基于对象语义的图像分割和分类方法

提出一种基于对象语义的图像分割和分类方法．建立多层级区域生长算法HRGSeg对图像进行分割,从而去除“弱对象语义”细节,降低过度分割的影响．在此基础上,提取颜色、边缘、纹理等低层次特征作为特征向量,并利用支持向量机建立样本训练机制,实现低层次特征向高层对象语义的映射．实验中,采用层次化分类机制,取得了较理想的结果．     

Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index

Effectively explaining and accurately forecasting industrial stock volatility can provide crucial references to develop investment strategies, prevent market risk and maintain the smooth running of national economy. This paper aims to discuss the roles of industry‐level indicators in industrial stock volatility. Selecting Chinese manufacturing purchasing managers index (PMI) and its five component PMI as the proxies of industry‐level indicators, we analyze the contributions of PMI on industrial stock volatility and further compare the volatility forecasting performances of PMI, macroeconomic fundamentals and economic policy uncertainty (EPU), by constructing the individual and combination GARCH‐MIDAS models. The empirical results manifest that, first, most of the PMI has significant negative effects on industrial stock volatility. Second, PMI which focuses on the industrial sector itself is more helpful to forecast industrial stock volatility compared with the commonly used macroeconomic fundamentals and economic policy uncertainty. Finally, the combination GARCH‐MIDAS approaches based on DMA technique demonstrate more excellent predictive abilities than the individual GARCH‐MIDAS models. Our major conclusions are robust through various robustness checks.     

Forecasting UK industrial production over the business cycle

This paper examines the information available through leading indicators for modelling and forecasting the UK quarterly index of production. Both linear and non‐linear specifications are examined, with the latter being of the Markov‐switching type as used in many recent business cycle applications. The Markov‐switching models perform relatively poorly in forecasting the 1990s production recession, but a three‐indicator linear specification does well. The leading indicator variables in this latter model include a short‐term interest rate, the stock market dividend yield and the optimism balance from the quarterly CBI survey. Copyright © 2001 John Wiley & Sons, Ltd.     

多支持向量机融合建模的直线电机设计研究

主要研究多支持向量机融合建模方法,并使用差分进化算法对模型进行优化。以圆筒直线电机为研究对象,采用有限元法、正交实验设计与随机实验设计结合方法获得直线电机非参数建模的样本空间,建立直线电机的快速计算模型,并验证模型的精度和效率;采用差分进化算法对直线电机结构进行优化设计,并采用有限元模型验证优化结果的可靠性。为多支持向量机融合算法提供了实际验证。     

基于支持向量机的个人信用评估模型及最优参数选择研究

运用基于支持向量机理论试图建立一个新的个人信用评估预测方法,以期取得更好的预测分类能力.为了达到这个目标及保证可靠性,研究中使用网格5-折交叉确认来寻找不同核函数的最优参数.为了进一步评价SVM分类准确性,我们在本文最后对SVM方法与线性判别分析,Logistic回归分析,最近邻,分类回归树及神经网络进行了比较,结果表明,SVM有很好的预测效果.     

A non‐Gaussian generalization of the Airline model for robust seasonal adjustment

In their seminal book Time Series Analysis: Forecasting and Control, Box and Jenkins (1976) introduce the Airline model, which is still routinely used for the modelling of economic seasonal time series. The Airline model is for a differenced time series (in levels and seasons) and constitutes a linear moving average of lagged Gaussian disturbances which depends on two coefficients and a fixed variance. In this paper a novel approach to seasonal adjustment is developed that is based on the Airline model and that accounts for outliers and breaks in time series. For this purpose we consider the canonical representation of the Airline model. It takes the model as a sum of trend, seasonal and irregular (unobserved) components which are uniquely identified as a result of the canonical decomposition. The resulting unobserved components time series model is extended by components that allow for outliers and breaks. When all components depend on Gaussian disturbances, the model can be cast in state space form and the Kalman filter can compute the exact log‐likelihood function. Related filtering and smoothing algorithms can be used to compute minimum mean squared error estimates of the unobserved components. However, the outlier and break components typically rely on heavy‐tailed densities such as the t or the mixture of normals. For this class of non‐Gaussian models, Monte Carlo simulation techniques will be used for estimation, signal extraction and seasonal adjustment. This robust approach to seasonal adjustment allows outliers to be accounted for, while keeping the underlying structures that are currently used to aid reporting of economic time series data. Copyright © 2006 John Wiley & Sons, Ltd.     

基于支持向量机同步的自适应水印检测方法

提出了一种基于支持向量机(SVM)同步的自适应水印检测方法.该方法利用模糊聚类分析图像纹理、亮度和对比度掩蔽特性,在离散小波变换域自适应嵌入水印信号.为抵抗几何攻击,利用6个图像组合矩表示原始图像的几何特征,通过SVM学习图像旋转、缩放和平移的变换参数,同步后再进行水印的检测和提取.仿真实验表明,该算法在一定的视觉强度下可嵌入鲁棒性更强的水印,能有效抵抗噪声、JPEG压缩和几何攻击,水印检测无需原始图像,具有实用性.     

New feature extraction in gene expression data for tumor classification

Using gene expression data to discriminate tumor from the normal ones is a powerful method. However, it is sometimes difficult because the gene expression data are in high dimension and the object number of the data sets is very small. The key technique is to find a new gene expression profiling that can provide understanding and insight into tumor related cellular processes. In this paper, we propose a new feature extraction method based on variance to the center of the class and employ the support vector machine to recognize the gene data either normal or tumor. Two tumor data sets are used to demonstrate the effectiveness of our methods. The results show that the performance has been significantly improved.     

基于支持向量机的彩色图像人脸检测方法

提出了一种利用肤色信息、基于样本学习的彩色图像人脸检测方法。该方法利用两层支持向量机进行人脸检测，用肤色和非肤色样本训练的第一层支持向量机对图像中每个像素进行分类，所有被判断为皮肤点的像素构成了肤色区域；用窗口对肤色区域进行遍历，用人脸和非人脸样本训练的第二层支持向量机判断窗口是否包含人脸模式，并对检测到的人脸区域进行必要的合并。实验结果显示，本文方法对彩色图像中正面人脸的检测率为87.6％。     

On SETAR non‐linearity and forecasting

We compare linear autoregressive (AR) models and self‐exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two‐regime SETAR process is used as the data‐generating process in an extensive set of Monte Carlo simulations, and we consider the discriminatory power of recently developed methods of forecast evaluation for different degrees of non‐linearity. We find that the interval and density evaluation methods are unlikely to show the linear model to be deficient on samples of the size typical for macroeconomic data. Copyright © 2003 John Wiley & Sons, Ltd.