequence of corresponding terms with a time lag of a certain number of years, we propose a simple linear regression to model and forecast mortality rates. Our model assuming the linearity between two mortality sequences with a time lag each other does not need to formulate the time trends of mortality rates across ages for mortality prediction. Moreover, the parameters of our model for a given age depend on the mortality rates for that age only. Therefore, whether the span of the study ages with the age included is widened or shortened will not affect the results of mortality fitting and forecasting for that age. In the empirical testing, the regression results using the mortality data for the UK, USA and Japan show a satisfactory goodness of fit, which convinces us of the appropriateness of the linear assumption. Empirical illustrations further show that our model's performances of fitting and forecasting mortality rates are quite satisfactory compared with the existing well‐known mortality models. Copyright © 2015 John Wiley & Sons, Ltd.     

Forecasting High‐Frequency Risk Measures

This article proposes intraday high‐frequency risk (HFR) measures for market risk in the case of irregularly spaced high‐frequency data. In this context, we distinguish three concepts of value‐at‐risk (VaR): the total VaR, the marginal (or per‐time‐unit) VaR and the instantaneous VaR. Since the market risk is obviously related to the duration between two consecutive trades, these measures are completed with a duration risk measure, i.e. the time‐at‐risk (TaR). We propose a forecasting procedure for VaR and TaR for each trade or other market microstructure event. Subsequently, we perform a backtesting procedure specifically designed to assess the validity of the VaR and TaR forecasts on irregularly spaced data. The performance of the HFR measure is illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange‐traded fund based on Standard & Poor's 500 index. We show that the intraday HFR forecasts capture accurately the volatility and duration dynamics for these three assets. Copyright © 2015 John Wiley & Sons, Ltd.     

基于小波变换和支持向量机的心电信号ST段分类

摘要: 为完成ECG(Electrocardiogram)信号特征点提取, 并对ST 段分类, 提出了一种基于离散小波变换和支持向量机的ST 分类算法。首先对信号进行预处理, 完成噪声消除, QRS 波群检测和提取特征值; 然后计算ST段平均值、曲线面积和标准差, 并结合使用SVM(Support Vector Machine)对ST段进行分类。Matlab 仿真结果表
明, 小波去噪效果明显,ST 段未出现失真现象, 特征点提取完整。经MIT鄄BIT 数据库验证, 分类结果显示交叉验证准确率平均值为80. 70%, 训练准确率平均值为91. 83%, 测试准确率平均值为74. 28%。