基于改进的BP网络对CET-4累计通过率时间序列的预测

时间序列并非总呈自相关性.与[4]不同,对本文中的CET-4累计通过率时间序列建立线性及二阶自回归模型,仿真计算失效.改进的BP网络,适用所有的一维时间序列.本文采用二步预测法,与其它采用BP网络对时间序列预测不同的是,本文不仅预测下一年的时间序列值,还将整个预测模型仿真出来,画出三维图形,从而为教务政策的制订提供直观易看、合理、客观的依据.     

小波分析方法在金融股票数据预测中的应用

利用小波分析预测方法对金融数据—股票收盘价这一典型的非平稳时间序列进行预测.使用M a llat小波分解算法对数据进行分解,对分解后的数据进行平滑处理,然后再进行重构,而重构之后的数据就成为近似意义的平稳时间序列,这样就得到了原始数据的近似信号,再应用传统时间序列预测方法对重构后的数据进行预测,将预测结果与实际值,以及和传统预测方法预测结果比较,小波分析方法预测效果更为理想.     

A new grey prediction model FGM(1, 1)

The effectiveness of the first entry of the original series by GM(1, 1) is researched in this paper. The results show that the modelling values and forecasts are independent of the first entry of the original series. The grey prediction model presented in this paper is called first-entry GM(1, 1), abbreviated as FGM(1, 1), which is based on the existing GM(1, 1) but modelled with data including the first-entry’s messages of the original series. A proof concerning this subject has been presented by other authors. However, the algorithm of their direct proof is too complicated. A more compact algorithm is presented in this paper to prove the first entry of the original series ineffective to the modelling values and forecasts by GM(1, 1). Then, an arbitrary number can be inserted in the front of the original series to extract the messages from its first entry. Only a few data (usually fewer than ten) are used for model building. This paper deals with the effectiveness of the first entry of the original series by GM(1, 1).     

Multi-scale anomaly detection algorithm based on infrequent pattern of time series

In this paper, we propose two anomaly detection algorithms PAV and MPAV on time series. The first basic idea of this paper defines that the anomaly pattern is the most infrequent time series pattern, which is the lowest support pattern. The second basic idea of this paper is that PAV detects directly anomalies in the original time series, and MPAV algorithm extraction anomaly in the wavelet approximation coefficient of the time series. For complexity analyses, as the wavelet transform have the functions to compress data, filter noise, and maintain the basic form of time series, the MPAV algorithm, while maintaining the accuracy of the algorithm improves the efficiency. As PAV and MPAV algorithms are simple and easy to realize without training, this proposed multi-scale anomaly detection algorithm based on infrequent pattern of time series can therefore be proved to be very useful for computer science applications.     

基于结构元线性生成的复Fuzzy值函数项级数

文献[1]中提出了基于结构元理论的Fuzzy数项级数的概念,文献[2]、文献[3]、文献[4]对其收敛性进行了探讨,文献[5]、文献[6]对模糊值函数项数列及级数进行了研究。本文在此基础上给出了基于结构元线性生成的复Fuzzy值函数项数列及级数的定义,同时对复Fuzzy值函数项级数的一些重要性质进行了研究,并给出了相应定理。     

数项级数的收敛与重排

讨论了级数重排问题,在条件收敛级数与其重排级数的项之间增加一定的约束,可以得到原级数与重排级数收敛到同一数值的结论.     

Usage of the homotopy analysis method for solving the nonlinear and linear integral equations of the second kind

The paper presents an application of the homotopy analysis method for solving the nonlinear and linear integral equations of the second kind. In this method a series is created, sum of which (if the series is convergent) gives the solution of discussed equation. Conditions ensuring convergence of this series are presented in the paper. Error of approximate solution, obtained by considering only partial sum of the series, is also estimated. Examples illustrating usage of the investigated method are presented as well, including the example having practical application for calculating the charge in supply circuit of flash lamps used in cameras.     

平面上零级Dirichlet级数和随机Dirichlet级数的上下级

本文对平面上的零级Dirichlet级数和随机Dirichlet级数的上下级进行了研究.利用Newton多边形,在一定条件下得到了Dirichlet级数和随机Dirichlet级数的上下级与其系数的重要关系.推广了平面上的零级Dirichlet级数和随机Dirichlet级数的增长性的研究范围.     

Fourier series representation of the coupler curves of spatial linkages

In this paper, the three-dimensional Fourier series which can describe the coupler curves of spatial linkages are derived. Based on the geometric properties of one-dimensional and two-dimensional Fourier series, a geometric constraint conditions are proposed to establish the three-dimensional Fourier series. The geometric meaning of mechanism for the three-dimensional Fourier series is put forward. Finally, an example is given to show the feasibility and the validity of this approach.     

复Fuzzy级数及其收敛性的进一步讨论

给出复 Fuzzy数项级数与复 Fuzzy函数级数的概念 ,讨论它们的收敛性问题 ,给出它们收敛性的相应判别法则。     

Self-criticality and stochasticity of an S&P 500 index time series

In this paper, three time series representative of the daily high, low and closing prices of S&P 500 index time series, as from 1 December 1988 to 1 April 1998 are studied. The hypothesis advanced by Osborne that the stock market time series satisfy a log-normal distribution is rejected. The self-critical behavior of these time series is investigated. A fractional Brownian motion model for such time series is supported. Arguments are directed torwards a negation of a chaotic explanation of these time series.     

Power series solutions to some nonlinear diffusion problems

In this paper power series solution to some nonlinear diffusion problems in semiconductor production are considered. The convergence proof for power series solutions is presented.This paper has been written when the first author was a Visiting Professor in the Universidad de Extremadura.     

Some remarks on faster convergent infinite series

A structure on terms of faster convergent series is studied in the paper. Necessary and sufficient conditions for the existence of faster convergent series with different types of terms are found. A faster convergence criteria for certain Kummer??s series is proved in this paper.     

Statistical analysis of Lyapunov exponents from time series: A Jacobian approach

In this paper, we provide a statistical analysis for the Lyapunov exponents estimated from time series. Through the Jacobian estimation approach, the asymptotic distributions of the estimated Lyapunov exponents of discrete-time dynamical systems are studied and characterized based on the time series. Some new results under weak conditions are obtained. The theoretical results presented in the paper are illustrated by numerical simulations.     

级数求和RMI解题机

本文从RMI原则出发对各种级数求和的方法进行分析,将许多幂级数归结为是由几种基本幂级数演变而来的,总结出若干适用面较广的映射算子,介绍了在此基础上实现的能对相当大一部分幂级数及数项级数求和的RiMI解题机.     

双变量基本超几何级数的若干变换与求和公式

The purpose of this paper is to establish several transformation formulae for bivariate basic hypergeometric series by means of series rearrangement technique. From these transformations, some interesting summation formulae are obtained.     

The Application of Kernel Smoothing to Time Series Data

There are already a lot of models to fit a set of stationary time series, such as AR, MA, and ARMA models. For the non-stationary data, an ARIMA or seasonal ARIMA models can be used to fit the given data. Moreover, there are also many statistical softwares that can be used to build a stationary or non-stationary time series model for a given set of time series data, such as SAS, SPLUS, etc. However, some statistical softwares wouldn＇t work well for small samples with or without missing data, especially for small time series data with seasonal trend. A nonparametric smoothing technique to build a forecasting model for a given small seasonal time series data is carried out in this paper. And then, both the method provided in this paper and that in SAS package are applied to the modeling of international airline passengers data respectively, the comparisons between the two methods are done afterwards. The results of the comparison show us the method provided in this paper has superiority over SAS＇s method.     

油价结构性变化检验与动态监控研究

本文运用参数稳定性检验方法对油价动态波动路径进行研究,发现油价序列存在显著的结构性改变特征,检测出自1974年2月以来油价共经历了四次结构性改变过程,本文考察了导致结构性改变的根本原因以及与重大事件的关系,并给出了结构改变点的点估计和区间估计,同时根据结构性改变情况将油价价位波动过程划分为五个阶段。此外,本文还讨论了结构性改变的监控问题,在历史数据的基础上及时发现新的结构改变点,为油价走势预测和和石油市场形势判断提供参考依据。     

三类特殊形式的变号级数敛散性判别法

根据Leibniz级数的定义和判别法,定义了三种类Leibniz级数并给出了相应的判别法.     

Double sampling derivatives and truncation error estimates

This paper investigates double sampling series derivatives for bivariate functions defined on R² that are in the Bernstein space. For this sampling series, we estimate some of the pointwise and uniform bounds when the function satisfies some decay conditions. The truncated series of this formula allow us to approximate any order of partial derivatives for function from Bernstein space using only a finite number of samples from the function itself. This sampling formula will be useful in the approximation theory and its applications, especially after having the truncation error well-established. Examples with tables and figures are given at the end of the paper to illustrate the advantages of this formula.