基于随机矩阵的金融网络模型

随机矩阵理论运用于金融领域中研究金融相关系数矩阵的相关性,相关系数矩阵是网络构建中的关键因素,本文将随机矩阵理论与网络构建相结合,研究基于随机矩阵的金融网络模型.本文选取上海证券市场的股票数据,将其中的股票数据分成四个阶段,基于随机矩阵理论,讨论金融相关系数矩阵和随机矩阵的特征值统计性质,并在此基础上对现有的去噪方法进行改进,建立更适合构建金融网络的相关系数矩阵,并构建金融网络模型.然后,基于随机矩阵理论和网络的关键节点分析比较去噪前后的金融网络以及噪声网络,发现对网络去噪后仍保留了原始网络的关键重要的信息,而噪声信息对应的是原始网络中度比较小的节点所代表的信息.最后,基于去噪网络,分析金融网络的拓扑结构,如最小生成树、模体和社团结构,发现改进后的金融网络的拓扑性质更加明显,结构更加紧密.     

基于深度聚类的目标细粒度分类方法北大核心CSCD

为提高光电系统对弱小目标的识别和分类能力,降低算法对硬件平台和数据的依赖,提出一种无监督分类方法−基于目标深度特征聚类的细粒度分类方法。该方法通过轮廓、颜色、对比度等浅层特征提取提示目标,经超分辨处理后,利用卷积神经网络对目标的深层特征进行编码,进一步采用基于注意机制的主成分分析方法进行降维生成表征矩阵,最后利用聚类的方式实现目标细粒度分类。实验验证了基于不同神经网络的深度聚类方法在不同数据集上的分类性能,其中采用ResNet-34聚类方法在CIFAR-10测试集上细粒度分类性能达92.71%,结果表明,基于深度聚类的目标细粒度方法能够取得与强监督学习方法相当的目标分类效果。此外,还可以根据不同簇数和聚类等级的选择实现不同细粒度的分类效果。     

网络的模块矩阵及其社团结构指标

探讨了复杂网络的模块矩阵的正(负)特征谱与网络的社团结构(反社团结构)的关系,给出了反映网络社团结构性质的相关定义.利用模块矩阵的多个特征值与特征向量,引入反映个体对所处社团的依附程度一种结构中心化指标.利用人工网络与实际网络数据,将这种指标与几种经典的中心化指标进行了比较.结果表明该指标具有较好的分辨率并与度指标具有一定程度的相关性.     

一种基于分层的量子分组传输方案及性能分析

大规模量子通信网络中,采用量子分组传输技术能有效提升发送节点的吞吐量,提高网络中链路的利用率,增强通信的抗干扰性能.然而量子分组的快速传输与路由器性能息息相关.路由器性能瓶颈将严重影响网络的可扩展性和链路的传输效率.本文提出一种量子通信网络分层结构,并根据量子密集编码和量子隐形传态理论,给出一种基于分层的量子分组信息传输方案,实现端到端的量子信息传输.该方案先将量子分组按照目的地址进行聚类,再按聚类后的地址进行传输.仿真结果表明,基于分层的量子分组信息传输方案能够有效减少量子分组信息在量子通信网络中的传输时间,并且所减少的时间与量子路由器性能与发送的量子分组数量有关.因此,本文提出的量子分组信息传输方案适用于大规模量子通信网络的构建.     

基于网络层析成像的光网络流量矩阵估计方法(英文)

提出一种面向光传输网络的流量矩阵估计方法.采用压缩感知理论研究光传输网络中的流量矩阵估计,根据信号稀疏表示将流量矩阵稀疏化,基于矩阵变换理论提出新的面向光传输网络的网络层析成像模型.该模型克服了已有网络层析成像模型的病态特性,并通过凸优化来获得流量矩阵的估计等式.提出了具体的估计算法,获得关于光传输网络流量矩阵的精确估计.真实网络的数据仿真表明所提出的方法是有效和可行的.     

具有随机节点结构的复杂网络同步研究

针对具有随机节点结构的复杂网络, 研究其同步问题. 基于Lyapunov稳定性理论和线性矩阵不等式技术给出了复杂网络同步稳定的充分性条件, 该充分性条件不仅与复杂网络的状态时延有关, 还与节点结构的概率分布有关. 数值仿真表明本文方法的有效性. 关键词： 复杂网络 随机节点 同步稳定 时滞     

基于渐进添边的准循环压缩感知时延估计算法

针对时延估计问题中压缩感知类算法现有测量矩阵需要大量数据存储量的问题,提出了一种基于渐进添边的准循环压缩感知时延估计算法,实现了稀疏测量矩阵条件下接收信号时延的准确估计.该算法首先建立压缩感知与最大似然译码之间的理论桥梁,然后推导基于低密度奇偶校验码的测量矩阵的设计准则,引入渐进添边的思想构造具有准循环结构的稀疏测量矩阵,最后利用正交匹配追踪算法正确估计出时延.对本文算法的计算复杂度与测量矩阵的数据存储量进行理论分析.仿真结果表明,所提算法在测量矩阵维数相同的条件下正确重构概率高于高斯随机矩阵和随机奇偶校验测量矩阵,相比于随机奇偶校验矩阵,在数据存储量相等的条件下,以较少的计算复杂度代价得到了重构概率的较大提高.     

基于广义S变换和奇异值分解的近红外光谱去噪

针对近红外光谱物质含量检测过程中噪声影响模型精度和稳定性的问题,引入广义S变换与奇异值分解(SVD)。利用广义S变换得到光谱数据的时频谱,并将二维时频谱系数矩阵作为SVD的Hankel矩阵求解奇异值,再采用k-均值聚类算法对奇异值序列进行分类计算,确定重构奇异值个数,对去噪后的数据矩阵进行广义S逆变换得到去噪后的光谱数据。给出组合方法的基本理论和具体实现过程,对仿真数据和谷朊粉导数光谱进行去噪,并与传统的9点平滑法和小波软阈值法的去噪结果进行比较。结果表明:所提方法克服了时域或频域单维滤波的局限性,且无需参考噪声数据和选择基函数,在谷朊粉导数光谱去噪中,只需采用两个奇异值就能实现较好的去噪效果,降低了滤波过程的复杂度。采用所提方法处理后,近红外光谱的分析精度和模型的稳健性优于9点平滑处理法和小波软阈值法。相比9点平滑法,所提方法的预测集的决定系数由0.9436增大为0.9985,预测均方根误差由0.0843减小为0.0406,明显提高了谷朊粉中水分含量定量检测的精度。     

分布式网络异常攻击检测模型仿真分析

针对传统的异常攻击检测方法主要以异常攻击行为规则与网络数据隶属度大小进行判别,只能针对已知异常攻击进行检测,对新型异常攻击,检测算法率低,计算数据量大的问题。提出一种新的分布式网络异常攻击检测方式,通过对分布式网络内数据进行迭代聚类将正常和异常数据进行分类,建立矩阵映射模型进行数据矩阵对比,初步对异常攻击数据进行判断。在矩阵中建立粒子密度函数,通过粒子密度变化计算其异常攻击概率,最后对其数据进行加权和波滤确定数据异常攻击特征,建立攻击检测模型。仿真实验表明,优化的分布式网络异常攻击检测模型提高了异常数据攻击检测的自适应性,在网络信号受到攻击信号干扰情况下,仍然能够准确检测出带有攻击特征的小网络异常数据。有效提高了分布式网络的检测正确率,加快了检测速度和稳定性。     

基于谱聚类与类间可分性因子的高光谱波段选择

随着遥感技术和成像光谱仪的发展,高光谱遥感图像的分辨率不断提高,其庞大的数据量在提高其遥感探测能力的同时,也给分析和处理带来了很大的困难。高光谱波段选择可以有效减少数据冗余,提高分类识别精度和处理效率。因此如何从多达数百个波段的高光谱图像中选择出具有较好分类识别能力的波段组合是亟待解决的问题。针对上述问题,采用基于图论的谱聚类算法,将原始高光谱图像中的波段作为待聚类的数据点,利用互信息描述两两波段间的相似度,生成相似度矩阵。再根据图谱划分理论,将相似度矩阵生成的非规范化图拉普拉斯矩阵进行谱分解,得到类间相似度小且类内相似度大的类簇;然后根据地物类型计算各波段的类间可分性因子,将其作为类簇内进一步选择代表性波段的参考指标,达到降维的目的;最后通过支持向量机与最小距离分类方法对波段选择后的图像分类。该方法区别于传统的无监督聚类方法,采用基于图论的谱聚类算法,并根据先验知识计算类间可分性因子来选择波段。通过与自适应波段选择算法和基于自动子空间划分的波段指数算法的对比实验,结果表明：两组实验当聚类数目达到相对最佳时,该波段选择方法支持向量机图像总分类精度达到94.08%和94.24%以上,最小距离分类图像总分类精度达到87.98%和89.09%以上,有效保留了光谱信息,提高了分类精度。     

Identifying Functional Modules in Complex Networks

In this paper, we propose a new method that enables us to detect and describe the functional modules in complex networks. Using the proposed method, we can classify the nodes of networks into different modules according to their pattern of intra- and extra-module links. We use our method to analyze the modular structures of the ER random networks. We find that different modules of networks have different structure properties, such as the clustering coefficient. Moreover, at the same time, many nodes of networks participate different modules. Remarkably, we find that in the ER random networks, when the probability p is small, different modules or different roles of nodes can be Mentified by different regions in the c-p parameter space.     

结合可视图的多状态交通流时间序列特性分析

交通流时间序列的研究主要采用数据挖掘和机器学习的方法,这些"黑箱"挖掘方法很难直观反映序列特性.为增强交通流时间序列及其特征分析的可视化性,结合可视图理论来构建交通流时间序列的关联网络,从复杂网络角度实现交通流时间序列的特性分析.在网络构建的过程中,考虑到不同交通状态下交通流表征具有的差异性,首先利用交通流参量的相关性对交通流状态进行分类,然后构建不同交通状态下的时间序列复杂网络,并对这些网络的特征属性给出统计分析,如度分布、聚类系数、网络直径、模块化等.研究表明,可视图法可为交通流时间序列映射到网络提供有效途径,并且不同状态下交通流时间序列构建的复杂网络的模块化、聚类系数和度分布等统计特征呈现一定的变化规律,为交通流运行态势的研究提供了可视化的分析角度.     

A complex networks approach for data clustering

This work proposes a method for data clustering based on complex networks theory. A data set is represented as a network by considering different metrics to establish the connection between each pair of objects. The clusters are obtained by taking into account five community detection algorithms. The network-based clustering approach is applied in two real-world databases and two sets of artificially generated data. The obtained results suggest that the exponential of the Minkowski distance is the most suitable metric to quantify the similarities between pairs of objects. In addition, the community identification method based on the greedy optimization provides the best cluster solution. We compare the network-based clustering approach with some traditional clustering algorithms and verify that it provides the lowest classification error rate.     

Entropy-Based Graph Clustering of PPI Networks for Predicting Overlapping Functional Modules of Proteins

Functional modules can be predicted using genome-wide protein–protein interactions (PPIs) from a systematic perspective. Various graph clustering algorithms have been applied to PPI networks for this task. In particular, the detection of overlapping clusters is necessary because a protein is involved in multiple functions under different conditions. graph entropy (GE) is a novel metric to assess the quality of clusters in a large, complex network. In this study, the unweighted and weighted GE algorithm is evaluated to prove the validity of predicting function modules. To measure clustering accuracy, the clustering results are compared to protein complexes and Gene Ontology (GO) annotations as references. We demonstrate that the GE algorithm is more accurate in overlapping clusters than the other competitive methods. Moreover, we confirm the biological feasibility of the proteins that occur most frequently in the set of identified clusters. Finally, novel proteins for the additional annotation of GO terms are revealed.     

Communities recognition in the Chesapeake Bay ecosystem by dynamical clustering algorithms based on different oscillators systems

We have recently introduced [Phys. Rev. E 75, 045102(R) (2007); AIP Conference Proceedings 965, 2007, p. 323] an efficient method for the detection and identification of modules in complex networks, based on the de-synchronization properties (dynamical clustering) of phase oscillators. In this paper we apply the dynamical clustering tecnique to the identification of communities of marine organisms living in the Chesapeake Bay food web. We show that our algorithm is able to perform a very reliable classification of the real communities existing in this ecosystem by using different kinds of dynamical oscillators. We compare also our results with those of other methods for the detection of community structures in complex networks.     

Finding community structures in complex networks using mixed integer optimisation

The detection of community structure has been used to reveal the relationships between individual objects and their groupings in networks. This paper presents a mathematical programming approach to identify the optimal community structures in complex networks based on the maximisation of a network modularity metric for partitioning a network into modules. The overall problem is formulated as a mixed integer quadratic programming (MIQP) model, which can then be solved to global optimality using standard optimisation software. The solution procedure is further enhanced by developing special symmetry-breaking constraints to eliminate equivalent solutions. It is shown that additional features such as minimum/maximum module size and balancing among modules can easily be incorporated in the model. The applicability of the proposed optimisation-based approach is demonstrated by four examples. Comparative results with other approaches from the literature show that the proposed methodology has superior performance while global optimum is guaranteed.     

Clustering and community detection in directed networks: A survey

Networks (or graphs) appear as dominant structures in diverse domains, including sociology, biology, neuroscience and computer science. In most of the aforementioned cases graphs are directed — in the sense that there is directionality on the edges, making the semantics of the edges nonsymmetric as the source node transmits some property to the target one but not vice versa. An interesting feature that real networks present is the clustering or community structure property, under which the graph topology is organized into modules commonly called communities or clusters. The essence here is that nodes of the same community are highly similar while on the contrary, nodes across communities present low similarity. Revealing the underlying community structure of directed complex networks has become a crucial and interdisciplinary topic with a plethora of relevant application domains. Therefore, naturally there is a recent wealth of research production in the area of mining directed graphs — with clustering being the primary method sought and the primary tool for community detection and evaluation. The goal of this paper is to offer an in-depth comparative review of the methods presented so far for clustering directed networks along with the relevant necessary methodological background and also related applications. The survey commences by offering a concise review of the fundamental concepts and methodological base on which graph clustering algorithms capitalize on. Then we present the relevant work along two orthogonal classifications. The first one is mostly concerned with the methodological principles of the clustering algorithms, while the second one approaches the methods from the viewpoint regarding the properties of a good cluster in a directed network. Further, we present methods and metrics for evaluating graph clustering results, demonstrate interesting application domains and provide promising future research directions.     

Bayesian approach to network modularity

We present an efficient, principled, and interpretable technique for inferring module assignments and for identifying the optimal number of modules in a given network. We show how several existing methods for finding modules can be described as variant, special, or limiting cases of our work, and how the method overcomes the resolution limit problem, accurately recovering the true number of modules. Our approach is based on Bayesian methods for model selection which have been used with success for almost a century, implemented using a variational technique developed only in the past decade. We apply the technique to synthetic and real networks and outline how the method naturally allows selection among competing models.     

基于相对距离的复杂网络谱粗粒化方法

复杂网络的同步作为一种重要的网络动态特性,在通信、控制、生物等领域起着重要的作用.谱粗粒化方法是一种在保持原始网络的同步能力尽量不变情况下将大规模网络约简为小规模网络的算法.此方法在对约简节点分类时是以每个节点对应特征向量分量间的绝对距离作为判断标准,在实际运算中计算量大,可执行性较差.本文提出了一种以特征向量分量间相对距离作为分类标准的谱粗粒化改进算法,能够使节点的合并更加合理,从而更好地保持原始网络的同步能力.通过经典的三种网络模型(BA无标度网络、ER随机网络、NW小世界网络)和27种不同类型实际网络的数值仿真分析表明,本文提出的算法对比原来的算法能够明显改善网络的粗粒化效果,并发现互联网、生物、社交、合作等具有明显聚类结构的网络在采用谱粗粒化算法约简后保持同步的能力要优于电力、化学等模糊聚类结构的网络.     

Ant colony clustering with fitness perception and pheromone diffusion for community detection in complex networks

Community structure detection in complex networks has been intensively investigated in recent years. In this paper, we propose an adaptive approach based on ant colony clustering to discover communities in a complex network. The focus of the method is the clustering process of an ant colony in a virtual grid, where each ant represents a node in the complex network. During the ant colony search, the method uses a new fitness function to percept local environment and employs a pheromone diffusion model as a global information feedback mechanism to realize information exchange among ants. A significant advantage of our method is that the locations in the grid environment and the connections of the complex network structure are simultaneously taken into account in ants moving. Experimental results on computer-generated and real-world networks show the capability of our method to successfully detect community structures.