奇异核Volterra积分方程迭代配置解的超收敛性

讨论一类奇异核Volterra积分方程样条配置法及迭代配置法，证明了适当选取配置参数及等级网格时，迭代配置解在节点处还具有超收敛性。     

复域微分方程解的不动点与迭代级

文中引入了亚纯函数f(z)的不动点i级收敛指数的概念，并用以研究系数为超越整函数且级无穷的n阶线性微分方程解的不动点与迭代级，得到了一些相关的性质与结果。     

基于改进Paik型Hoptield网络的图像复原

针对图像复原提出了一种改进的Paik型Hopfield网络神经元状态变化规则,在此基础上详细讨论了全并行算法的收敛性、残值误差和能量变化,并依据"由粗至精"的思想和相邻精度层能量变化差估计提出了一种改进迭代算法.仿真实验表明该方法能无限逼近能量极小点,大大提高了Paik型Hopfield网络的精度和收敛速度.     

二元分形插值函数的不定积分

介绍了矩形区域上由迭代函数系(iterated function system,IFS)生成的二元分形插值函数的不定积分.首先证明二元插值函数的不定积分也是由迭代函数系迭代生成的,并得到了其迭代函数系.其次,证明了二元插值函数的不定积分的2阶混合偏导数等于其二元插值函数本身的充要条件,并推广到2N阶的情形.     

基于复合稀疏去噪的沙漠地震噪声消减

沙漠地震噪声既含有低频噪声又含有高斯白噪声,一般方法很难同时去除这两种噪声,针对此问题提出了使用复合稀疏去噪同时压制沙漠地震噪声中的低频噪声和高斯白噪声的方法。在复合稀疏去噪中将平方损失作为损失函数的保真度约束,将信号和信号一阶导数的 L1 范数作为损失函数的稀疏约束,然后通过最小化损失函数去除信号中的高斯白噪声。为同时去除低频噪声,复合稀疏去噪中联合使用了低通滤波器,即可一次性去除低频噪声和高斯白噪声。分别对模拟地震数据和实际地震数据进行仿真实验,实验表明该方法可有效地同时压制沙漠地震数据中的低频噪声和高斯白噪声,复合稀疏去噪的保幅略好于带通滤波器,去噪后带通滤波器会产生较严重失真,而复合稀疏去噪的失真较小。     

抛物方程非特征柯西问题的分数次Tikhonov方法

讨论了一个不适定的抛物方程的非特征柯西问题,为了解决这个问题,采用了分数次Tikhonov正则化方法,并提出先验和后验两种参数选取规则下的稳定误差估计。     

二重级数收敛性研究

研究了二重级数和累次级数收敛问题,提出了二重级数与累次级数收敛的判别法并给出了证明,在此基础上研究了二者之间的关系,丰富了级数基本理论.     

一种确定IFSP中迭代次数下限的算法

提出了一种求解带概率的迭代函数系统（IFSP）中迭代次数下限的自动算法,该算法基于一个基本假定,从给定的多个压缩仿射变换矩阵的谱半径入手,先分别求出每一个压缩仿射变换收敛到其对应的不动点时的迭代次数,然后根据每一个压缩仿射变换使用的概率即可计算出IFSP中迭代次数的下限．理论分析和实验计算结果表明,提出的算法能有效地确定IFSP中迭代次数的下限,且在保证分形图质量的同时避免了不必要的计算开销,为快速生成高质量的分形图提供了一种有效的方法．     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model

We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward‐in‐Time Selection (BTS), which takes into account feedback and multicollinearity, often present in multivariate time series. We compare BTS to other known methods, also in conjunction with regularization techniques used for the estimation of model parameters, namely principal components, partial least squares and ridge regression estimation. The predictive efficiency of the different models is assessed by means of Monte Carlo simulations for different settings of feedback and multicollinearity. The results show that BTS has consistently good prediction performance, while other popular methods have varying and often inferior performance. The prediction performance of BTS was also found the best when tested on human electroencephalograms of an epileptic seizure, and for the prediction of returns of indices of world financial markets.Copyright © 2013 John Wiley & Sons, Ltd.