金融市场中高频数据的分析方法

对高频数据所得到的市场波动率特征和常用的模型及估计方法进行系统的总结,归纳出模型的共同特征、不足之处和修正方法,指出了应用高频数据所面临的问题,提出了在中国股票市场中高频数据的应用方法．     

利用LabVIEW和MATLAB的小波函数采集和处理损伤检测数据

通过LabVIEW直观的图形化界面将用电测法采集到的有缺陷梁的模拟信号转化为数字信号,在LabVIEW中调用MATLAB中小波函数程序,对噪声信号进行消噪处理。结果表明,该方法消噪效果好,为损伤检测的缺陷定位分析打下了基础。     

TD-SCDMA无线接入网数据采集技术研究

为对TD-SCDMA无线接入网中诸接口的数据采集硬件部分提出解决方案,实现了TD-SCDMA无线接入网的数据采集。以TD-SCDMA网络测试仪的数据采集功能为背景,研究了TD-SCDMA无线接入网中Iu,Iub,Iur接口的数据承载方式,并且在该基础上着重探讨和总结了这3种接口的数据采集技术,提出以双功能模块组成的数据采集硬件模型,并给出具体硬件实例,实验表明,该模型能成功应用于网络测试处理。     

Services oriented architecture of foundation data platform of digital city

Digital city, a large complex system, is comprised many subsystem of different fields. It involves common field data, flexible field processes, seamless intra-organization and inter-organization collaborations, and increasing connectivity and interoperability between distributed or decentralized systems. All above these are involved Foundation Data of Digital city. To promote the sustainable development of Digital City, this paper investigates to the construction of Foundation Data Platform (FDP) from the view of the architecture. The paper introduces the conceptions, characteristics and underlying problems of the FDP, and discusses the key issues of the architecture paradigms what FDP might adopted via comparing Object-Oriented Architecture (OOA), Component-Based Architecture (CBA), and Service-based Architecture (SBA). The Process Embedded Service-Oriented Architecture (SOA), one of the recent SOA Application Architecture is introduced. The results indicate that the Process Embedded SOA could promote the sustainable development of Digital City and accommodate the dynamic development environments of different fields which constantly changes requirements.     

Research on spatial association rules mining in two-direction

In data mining from transaction DB, the relationships between the attributes have been focused, but the relationships between the tuples have not been taken into account. In spatial database, there are relationships between the attributes and the tuples, and most of the associations occur between the tuples, such as adjacent, intersection, overlap and other topological relationships. So the tasks of spatial data association rules mining include mining the relationships between attributes of spatial objects, which are called as vertical direction DM, and the relationships between the tuples, which are called as horizontal direction DM. This paper analyzes the storage models of spatial data, uses for reference the technologies of data mining in transaction DB, defines the spatial data association rule, including vertical direction association rule, horizontal direction association rule and two-direction association rule, discusses the measurement of spatial association rule interestingness, and puts forward the work flows of spatial association rule data mining. During two-direction spatial association rules mining, an algorithm is proposed to get non-spatial itemsets. By virtue of spatial analysis, the spatial relations were transferred into non-spatial associations and the non-spatial itemsets were gotten. Based on the non-spatial itemsets, the Apriori algorithm or other algorithms could be used to get the frequent itemsets and then the spatial association rules come into being. Using spatial DB, the spatial association rules were gotten to validate the algorithm, and the test results show that this algorithm is efficient and can mine the interesting spatial rules.     

校园网格环境下异构数据库的集成与分布式查询

针对校园数据网格的分布式异构数据库环境,提出了一种基于网格服务的异构数据库访问和集成方法。该系统为用户提供一致的虚拟数据视图和分布式数据查询支持。在分析和研究现有分布式数据库查询技术的基础上,介绍了一种适用于网格环境下海量数据的连接操作算法,算法依据分布式数据库的固有并行性,利用数据划分来提高查询的并行处理程度,以改进响应时间。理论分析表明,该算法在减少网络通信开销和降低响应时间方面具有较好的性能。     

基于最小二乘支持向量机和证据理论的交通数据融合

针对基于浮动车辆数据(floating car data,FCD)的城市道路交通信息采集系统存在的问题,提出一种基于最小二乘支持向量机(LS-SVM)和证据理论的数据融合方法,通过融合地感线圈采集的交通流量信息,提高FCD系统交通速度信息采集的准确性.利用LS-SVM回归得到速度-流量关系曲线的临界速度参数,再根据历史数据库用统计方法计算出流量-速度关联规则的可信度矩阵,在得到这些经验知识的基础上,定义了两种证据源的基本概率分配函数.最后,通过D-S证据理论对两种证据源进行数据融合,获得融合后的速度信息.实地跑车实验结果论证了融合算法的有效性和可靠性.     

无线传感网中基于能量平衡的数据收集树算法

针对实际应用中传感器节点采样频率不同的特点,提出了一种传感网中基于能量平衡的数据收集树算法(an energy balancing and tree-based data gathering algorithm,EBDGA).EBDGA在基站集中式的构建是以本基站为根结点、基于能量平衡的生成树,根据节点的采样频率定制生成树中子节点加入的策略.仿真实验表明,在这种特定的网络模式下,EBDGA比传统的数据收集树算法PEDAP和PEDAP-PA具有更好的能量平衡特性,提升了能量性能.     

医药销售决策支持系统开发

围绕医药销售决策支持系统开发过程，阐述该系统中数据仓库结构设计、数据转换与处理、面向属性归约、预测算法模型的改进以及系统实现的主要编程方法。分析如何从算法速度、预测值准确性和周期数据预测方法等方面提高算法模型的效率。     

Data fusion based on fuzzy measures

Choquet integral based on fuzzy measure is a very popular data fusion approach. A major problem in applying the Choquet integral is how to determine a large number of fuzzy measures as the number of attributes increases. The λ-fuzzy measure proposed by Sugeno is a powerful method to resolve this problem. However, the modeling ability of the λ-fuzzy measure is too limited to satisfy actual requirements. In this paper, an extended λ-fuzzy measure is proposed using Shapley value index, and the limitation of the λ-fuzzy measure is significantly overcome under little additional computational loads. The extended fuzzy measure has stronger modeling power than the λ-fuzzy measure, straightforwardly representing interaction among attributes. We apply the extended fuzzy measure to an artificial data set and a real dataset in an iron-steel plant. The results verify the usefulness of the extended fuzzy measure compared with other main existing methods.