Non-Parametric Regression Methods

The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore, it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks overperform the SVR and time series model (GARCH).     

On interpolatory divergence-free wavelets

We construct interpolating divergence-free multiwavelets based on cubic Hermite splines. We give characterizations of the relevant function spaces and indicate their use for analyzing experimental data of incompressible flow fields. We also show that the standard interpolatory wavelets, based on the Deslauriers-Dubuc interpolatory scheme or on interpolatory splines, cannot be used to construct compactly supported divergence-free interpolatory wavelets.

     

基于移动Agent技术的医学图像检索方法

针对现有医学图像检索方法中，检索算法速度较慢、准确性较低以及远程检索时占用大量带宽等问题，设计并实现了一种基于移动Agent技术的医学图像检索方法，重点讨论了该方法实现的关键技术，包括提升框架下的M带整数小波变换和提取多通道纹理特征的检索算法．模拟实验结果表明，该方法实时性较强，占用网络带宽较少，采用的算法运算速度提高近10倍、运算复杂度降低约50％，提取的纹理特征能充分表达图像内容，较好地满足了医学图像的检索要求，实现了对医学图像库快速较准确的检索．     

Widrow-cellular neural network and optoelectronic implementation

A new type of optoelectronic cellular neural network has been developed by providing the capability of coefficients adjusment of cellular neural network (CNN) using Widrow based perceptron learning algorithm. The new supervised cellular neural network is called Widrow-CNN. Despite the unsupervised CNN, the proposed learning algorithm allows to use the Widrow-CNN for various image processing applications easily. Also, the capability of CNN for image processing and feature extraction has been improved using basic joint transform correlation architecture. This hardware application presents high speed processing capability compared to digital applications. The optoelectronic Widrow-CNN has been tested for classic CNN feature extraction problems. It yields the best results even in case of hard feature extraction problems such as diagonal line detection and vertical line determination.     

一种利用Gabor小波特征的目标跟踪方法

小波特征跟踪是一种新的目标跟踪方法。这种方法利用Gabor小波提取目标的边界特征来组成特征模板,并由小波滤波器系数组成特征向量。在跟踪过程中不断优化特征模板的旋转、尺度及平移等几何变形参数,使得小波特征向量值在最小平方和的意义上与初始值相匹配,从而实现目标旋转、尺度及平移等几何变形时的自动跟踪。实验表明,该方法能够有效地跟踪飞机、车辆等目标,并且能够抵抗全局亮度的变化和局部遮挡的干扰。     

Sub-bundles of the complexified tangent bundle

We study embeddings of complex vector bundles, especially line bundles, in the complexification of the tangent bundle of a manifold. The aim is to understand implications of properties of interest in partial differential equations.

     

Prefiltration technique via aggregation for constructing low‐density high‐quality factorized sparse approximate inverse preconditionings

This paper considers a new approach to a priori sparsification of the sparsity pattern of the factorized approximate inverses (FSAI) preconditioner using the so‐called vector aggregation technique. The suggested approach consists in construction of the FSAI preconditioner to the aggregated matrix with a prescribed sparsity pattern. Then small entries of the computed ‘aggregated’ FSAI preconditioning matrix are dropped, and the resulting pointwise sparsity pattern is used to construct the low‐density block sparsity pattern of the FSAI preconditioning matrix to the original matrix. This approach allows to minimize (sometimes significantly) the construction costs of low‐density high‐quality FSAI preconditioners. Numerical results with sample matrices from structural mechanics and thin shell problems are presented. Copyright © 2002 John Wiley & Sons, Ltd.     

马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

磁AB效应及其理论解释

本文介绍磁AB效应及其两种理论解释 ,进而说明经典电动力学具有局限性 ,量子力学是更高层次的物理理论     

一种求解混合多目标规划问题的功效函数法

逻辑生长函数相对于龚珀兹生长函数具有拐点高和对称性的特点,采用逻辑生长函数形式的功效函数法求解混合多目标规划问题具有形式简单、计算量小、符合实际的优点。证明了用这种方法求出的最优解是有效解。讨论了满意值对有效解的影响。逻辑生长函数还可以应用于多维变量评价的功效系数法中。