Data mining is performed using genetic algorithm on artificially generated time series data with short memory. The extraction
of rules from a training set and the subsequent testing of these rules provide a basis for the predictions on the test set.
The artificial time series are generated using the inverse whitening transformation, and the correlation function has an exponential
form with given time constant indicative of short memory. A vector quantization technique is employed to classify the daily
rate of return of this artificial time series into four categories. A simple genetic algorithm based on a fixed format of
rules is introduced to do the forecasting. Comparing to the benchmark tests with random walk and random guess, genetic algorithms
yield substantially better prediction rates, between 50% to 60%. This is an improvement compared with the 47% for random walk
prediction and 25% for random guessing method.
Received 29 August 2000 相似文献
In this paper an alternative approach for measurement of στ product for 4F3/2→4I11/2 transition of Nd3+ doped YVO4 crystal is reported. In this method a microchip laser is formed by keeping a small piece of the sample in plane-plane resonator
and a diode laser (808 nm) is used for pumping. The pump power induced thermal lensing effect is used to make the cavity stable.
The cavity mode area is estimated by measuring the thermal lens focal length at the threshold and the average pump area is
measured by Gaussian fit to the intensity profiles of the pump beam. The value of στ product of Nd:YVO4 crystal obtained by this method is within 10% of the reported values. The advantage of this method is that it is a simple
method for direct measurement of στ product of laser crystals. 相似文献
Thermal degradation behavior of a biodegradable polymer (PBS) has been investigated by conventional and MTGA methods. The kinetic parameters of degradation were calculated by a general analytical solution and by the Coats‐Redfern, Ozawa, Horowitz‐Metzger, and MTGA methods. The results reveal that the reaction mechanism at lower temperature is probably the F1 model through the reaction of random chain cleavage via cis‐elimination. However, the reaction mechanism at higher temperature is likely to be D1 model because of the dominant diffusion control effect.
Highly efficient reactions that enable the assembly of molecules into complex structures have driven extensive progress in synthetic chemistry. In particular, reactions that occur under mild conditions and in benign solvents, while producing no by-products and rapidly reach completion are attracting significant attention. Amongst these, the strain-promoted azide–alkyne cycloaddition, involving various cyclooctyne derivatives reacting with azide-bearing molecules, has gained extensive popularity in organic synthesis and bioorthogonal chemistry. This reaction has also recently gained momentum in polymer chemistry, where it has been used to decorate, link, crosslink, and even prepare polymer chains. This survey highlights key achievements in the use of this reaction to produce a variety of polymeric constructs for disparate applications. 相似文献
We examine a stochastic capacity-planning problem with two resources that can satisfy demand for two services. One of the resources can only satisfy demand for a specific service, whereas the other resource can provide both services. We formulate the problem of choosing the capacity levels of each resource to maximize expected profits. In addition, we provide analytic, easy-to-interpret optimal solutions, as well as perform a comparative statics analysis. As applying the optimal solutions effectively requires good estimates of the unknown demand parameters, we also examine Bayesian estimates of the demand parameters derived via a class of conjugate priors. We compare the optimal expected profits when demands for the two services follow independent distributions with informative and non-informative priors, and demonstrate that using good informative priors on demand can significantly improve performance. 相似文献