EMD-SVM在南京市月平均气温预测中的应用

南京市月平均气温具有非平稳性、噪声大、序列宽频等特征.为了提高温预测精度,本文提出一种经验模态分解(EMD)和支持向量机(SVM)回归相组合的预测模型(EMD-SVM).首先应用EMD分解算法把南京市月平均气温分解成不同尺度的基本模态分量(IMF),再运用支持向量机回归模型对每个IMF预测,最后将预测结果重构得到南京市月平均气温预测值.结果表明:EMD-SVM模型预测与单一支持向量机回归模型预测相比,平均预测精度提高0.59度,是一种有效的预测气温的模型.     

隐马尔可夫模型在语音识别中的应用

隐马尔可夫模型 (HMM)的基本技术是语音识别中较为成功的算法 .主要是它具有较强的对时间序列结构的建模能力 .本文首先深入浅出地介绍了 HMM的基本技术和一个基于 HMM的孤立词语音识别系统的构成方法 ,其次 ,基于 HMM尚存有一些缺陷 ,造成语音识别能力较弱 ,为此本文又进一步阐述了语音识别应用中的几种改进的 HMM系统及目前的热点方法—— HMM与 ANN构成的混合网络     

隐马尔可夫模型在生物信息学中的应用

隐马尔可夫模型 ( HMM)是一个能够通过可观测的数据很好地捕捉真实空间统计性质的随机模型 ,该模型已成功地运用于语音识别 ,目前 HMM已开始应用于生物信息学 ( bioinformatics) ,已在生物序列分析中得到了广泛的应用 .本文首先介绍了 HMM的基本结构 ,然后着重讨论了 HMM在 DNA序列的多重比对 ,基因发现等生物序列分析中的应用     

输电系统的部分可观Petri网故障诊断器设计

采用部分可观Petri网的故障诊断方法来解决变电站输电系统中不可观事件和不可观运行状态的故障诊断问题.首先,将系统可观测序列分解为长度为1的基础观测序列,应用线性不等式矩阵计算与基础观测序列相符的点火序列集;然后,基于整数线性规划问题,利用向前向后函数拓宽诊断区间,同时应用参数K限定故障诊断序列长度,通过分析系统可观事件和系统部分可观状态,给出故障诊断结果.最后,构造变电站输电系统的部分可观Petri网模型,应用提出的故障诊断算法对输电系统进行诊断,诊断结果准确给出了故障发生与否及故障发生位置.算法适用于在线故障诊断,计算复杂性线性相关于观序列长度.     

基于BERT的短文本分类模型及在铁路CIR设备故障诊断中的应用

在设备故障诊断领域,操作说明、维修记录等文本数据具有极大的应用价值,充分挖掘和利用这类数据能大幅度提升故障诊断的工作效率.现有研究常用语义特征抽取及无监督聚类方法挖掘文本数据,辅助进行故障定位,但这类方法通常无法解释故障原因和给出提供相应维修方案的理由,据此生成的故障维修方案不易于理解.文章基于现有的成熟预训练语言模型BERT (bidirectional encoder representation from transformers),提出了一种基于BERT的短文本分类模型和知识图谱结合的故障定位方法,以充分挖掘和利用铁路CIR设备的文本数据中蕴含的知识和规律.所用方法首先基于CIR设备的功能层次关系确定故障模块,然后借助基于BERT的文本分类技术实现故障的初步定位,最后结合知识图谱进一步确定故障原因等信息辅助进行故障诊断,基于知识图谱积累的故障诊断知识提供故障维修方案易于维修人员理解,有助于知识的管理和工程效率的提升.在文本分类技术方面,文章利用铁路CIR设备故障维修台账记录数据进行实验,实验结果证明,基于BERT的短文本分类模型相较传统分类模型在性能上有较大的提升;在故障诊断方...     

小波和EMD的滤波特性在轴承故障诊断中的比较

通过仿真实验将小波变换和经验模态分解(EMD)方法分解信号的能力进行了比较,并将这种滤波特性应用于旋转机械的故障诊断中,结合包络谱分析,比较了两者对于滚动轴承内圈故障的诊断效果.仿真及轴承实验结果表明EMD方法在滤波的自适应性、分解结果的准确性以及诊断效果等方面均具有优势,更重要的是它分离出的主要分量物理意义明确,反映了信号的真实内涵.     

隐马尔科夫模型在乙肝发病预测中的应用

基于隐马尔科夫模型(HMM)为中国疾病预防与控制中心发布的乙肝发病数量时间序列进行建模,通过似然函数的计算而建立起一个具有2状态的单变量正态分布隐马尔科夫模型.根据模型估计结果,发现两个状态对应的乙肝发病数量的分布规律有较大差异,分别对应着乙肝疫情的低发状态和高发状态.状态之间有可能发生转换,但是转换的概率比较低.基于所估计得到的隐马尔科夫模型,可以识别出特定时刻乙肝疫情所处的状态,也可以预测未来时刻乙肝疫情所处的状态.     

非结构性数据驱动的混合分解集成碳交易价格组合预测

碳交易价格的有效预测有助于投资者合理决策以及政府制定科学的碳交易政策。本文提出一种非结构性数据驱动的混合分解集成碳交易价格组合预测方法。首先，基于百度指数获得碳交易相关非结构性数据，并利用主成分分析(PCA)方法提取其主成分。其次，对主成分序列与碳交易价格历史数据进行经验模态分解(EMD)、变分模态分解(VMD)与小波分解(WT),按频率高低重构后得到它们的高、低频序列和趋势项。然后，自适应选取自回归移动平均模型(ARIMA)、Holt指数平滑法和人工神经网络模型(ANN),结合非结构信息对碳价格的高、低频序列和趋势项进行预测。最后，基于BP神经网络等对三种分解方法的预测值分层集成，得到碳价格最终预测结果。对比实验结果显示，上述组合预测方法充分利用了多源信息，预测精度高且适用性良好。     

平面几何模型的EMD分解算法及其应用

经验模态分解(Empirical mode decomposition,简称EMD)算法是一种处理非线性非平稳信号的时频分析方法.该方法可以自适应地将输入信号分解成若干层本征模函数(Intrinsic mode function,简称IMF)和一层余项函数,通过对IMF的特定操作可以实现信号的滤波和去噪等功能.经典的EMD算法主要针对标量形式的函数信号,对于平面几何图形,EMD则按每一个坐标分量分别处理,其效果往往较差.文章提出一种向量形式的平面几何模型EMD算法,该算法将一个平面几何模型分解成若干层偏置向量和一个残差模型,其中偏置向量表示几何体不同尺度的特征,残差模型表示输入模型的大致形状.通过在极值点的定义中施加特征尺度的限制从而保证每次分解只分离出特定尺度的特征.实验表明,该方法可以有效地实现平面几何模型的分解,并应用在去噪、特征编辑以及特征迁移的领域.通过与经典方法以及标量函数信号EMD算法的比较,文章方法的有效性得到验证.     

L族END的多元部分和的精确大偏差下界

从保险的实际出发,研究服从长尾分布族(L族)上的多元风险模型中随机变量序列的部分和的精确大偏差,其中假设随机变量序列是一列延拓负相依(END)的、同分布的随机变量序列,利用基于求L族的精确大偏差的方法得到了随机变量部分和的渐近下界.     

改进的带驻留时间隐Markov模型的前向-后向算法

对隐Maxkov模型(hidden Markov model:HMM)的状态驻留时间的概率进行了修订,给出了改进的带驻留时间隐Markov模型的结构,并在传统的隐Markov模型(traditional hidden Markov model:THMM)的基础上讨论了新模型的前向.后向变量,导出了新模型的前向-后向算法的迭代公式,同时也给出了新模型各个参数的重估公式.     

Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions

In this article, we introduce a likelihood‐based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions. Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Likelihood‐based estimation of the parameters of stochastic volatility models, in general, and SVM models with SMN distributions, in particular, is usually regarded as challenging as the likelihood is a high‐dimensional multiple integral. However, the HMM approximation, which is very easy to implement, makes numerical maximum of the likelihood feasible and leads to simple formulae for forecast distributions, for computing appropriately defined residuals, and for decoding, that is, estimating the volatility of the process. Copyright © 2017 John Wiley & Sons, Ltd.     

A model for real-time failure prognosis based on hidden Markov model and belief rule base

As one of most important aspects of condition-based maintenance (CBM), failure prognosis has attracted an increasing attention with the growing demand for higher operational efficiency and safety in industrial systems. Currently there are no effective methods which can predict a hidden failure of a system real-time when there exist influences from the changes of environmental factors and there is no such an accurate mathematical model for the system prognosis due to its intrinsic complexity and operating in potentially uncertain environment. Therefore, this paper focuses on developing a new hidden Markov model (HMM) based method which can deal with the problem. Although an accurate model between environmental factors and a failure process is difficult to obtain, some expert knowledge can be collected and represented by a belief rule base (BRB) which is an expert system in fact. As such, combining the HMM with the BRB, a new prognosis model is proposed to predict the hidden failure real-time even when there are influences from the changes of environmental factors. In the proposed model, the HMM is used to capture the relationships between the hidden failure and monitored observations of a system. The BRB is used to model the relationships between the environmental factors and the transition probabilities among the hidden states of the system including the hidden failure, which is the main contribution of this paper. Moreover, a recursive algorithm for online updating the prognosis model is developed. An experimental case study is examined to demonstrate the implementation and potential applications of the proposed real-time failure prognosis method.     

EEMD、CEEMD算法与SVM在SST时间序列研究中的应用

海洋表面温度(SST)具有非线性、非平稳等特征,给处理和预测带来了很大的困难.将集合经验模态分解(EEMD)、改进的集合经验模态分解(CEEMD)与支持向量机(SVM)方法相结合,实现了对东北太平洋月平均海温距平序列(SSTA)的预测:首先应用EEMD或CEEMD方法将SST数据分解为多个本征模态函数(IMFs),然后应用SVM算法对各IMFs进行拟合、预测,最后对各IMFs预测结果叠加重构得到预测结果.EEMD-SVM和CEEMD-SVM数值模拟结果显示,预测最大误差小于0.25℃,并且CEEMD-SVM预测效果更好,为SST实际预测提供了参考.     

受控AR信号模型下基于Kullback-Leibler信息量HMM参数的估计算法

本是在对现实世界中常见的信号模型一受控AR模型的处理中引进HMM的，并且基于Kullback-Leibler(简记为K-L)信息量在此特定信号模型下蛤出了HMM参数的估计算法。     

Application of the state deterioration evolution based on bi-spectrum entropy and HMM in wind turbine

Concerning the problem of large rotating machinery with non-stationary state like wind turbine, this research mainly makes an emphasis on the method of state deterioration recognition based on bi-spectrum entropy and HMM (Hidden Markov Model). Firstly, the true signal such as low-speed start vibration signals of rotor test rig in the normal state and a plurality of imbalance deterioration degrees are collected. Bi-spectrum is applied to obtain the fault feature from the vibration signals mixed with a complex background noise. On the basis of bi-spectrum analysis, a bi-spectrum entropy algorithm is derived under the condition of subspace distribution probability, and the HMM for the fault pattern recognition is established by using the bi-spectrum entropy feature as input. This method is verified by successfully recognizing four state deterioration degrees. Finally, the method is applied to recognize the imbalance deterioration degree of wind turbine with the type of SL1500/82 and equipment actual working condition verified the effectiveness of the proposed method.     

A Quasi-MQ EMD method for similarity analysis of DNA sequences

An empirical mode decomposition (EMD) method based on Multi-Quadrics radial basis function (MQ-RBF) quasi-interpolation (the Quasi-MQ EMD method) is presented and applied to similarity analysis of DNA sequences. The MQ-RBF quasi-interpolation is taken to approximate the extrema envelopes during the intrinsic mode function (IMF) sifting process. Our method is simple, easy to implement, and does not require solving any linear system of equations. Then we use the classic EMD method and our method to compare the local similarities among DNA sequences respectively. The work tests our method’s suitability and better performance for local similarity analysis of DNA sequences by using the mitochondria of four different species.     

Efficient sensitivity analysis in hidden markov models

Sensitivity analysis in hidden Markov models (HMMs) is usually performed by means of a perturbation analysis where a small change is applied to the model parameters, upon which the output of interest is re-computed. Recently it was shown that a simple mathematical function describes the relation between HMM parameters and an output probability of interest; this result was established by representing the HMM as a (dynamic) Bayesian network. To determine this sensitivity function, it was suggested to employ existing Bayesian network algorithms. Up till now, however, no special purpose algorithms for establishing sensitivity functions for HMMs existed. In this paper we discuss the drawbacks of computing HMM sensitivity functions, building only upon existing algorithms. We then present a new and efficient algorithm, which is specially tailored for determining sensitivity functions in HMMs.     

高速扩展裂纹尖端的各向异性塑性应力场

在理想弹塑性材料中,高速扩展裂纹尖端的应力分量都只是θ的函数.利用这个条件以及定常运动方程、应力应变关系与Hill各向异性屈服条件,我们得到反平面应变和平面应变两者的一般解.将这两个一般解分别用于扩展Ⅲ型裂纹和Ⅰ型裂纹,我们就求出了Ⅱ型裂纹和Ⅰ型裂纹的高速扩展尖端的各向异性塑性应力场.     

基于HMM的CpG岛位置判别

隐马尔科夫过程是20世纪70年代提出来的一种统计方法,以前主要用于语音识别,1989年Churchill将其引入计算生物学,目前HMM是生物信息学中应用比较广泛的统计方法。本文对马尔科夫过程和HMM进行了简明扼要的描述,并对其在CpG岛位置判别中的应用做了概括介绍。