Modelling a traffic network with missing data

Whitlock and Queen (1998) developed a dynamic graphical model for forecasting traffic flows at a number of sites at a busy traffic junction in Kent, UK. Some of the data collection sites at this junction have been faulty over the data collection period and so there are missing series in the multivariate problem. Here we adapt the model developed in Whitlock and Queen ( 1998 ) to accommodate these missing data. Markov chain Monte Carlo methods are used to provide forecasts of the missing series, which in turn are used to produce forecasts for some of the other series. The methods are used on part of the network and shown to be very promising. Copyright © 2000 John Wiley & Sons, Ltd.     

Designing fuzzy inference system based on improved gradient descent method

1. INTRODUCTION Estimating an unknown complex nonlinear function from a set of input-output data has become a key issue in intelligent control field[1]. Although the theory of traditional equation based approaches is well devel- oped and successful in practice, there has been a great deal of interest in applying model-free methods such as fuzzy and neural techniques for nonlinear function approximation. One of the main reasons for this is that accurate mathematical models do not always exi…     

基于修正Sigmoid核的成分数据缺失值填补法

大多数统计分析方法基于完整的数据集,这些方法不能直接用于包括缺失值的数据集.此外,由于成分数据的特殊属性,传统的缺失值插补方法直接用于这种类型的数据可能得到不良的结果.因此,对成分数据而言,缺失值的填补具有十分重要的意义.为了解决这个问题,根据核函数的性质,提出了一种基于修正Sigmoid核的成分数据缺失值非参数插补方法.该方法使用模拟和真实的数据集与k近邻插补法和最小二乘迭代回归插补法进行比较.实验结果表明,新的插补方法可以得到更准确的估计.     

成分数据中基于MCLasso的修正EM算法

针对成分数据中含有近似零值,对其作对数比变换后就会出现无穷值,从而影响对数据的进一步分析.提出了一个新的修正EM算法来处理成分数据中的近似零值问题,针对EM算法的缺点对其进行一些改进,即:对EM算法的E步用Monte Carlo方法改进,对EM算法的M步用Lasso算法进行改进.对新的方法进行实证分析,并与基于线性回归的修正EM算法、基于均值插补法和Bootstrap的修正EM算法进行比较研究,验证了该方法的有效性.     

语篇连贯的无形网络——隐性衔接机制的关联认知分析

语篇连贯可以通过表层形式的显性衔接得以实现,也可以借助深层结构的隐性衔接来获得。显性衔接的语篇带有明显的形式标记,句与句之间的语义关系清晰明了,是语言表层、形式上的连接,是构成语篇连贯的有形网络。而隐性衔接则无形式标记,句与句之间的语义关系含而不露,是实现语篇连贯的无形网络,是语篇深层结构上的认知衔接手段,与交际双方的心理、认知语境密切相关,可以分为：隐性连接、预设性外指衔接、语义空环衔接。本文主要对隐性衔接进行探讨,以关联理论为理论基础论述隐性衔接机制的认知心理和存在理据。     

缺失数据下多元正态模型Monte Carlo EM算法

研究含有缺失数据的多元正态模型参数的极大似然估计问题,利用Monte Carlo EM算法求得多元正态模型参数的迭代解,并证明了此迭代解收敛到最优解,且其收敛速度是二阶的.     

具有部分缺失数据时两个帕斯卡分布的估计和检验

讨论了具有部分缺失数据下两个帕斯卡分布总体的参数估计和关于总体相同的似然比检验,证明了总体参数估计量的强相合性与渐近正态性,同时给出了似然比检验统计量的极限分布.     

高炉炼铁数据的异常值处理

Blast furnace data processing is prone to problems such as outliers. To overcome these problems and identify an improved method for processing blast furnace data, we conducted an in-depth study of blast furnace data. Based on data samples from selected iron and steel companies, data types were classified according to different characteristics; then, appropriate methods were selected to process them in order to solve the deficiencies and outliers of the original blast furnace data. Linear interpolation was used to fill in the divided continuation data, the K-nearest neighbor (KNN) algorithm was used to fill in correlation data with the internal law, and periodic statistical data were filled by the average. The error rate in the filling was low, and the fitting degree was over 85%. For the screening of outliers, corresponding indicator parameters were added according to the continuity, relevance, and periodicity of different data. Also, a variety of algorithms were used for processing. Through the analysis of screening results, a large amount of efficient information in the data was retained, and ineffective outliers were eliminated. Standardized processing of blast furnace big data as the basis of applied research on blast furnace big data can serve as an important means to improve data quality and retain data value.     

基于深度嵌入聚类的ICU患者生理数据缺失插补

电子病历数据经常存在缺失,严重影响分析结果.基于MIMIC数据库中的重症监护单元(intensive care unit,ICU)患者数据研究缺失值插补,数据集由23组临床常用生理变量以及不存在缺失的5260例样本构成.提出了一种基于深度嵌入聚类的K近邻插值方法.该方法以深度嵌入聚类为核心,通过多次聚类构造样本邻近度矩阵,再选择缺失样本的K个近邻样本,以这些近邻样本的平均值填补缺失.与均值插补、中值插补、后验分布估算插补和条件均值插补相比,该方法插补后的结果与原数据相似度更高,且更好地保留了样本间的差异性.     

Long‐memory dynamic Tobit models

We introduce a long‐memory dynamic Tobit model, defining it as a censored version of a fractionally integrated Gaussian ARMA model, which may include seasonal components and/or additional regression variables. Parameter estimation for such a model using standard techniques is typically infeasible, since the model is not Markovian, cannot be expressed in a finite‐dimensional state‐space form, and includes censored observations. Furthermore, the long‐memory property renders a standard Gibbs sampling scheme impractical. Therefore we introduce a new Markov chain Monte Carlo sampling scheme, which is orders of magnitude more efficient than the standard Gibbs sampler. The method is inherently capable of handling missing observations. In case studies, the model is fit to two time series: one consisting of volumes of requests to a hard disk over time, and the other consisting of hourly rainfall measurements in Edinburgh over a 2‐year period. The resulting posterior distributions for the fractional differencing parameter demonstrate, for these two time series, the importance of the long‐memory structure in the models. Copyright © 2006 John Wiley & Sons, Ltd.