Abstract Nonlinear network models of the oculomotor integrator
非线性动态方法评估重合钢筋建筑的地震抗性说明书
7th International Conference on Mechatronics, Control and Materials (ICMCM 2016)Assessment of seismic resistance of the reinforced concrete buildingby nonlinear dynamic methodOleg Vartanovich Mkrtychev1, Marina Sergeevna Busalova2*1Head of the Research laboratory “Safety and Seismic Resistance of Structures” Professor of theDepartment “Strength of Materials”Moscow State University of Civil Engineering (National Research University) 26, YaroslavskoeShosse, Moscow, Russia2Engineer of the Research laboratory “Safety and Seismic Resistance of Structures” Moscow State University of Civil Engineering (National Research University) 26, Yaroslavskoe Shosse, Moscow,Russia**************************Keywords:direct dynamic method, non-linearity, seismic impact, reinforced concrete structures, near-collapse criterion.Abstract.The article studies the reaction of the 5-storey reinforced concrete building of the cross-sectional wall structural scheme to the seismic impact. Bearing structures of the building were simulated by the three-dimensional finite elements, connecting concrete and reinforcement, in the software application LS-DYNA. The calculation was carried out by the direct dynamic method using the directly integrated equation of motion according to the explicit scheme. Using this method for calculation allows to make calculations in the temporary area and also to take into account the nonlinearities in the analytic model. In particular, the physical non-linearity is taken into account by means of the non-linear diagram of the concrete deformation. To create an adequate analytic-dynamic model the authors of the article developed the method allowing to take into account the actual reinforcement of the structure. The research conducted allows to estimate the reaction of the 5-storey reinforced concrete building to the set seismic impact.IntroductionThe base of the edition of SP 14.13330.2014 SNiP II-7-81* “Construction in Seismic Regions” [1] acting since 2015 takes the requirements of the two-level calculation of the seismic impact. The earthquake analysis corresponding to the level of the maximal design earthquake shall be performed according to the near-collapse criterion. It means that the calculation methods shall directly take into account the non-linear character of the structural deformation (physical, geometrical, structural non-linearities). However, now in Russia the corresponding method and verified dynamic model allowing to make calculations at the level of maximal design earthquake are not available. The authors of the article developed the method allowing to take into account the non-linear properties of concrete when making calculations of seismic impact, and also to include the elements of the connection of concrete and reinforcement into the analytical model taking into account the actual reinforcement of the structure.Setting of problemConcrete is a complicated composite material that consists mostly of the filling and the grouting, and at the different impacts its reaction can vary from brittle fracture at tensioning to yield behavior at compression. Non-linear diagram of concrete deformation taking into account the physical non-linearity is shown in the Figure 1 [2].Figure 1. Non-linear diagram of concrete deformationTo solve the problem it is necessary to have a corresponding material model. The Figure 2 shows the most complete models describing adequately the work of concrete at deformation (CSCM – Continuous Surface Cap Model) [3].Figure 2. Mathematical model of concrete (CSCM – Continuous Surface Cap Model) Concrete yield surface is described by the invariants of the stress tensor that in turn are determined from the formula (1)-(3).13J P=(1)212ij ijJ S S′=(2)313ij jk kiJ S S S′=(3)where1J is the first invariant of the stress tensor, 2J′ is the second invariant of the stress tensor, 3J′is the third invariant of the stress tensor,ijS is stress tensor, P is pressure.To study the actual reaction of the structure to the seismic impact it will not be sufficient to take into account the nonlinear properties of the concrete only. To show the real picture of thedeformation it is necessary to include the actual reinforcement into the analytic dynamic model, that is, to simulate the reinforcement cage of the building under analysis in the structural design [4].The Figure 3 shows the structural design of the five-storey reinforced concrete building of the cross-sectional wall structural scheme. All bearing structures are simulated by the three dimensional elements for concrete and bar elements for reinforcement [5].Figure 3. Structural design The Figure 4 shows the reinforcement cages of the building.Figure 4. Reinforcement cageCalculation resultsCalculation was made by the software application LS-DYNA by the direct dynamic method [6]. Equations of motion (4) were integrated directly according to the explicit scheme (5):a ++=Mu Cu Ku f (4)where u is nodal displacement vector, =uv is nodal velocity vector, =u a is nodal acceleration vector, M is mass matrix, C is damping matrix, K is rigidity matrix, af is vector of applied loads. /22t t t t t t t t t t +∆+∆+∆∆+∆=+u u v (5)This method allows to take into account the geometrical, physical and structural nonlinearities andalso to make calculations in the temporary area (dynamics in time).Three-component diagram was used as a design seismic impact corresponding to the intensity 9 earthquake (Figure 5). a)b)c)Figure 5. Three-component accelerograma)component X, b) component Y, c) component ZIsofields of the plastic deformations after the earthquake (t = 30 s) are shown in the Figure 6. Figure 6. Isofields of the plastic deformations after the earthquake at the moment of time t = 30 s The character of the plastic deformations corresponds completely to the character of cracks distribution. The Figure 6 shows that the bearing structures of the building of this structural scheme were damaged seriously but the building did not collapse, that means the conditions of the special limit state (near-collapse criterion) are satisfied. As a result of the conducted research, the seismic resistance of the building according to the near-collapse criterion was determined as intensity 9.ConclusionsThe analysis of the data obtained as a result of the research allows to conclude that for the adequate estimation of the reaction of the structure to the seismic impact it is necessary to make calculations in the nonlinear dynamic arrangement taking into account the nonlinear diagrams of concrete deformation and also to add the actual reinforcement into the structural design. The use of the offered method of the buildings earthquake calculations at the design stage will allow to estimate adequately the level of seismic resistance of the building structures.AcknowledgementsThis study was performed with the support of RF Ministry of Education and Science, grant No.7.2122.2014/K.References[1].SP 14.13330.2014 SNIP II-7-81. Stroitel'stvo v seysmicheskikh rayonakh[SP 14.13330.2014SNIP II-7-81. Construction in Seismic Areas]. (2014). Moscow: Analitik.[2].SP 63.13330.2012 SNIP 52-01-2003. Betonnye i zhelezobetonnye konstruktsii. Osnovnyepolozheniya[SP 63.13330.2012 SNIP 52-01-2003. Concrete and Reinforced Concrete Structures. Summary]. (2012). Moscow: Analitik.[3].Murray, Y.D. (2007). Users Manual for LS-DYNA Concrete Material Model 159. Report No.FHWA-HRT-05-062. U.S. Department of Transportation: Federal Highway Administration. [4].Murray, Y.D. (2007). Evaluation of LS-DYNA Concrete Material Model 159. Publication No.FHWA-HRT-05-063. U.S. Department of Transportation: Federal Highway Administration. [5].LS-DYNA. (n.d.). Keyword User’s Manual(Vol. 1, 2). Livermore Software TechnologyCorporation (LSTC).[6].Andreev, V.I., Mkrtychev, O.V., & Dzinchvelashvili, G.A. (2014). Calculation of Long SpanStructures to Seismic and Accidental Impacts in Nonlinear Dynamic Formulation. Applied Mechanics and Materials, 670-671, 764-768。
growthmodels包的中文名称:非线性成长模型包说明书
Package‘growthmodels’May22,2023Type PackageTitle Nonlinear Growth ModelsVersion1.3.1Date2023-05-22Author Daniel RodriguezMaintainer Daniel Rodriguez<********************************>Description A compilation of nonlinear growth models.License GPL-3URL https:///drodriguezperez/growthmodelsBugReports https:///drodriguezperez/growthmodels/issuesSuggests testthatRoxygenNote7.2.3Encoding UTF-8NeedsCompilation noRepository CRANDate/Publication2023-05-2219:00:02UTCR topics documented:growthmodels-package (2)blumberg (3)brody (4)chapmanRichards (5)generalisedLogistic (6)generalisedRichard (7)gompertz (8)janoschek (9)logistic (10)loglogistic (11)mitcherlich (12)12growthmodels-package mmf (13)monomolecular (14)negativeExponential (15)richard (16)schnute (17)stannard (18)vonBertalanffy (19)weibull (20)Index21 growthmodels-package growthmodels:Nonlinear Growth ModelsDescriptionA compilation of nonlinear growth models.DetailsPackage:growthmodelsVersion: 1.2.0License:GPL-3Author(s)Daniel Rodriguez<********************************>ReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.M.M.Kaps,W.O.W.Herring,and mberson,"Genetic and environmental parameters for traits derived from the Brody growth curve and their relationships with weaning weight in Angus cattle.,"Journal of Animal Science,vol.78,no.6,pp.1436-1442,May2000.A.Tsoularis and J.Wallace,"Analysis of logistic growth models.,"Math Biosci,vol.179,no.1,pp.21-55,Jul.2002.A.Khamiz,Z.Ismail,and A.T.Muhammad,"Nonlinear growth models for modeling oil palm yieldgrowth,"Journal of Mathematics and Statistics,vol.1,no.3,p.225,2005.Michael J.Panik,"Growth Curve Modeling:Theory and Applications",John Wiley&Sons,De-cember2013./wiki/Generalised_logistic_functionblumberg3 blumberg Blumberg growth modelDescriptionComputes the Blumberg growth model and its inversey(t)=α∗(t+t0)m w0+(t+t0)mUsageblumberg(t,alpha,w0,m,t0=0)blumberg.inverse(x,alpha,w0,m,t0=0)Argumentst timealpha upper asymptotew0a reference value at t=t0m slope of growtht0time shift(default0)x sizeAuthor(s)Daniel RodriguezReferencesA.Tsoularis and J.Wallace,"Analysis of logistic growth models.,"Math Biosci,vol.179,no.1,pp.21-55,Jul.2002.Examplesgrowth<-blumberg(0:10,10,2,0.5)#Calculate inverse functiontime<-blumberg.inverse(growth,12,2,0.5)4brody brody Brody growth modelDescriptionComputes the Brody growth model and its inversey(t)=α−(α−w0)exp(−kt)Usagebrody(t,alpha,w0,k)brody.inverse(x,alpha,w0,k)Argumentst timealpha upper asymptotew0the value at t=0k growth ratex sizeAuthor(s)Daniel RodriguezReferencesM.M.Kaps,W.O.W.Herring,and mberson,"Genetic and environmental parameters for traits derived from the Brody growth curve and their relationships with weaning weight in Angus cattle.,"Journal of Animal Science,vol.78,no.6,pp.1436-1442,May2000.Examplesgrowth<-brody(0:10,10,5,0.3)#Calculate inverse functiontime<-brody.inverse(growth,10,5,0.3)chapmanRichards5 chapmanRichards Chapman-Richards growth modelDescriptionComputes the Chapman-Richards growth model and its inversey(t)=α(1−βexp(−kt)1/(1−m))UsagechapmanRichards(t,alpha,beta,k,m)chapmanRichards.inverse(x,alpha,beta,k,m)Argumentst timealpha upper asymptotebeta growth rangek growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-chapmanRichards(0:10,10,0.5,0.3,0.5)#Calculate inverse functiontime<-chapmanRichards.inverse(growth,10,0.5,0.3,0.5)6generalisedLogistic generalisedLogistic Generalised Logistic growth modelDescriptionComputes the Generalised Logistic growth modely(t)=A+U−A1+βexp(−k(t−t0))UsagegeneralisedLogistic(t,A,U,k,beta,t0)generalisedLogistic.inverse(x,A,U,k,beta,t0=0)Argumentst timeA the lower asymptoteU the upper asymptotek growth rangebeta growth ranget0time shift(default0)x sizeAuthor(s)Daniel RodriguezReferences/wiki/Generalised_logistic_functionExamplesgrowth<-generalisedLogistic(0:10,5,10,0.3,0.5,3)#Calculate inverse functiontime<-generalisedLogistic.inverse(growth,5,10,0.3,0.5,3)generalisedRichard7 generalisedRichard Generalised Richard growth modelDescriptionComputes the Generalised Richard growth model and its inversey(t)=A+U−A(1+βexp(−k(t−t0)))(1/m)UsagegeneralisedRichard(t,A,U,k,m,beta,t0)generalisedRichard.inverse(x,A,U,k,m,beta,t0=0)Argumentst timeA the lower asymptoteU the upper asymptotek growth rangem slope of growthbeta growth ranget0time shift(default0)x sizeAuthor(s)Daniel RodriguezReferences/wiki/Generalised_logistic_functionExamplesgrowth<-generalisedRichard(0:10,5,10,0.3,0.5,1,3)time<-generalisedRichard.inverse(growth,5,10,0.3,0.5,1,3)8gompertz gompertz Gompertz growth modelDescriptionComputes the Gompertz growth model and its inversey(t)=αexp(−βexp(−k t))Usagegompertz(t,alpha,beta,k)gompertz.inverse(x,alpha,beta,k)Argumentst timealpha upper asymptotebeta growth displacementk growth ratex sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-gompertz(0:10,10,0.5,0.3)#Calculate inverse functiontime<-gompertz.inverse(growth,10,0.5,0.3)janoschek9 janoschek Janoschek growth modelDescriptionComputes the Janoschek growth model and its inversey(t)=α∗(α−β)exp(−b∗t c))Usagejanoschek(t,alpha,beta,b,c)janoschek.inverse(x,alpha,beta,b,c)Argumentst timealpha upper asymptotebeta lower asymptoteb growth parameterc shape parameterx sizeAuthor(s)Daniel RodriguezReferencesMichael J.Panik,"Growth Curve Modeling:Theory and Applications",John Wiley&Sons,De-cember2013.Examplesgrowth<-janoschek(0:10,10,2,0.5,2)#Calculate inverse functiontime<-janoschek.inverse(growth,12,2,0.5,2)10logistic logistic Logistic growth modelDescriptionComputes the Logistic growth modely(t)=α1+βexp(−kt)Usagelogistic(t,alpha,beta,k)logistic.inverse(x,alpha,beta,k)Argumentst timealpha upper asymptotebeta growth rangek growth ratex sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-logistic(0:10,10,0.5,0.3)#Calculate inverse functiontime<-logistic.inverse(growth,10,0.5,0.3)loglogistic11 loglogistic Log-logistic growth modelDescriptionComputes the Log-logistic growth modely(t)=α1+βexp(−klog(t)Usageloglogistic(t,alpha,beta,k)loglogistic.inverse(x,alpha,beta,k)Argumentst timealpha upper asymptotebeta growth rangek growth ratex sizeAuthor(s)Daniel RodriguezReferencesA.Khamiz,Z.Ismail,and A.T.Muhammad,"Nonlinear growth models for modeling oil palm yieldgrowth,"Journal of Mathematics and Statistics,vol.1,no.3,p.225,2005.Examplesgrowth<-loglogistic(0:10,10,0.5,0.3)#Calculate inverse functiontime<-loglogistic.inverse(growth,10,0.5,0.3)12mitcherlich mitcherlich Mitcherlich growth modelDescriptionComputes the Mitcherlich growth modely(t)=(α−βk t)Usagemitcherlich(t,alpha,beta,k)mitcherlich.inverse(x,alpha,beta,k)Argumentst timealpha upper asymptotebeta growth rangek growth ratex sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-mitcherlich(0:10,10,0.5,0.3)#Calculate inverse functiontime<-mitcherlich.inverse(growth,10,0.5,0.3)mmf13 mmf Morgan-Mercer-Flodin growth modelDescriptionComputes the Morgan-Mercer-Flodin growth modely(t)=(w0γ+αt m)γ+t mUsagemmf(t,alpha,w0,gamma,m)mmf.inverse(x,alpha,w0,gamma,m)Argumentst timealpha upper asymptotew0the value at t=0gamma parameter that controls the point of inflectionm growth ratex sizeAuthor(s)Daniel RodriguezReferencesA.Khamiz,Z.Ismail,and A.T.Muhammad,"Nonlinear growth models for modeling oil palm yieldgrowth,"Journal of Mathematics and Statistics,vol.1,no.3,p.225,2005.Examplesgrowth<-mmf(0:10,10,0.5,4,1)#Calculate inverse functiontime<-mmf.inverse(growth,10,0.5,4,1)14monomolecular monomolecular Monomolecular growth modelDescriptionComputes the monomolecular growth modely(t)=α(1−βexp(−kt))Usagemonomolecular(t,alpha,beta,k)monomolecular.inverse(x,alpha,beta,k)Argumentst timealpha upper asymptotebeta growth rangek growth ratex sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-monomolecular(0:10,10,0.5,0.3)#Calculate inverse functiontime<-monomolecular.inverse(growth,10,0.5,0.3)negativeExponential15 negativeExponential Negative exponential growth modelDescriptionComputes the negative exponential growth modely(t)=α(1−exp(−kt))UsagenegativeExponential(t,alpha,k)negativeExponential.inverse(x,alpha,k)Argumentst timealpha upper asymptotek growth ratex sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-negativeExponential(0:10,1,0.3)#Calculate inverse functiontime<-negativeExponential.inverse(growth,10,0.3)16richard richard Richard growth modelDescriptionComputes the Richard growth model and its inversey(t)=α(1+βexp(−kt))(1/m)Usagerichard(t,alpha,beta,k,m)richard.inverse(x,alpha,beta,k,m)Argumentst timealpha upper asymptotebeta growth rangek growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-richard(0:10,10,0.5,0.3,0.5)time<-richard.inverse(growth,10,0.5,0.3,0.5)schnute17 schnute Schnute growth modelDescriptionComputes the Schnute growth modely(t)=[r0+βexp(kt)]mUsageschnute(t,r0,beta,k,m)schnute.inverse(x,r0,beta,k,m)Argumentst timer0reference valuebeta growth displacementk growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesA.Khamiz,Z.Ismail,and A.T.Muhammad,"Nonlinear growth models for modeling oil palm yieldgrowth,"Journal of Mathematics and Statistics,vol.1,no.3,p.225,2005.Examplesgrowth<-schnute(0:10,10,5,.5,.5)#Calculate inverse functiontime<-schnute.inverse(growth,10,5,.5,.5)18stannard stannard Stannard growth modelDescriptionComputes the Stannard growth modely(t)=α[1+exp(−(β+kt)/m)]−mUsagestannard(t,alpha,beta,k,m)stannard.inverse(x,alpha,beta,k,m)Argumentst timealpha upper asymptotebeta growth displacementk growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesA.Khamiz,Z.Ismail,and A.T.Muhammad,"Nonlinear growth models for modeling oil palm yieldgrowth,"Journal of Mathematics and Statistics,vol.1,no.3,p.225,2005.Examplesgrowth<-stannard(0:10,1,.2,.1,.5)#Calculate inverse functiontime<-stannard.inverse(growth,1,.2,.1,.5)vonBertalanffy19 vonBertalanffy von Bertalanffy growth modelDescriptionComputes the von Bertalanffy growth modely(t)=(α(1−m)−β∗exp(−kt))(1/(1−m))UsagevonBertalanffy(t,alpha,beta,k,m)vonBertalanffy.inverse(x,alpha,beta,k,m)Argumentst timealpha upper asymptotebeta growth rangek growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-vonBertalanffy(0:10,10,0.5,0.3,0.5)#Calculate inverse functiontime<-vonBertalanffy.inverse(growth,10,0.5,0.3,0.5)20weibull weibull Weibull growth modelDescriptionComputes the Weibull growth modely(t)=α−βexp(−k∗t m)Usageweibull(t,alpha,beta,k,m)weibull.inverse(x,alpha,beta,k,m)Argumentst timealpha upper asymptotebeta growth rangek growth ratem slope of growthx sizeAuthor(s)Daniel RodriguezReferencesD.Fekedulegn,M.Mac Siurtain,and J.Colbert,"Parameter estimation of nonlinear growth modelsin forestry,"Silva Fennica,vol.33,no.4,pp.327-336,1999.Examplesgrowth<-weibull(0:10,10,0.5,0.3,0.5)#Calculate inverse functiontime<-weibull.inverse(growth,10,0.5,0.3,0.5)Indexblumberg,3brody,4chapmanRichards,5generalisedLogistic,6 generalisedRichard,7gompertz,8growthmodels(growthmodels-package),2 growthmodels-package,2janoschek,9logistic,10loglogistic,11mitcherlich,12mitscherlich(mitcherlich),12mmf,13monomolecular,14negativeExponential,15richard,16schnute,17stannard,18vonBertalanffy,19weibull,2021。
机械设计方面的外文参考文献
Set of NN weights w!p) li=1, ... ,NW;p=l, ... ,L
Stage III Computation of membership functions for NN weights
FuzyNN with weights membership functions Pi = p(w~p»
inequalities (l-2KIL)::;; IX < (l-2(K-I)/L , where: K = kLa . Ita - numbers of
weight values on the left or right hand sides of w, respectively. In case of a E
There are three possibilities to formulating fuzzy networks. The first one corresponds to the neural network with crisp parameters (called for short NN weights) and performing computations on interval variables [8]. Much advanced are NNs with crisp inputs and outputs but their processing is performed on fuzzyfied variables with fuzzy reasoning rules, cf. fuzzy inference systems [4]. The third class is associated with full fuzzification of transmitted signals, NN weights and neurons of a fuzzy NN [2]. A more numerically efficient approach depends on joining simple membership functions of signals and NN parameters with interval arithmetics [7].
Functional-coefficient regression models for nonlinear time series
from with
the \curse of dimensionality".
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stationary Let E(Y12)
transpose of a matrix or vector. The idea to model time series in such a form is not new; see,
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This paper adapts the functional-coe cient modeling technique to analyze nonlinear time series
data. The approach allows appreciable exibility on the structure of tted model without su ering
Ui and Xi consist of some lagged values of Yi. The functional-coe cient regression model has the
form
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Financial Crises and Economic中文翻译对照部分
金融危机与经济活动FINANCIAL CRISES AND ECONOMIC ACTIVITY 这是一篇为了由堪萨斯联邦储备银行赞助,在杰克逊洞,怀俄明,在2009年8月20日到22日举行的“金融稳定和宏观经济政策”研讨会而准备的的文章。
我们要为了他们有用的意见而感谢研讨会的与会者,我们的讨论者Mark Gertler和 Roberto Blanco。
Jimmy Shek 和Clara Garcia 提供了优秀的科研援助,Luc Laeven 和Fabian Valencia热心地共享了他们的危机数据库。
本文中所表达的观点仅代表作者本人,与国际清算银行无关。
本文所表达的意见是作者(s)的观点,并不一定反映国家经济研究局的意见。
This paper was prepared for "Financial Stability and Macroeconomic Policy," a symposium sponsored by the Federal Reserve Bank of Kansas City, at Jackson Hole, Wyoming, on August 20-22,2009. We would like to thank participants at the Symposium, our discussant Mark Gertler, and Roberto Blanco.for useful comments. Jimmy Shek and Clara Garcia provided excellent research assistance, and Luc Laeven and Fabian Valencia kindly shared their database of crises. The views expressed in this paper are those of the authors and not necessarily those of the BIS. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.摘要(ABSTRACT)我们从1980年开始研究40个系统性金融危机的成本输出。
方言识别网络模型的声学信息表征研究
刑事技术·论 著·2021年 第46卷 第3期基金项目:公安部应用创新计划项目(2020YYCXHNST046);现场物证溯源技术国家工程实验室开放课题(2018NELKFKT10)第一作者简介:申小虎,男,江苏南京人,硕士,高级实验师,研究方向为人工智能与公安视听技术。
E -mail:******************网络出版时间:2020-12-31;网络出版地址:https:///10.16467/j.1008-3650.2020.0007方言识别网络模型的声学信息表征研究申小虎1,金 恬2,李佳蔚1,韩春润1(1.江苏警官学院刑事科学技术系,南京210031;2.江苏省公安厅物证鉴定中心,南京210031)摘 要:目的 研究语音识别网络模型在声学信息中的表征能力,并对方言自动分类应用进行最优单模型筛选。
方法 使用python 仿真实现SOM 、RNN 、LSTM 与CNN 模型,并选择合适的分类器进行方言分类任务的训练与分类验证实验。
结果 实验结果显示,多分类评价指标PRF 条件下,LSTM 模型取得了宏平均和微平均的最优评价得分。
同时CNN 模型则在低信噪比条件下显示了较好的抗噪鲁棒性。
结论 LSTM+CNN 框架下方言信息表征能力较好且兼具强鲁棒性,可满足方言自动分类任务的二次开发应用。
关键词:方言识别;声学模型;声学信息表征;自动分类中图分类号:D793.2 献标识码:A 文章编号:1008-3650(2021)03-0234-07Presentation of Acoustic Characteristics with Network Models forDialect IdentificationSHEN Xiaohu 1, JIN Tian 2, LI Jiawei 1, HAN Chunrun 1(1. Department of Forensic Science and Technology , Jiangsu Police Institute , Nanjing 210031, China ; 2. Evidence Identification Center , Jiangsu Provincial Public Security Bureau , Nanjing 210031, China )ABSTRACT: Objective To explore the presentation of acoustic characteristics with network models for dialect identification so as to screen out the optimal singular model for automatic dialect classifier. Methods Four selected typical neural network models for acoustic feature extraction, SOM (self-organizing feature Map), RNN (recurrent neural network), LSTM (long short-term memory network) and CNN (convolutional neural network), were individually simulated through python. With the dataset containing typical dialects (6036 samples of 105 persons’ spoken voices) from 13 cities in Jiangsu province, three aggregates were respectively built up for purpose of training, verification and test at the division ratio of 6:2:2. The test aggregate was then edited into sub-aggregates of 3 and 10 seconds, having each further added of white noise to form the sub-aggregates owning signal-to-noise ratio (SNR) of 3 and 10 dB. Thus, 4 test aggregates were thereby produced, with each containing 1207 samples. The appropriate classifiers were chosen to evaluate the performance of four above-selected models into their operations of training, verification and test. For the dialect identification, every selected network model was verified of its ability to extract features from the test aggregates owning different SNR and duration. Results With the previously-normalized data and network parameters, the confusion matrices of models were obtained from the output data of 4 neural network models processing into 4 test aggregates, having resulted in the Macro-F1 and Micro-F1 scores that are useful and eligible for evaluation of multi-classification problem. The results showed that LSTM and CNN are significantly better of performance than SOM and RNN. SOM is obviously more sensitive to the SNR of test samples, though having poor identification accuracy with the 3dB test aggregate. RNN has the improved accuracy for dialect identification, yet having the insufficient representation ability to key information of long-term samples. LSTM achieves the optimal evaluation scores of 93.1% (Macro-F1)/92.7% (Micro-F1) with 10dB/10s test aggregate,DOI :10.16467/j.1008-3650.2020.0007·235·2021年第46卷第3期申小虎, 等:方言识别网络模型的声学信息表征研究方言分类是根据某语音片段判定其说话人所属方言片区的研判方法,也是刑事技术的重要组成部分[1]。
COMSOL Nonlinear Structural Materials Module User’
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土木工程专业钢筋混凝土结构抗震性能外文翻译文献
文献信息:文献标题:Seismic Performance of Reinforced Concrete Buildings with Masonry Infill(砌体填充钢筋混凝土建筑的抗震性能研究)文献作者:Girma Zewdie Tsige,Adil Zekaria文献出处:《American Journal of Civil Engineering》,2018,6(1):24-33 字数统计:英文3088单词,16137字符;中文4799汉字外文文献:Seismic Performance of Reinforced Concrete Buildings withMasonry InfillAbstract Unreinforced masonry Infills modify the behavior of framed structures under lateral loads; however, in practice, the infill stiffness is commonly ignored in frame analysis, resulting in an under-estimation of stiffness and natural frequency. The structural effect of hollow concrete block infill is generally not considered in the design of columns as well as other structural components of RC frame structures. The hollow concrete block walls have significant in-plane stiffness contributing to the stiffness of the frame against lateral load. The scope of present work was to study seismic performance of reinforced concrete buildings with masonry infill in medium rise building. The office medium rise building is analyzed for earthquake force by considering three type of structural system. i.e. Bare Frame system, partially-infilled and fully- Infilled frame system. Effectiveness of masonry wall has been studied with the help of five different models. Infills were modeled using the equivalent strut approach. Nonlinear static analyses for lateral loads were performed by using standard package ETABS, 2015 software. The comparison of these models for different earthquake response parameters like base shear vs roof displacement, Story displacement, Story shear and member forces are carried out. It is observed that the seismic demand in the bare frame is significantly large when infillstiffness is not considered, with larger displacements. This effect, however, is not found to be significant in the infilled frame systems. The results are described in detail in this paper.Keywords: Bare Frame, Infilled Frame, Equivalent Diagonal Strut, Infill, Plastic Hinge1.IntroductionInfill have been generally considered as non-structural elements, although there are codes such as the Eurocode-8 that include rather detailed procedures for designing infilled R/C frames, presence of infill has been ignored in most of the current seismic codes except their weight. However, even though they are considered non-structural elements the presence of infill in the reinforced concrete frames can substantially change the seismic response of buildings in certain cases producing undesirable effects (tensional effects, dangerous collapse mechanisms, soft story, variations in the vibration period, etc.) or favorable effects of increasing the seismic resistance capacity of the building.The present practice of structural analysis is also to treat the masonry infill as non- structural element and the analysis as well as design is carried out by only using the mass but neglecting the strength and stiffness contribution of infill. Therefore, the entire lateral load is assumed to be resisted by the frame only.Contrary to common practice, the presence of masonry infill influence the over- all behavior of structures when subjected to lateral forces. When masonry infill are considered to interact with their surrounding frames, the lateral stiffness and the lateral load capacity of the structure largely increase.The recent advent of structural design for a particular level of earthquake performance, such as immediate post-earthquake occupancy, (termed performance based earthquake engineering), has resulted in guidelines such as ATC-40 (1996) FEMA-273 (1996) and FEMA-356 (2000) and standards such as ASCE-41 (2006), among others. The different types of analyses described in these documents, pushover analysis comes forward because of its optimal accuracy, efficiency and ease of use.The infill may be integral or non-integral depending on the connectivity of the infill to the frame. In the case of buildings under consideration, integral connection is assumed. The composite behavior of an infilled frame imparts lateral stiffness and strength to the building. The typical behavior of an infilled frame subjected to lateral load is illustrated in Figures 1 (a) and (b).Figure1. Behavior of infilled frames (Govindan, 1986).In this present paper five models of office building with different configuration of masonry infill are generated with the help of ETABS 2015 and effectiveness has been checked. Pushover analysis is adopted for the evaluation of the seismic response of the frames. Each frame is subjected to pushover loading case along negative X-direction.2.Building DescriptionMulti-storey rigid jointed frame mixed use building G+9 (Figure 2), was selected in the seismic zone (Zone IV) of Ethiopia and designed based on the Ethiopian Building Code Standard ESEN: 2015 and European Code-2005. ETABS 2015 was used for the analysis and design of the building by modeling as a 3-D space frame system.Figure 2. Typical building plan.Seismic performance is predicted by using performance based analysis of simulation models of bare and infilled non ductile RC frame buildings with different arrangement of masonry wall. The structure will be assumed to be new, with no existing infill damage.Building Data:1.Type of structure = Multi-storey rigid jointed frameyout = as shown in figure 23.Zone = Iv4.Importance Factor = 15.Soil Condition = hard6.Number of stories = Ten (G+9)7.Height of Building =30 m8.Floor to floor height = 3 m9.External wall thickness =20cm10.Internal wall thickness=15cm11.Depth of the floor slab =15cm12.depth of roof slab=12cm13.Size of all columns = 70×70cm14.Size of all beams = 70 × 40cm15.Door opening size=100×200cm16.Window opening size =200×120cm3.Structural Modeling and AnalysisTo understand the effect of masonry wall in reinforced concrete frame, with a total of five models are developed and pushover analysis has been made in standard computer program ETABS2015. In this particular study pushover loading case along negative X-axis is considered to study seismic performance of all models. Since the out of plane effect is not studied in this paper, only the equivalent strut along X-axis are considered to study the in plane effect and masonry walls along Y-axis are not considered in all models. From this different condition, all models are identified by their names which are given below.3.1.Different Arrangement of the Building ModelsTo understand the effect of masonry wall in reinforced concrete frame, with a total of five models are developed and pushover analysis has been made in standard computer program ETABS2015. In this particular study pushover loading case along negative X-axis is considered to study seismic performance of all models.Model 1:- Bare reinforced concrete frame: masonry infill walls are removed from the building along all storiesModel 2:-Reinforced concrete frame with 75% of masonry wall removed from fully infilled frameFigure 3. Plan View Model 2.Model 3:- Reinforced concrete frame with half of of masonry wall removed from fully infilled frameModel 4:- Reinforced concrete frame with 25% of masonry wall removed from fully infilled frameFigure 5. Plan view of Model 4.Model 5:- Fully infilled reinforced concrete frame (Base frame)3.2.Modeling of Masonry InfillIn the case of an infill wall located in a lateral load resisting frame the stiffness and strength contribution of the infill are considered by modelling the infill as an equivalent compression strut (Smith).Because of its simplicity, several investigators have recommended the equivalent strut concept. In the present analysis, a trussed frame model is considered. This type of model does not neglect the bending moment in beams and columns. Rigid joints connect the beams and columns, but pin joints at the beam-to-column Junctions connect the equivalent struts.Infill parameters (effective width, elastic modulus and strength) are calculated using the method recommended by Smith. The length of the strut is given by the diagonal distance D of the panel (Figure 7) and its thickness is given by the thickness of the infill wall. The estimation of width w of the strut is given below. The initial elastic modulus of the strut Ei is equated to Em the elastic modulus of masonry. As per UBC (1997), Em is given as 750fm, where fm is the compressive stress of masonry in MPa. The effective width was found to depend on the relative stiffness of the infill to the frame, the magnitude of the diagonal load and the aspect ratio of the infilled panel.Figure 7. Strut geometry (Ghassan Al-Chaar).The equivalent strut width, a, depends on the relative flexural stiffness of the infill to that of the columns of the confining frame. The relative infill to frame stiffness shall be evaluated using equation 1 (Stafford-Smith and Carter 1969):Using this expression, Mainstone (1971) considers the relative infill to frame flexibility in the evaluation of the equivalent strut width of the panel as shown in equation 2.Where:λ1= Relatire infill to frame stiffness garameterα= Equivalent width of infill strut, cmE m = modulus of elasticity of masonry infill, MPaE c = modulus of elasticity of confining frame, MPaI column = moment of inertia of masonry infill, cm4t = Gross thickness of the infill, cmh = height of the infill panel, cmθ = Angle of the concentric equivalent strut, radiansD = Diagonal length of infill, cmH = Height of the confining frame, cm3.3.Eccentricity of Equivalent StrutThe equivalent masonry strut is to be connected to the frame members as depicted in Figure 8. The infill forces are assumed to be mainly resisted by the columns, and the struts are placed accordingly. The strut should be pin-connected to the column at a distance l column from the face of the beam. This distance is defined in Equations 3 and 4 and is calculated using the strut width, a.Figure 8. Placement of strut (Ghassan Al-Chaar).3.4.Plastic Hinge PlacementPlastic hinges in columns should capture the interaction between axial load and moment capacity. These hinges should be located at a minimum distance l column from the face of the beam as shown in figure 9. Hinges in beams need only characterize the flexural behavior of the member.Figure 9. Plastic hinge placement (Ghassan Al-Chaar).3.5. Analysis of the Building ModelsThe non-structural elements and components that do not significantly influence the building behavior were not modeled. The floor slabs are assumed to act as diaphragms, which ensure integral action of all the vertical lateral load-resisting elements. Beams and columns were modeled as frame elements with the centerlines joined at nodes. Rigid offsets were provided from the nodes to the faces of the columns or beams. The stiffness for columns and beams were taken as 0.7EcIg, 0.35EcIg respectively accounting for the cracking in the members and the contribution of flanges in the beams.The weight of the slab was distributed to the surrounding beams as per ESEN1992:2015. The mass of the slab was lumped at the Centre of mass location at each floor level. This was located at the design eccentricity from the calculated centre of stiffness. Design lateral forces at each storey level were applied at the Centre of mass locations independently in two horizontal directions (X- and Y- directions).Staircases and water tanks were not modeled for their stiffness but their masses were considered in the static and dynamic analyses. The design spectrum for hard soil as specified in ESEN1998:2015 was used for the analysis.The effect of soil-structure interaction was ignored in the analyses. The columns were assumed to be fixed at the level of the bottom of the base slabs of respective isolated footings.Figure 10. Force-Deformation Relation for Plastic Hinge in Pushover Analysis (Habibullah. et al.,1998).4.Analysis Results and DiscussionsThe results of pushover analysis of reinforced concrete frame with different configuration of masonry wall are presented. Analysis of the models under the static and dynamic loads has been performed using Etabs 2015 software. All required data are provided in software and analyzed for total five models to get the result in terms of Base shear vs monitored roof displacement, Storey shear, story displacement and Element force. Subsequently these results are compared for reinforced concrete frame with different configuration of masonry wall.4.1.Base Shear vs Monitored Roof Displacement CurveBased up on the Displacement coefficient method of ASCE 41-13 all the five building models are analyzed in ETABS 2015 standard structural software and the static pushover curve is generated as shown in figure 11.Figure 11. Pushover analysis result for 10-story RC building.The presence of the infill wall both strengthens and stiffens the system, as illustrated in figure 11. For the case study building, the fully-infilled frame has approximately 3 times larger intial stiffness and 1.5 times greater peak strength than the bare frame. In figure 11, the first drop in strength for the fully and partially-infilled frame is due to the brittle failure of masonry materials initiating in the first-story infill walls. This behavior after first-story wall failure is due towall-frame interaction and depends on the relative strength of the infill and framing.So, based on these results, infill walls can be beneficial as long as they are properly taken into consideration in the design process and the failure mechanism is controlled.4.2.Story Displacement for Different ModelsFigure 12. shows the comparative study of seismic demand in terms of lateral story displacement amongst all the five types of reinforced concrete frame with different configuration of infill. The lateral displacement obtained from the bare frame model is the maximum which is about 60% greater than that of fully infilled frame, nearly 50% greater than that of frame with 25% of the masonry wall reduced, about 40% greater than that of frame with 50% of the masonry wall reduced and 30% greater than that of frame with 75% of the masonry wall reduced.Figure 12. Comparison of Story displacements for different models.Thus, the infill panel reduces the seismic demand of reinforced concrete buildings. The lateral story displacement is dramatically reduced due to introduction of infill. This probably is the cause of building designed in conventional way behaving near elastically even during strong earthquake.4.3.Member ForcesIn this project to understand the effect of different configuration of infill in reinforced concrete frame; study of the behavior of the column in all models for axialloads was conducted. Total of five nonlinear models are analyzed in ETABS 2015 and all models have same plan of building, therefore the position and label of columns are same in all plans of models which is shown in figure 2. After analysis consider the column no. 1(C1) shown in figure 2. from all models for pushover load case and get the axial forces of column at performance point at every story from software, which is given in table 1 and the values for each model is compared with the bare frame model.Table 1. Comparison of axial force for different models. (KN)From this observation, it is evident that when an infilled frame is loaded laterally, the columns take the majority of the force and shear force exerted on the frame by the infill which is modeled as the eccentric equivalent struts. Generally, the relative increase of axial force is observed when the percentage of infill in reinforced concrete frame increases. It is observed that fully infilled reinforced concrete frame showed around 10% increase in axial force relative to bare frame model. The other infill models showed a lesser increase. The effect of infill on columns is to increase the shear force and to reduce bending moments.In general compared to bare frame model, the infilled models predicted higher axial and shear forces in columns but lower bending moments in both beams and columns. Thus, the effect of infill panel is to change the predominantly a frame action of a moment resisting frame system towards truss action.4.4.Story ShearStory shear is the total horizontal seismic shear force at the base of structure. Results from static pushover analysis at performance point for the case study buildings are shown in figure 13.Figure 13. Comparison of story shear for different model.As observed from the figure 13 the story shear calculated on the basis of bare frame model gave a lesser value than the other infilled frames; It was observed that the story shear in fully infilled frame is nearly 15% greater compared to bare frame model and frame with 25% of the masonry wall reduced was nearly 10% greater compared to the bare frame, frame with 50% of the masonry wall reduced is nearly 8% greater compared to the bare frame and frame with 75% of the masonry wall reduced is about 5% greater compared to the bare frame.Since the bare frame models do not take in to account the stiffness rendered by the infill panel, it gives significantly longer time period. And hence smaller lateral forces. And when the infill is modeled, the structure becomes much stiffer than the bare frame model. Therefore, it has been found that calculation of earthquake forces by treating RC frames as ordinary frames without regards to infill leads to underestimation of base shear. This is because of bare frame is having larger value of fundamental natural time period as compared to other models due to absence of masonry infill walls. Fundamental natural period get increased and therefore base shear get reduced.5.ConclusionsFrom above results it is clear that pushover curve show an increase in initial stiffness, strength, and energy dissipation of the infilled frame, compared to the bareframe, despite the wall’s brittle failure modes.Due to the introduction of infill the displacement capacity decreases as depicted from the displacement profile (Figure 12). The lateral displacement obtained from the bare frame model is the maximum which is about 60% greater than that of infilled frame.The presence of masonry walls is to change a frame action of a moment resisting frame structure towards a truss action. When infills are present, shear and axial force demands are considerably higher leaving the beam or column vulnerable to shear failure. The axial force and shear force of the bare frame is less than that of the infilled frame. Columns take the majority of the forces exerted on the frame by the infill because the eccentrically modeled equivalent struts transfers the axial load and shear force transferred from the action of lateral loads directly to the columns.The story shear calculated on the basis of bare frame model gave a lesser value than the other infilled frames. It was observed that fully infilled frame is nearly 15% greater compared to bare frame model; frame with 25% of the masonry wall reduced was nearly 10% greater compared to the bare frame; frame with 50% of the masonry wall reduced is nearly 8% greater compared to the bare frame and frame with 75% of the masonry wall reduced is about 5% greater compared to the bare frame. This is because the bare frame models do not takes in to account the stiffness rendered by the infill panel, it gives significantly longer time period.中文译文:砌体填充钢筋混凝土建筑的抗震性能研究摘要无配筋砌体填充对框架结构在侧向荷载作用下的受力性能有很大的影响,但在实际应用中,往往忽略了框架结构的填充刚度,导致对框架结构的刚度和固有频率的估计不足。
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基于深度学习的盾构隧道施工地表沉降预测方法
第 55 卷第 2 期2024 年 2 月中南大学学报(自然科学版)Journal of Central South University (Science and Technology)V ol.55 No.2Feb. 2024基于深度学习的盾构隧道施工地表沉降预测方法尹泉1,周怡1,饶军应2(1. 湖南城市学院 城市地下基础设施结构安全与防灾湖南省工程研究中心,湖南 益阳,413000;2. 贵州大学 空间结构研究中心,贵州 贵阳,550025)摘要:针对现有盾构隧道施工引发地表沉降预测方法中存在的难以同时挖掘数据之间的非线性特征关系和双向时序信息的问题,通过融合卷积神经网络(CNN)、双向长短期记忆(BiLSTM)与自注意力机制(SA)提出一种基于深度学习的地表最大沉降预测方法(CNN-BiLSTM-SA)。
该方法首先利用CNN 提取网络输入数据之间的非线性特征关系,利用BiLSTM 网络提取输入数据的双向时序信息,然后引入SA 机制为CNN 提取的特征分配相应的权重,有效捕获时间序列中的关键信息,最后通过全连接层输出最终地表沉降预测结果。
以湖南万家丽路电力盾构隧道工程为依托构建地表沉降数据集,并选用ANN 、RNN 、LSTM 、BiLSTM 模型开展对比分析。
研究结果表明:评估指标CNN-BiLSTM-SA 的平均绝对误差(MAE)、均方根(RMSE)、决定系数(R 2)、平均绝对百分误差(MAPE)均为最优,具有更好的地表沉降预测性能。
关键词:盾构隧道;地表沉降;深度学习;神经网络中图分类号:U455 文献标志码:A 文章编号:1672-7207(2024)02-0607-11A deep learning-based method for predicting surface settlementinduced by shield tunnel constructionYIN Quan 1, ZHOU Yi 1, RAO Junying 2(1. Hunan Engineering Research Center of Structural Safety and Disaster Prevention for Urban UndergroundInfrastructure, Hunan City University, Yiyang 413000, China;2. Spatial Structure Research Center, Guizhou University, Guiyang 550025, China)Abstract: The nonlinear feature relationships and bidirectional time-series information of data can not be obtained at the same time in the existing methods for predicting surface settlement triggered by shield tunnel construction. A deep learning-based method(CNN-BiLSTM-SA) for maximum surface settlement prediction was proposed by fusing convolutional neural network(CNN). Bidirectional long and short-term memory(BiLSTM) and self-attention收稿日期: 2023 −06 −26; 修回日期: 2023 −10 −17基金项目(Foundation item):湖南省自然科学基金资助项目(2022JJ50281);国家留学基金委资助项目(202308430166) (Project(2022JJ50281) supported by the Natural Science Foundation of Hunan Province; Project(202308430166) supported by Scholarship Council of China)通信作者:周怡,博士,高级工程师,从事岩土及隧道工程研究;E-mail :***************.cnDOI: 10.11817/j.issn.1672-7207.2024.02.014引用格式: 尹泉, 周怡, 饶军应. 基于深度学习的盾构隧道施工地表沉降预测方法[J]. 中南大学学报(自然科学版), 2024, 55(2): 607-617.Citation: YIN Quan, ZHOU Yi, RAO Junying. A deep learning-based method for predicting surface settlement induced by shield tunnel construction[J]. Journal of Central South University(Science and Technology), 2024, 55(2): 607−617.第 55 卷中南大学学报(自然科学版)(SA). In CNN-BiLSTM-SA, CNN was first used to analyse the nonlinear feature relationships among the network input data, and BiLSTM network was used to extract the bi-directional time series information of the input data. And then SA was introduced to assign corresponding weights to the features extracted by CNN to effectively capture the key information in the time series. Finally, the final surface settlement prediction results were output through the fully connected layer. The surface settlement dataset was constructed based on the Hunan Wanjiali Road power shield tunnel project, and the four models, ANN, RNN, LSTM and BiLSTM, were selected to carry out comparative analysis experiments. The results show that the four evaluation indexes of mean absolute error (MAE), root mean square error(RMSE), determination coefficient(R2), and mean absolute percentage error (MAPE) of CNN-BiLSTM-SA are optimal, indicating that the proposed model has better surface settlement.Key words: shield tunnel; surface settlement; deep learning; neural network盾构隧道的挖掘和推进过程中,会使周围土体发生应力重分布,进而导致土体的变形沉降。
非线性函数中英文对照外文翻译文献
中英文对照翻译(文档含英文原文和中文翻译)一个新的辅助函数的构造方法的全局优化非线性函数优化问题中具有许多局部极小,在他们的搜索空间中的应用,如工程设计,分子生物学是广泛的,和神经网络训练.虽然现有的传统的方法,如最速下降方法,牛顿法,拟牛顿方法,信赖域方法,共轭梯度法,收敛迅速,可以找到解决方案,为高精度的连续可微函数,这在很大程度上依赖于初始点和最终的全局解的质量很难保证.在全局优化中存在的困难阻碍了许多学科的进一步发展.因此,全局优化通常成为一个具有挑战性的计算任务的研究.一般来说,设计一个全局优化算法是由两个原因造成的困难:一是如何确定所得到的最小是全球性的(当时全球最小的是事先不知道),和其他的是,如何从中获得一个更好的最小跳.对第一个问题,一个停止规则称为贝叶斯终止条件已被报道.许多最近提出的算法的目标是在处理第二个问题.一般来说,这些方法可以被类fi主要分两大类,即:(一)确定的方法,及(ii)的随机方法.随机的方法是基于生物或统计物理学,它跳到当地的最低使用基于概率的方法.这些方法包括遗传算法(GA),模拟退火法(SA)和粒子群优化算法(PSO).虽然这些方法有其用途,它们往往收敛速度慢和寻找更高精度的解决方案是耗费时间.他们更容易实现和解决组合优化问题.然而,确定性方法如填充函数法,盾构法,等,收敛迅速,具有较高的精度,通常可以找到一个解决方案.这些方法往往依赖于修改目标函数的函数“少”或“低”局部极小,比原来的目标函数,并设计算法来减少该fiED功能逃离局部极小更好的发现.引用确定性算法中,扩散方程法,有效能量的方法,和积分变换方法近似的原始目标函数的粗结构由一组平滑函数的极小的“少”.这些方法通过修改目标函数的原始目标函数的积分.这样的集成是实现太贵,和辅助功能的最终解决必须追溯到原始目标函数的最小值,而所追踪的结果可能不是真正的全球最小的问题.终端器无约束子能量法和动态隧道方法修改fiES的目标函数的基础上的动态系统的稳定性理论的全局优化的梯度下降算法的杂交方法.这些方法都将动态系统和相应的计算非常耗时,尤其是目标函数的维数的增加,因为他们的好点是通过搜索沿各坐标到终止的发现.拉伸函数方法是一个辅助函数法,利用以前的搜索得到的信息使目标函数和帮助算法跳出局部最小更有效.这种技术已被纳入PSO的提高找到全局极小的成功率.然而,这种混合算法是建立在一个随机的方法,其收敛速度慢、应用更易与低维问题.填充函数法是另一个辅助函数法作案fiES为目标函数的填充函数,然后找到更好的局部极小值逐步优化填充函数构造上得到的最小值.填充函数法为我们提供了一个好主意,使用局部优化技术来解决全局优化问题.如果无法估计的参数可以得到解决,设计的填充函数可以应用于高维函数,填充函数方法在文献中的前途是光明的.掘进方法修改fiES的目标函数,以确保未来的出发点具有相同的函数值所得到的最小离获得一个,从而找到全局极小的概率增加.一个连续的会话的方法(SCM)将目标函数转化为一个在函数值都高于得到的地区没有局部极小或固定点,除了预fi固定值.这个方法似乎有希望如果通过预fi造成不影响固定的点被排除在外..不管拉伸功能的方法,已设计的填充函数法,或隧道算法的使用,他们往往依赖于几个关键的参数是不同的fi邪教的预估中的应用,如在极小的存在和上下的目标函数的导数边界的间隔长度.因此,一个在理论上有效的辅助函数法是困难的fi邪教在实践中,由于参数的不确定性,实现.一一维函数的一个例子如下:25604712)(234+-+-=x x x x x f显然,1和2说明了“墨西哥帽”效应出现在辅助函数法(已填充函数法和拉伸函数法)在一个地方点x ∗= 4.60095.不必要的影响,即引入新的局部极小值,通过参数设置不当等引起的.新推出的局部极小值将增加原问题的复杂性和影响算法的全局搜索.因此,一个有效的参数调节方便的辅助功能的方法是值得研究的.基于此,在本文中,我们给出了一个简单的两阶段的函数变换方法,转换1398纽约王骥,J. S.张/数学和计算机和数学建模 47(2008)1396–1410.x *= 4.60095的功能定义(3).“墨西哥帽”效应出现在两个点原目标函数)(x f 迅速下降的收敛性和高的能力逐渐找到更好的解决方案,在更广阔的区域的一个辅助功能.这个想法是,填充函数法很相似.具体来说,我们首先发现的原始目标函数的局部最小.然后拉伸函数法和模拟填充函数法对目标函数进行连续的两个阶段的转换.构建的功能是在原来的目标函数值是高于获得一个在第一步区下降,而一个固定点必须在更好的区域存在.接下来,我们尽量减少辅助功能找到它的一个固定点(一个好点的)(x f 比局部极小获得之前),然后下一个局部优化的出发点.我们重复这个过程直到终止.在新方法中,参数容易设置,例如两个常数可以被预处理,由于辅助函数的性质是不依靠不同的参数来实现,虽然两个参数中引入辅助函数.上一集的尺寸为50,与其他方法的比较表明,新的算法是更有效的标准测试问题的数值试验.A new constructing auxiliary function method for globaloptimizationNonlinear function optimization problems which possess many local minimizers in their search spaces are widespread in applications such as engineering design, molecular biology, and neural network training. Although the existing traditional methods such as the steepest descentmethod, Newton method, quasi Newton methods, trust region method, and conjugate gradient method converge rapidly and can find the solutions with high precision for continuously differentiable functions, they rely heavily on the initial point and the quality of the final global solution is hard to guarantee. The existing difficulty in global optimization prevents many subjects from developing further.Therefore, global optimization generally becomes a challenging computational task for researchers.Generally speaking, the difficulty in designing an algorithm on global optimization is due to two reasons: One is how to determine that the obtained minimum is a global one (when the global minimum is not known in advance), and the other is that how to jump from the obtained minimum to a better one. In treating the first problem, a stopping rule named the Bayes in termination condition has been reported.Many recently proposed algorithms aim at dealing with the second problem. Generally, these methods can be classfied into two main categories, namely: (i)deterministic methods, and (ii) stochastic methods. The stochastic methods are based on biology or statistical physics,which jump to the local minimum by using a probability based approach. These methods include genetic algorithm(GA), simulated annealing method (SA) and particle swarm optimization method (PSO). Although these methods have their uses, they often converge slowly and finding a solution with higher precision is time consuming.They are easier to implement and to solve combinational optimization problems. However, deterministic methods such as the filled function method, tunneling method, etc, converge more rapidly, and can often find a solution with a higher precision. These methods often rely on modifying the objective function to a function with “fewer” or “lower” local minimizers than the original objective function, and then design algorithms to minimize the modified function to escape from the found local minimum to a better one.Among the referenced deterministic algorithms, the diffusion equation method, the effective energy method, and integral transform scheme approximate the coarse structure of the original objective function by a set of smoothed functions with “fewer” minimizers. These methods modify the objective function via integration of the original objective function. Such integrations are too expensive to implement, and the final solution of the auxiliary function has to be traced to the minimum of the original objective function, whereas the traced result may be not the true global minimum of the problem. The terminal repeller unconstrained sub-energy tunneling method and the method of hybridization of the gradient descent algorithm with the dynamic tunneling method modifies the objective function based on the dynamic systems’ stability theory for global optimization. Th ese methods have to integrate a dynamic system and the corresponding computation is time consuming, especially with the increase of the dimension of the objective function, since their better point is found through searching along each coordinate till termination. The stretching function technique is an auxiliary function method which uses the obtained information in previous searches to stretch the objective function and help the algorithm to escape from the local minimum more effectively. This technique has been incorporated into the PSO to improve its success rate of finding global minima. However, this hybrid algorithm is constructed on a stochastic method, which converges slowly and applies more easily to the problem with a lower dimension. The filled function method is another auxiliary function method which modifies the objective function as a filled function, and then finds the better local minima gradually by optimizing the filled functions constructed on the obtained minima. The filled function method provides us with a good idea to use the local optimization techniques to solve global optimization problems. If the difficulty in estimating the parameters can be solved and the designed filled functionscan be applied to higher dimensional functions, the filled functions approaches in the literature will be promising. The tunneling method modifies the objective function, which ensures the next starting point with equal function value to the obtained minimum to be away from the obtained one, and thus the probability of finding the global minimum is increased. A sequential conversation method (SCM)transforms the objective function into one which has no local minima or stationary points in the region where the function values are higher than the ones obtained, except for the prefixed values. This method seems promising if the unwilling effect caused by the prefixed point is excluded.No matter whether the stretching function method, the already designed filled function method, or the tunneling algorithm are used, they often rely on several key parameters which are difficult to estimate in advance in applications,such as the length of the intervals where the minimizers exist and the lower or upper boundaries of the derivative of the objective function. Therefore, an effective auxiliary function method in theory is difficult to implement in practice due to the uncertainty of the parameters. An example of a one dimensional function is shown as follows:25604712)(234+-+-=x x x x x fFigs. 1 and 2 illustra te that a “Mexican hat” effect appears in the auxiliary function method (filled function method and stretching function method) at one local point x ∗ = 4.60095. The unwanted effect, namely that of introducing new local minima, is caused by improper parameter setting. The newly introduced local minima will increase the complexity of the original problem and affect the global search of algorithm.Therefore, an effective and efficient auxiliary function method with easily adjusting parameters is worth investigating. Based on this, in thispaper, we give a simple two-stage function transformation method which converts1398 Y.-J. Wang, J.-S. Zhang / Mathematical and Computer Modelling 47 (2008) 1396–1410.Fig. 1. A filled function (left plot) and a stretching function (right plot) constructed at x∗= 4.60095 of the function defined in (3). A “Mexican hat” effect appears in the two plots.the original objective function f (x) into an auxiliary function with rapidly descending convergence and a high ability to gradually find better solutions in more promising regions. The idea is very similar to that of the filled function method. Specifically, we firstly find a local minimum of the original objective function. Then the stretching function technique and an analog filled function method is employed to execute a consecutive two stage transformation on the objective function. The constructed function is always descending in the region where the original objective function values are higher than the obtained one in the first step, while a stationary point must exist in the better region. Next, we minimize the auxiliary function to find one of its stationary points (a better point of f (x) than the local minimizer obtained before), which is then the starting point for a next local optimization. We repeat the procedure until termination. In the new method, the parameters are easy to set, e.g. two constants can be prefixed to them, because the properties of the auxiliary function are not realized by relying on the varying parameters, although two parameters are introduced in the auxiliary function. Numerical experiments on a set of standard test problems with dimensions up to 50 and comparisons with other methods demonstrate that the new algorithm is more efficient.。
非线性背包问题的01线性化方法
2004年上海大学硕士学位论文摘要非线性背包问题是一类特殊的非线性整数规划问题.由于在管理,经济以及工业生产的最优化模型中的广泛应用,它在非线性整数规划中担当着十分重要的角色.一个非线性背包问题可描述如下:maxm)=∑厶(q)j=1nsc.口(。
)=∑9j(q)sb,j=l。
∈X=扛10Sxj≤uj,xjinteger}其中疗,毋为定义在吣,q】上的连续实函数,b和邯分别是变量唧的下界和上界.不失一般性,设ff,uj为整数,这里J—l….,n.本文研究的主要问题是两类非线性背包问题一凸背包问题和凹背包问题.根据这两类背包问题的单调性和凸性,本文给出了0-1线性化方法.凸背包问题可以直接转化成一个等价的0-1线性背包问题,然后通过隐枚举法或动态规划法解这个o.1线性背包问题就可以得到原凸背包问题的最优解.本文把这种o.1线性化方法同Pegging方法以及拉格朗匿对偶和区域割方法做丁数值比较,数值结果充分体现了o_1线性化算法的有效性和优越性.丽对于凹背包问题,首先用一个线性函数逼近目标函数,约束条件不变,这样就得到了一个目标函数是线性函数的凸背包问题,接下来就可以把得到的这个凸背包问题转化成一个等价的o-l线性背包问题,同样可用隐枚举法求解这个0-1线性背包问题.为了保证收敛性,我们利用函数的单调性和区域割技巧丢掉一些整数箱子,然后把保留下来的区域分割成一些整数箱子的并集.本文共由五章组成.第一章是前言部分,对非线性背包同题作了简单的介绍,并给出了几个非线性背包问题的模型;第二章介绍了求解非线性背包问题的现有算法;第三章绘出了凸背包问题的o_1线性化方法和数值结果,以及解0-1线性背包问题的几个常用算法,并与Pegging方法。
拉格朗日对偶和区域割方法做了数值结果比较;第四章着重介绍了凹背包问题的0_1线性化分支定界算法;第五章是本文工作的总结以及对未来的研究2004年上海大学硕士学位论文n展望.关键询:非线性背包问题,线性逼近,0-1线性化,动态规划法,隐枚举法,Lagrangian对偶,分支定界算法.2004年上海大学硕士学位论文IIIAbstractNonlinearknapsackproblemis8specialclassofnonlinearintegerprogram-mingproblems.Becauseofitswideapplicationsinoptimizationmodelsincludingmanagement,economicsandindustry,thenonlinearknapsackproblemplaysanimportantroleinnonlinearintegerprogramming.Ageneralnonlinearknapsackpr曲lemcanbedescribedasfollows:nrnaxm)=∑乃(q)』=lst.9(。
基于ADS的射频微波元器件模型库构建
基于ADS的射频微波元器件模型库构建谢成诚张涛(安捷伦科技EEsof EDA )cheng-cheng_xie@; tao_zhang@摘要仿真是早期验证最重要、最直观的手段,也是研发过程中发现问题和优化设计的重要途径。
本文针对不同类型器件,提出了基于原理图模型、行为级模型以及测试模型,建立射频微波模型库。
其中,使用基于测试结果的X参数能够成功对放大模块、检波器、混频器等非线性器件进行有效建模。
统一的射频元器件模型平台将使现有的元器件参数电子化,同时便于加入新元器件的设计电路或测试结果等,能够保障射频系统设计的有效开展。
关键词射频与微波元器件,模型库,X参数,仿真, ADSConstruction of RF & Microwave Component Model Library Basedon ADSXIE Chengcheng, ZHANG TaoAgilent Technologies, EEosf EDAAbstract:In the complete R&D process for complicated communication system, EDA simulation is one of the most important and straightforward approaches to verify the performance at the early stage, and also the best method to discover problems and optimize designs. With the database of RF component model, the parameters of component can be denoted in computerization’s situation. This model database can be easily expand to new components with circuit diagram or measurement data and will ensure the efficiency of RF system development. Keywords: RF& Microwave component; behavioral model; X-parameter; modeling; ADS1 引言在进行通讯系统设计时,为了保证系统性能、保障研制周期,有必要在系统设计阶段充分评估系统性能、验证系统算法、合理分配分系统指标,利用先进仿真技术为总体部门提供技术支撑保障,提高各部门设计效率,增进部门之间的协作。
NetworkStructures:网络结构
The Model of Artificial Stock Market under DifferentNetwork StructuresYangrui Zhang, Honggang LiSchool of Systems Science, Beijing Normal University1.IntroductionFor decades, magnitude of complex macroscopic behavior characteristics constantly sprung up in financial market which is the subsystem of the whole economic activity. Economists have proposed different mechanisms to describe the diverse agents and the interaction among them, which are used to simulate macroscopic behavior and dynamic evolution in the market.In financial market, the investing behavior of investors who are the main participants, have bounded rationality which led to complex nonlinear mechanism in the whole financial system. In the real financial market, there are large uncertainties concerning present values of the economies, investors are more prone to influences from their peers, the media, and other channels that combine to build a self-reflexive climate of optimism. Particularly, communication of social network from investors may greatly affect the investment opinion. At the same time, these communication may lead to significant imitation, herding and collective behaviors[1]. Therefore, it is necessary to establish reasonable social network to research interactions between investors and herd behavior from the microscopic aspect, we regard these participants as network nodes and link them according to their correlation, then analyze the financial market with the establishment of social network.At present some models have already been proposed in the artificial stock market. In some literatures, the economists analyzed the influence of the information on investors’ decisions through the o bservation of real traders trading behavior, such as Arifovic[2], Lettau[3] etc. Johansen and Sornette[4] points out that all the traders could be seen as interacted sources of opinion. As we focus on the interaction among the traders, we refered the model of artificial stock market based on the Ising model proposed by Harras and Sornette[1].Based on complex network theory and behavioral finance theory, we also take the rules of random network, scale-free network and small world network into consideration, building an evolution model according to the characteristics of the investors’ investing behavior under the network system, and studying the effect of herd behavior on the rate of return and price volatility under different network structures from a kind of macroscopic aspect.2. ModelWe consider a fixed environment composed of N agents who are trading a single asset. At each time step, agents have the possibility to either trade (buy or sell) or to remain passive. The trading decision s i (t ) of agent i is based on his opinion on the future price development. The opinion of agent i at time t , w i (t), consists of three different sources: idiosyncratic opinion, global news and their network of acquaintances.1231()(1)[()](1)()()Ji i ij i j i i i j w t c k t E s t c u t n t c t ε==-+-+∑ (1)where εi (t) represents the private information of agent i , n(t) is the public information, J is the number of neighbors that agent i polls for their opinion and E i [s j (t)] is the action of the neighbor j at time t −1, (c 1i ,c 2i ,c 3i ) is the form of the weights the agent attributes to each of the three pieces of information.Assuming that each agent is characterized by a fixed threshold w i to control the triggering s i (t ) of an investment action. An agent i decides to buy a stock if his conviction w i (t) is sufficiently positive so as to reach the threshold: w i (t)≥w i . Reversely, she decides to sell if w i (t)≤w i . Once all the agents have decided on their orders, the new price of the asset is determined by the following equations:11()()()Nii i r t s t v t N λ==⋅⋅∑ (2) log[()]log[(1)]()p t p t r t =-+ (3)here r(t) is the return and v i (t) is the volume at time t , λ represents the relative impact of the excess demand upon the price, i.e. the market depth.The agents adapt their belief concerning the credibility of the news n (t ) and their trust in the advice E i [s j (t)] of their social contacts, according to time-dependent weights u(t) and k ij (t), which take into account their recent past performance. And here, α refers to the memory discount factor.()()(1)(1)(1)r r t u t u t n t αασ=-+-- (4)()()(1)(1)[(1)]ij ij i j r r t k t k t E s t αασ=-+-- (5)3.Finding and DiscussionWe establish a kind of relation among agents by the rules of random network, scale-free network and small world network, the upcoming research mainly includes the following aspects:1.Analyze and compare the evolution of the log-price log [p(t)], the one-time stepreturn r(t), the prediction performance of the news, u(t)and the ensemble average of the prediction performance of the neighbors, k ij(t), with the change of time, under the three different network structures.paring the market volatility with the existence of herd behavior or not in themarket under different network structures. Predictably, the higher transmission sensitivity investors hold, the greater volatility price will be. Furthermore, we adjust the network scale to observe whether the former volatility have a change.3.Analyzing how different parameters of network topology impact on macro marketbehavior, and we focus on the time series characteristics of r(t)to observe if they are consistent with empirical observation and whether volatility clustering, bubbles and crashes these phenomena emerge in the market model. Finally, exploring possible economic mechanism according to the above results.References[1]Harras, G., Sornette, D. (2011) How to grow a bubble: A model of myopic adapting agents,Journal of Economic Behavior & Organization.[2]The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies Jasmina Arifovic Journal of Political Economy V ol. 104, No. 3 (Jun., 1996) , pp. 510-541.[3]Lettau M.Explaining the facts with adaptive agents: the case of mutual fund flows. Journal of Econometrics . 1997.[4]Zhou, W.-X., Sornette, D., 2007. Self-fulfilling ising model of financial markets. European Physical Journal B 55, 175–181.。
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A Novel Divide-and-Conquer Model for CPI Prediction UsingARIMA, Gray Model and BPNNAbstract:This paper proposes a novel divide-and-conquer model for CPI prediction with the existing compilation method of the Consumer Price Index (CPI) in China. Historical national CPI time series is preliminary divided into eight sub-indexes including food, articles for smoking and drinking, clothing, household facilities, articles and maintenance services, health care and personal articles, transportation and communication, recreation, education and culture articles and services, and residence. Three models including back propagation neural network (BPNN) model, grey forecasting model (GM (1, 1)) and autoregressive integrated moving average (ARIMA) model are established to predict each sub-index, respectively. Then the best predicting result among the three models’for each sub-index is identified. To further improve the performance, special modification in predicting method is done to sub-CPIs whose forecasting results are not satisfying enough. After improvement and error adjustment, we get the advanced predicting results of the sub-CPIs. Eventually, the best predicting results of each sub-index are integrated to form the forecasting results of the national CPI. Empirical analysis demonstrates that the accuracy and stability of the introduced method in this paper is better than many commonly adopted forecasting methods, which indicates the proposed method is an effective and alternative one for national CPI prediction in China.1.IntroductionThe Consumer Price Index (CPI) is a widely used measurement of cost of living. It not only affects the government monetary, fiscal, consumption, prices, wages, social security, but also closely relates to the residents’daily life. As an indicator of inflation in China economy, the change of CPI undergoes intense scrutiny. For instance, The People's Bank of China raised the deposit reserve ratio in January, 2008 before the CPI of 2007 was announced, for it is estimated that the CPI in 2008 will increase significantly if no action is taken. Therefore, precisely forecasting the change of CPI is significant to many aspects of economics, some examples include fiscal policy, financial markets and productivity. Also, building a stable and accurate model to forecast the CPI will have great significance for the public, policymakers and research scholars.Previous studies have already proposed many methods and models to predict economic time series or indexes such as CPI. Some previous studies make use of factors that influence the value of the index and forecast it by investigating the relationship between the data of those factors and the index. These forecasts are realized by models such as Vector autoregressive (VAR)model1 and genetic algorithms-support vector machine (GA-SVM) 2.However, these factor-based methods, although effective to some extent, simply rely on the correlation between the value of the index and limited number of exogenous variables (factors) and basically ignore the inherent rules of the variation of the time series. As a time series itself contains significant amount of information3, often more than a limited number of factors can do, time series-based models are often more effective in the field of prediction than factor-based models.Various time series models have been proposed to find the inherent rules of the variation in the series. Many researchers have applied different time series models to forecasting the CPI and other time series data. For example, the ARIMA model once served as a practical method in predicting the CPI4. It was also applied to predict submicron particle concentrations frommeteorological factors at a busy roadside in Hangzhou, China5. What’s more, the ARIMA model was adopted to analyse the trend of pre-monsoon rainfall data forwestern India6. Besides the ARIMA model, other models such as the neural network, gray model are also widely used in the field of prediction. Hwang used the neural-network to forecast time series corresponding to ARMA (p, q) structures and found that the BPNNs generally perform well and consistently when a particular noise level is considered during the network training7. Aiken also used a neural network to predict the level of CPI and reached a high degree of accuracy8. Apart from the neural network models, a seasonal discrete grey forecasting model for fashion retailing was proposed and was found practical for fashion retail sales forecasting with short historical data and better than other state-of-art forecastingtechniques9. Similarly, a discrete Grey Correlation Model was also used in CPI prediction10. Also, Ma et al. used gray model optimized by particle swarm optimization algorithm to forecast iron ore import and consumption of China11. Furthermore, to deal with the nonlinear condition, a modified Radial Basis Function (RBF) was proposed by researchers.In this paper, we propose a new method called “divide-and-conquer model”for the prediction of the CPI.We divide the total CPI into eight categories according to the CPI construction and then forecast the eight sub- CPIs using the GM (1, 1) model, the ARIMA model and the BPNN. To further improve the performance, we again make prediction of the sub-CPIs whoseforecasting results are not satisfying enough by adopting new forecasting methods. After improvement and error adjustment, we get the advanced predicting results of the sub-CPIs. Finally we get the total CPI prediction by integrating the best forecasting results of each sub-CPI.The rest of this paper is organized as follows. In section 2, we give a brief introduction of the three models mentioned above. And then the proposed model will be demonstrated in the section 3. In section 4 we provide the forecasting results of our model and in section 5 we make special improvement by adjusting the forecasting methods of sub-CPIs whose predicting results are not satisfying enough. And in section 6 we give elaborate discussion and evaluation of the proposed model. Finally, the conclusion is summarized in section 7.2.Introduction to GM(1,1), ARIMA & BPNNIntroduction to GM(1,1)The grey system theory is first presented by Deng in 1980s. In the grey forecasting model, the time series can be predicted accurately even with a small sample by directly estimating the interrelation of data. The GM(1,1) model is one type of the grey forecasting which is widely adopted. It is a differential equation model of which the order is 1 and the number of variable is 1, too. The differential equation is:Introduction to ARIMAAutoregressive Integrated Moving Average (ARIMA) model was first put forward by Box and Jenkins in 1970. The model has been very successful by taking full advantage of time series data in the past and present. ARIMA model is usually described as ARIMA (p, d, q), p refers to the order of the autoregressive variable, while d and q refer to integrated, and moving average parts of the model respectively. When one of the three parameters is zero, the model is changed to model “AR”, “MR”or “ARMR”. When none of the three parameters is zero, the model is given by:where L is the lag number,?t is the error term.Introduction to BPNNArtificial Neural Network (ANN) is a mathematical and computational model which imitates the operation of neural networks of human brain. ANN consists of several layers of neurons. Neurons of contiguous layers are connected with each other. The values of connections between neurons are called “weight”. Back Propagation Neural Network (BPNN) is one of the most widely employed neural network among various types of ANN. BPNN was put forward by Rumelhart and McClelland in 1985. It is a common supervised learning network well suited for prediction. BPNN consists of three parts including one input layer, several hidden layers and one output layer, as is demonstrated in Fig 1. The learning process of BPNN is modifying the weights of connections between neurons based on the deviation between the actual output and the target output until the overall error is in the acceptable range.Fig. 1. Back-propagation Neural Network3.The Proposed MethodThe framework of the dividing-integration modelThe process of forecasting national CPI using the dividing-integration model is demonstrated in Fig 2.Fig. 2.The framework of the dividing-integration modelAs can be seen from Fig. 2, the process of the proposed method can be divided into the following steps: Step1: Data collection. The monthly CPI data including total CPI and eight sub-CPIs are collected from the official website of China’s State Statistics Bureau (/doc/d62de4b46d175f0e7cd184254b35eefdc9d31514.html /).Step2: Dividing the total CPI into eight sub-CPIs. In this step, the respective weight coefficient of eight sub- CPIs in forming the total CPI is decided by consulting authoritative source .(/doc/d62de4b46d175f0e7cd184254b35eefdc9d31514.html /). The eight sub-CPIs are as follows: 1. Food CPI; 2. Articles for Smoking and Drinking CPI; 3. Clothing CPI; 4. Household Facilities, Articles and Maintenance Services CPI; 5. Health Care and Personal Articles CPI; 6. Transportation and Communication CPI;7. Recreation, Education and Culture Articles and Services CPI; 8. Residence CPI. The weight coefficient of each sub-CPI is shown in Table 8.Table 1. 8 sub-CPIs weight coefficient in the total indexNote: The index number stands for the corresponding type of sub-CPI mentioned before. Other indexes appearing in this paper in such form have the same meaning as this one.So the decomposition formula is presented as follows:where TI is the total index; Ii (i 1,2, ,8) are eight sub-CPIs. To verify the formula, we substitute historical numeric CPI and sub-CPI values obtained in Step1 into the formula and find the formula is accurate.Step3: The construction of the GM (1, 1) model, the ARIMA (p, d, q) model and the BPNN model. The three models are established to predict the eight sub-CPIs respectively.Step4: Forecasting the eight sub-CPIs using the three models mentioned in Step3 and choosing the best forecasting result for each sub-CPI based on the errors of the data obtained from the three models.Step5: Making special improvement by adjusting the forecasting methods of sub-CPIs whose predicting results are not satisfying enough and get advanced predicting results of total CPI. Step6: Integrating the best forecasting results of 8 sub-CPIs to form the prediction of total CPI with the decomposition formula in Step2.In this way, the whole process of the prediction by the dividing-integration model is accomplished.3.2. The construction of the GM(1,1) modelThe process of GM (1, 1) model is represented in the following steps:Step1: The original sequence:Step2: Estimate the parameters a and u using the ordinary least square (OLS). Step3: Solve equation as follows.Step4: Test the model using the variance ratio and small error possibility.The construction of the ARIMA modelFirstly, ADF unit root test is used to test the stationarity of the time series. If the initial time series is not stationary, a differencing transformation of the data is necessary to make it stationary. Then the values of p and q are determined by observing the autocorrelation graph, partial correlation graph and the R-squared value.After the model is built, additional judge should be done to guarantee that the residual error is white noise through hypothesis testing. Finally the model is used to forecast the future trend ofthe variable.The construction of the BPNN modelThe first thing is to decide the basic structure of BP neural network. After experiments, we consider 3 input nodes and 1 output nodes to be the best for the BPNN model. This means we use the CPI data of time , ,toforecast the CPI of time .The hidden layer level and the number of hidden neurons should also be defined. Since the single-hidden- layer BPNN are very good at non-liner mapping, the model is adopted in this paper. Based on the Kolmogorov theorem and testing results, we define 5 to be the best number of hidden neurons. Thus the 3-5-1 BPNN structure is determined.As for transferring function and training algorithm, we select ‘tansig’as the transferring function for middle layer, ‘logsig’for input layer and ‘traingd’as training algorithm. The selection is based on the actual performance of these functions, as there are no existing standards to decide which ones are definitely better than others.Eventually, we decide the training times to be 35000 and the goal or the acceptable error to be 0.01.4.Empirical AnalysisCPI data from Jan. 2012 to Mar. 2013 are used to build the three models and the data from Apr. 2013 to Sept. 2013 are used to test the accuracy and stability of these models. What’s more, the MAPE is adopted to evaluate the performance of models. The MAPE is calculated by the equation:Data sourceAn appropriate empirical analysis based on the above discussion can be performed using suitably disaggregated data. We collect the monthly data of sub-CPIs from the website of National Bureau of Statistics of China(/doc/d62de4b46d175f0e7cd184254b35eefdc9d31514.html /).Particularly, sub-CPI data from Jan. 2012 to Mar. 2013 are used to build the three models and the data from Apr. 2013 to Sept. 2013 are used to test the accuracy and stability of these models.Experimental resultsWe use MATLAB to build the GM (1,1) model and the BPNN model, and Eviews 6.0 to build the ARIMA model. The relative predicting errors of sub-CPIs are shown in Table 2.Table 2.Error of Sub-CPIs of the 3 ModelsFrom the table above, we find that the performance of different models varies a lot, because the characteristic of the sub-CPIs are different. Some sub-CPIs like the Food CPI changes drastically with time while some do not have much fluctuation, like the Clothing CPI. We use different models to predict the sub- CPIs and combine them by equation 7.Where Y refers to the predicted rate of the total CPI, is the weight of the sub-CPI which has already been shown in Table1and is the predicted value of the sub-CPI which has the minimum error among the three models mentioned above. The model chosen will be demonstrated in Table 3:Table 3.The model used to forecastAfter calculating, the error of the total CPI forecasting by the dividing-integration model is 0.0034.5.Model Improvement & Error AdjustmentAs we can see from Table 3, the prediction errors of sub-CPIs are mostly below 0.004 except for two sub- CPIs: Food CPI whose error reaches 0.0059 and Transportation & Communication CPI 0.0047.In order to further improve our forecasting results, we modify the prediction errors of the two aforementioned sub-CPIs by adopting other forecasting methods or models to predict them. The specific methods are as follows.Error adjustment of food CPIIn previous prediction, we predict the Food CPI using the BPNN model directly. However, the BPNN model is not sensitive enough to investigate the variation in the values of the data. For instance, although the Food CPI varies a lot from month to month, the forecasting values of it are nearly all around 103.5, which fails to make meaningful prediction.We ascribe this problem to the feature of the training data. As we can see from the original sub-CPI data on the website of National Bureau of Statistics of China, nearly all values of sub-CPIs are around 100. As for Food CPI, although it does have more absolute variations than others, its changes are still very small relative to the large magnitude of the data (100). Thus it will be more difficult for the BPNN model to detect the rules of variations in training data and the forecastingresults are marred.Therefore, we use the first-order difference series of Food CPI instead of the original series to magnify the relative variation of the series forecasted by the BPNN. The training data and testing data are the same as that in previous prediction. The parameters and functions of BPNN are automatically decided by the software, SPSS.We make 100 tests and find the average forecasting error of Food CPI by this method is 0.0028. The part of the forecasting errors in our tests is shown as follows in Table 4:Table 4.The forecasting errors in BPNN testError adjustment of transportation &communication CPIWe use the Moving Average (MA) model to make new prediction of the Transportation and Communication CPI because the curve of the series is quite smooth with only a few fluctuations. We have the following equation(s):where X1, X2…Xn is the time series of the Transportation and Communication CPI, is the value of moving average at time t, is a free parameter which should be decided through experiment.To get the optimal model, we range the value of from 0 to 1. Finally we find that when the value of a is 0.95, the forecasting error is the smallest, which is 0.0039.The predicting outcomes are shown as follows in Table5:Table 5.The Predicting Outcomes of MA modelAdvanced results after adjustment to the modelsAfter making some adjustment to our previous model, we obtain the advanced results as follows in Table 6: Table 6.The model used to forecast and the Relative ErrorAfter calculating, the error of the total CPI forecasting by the dividing-integration model is 0.2359.6.Further DiscussionTo validate the dividing-integration model proposed in this paper, we compare the results of our model with the forecasting results of models that do not adopt the dividing-integration method. For instance, we use the ARIMA model, the GM (1, 1) model, the SARIMA model, the BRF neural network (BRFNN) model, the Verhulst model and the Vector Autoregression (VAR) model respectively to forecast the total CPI directly without the process of decomposition and integration. The forecasting results are shown as follows in Table7.From Table 7, we come to the conclusion that the introduction of dividing-integration method enhances the accuracy of prediction to a great extent. The results of model comparison indicate that the proposed method is not only novel but also valid and effective.The strengths of the proposed forecasting model are obvious. Every sub-CPI time series have different fluctuation characteristics. Some are relatively volatile and have sharp fluctuations such as the Food CPI while others are relatively gentle and quiet such as the Clothing CPI. As a result, by dividing the total CPI into several sub-CPIs, we are able to make use of the characteristics of each sub-CPI series and choose the best forecasting model among several models for every sub-CPI’s prediction. Moreover, the overall prediction error is provided in the following formula:where TE refers to the overall prediction error of the total CPI, is the weight of the sub-CPI shown in table 1 and is the forecasting error of corresponding sub-CPI.In conclusion, the dividing-integration model aims at minimizing the overall prediction errors by minimizing the forecasting errors of sub-CPIs.7.Conclusions and future workThis paper creatively transforms the forecasting of national CPI into the forecasting of 8 sub-CPIs. In the prediction of 8 sub-CPIs, we adopt three widely used models: the GM (1, 1) model, the ARIMA model and the BPNN model. Thus we can obtain the best forecasting results for each sub-CPI. Furthermore, we make special improvement by adjusting the forecasting methods of sub-CPIs whose predicting results are not satisfying enough and get the advanced predicting results of them. Finally, the advanced predicting results of the 8 sub- CPIs are integrated to formthe forecasting results of the total CPI.Furthermore, the proposed method also has several weaknesses and needs improving. Firstly, The proposed model only uses the information of the CPI time series itself. If the model can make use of other information such as the information provided by factors which make great impact on the fluctuation of sub-CPIs, we have every reason to believe that the accuracy and stability of the model can be enhanced. For instance, the price of pork is a major factor in shaping the Food CPI. If this factor is taken into consideration in the prediction of Food CPI, the forecasting results will probably be improved to a great extent. Second, since these models forecast the future by looking at the past, they are not able to sense the sudden or recent change of the environment. So if the model can take web news or quick public reactions with account, it will react much faster to sudden incidence and affairs. Finally, the performance of sub-CPIs prediction can be higher. In this paper we use GM (1, 1), ARIMA and BPNN to forecast sub-CPIs. Some new method for prediction can be used. For instance, besides BPNN, there are other neural networks like genetic algorithm neural network (GANN) and wavelet neural network (WNN), which might have better performance in prediction of sub-CPIs. Other methods such as the VAR model and the SARIMA model should also be taken into consideration so as to enhance the accuracy of prediction.References1.Wang W, Wang T, and Shi Y. Factor analysis on consumer price index rising in China from 2005 to 2008. Management and service science 2009; p. 1-4.2.Qin F, Ma T, and Wang J. The CPI forecast based on GA-SVM. Information networking and automation 2010; p. 142-147.3.George EPB, Gwilym MJ, and Gregory CR. Time series analysis: forecasting and control. 4th ed. Canada: Wiley; 20084.Weng D. The consumer price index forecast based on ARIMA model. WASE International conferenceon information engineering 2010;p. 307-310.5.Jian L, Zhao Y, Zhu YP, Zhang MB, Bertolatti D. An application of ARIMA model to predict submicron particle concentrations from meteorological factors at a busy roadside in Hangzhou, China. Science of total enviroment2012;426:336-345.6.Priya N, Ashoke B, Sumana S, Kamna S. Trend analysis and ARIMA modelling of pre-monsoon rainfall data forwestern India. Comptesrendus geoscience 2013;345:22-27.7.Hwang HB. Insights into neural-network forecasting of time seriescorresponding to ARMA(p; q) structures. Omega2001;29:273-289./doc/d62de4b46d175f0e7cd184254b35eefdc9d31514.html am A. Using a neural network to forecast inflation. Industrial management & data systems 1999;7:296-301.9.Min X, Wong WK. A seasonal discrete grey forecasting model for fashion retailing. Knowledge based systems 2014;57:119-126.11. Weimin M, Xiaoxi Z, Miaomiao W. Forecasting iron ore import and consumption of China using grey model optimized by particleswarm optimization algorithm. Resources policy 2013;38:613-620.12. Zhen D, and Feng S. A novel DGM (1, 1) model for consumer price index forecasting. Greysystems and intelligent services (GSIS)2009; p. 303-307.13. Yu W, and Xu D. Prediction and analysis of Chinese CPI based on RBF neural network. Information technology and applications2009;3:530-533.14. Zhang GP. Time series forecasting using a hybrid ARIMA and neural network model. Neurocomputing 2003;50:159-175.15. Pai PF, Lin CS. A hybrid ARIMA and support vector machines model in stock price forecasting. Omega 2005;33(6):497-505.16. Tseng FM, Yu HC, Tzeng GH. Combining neural network model with seasonal time series ARIMA model. Technological forecastingand social change 2002;69(1):71-87.17.Cho MY, Hwang JC, Chen CS. Customer short term load forecasting by using ARIMA transfer function model. Energy management and power delivery, proceedings of EMPD'95. 1995 international conference on IEEE, 1995;1:317-322.译⽂:⼀种基于ARIMA、灰⾊模型和BPNN对CPI(消费物价指数)进⾏预测的新型分治模型摘要:在本⽂中,利⽤我国现有的消费者价格指数(CPI)的计算⽅法,提出了⼀种新的CPI预测分治模型。
ResponsetoReviewerComments:回答审稿人的意见
Response to Reviewer CommentsWe thank both the reviewers for their thoughtful/useful comments and suggestions. Their comments have improved the manuscript effectively. We have included almost all of their suggestions and below we present a point-by-point response to their comments.Reviewer AGeneral Comments1. Comment on assumptions of linear regression, using a linear regression as opposed to other nonlinear models like artificial neural network, nonlinear regression etc..?We have checked the distribution of the predictors, and we can report that they are all Normally distributed (figure not shown), so is the Thailand summer monsoon rainfall. Thus, the key assumption of Normal distribution for Linear Regression is satisfied. Neural network and nonlinear regression models require large sample sizes. While the sample size in this research is relatively small for LOCFIT it does not suffer to the same extent as other nonlinear models. Furthermore, LOCFIT, being “local” in nature has the capability to capture any feature (linear or nonlinear) present in the data.We found strong linear correlation between the summer rainfall and its predictors (Table 1). Hence, Linear Regression model was used as a benchmark – besides, it is one of the most popular methods in practice.2. Why CCA type models were not considered as a benchmark..We thank the reviewer for pointing the two references on CCA, which we have included in the narrative.CCA type models are better suited for predicting a dependent field (i.e. rainfall at several stations) from field(s) of independent variables (e.g., Tropical SST, SLP etc.). In this paper we are predicting a single time series (i.e. the Thailand summer rainfall index) hence regression based models, such as the ones used here are apt.3. Issue of non-stationarity….We agree, that if the relationship between the Thailand summer rainfall and ENSO and other Indo-Pacific predictors changes in time then new predictors have to be identified. As shown, this relationship is seen only in the post-1980 period hence the forecasting models have some success in this period.4. Comment on the Ensemble generation...We appreciate the reviewers point about multiple sources of uncertainty. This is beyond the scope of this research. In the approaches proposed here, model uncertainty is captured.If the predictors capture the physical relationship with the rainfall then the system uncertainty too will be captured. While the ensembles are generated using some form of Monte Carlo, but they are ensembles, nonetheless. We wish to clarify that the statistical models used in this work for ensemble prediction should be distinguished from the ensemble techniques adopted using general circulation models (GCMs).5. Predictor – rainfall relationshi p…As can be seen from (Figures 1,2) and Table 1 the large-scale climate (i.e, tropical ocean-atmospheric variables) and Thailand summer rainfall show relationship only in the post-1980 period. This epochal behavior of the relationship is explained by shifts in the ENSO features explained in detail in our paper (Singhrattna, et al., 2004). Because we devoted that paper entirely in explaining the decadal/inter-decadal variability of Thailand rainfall, we focused this paper purely on developing tools for forecasting the Thailand summer rainfall.Minor CommentsModify the title to “Seasonal forecasting of Thailand Summer Monsoon Rainfall”We like the suggestion and have modified the title accordingly.Provide Key WordsKey words have been provided at the end of the abstractTable 1: How does the change in correlation between SOI and summer rainfall from -0.44 for MJJ SOI to 0.45 JJA SOI affect the role of SOI as a predictor.It is a typo and we apologize for the same. The SOI and rainfall correlation forMJJ is +0.44 and not -0.44 (as shown in the Table). We have corrected this.Furthermore, SOI did not enter into the final set of predictors so in that sense itdid not impact the forecasts presented.Instead of providing a website for IOD, which some readers may not be familiar with, why not provide the basic information such as equation and the data type and domain used to compute IOD? On the other hand, is IOD that useful as a predictor, given Figure 1 shows that the correlation between MAM IOD and ASO rainfall decreased monotonically since 1960s?IOD index is computed as SST anomaly difference between Eastern and Western tropical Indian Ocean. The details of the dataset, regions, the physical ignificance, etc. are described in detail in the Saji et al. (1999) paper, which we have referred.Our aim here, as a first step, was to compute the correlation between Thailandsummer rainfall and all the standard tropical Indo-Pacific indices. Furthermore, as the reviewer noted, the IOD index was not a useful predictor in the final set ofpredictors that were selected. In fact, the SST index that was used as a predictorcovers part of the IOD region.We have added a couple of sentences on the IOD at the end of Section 2.For LOCFIT, what order of polynomial equations was used in the seasonal prediction of the summer rainfall of Thailand? Why not represent a polynomial equation and state what orders were mostly used?We used only local …linear‟ polynomials. We have mentioned this at the end ofModel Evaluation Section. Typically, local linear or quadratic works best – ofcourse, the polynomial order can also be selected using the GCV criteria. In thisresearch, given the small sample size we fixed the order of the polynomial to be 1(i.e. linear) – but the neighborhood size (alpha) was obtained objectively using theGCV criteria. The equation for the GCV criteria is now given. The “local” aspect of the method is what provides the rich capability to capture any arbitraryfunctional form exhibited by the data.Table 4: why the non-exceedance probabilities for 1987 were all 0%This means that all the ensembles from the methods, especially LOCFIT andLinear regression are well to the right of the observed (i.e. all the ensemblemembers exceed the lower threshold) . This means that the non-exceedanceprobability is zero. Note that these are forecasts issued on April 1st and hence,likely to be of lesser skill, as can be seen in Figure 5b.Some color plots shown in Figure 2 are too small to be readable. Enlarge the plots. In contrast, Figure3 can be reduced.We have re-generated all the figures eliminating the above mentionedshortcomings.Figures 6& 7: Labels should be provided to the pdfs plotted. The authors explained that 700mm (90th percentile) is chosen to represent wet conditions. In this arbitrarily chosen, given that it is only a 10-year return period flood? I presume the light dotted curve represents the climatology pdf in Page 17? What is a climatological pdf? Please explain.As mentioned above, we have re-generated the figures. The figure captionsexplain the figures better. Now, it is the dashed line which represents theclimatological PDF and the solid line is that from the ensembles. The dotted lineis the actually observed value. Climatology PDF is one that is computed on all of the historical data. We have clarified this in above mentioned section.Most equations should be re-typedWe have re-typed the equations and made the symbols consistent, throughout the paper.There are typos appearing randomly in the paper.We have checked for typos/grammatical errors carefully and have eliminated allof them.Reviewer BGeneral Comments1. Labeling throughout paper needs to be consistent (sometimes “LOCFIT” sometimes “Normal K-NN”)This was the case, especially in the figures. We have now made this consistent- i.e., referring only to LOCFIT2. Much information is presented doubly ( in tables and figures) – there is potential to reduce somewhat here. Also, as detailed below, the authors can fold SST and SAT into a single predictor that will be better to apply than the two they currently show.We fully agree with the reviewer‟s suggestion and as a result we have removed Tables 2 and 3 since the information provided here is also available through Figures 4 and 5, respectively. However, we retained Table 1 and Figure 1. Table 1 shows the correlation between all the indices and Thailand summer rainfall for all the seasons (including the summer season). While in Figure 1, we only show moving window correlation of four indices for just one season.We agree that SST and SAT index can be folded into a single predictor. In fact, in the final set of predictors in the forecast models only SST is included – this is due to the fact that both these indices have significant information in common.Specific Comments1. Mid p. 3: The authors refer to the lack of literature regarding specifically the monsoon over Thailand, ……. Currently GAME is only mentioned as a sourc e of some of the data sets used in the study.We do recognize that the Thailand monsoon is part of a larger Austral-Asian monsoon system. However, the variability of Thailand summer rainfall is unique. Besides, the predictability and the large body of understanding of the Austral-Asian monsoon system are not of much help if it cannot be specifically used to forecast the Thailand rainfall. Inour paper we demonstrate for the first time the potential for predicting Thailand summer rainfall.We are thankful to the GEWEX/GAME effort for the data and have mentioned the same in the acknowledgments. We are aware of the GEWEX/GAME efforts to forecast flows in the Chao Phraya basin of Thailand. However, all of these efforts involve (a) short term flow forecast (i.e. days to weeks) and, (b) using watershed models. None of the efforts, to our knowledge (looking at the publications on the GAME website) have focused on forecasting seasonal Thailand rainfall or streamflows. We do refer to two key papers (Jha et al., 1997 and 1998) on the hydrologic predictions in the Chao Phraya basin.2. Sec 2, data set 1: There should be a map of the locations of the rainfall stations used in the statistical regressions.Map showing the location of all the stations was provided in our Singhrattna et al. (2004) paper and also in Singhrattna (2003). We do agree with the reviewer‟s suggestion. So as not to increase the number of figures we have provided the latitude and longitude of the three stations used to obtain the Thailand summer rainfall and temperature (SAT) index.3. Data set 2: Were monthly means used?Yes4. Sec 2: a limited list of data sets are given, without discussion of why these were chosen over others (e.g., why not use GPCP or CRU gridded rainfall?). What determined the choice of these data?Since we had observed station data, we feel it is likely to be better than GPCP or CRU which are gridded data. Furthermore, the observed rainfall is highly correlated to GPCP data (over 0.7 in the Chao Phraya region), as we showed in Singhrattna et al. (2004, Figure 2) and Singhrattna (2003). Thus, the results in our paper will be insensitive to the above choice of the data sets.5. Sec 3: Kanae et al. (200; J. Hydromet.)…….., that other sources of trends such as land use change or global warming may make this a non-stationary process, and thus degrade their linear statistical relationships?We thank the reviewer for the references, some of which we were not aware of. We have included the two relevant references at the end section 3.1. As the reviewer mentions, all the studies in the references mentioned are in the general South Asian region but not necessarily over Thailand and are from limited modeling studies. We do agree that land cover changes can degrade linear relationships between the Thailand summer rainfall and ocean-atmospheric features. But there isn‟t enough land-cover related data to quantify this effect. We are working on a just funded grant to precisely investigate this issue.6. Table 1: why is there a big sign change in the MJJ relationship with SOI?Reviewer A too pointed this out. This is a typo and we have fixed it. The SOI and rainfall correlation for MJJ is +0.44 and not -0.44 (as shown in the Table).7. Fig 1: Interesting – how does this compare with the relationships found in other decadal ENSO-monsoon studies (e.g., Miyakoda et al., 2003; J. Meteor. Soc Japan)?It is interesting and there are some similarities – we have included this reference.8. Sec 3.2: Over the subtropics and tropics, essentially SAT=SST (similarity in Figs 2a and 2c). Also, the SAT from the NCEP reanalysis is dubious over land…. This would reduce SST and SAT to simply “surface temperature” and reduce the number of figures. We agree with the reviewer that SAT from the NCEP reanalysis can be dubious over land and consequently, we have removed Figure 2(a). In fact, we used the observed land temperatures from the three stations as the SAT predictor index – as such Figure 2(a) is redundant. We also agree that CRU and CAMS could be used to better investigate the land temperature relationship – especially, over the larger Eurasian region.9. Sec 3.3 There is an inconsistency here. The authors show that the relationships to monsoon rainfall are not constant over long periods, … Is it really a viable operational prediction methodology?We submit (and hopefully have demonstrated) that the proposed approaches, especially the nonparametric methods will serve as an effective tool for Thailand rainfall. We agree with the reviewer about the non-stationary aspect of the predictor – rainfall relationship. This is something that we are seeing in other parts of the globe and will have to contend with. To guard against this, we suggest checking the predictor-rainfall relationship periodically and if relationships have weakened and new predictors will have to be identified.Understanding the decadal variability of the rainfall and the seasonal prediction are two clear and separate goals that could be related or may be not. The former, we address in great detail in Singhrattna et al., (2004) and Singhrattna (2003).10. Why are the errors (for ensembling) not generated and added separately for each predictor, but instead added to the mean estimate?We are not clear about the reviewer‟s que stion. We assume the reviewer meant to say …fo r each method‟. If so, then the errors generated for a given model are …specific‟ to that model and are a result of the error formulation in that model – hence, errors from one model cannot be added to the mean forecast of another.11. Sec 4.2, 1st para: All this description is very elementary – is it necessary for such a paper?We feel that the 1st para provides continuity with the Linear regression discussed in the preceding section. Furthermore, it is a short para and does not add to the length of the paper.12. Sec 5, para 1: Cross validation ensures the inability to forecast extremes. In this sense, it unduly penalizes the method.Yes. But this is the best way to estimate the predictive capability of the methods. We would also add that cross-validation does not lead to inability in forecasting extremes –because the methods (LOCFIT and Linear regression) fit polynomials and hence, can extrapolate. In fact, the ability to forecast extremes will depend largely on the ability of the predictors to provide useful information on the extremes.13. p. 16: Two sections numbered “5”. Exac tly how many cases in the training set (state earlier than p. 17)?We have corrected the section numbering (Reviewer A too mentioned this).Since we have a very small sample size (i.e., 22 values, 1980 – 2001) we evaluated the model skills in a cross-validated mode. In that, a value is dropped and the model fit to the rest of the data and the dropped value is predicted. So, all the skills shown in the paper are cross-validated skills. This we describe in section 5 (“model evaluation”).14. Table 2: Please report the significances for r.We think the reviewer meant Table 1 where we show the correlation ( r ) between Thailand summer monsoon rainfall and the large-scale climate indices. The 95% significant level is +/- 0.41. We have mentioned this in the Table caption.15. How can the skills of linear regression and LOCFIT be compared? On what basis are they called “similar”?The skill measures used (correlation, LLH and RPSS) are model independent. These measures capture the ability of the model to capture various distributional properties. Hence, it is valid to compare the models on these measures.We mention that the linear regr ession and LOCFIT exhibit “similar” skills from Figure 4 where the skills from the two models are generally close for the most part. However, for the extreme years (Figure 5) the nonparametric models do much better.16. Fig 5 & Table 3: There is a big disparity in skill between wet and dry years. Dry year skill is poor, suggesting the cause is not reflected in SST or SLP, but something else. Please discuss this disparity.There is reduction in skill in the dry years relative to wet years – but not by a large magnitude as the reviewer suggests. The disparity could be due to differences in ENSO flavor or nonlinearity in the ENSO teleconnection. We are not sure at this point.17. Fig 6 & 7: It is very difficult to read the dotted line and labels.We have re-generated the figures clearing up this difficulty. The dashed curve is the climatological PDF, the solid line is that from the ensembles and the dotted line is the observed value.18. Table 4 and mid p. 18: In each set of 3 extremes, one forecast is a bust. The 1-out-3 failure rate is the kind that can jeopardize governments!We agree. Further investigation is required to sort this out. Our paper offers a first step in this direction.。
改进的BP算法在建筑工程造价估算中的应用_孟庆款
《工业控制计算机》2013年第26卷第10期摘要建筑工程造价估算是项目可行性研究阶段的重要内容。
研究了工程造价及其影响因素之间复杂的非线性关系,改进了人工神经网络BP 算法,在此基础上建立建筑工程造价估算模型。
为了验证模型的正确性,收集了莱芜市20个典型建筑工程项目,并选取其中18个作为训练样本,2个作为测试样本,运用MATLAB 建模分析,测试结果表明,预测精度与实际值偏差不大,精度满足要求。
神经网络在工程造价估算方面具有良好的发展前景。
关键词:工程造价估算,人工神经网络,估价模型,BP 算法AbstractThe complex nonlinear relationship between engineering cost and its influencing factors is studied and the artificial neural network BP algorithm is improved in this paper,besides,the construction engineering cost estimation model is estab-lished according to the study above.An example is included in this paper in order to verify the correctness of the model.This paper select 20typical construction project in Laiwu City.By using 18of them as training samples and the rest as test samples with the help of MATLAB software programming analysis,get a satisfying result.Keywords :engineering cost estimation,artificial neural network,valuation models,BP algorithm传统的BP 神经网络算法通常具有学习速度慢、易陷入局部极小值等缺点,降低了其适应能力。
Extreme learning machine Theory and applications_原文
Extreme learning machine :Theory and applications Guang-Bin Huang, Qin-Yu Zhu, Chee-Kheong SiewSchool of Electrical and Electronic Engineering, NanyangTechnological University, NanyangAvenue, Singapore 639798, SingaporeAbstractIt is clear that the learning speed of feedforward neural networks is in general far slower than required and it has been a major bottleneck in their applications for past decades. Two key reasons behind may be: (1) the slow gradient-based learning algorithms are extensively used to train neural networks, and (2) all the parameters of the networks are tuned iteratively by using such learning algorithms. Unlike these conventional implementations, this paper proposes a new learning algorithm called extreme learning machine (ELM) for single-hidden layer feed forward neural networks (SLFNs) which randomly chooses hidden nodes and analytically determines the output weights of SLFNs. In theory, this algorithm tends to provide good generalization performance at extremely fast learning speed. The experimental results based on a few artificial and real benchmark function approximation and classification problems including very large complex applications show that the new algorithm can produce good generalization performance in most cases and can learn thousands of times faster than conventional popular learning algorithms for feedforward neural networks1.1.IntroductionFeedforward neural networks have been extensively used in many fields due to their ability: (1) to approximate complex nonlinear mappings directly from the input samples; and (2) to provide models for a large class of natural and artificial phenomena that are difficult to handle using classical parametric techniques. On the other hand,there lack faster learning algorithms for neural networks.The traditional learning algorithms are usually far slower than required. It is not surprising to see that it may take several hours, several days, and even more time to trainneural networks by using traditional methods.From a mathematical point of view, research on the approximation capabilities of feedforward neural networks has focused on two aspects: universal approximation on compact input sets and approximation in a finite set of training samples. Many researchers have explored the universal approximation capabilities of standard multilayer feedforwardneural networks. Hornik[7] proved that if the activation function is continuous, bounded and nonconstant, then continuous mappings can be approximated in measure by neural networks over compact input sets.Leshno[17] improved the results of Hornik [7] and proved that feedforward networks with a nonpolynomial activation function can approximate (in measure) continuous functions. In real applications, the neural networks are trained in finite training set. For function approximation in a finite training set, Huang and Babri[11] shows that a single-hidden layer feedforward neural network (SLFN) with at most N hidden nodes and with almost any nonlinear activation function can exactly learn N distinct observations. It should be noted that the input weights (linking the input layer to the first hidden layer) and hidden layer biases need to be adjusted in all these previous theoretical research works as well as in almost all practical learning algorithms of feedforward neural networks.Traditionally, all the parameters of the feedforward networks need to be tuned and thus there exists the dependency between different layers of parameters (weights and biases). For past decades, gradient descent-based methods have mainly been used in various learning algorithms of feedforward neural networks. However, it is clear that gradient descent-based learning methods are generally very slow due to improper learning steps or may easily converge to local minima. And many iterative learning steps may be required by such learning algorithms in order to obtain better learning performance.It has been shown [23,10] that SLFNs (with N hidden nodes) with randomly chosen input weights and hidden layer biases (and such hidden nodes can thus be called random hidden nodes) can exactly learn N distinct observations. Unlike the popular thinking and most practical implementations that all the parameters of the feedforward networks need to be tuned, one may not necessarily adjust the input weights and first hidden layer biases in applications. In fact, some simulation results on artificial and real large applications in our work[16] have shown that this method not only makes learning extremely fast but also produces good generalization performance.In this paper, we first rigorously prove that the input weights and hidden layer biases of SLFNs can be randomly assigned if the activation functions in the hidden layer are infinitely differentiable. After the input weights and the hidden layer biases are chosen randomly, SLFNs can be simply considered as a linear system and the output weights (linking the hidden layer to the output layer) of SLFNs can be analytically determined through simple generalized inverse operation of the hidden layer output matrices. Based on this concept, thispaper proposes a simple learning algorithm for SLFNs called extreme learning machine (ELM) whose learning speed can be thousands of times faster than traditional feedforward network learning algorithms like back-propagation (BP) algorithm while obtaining better generalization performance. Different from traditional learning algorithms the proposed learning algorithm not only tends to reach the smallest training error but also the smallest norm of weights. Bart lett’s[1] theory on the generalization performance of feedforward neural networks states for feedforward neural networksreaching smaller training error, the smaller the norm of weights is, the better generalization performance the networks tend to have. Therefore, the proposed learning algorithm tends to have good generalization performance for feedforward neural networks.As the new proposed learning algorithm can be easily implemented, tends to reach the smallest training error,obtains the smallest norm of weights and the good generalization performance, and runs extremely fast, in order to differentiate it from the other popular SLFN learning algorithms, it is called the extreme learning machine in the context of this paper.This paper is organized as follows. Section 2 rigorously proves that the input weights and hidden layer biases of SLFNs can be randomly assigned if the activation functions in the hidden layer are infinitely differentiable.Section 3 further proposes the new ELM learning algorithm for single-hidden layer feedforward neural networks (SLFNs). Performance evaluation is presented in Section 4. Discussions and conclusions are given in Section 5.The Moore –Penrose generalized inverse and the minimum norm least-squares solution of a general linear system which play an important role in developing our new ELM learning algorithm are briefed in the Appendix.2. Single hidden layer feedforward networks (SLFNs) with random hidden nodesFor N arbitrary distinct samples (x ,t )i i ,where []T 12,,...,n i i i in x x x =⋅x R and []T 12,,...,m i i in t t t ∈R ,standard SLFNs with N hidden nodes and activation function g(x) are mathematically modeled as11()(),N N i i j i i j i j i i g g b ββ===⋅+=∑∑x w x o1,...,,j N = (1)where []T12,,...,i i i in w w w =w is the weight vector connecting the ith hidden node and theinput nodes, []T 12,,...,i i i in ββββ=is the weight vector connecting the ith hidden node and theoutput nodes, and bi is the threshold of the ith hidden node.i j w x denotes the inner product ofi w and j x . The output nodes are chosen linear in this paper.That standard SLFNs with N hidden nodes with activation function g(x) can approximate these N samples with zero error means that 10N j j j o t =-=∑, i.e., there exist i , i w and b i such that1(),1,...,.(2)N i ij i j i g w x b t j N β=⋅+==∑The above N equations can be written compactly as,(3)β=H T Where111111111T T 11T T (,...,,,...,,,...,)()(),(4)()().(5)N N N N N N N N N N N N N N m N m b b g b g b g b g b and βββ⨯⨯⨯⋅+⋅+⎡⎤⎢⎥=⎢⎥⎢⎥⋅+⋅+⎣⎦⎡⎤⎡⎤⎢⎥⎢⎥==⎢⎥⎢⎥⎢⎥⎢⎥⎣⎦⎣⎦H w w x x w x w x w x w x t T tAs named in Huang et al.[11,10], H is called the hidden layer output matrix of the neural network; the ith column of H is the ith hidden node output with respect to inputs 1x ;2x ;...x NIf the activation functiong is in finitely differentiable we can prove that the required number of hidden nodes ~N N .Strictly speaking, we haveTheorem 2.1.Given a standard SLFN with N hidden nodes and activation function g:R R which is infinitely differentiable in any interval,for N arbitrary distinctsamples i i (x t ),, where n i x R and m i x R , for any i w and i b randomly chosen from anyintervals of n R and R, respectively, according to any continuous probabilitydistribution,then with probability one, the hidden layer output matrix H of the SLFN is invertible and 0H T .Proof..Let us consider a vector 11c(b )=(x ),...,g (x )(w b ),...,g(w x )T T i i i N i i i N i g g x b ,the ith column of H, in Euclidean space N R , where (a,b)i b and (a,b)is any interval of R.Following the same proof method of Tamura andTateishi ([23], p. 252) and our previous work ( [10],Theorem 2.1), it can be easily proved by contradiction that vector c does not belong to any subspace whose dimensionis less than N.Since i w are randomly generated based on a continuous probability distribution, we can assume that 'i k i k w x w x for all 'k k . Let us suppose that c belongs to a subspace of dimension N-1. Then there exists avectorwhich is orthogonal to thissubspace ()()()()()()1122,0,(6)i i i N i N b a g b d g b d g b d z αααα-=⋅++⋅+++⋅+-=c cWhere k i k d =x w , k=1,...,N and (a)z c ,(a,b)i b . Assume 0N , Eq. (6) can be further written as()()11,(7)N i N p i p N p g b d g b d z γ-=+=-++∑where/p p N , 1,....,N 1p . Since g(x) is infinitely differentiable in any interval, wehave ()()()()11,1,2,...,,1,...,(8)N l l i N p i p p g b d g b d l N N γ-=+=-+=+∑where (l)g is the lth derivative of function g of bi. However,there are only N-1 free coefficients:1,.....,1N for the derived more than N-1 linear equations, this is contradictory. Thus, vector C does not belong to any subspace whose dimension is less than N.Hence, from any interval (a,b)it is possible to randomly choose N bias values 1,.....,N b b for the N hidden nodes such that the corresponding vectors 12(b ),c(b ),...,c(b )N c span N R . This means that for any weight vectors i w and bias values i b chosen from any intervals of N R and R,respectively, according to any continuous probability distribution, then with probability one, the column vectors of H can be made full-rank.Such activation functions include the sigmoidal functions as well as the radial basis, sine, cosine, exponential,and many other nonregular functions as shown in Huang and Babri[11].Furthermore, we haveTheorem 2.2.Given any small positive value 0 and activation function g: R R which is infinitely differentiable in any interval, there exists ~N N such that for N arbitrary distinct samples (x ,t )i i ,where n ix R and m i t R ,for any i w and i b randomly chosen from any intervals of n R and R,respectively, according to any continuous probability distribution, then with probability one, N m N N N m βε⨯⨯⨯-<H T .Proof.The validity of the theorem is obvious, otherwise, one could simplychoose ~N N which makes N m N N N m βε⨯⨯⨯-<H T according to Theorem 2.1.3. Proposed extreme learning machine (ELM)Based on Theorems 2.1 and 2.2 we can propose in this section an extremely simple and efficient method to train SLFNs.3.1. Conventional gradient-based solution of SLFNsTraditionally, in order to train an SLFN, one may wish to findspecific ()ˆˆˆ,,1,,i i i b i N β=w such that ()()1111,,ˆˆˆˆˆ,,,,,min ,,,,,(9)i i N N N N b b b b b βββ-=-w H ww T H w w Twhich is equivalent to minimizing the cost function()11.(10)N N i i j i j j i E g b β==⎛⎫=⋅+- ⎪⎝⎭∑∑w x tWhen H is unknown gradient-based learning algorithms are generally used to search the minimum of β-H T . In the minimization procedure by using gradient-based algorithms, vector W , which is the set of weights (),i i βw and biases i b parameters, is iterativelyadjusted as follows:()1.(11)k k E η-∂=-∂W W W WHere is a learning rate. The popular learning algorithm used in feedforward neural networks is the BP learning algorithm where gradients can be computed efficiently by propagation from the output to the input. There are several issues on BP learning algorithms:(1) When the learning rate is too small, thelearning algorithm converges very slowly. However, when is too large, the algorithm becomes unstable and diverges.(2)Another peculiarity of the error surface that impacts the performance of the BP learning algorithm is the presence of local minima[6]. It is undesirable that the learning algorithm stops at a local minima if it is located far above a global minima.(2)Neural network may be over-trained by using BP algorithms and obtain worse generalization performance. Thus, validation and suitable stopping methods are required in the cost function minimization procedure.(3)Gradient-based learning is very time-consuming in most applications.The aim of this paper is to resolve the above issues related with gradient-based algorithms and propose an efficient learning algorithm for feedforward neural networks.3.2. Proposed minimum norm least-squares (LS) solution of SLFNsAs rigorously proved in Theorems 2.1 and 2.2, unlike the traditional function approximation theories which require to adjust input weights and hidden layer biases, input weights and hidden layer biases can be randomly assigned if only the activation function is infinitely differentiable. It is very interesting and surprising that unlike the most common understanding that all the parameters of SLFNs need to be adjusted, the input weights i w and the hidden layer biases i b are in fact not necessarily tuned and the hidden layer output matrix H can actually remain unchanged once random values have been assigned to these parameters in the beginning of learning. For fixed input Weights i w and the hidden layer biases i b , seen from Eq. (9),to train an SLFN is simply equivalent to finding a leasts quaressolution of the linear system H T :ˆ,(13)β+=H T Where H is the Moore –Penrose generalized inverse of matrix H [22,19].Remark 1.As discussed in the Appendix, we have the following important properties:(1) Minimum training error. The special solution ˆβ+=H T is one of the least-squares solutions of a general linear system β=H T , meaning that the smallest training error can be reached by this special solution:ˆmin .(14)ββ+-=-=-H T HH T H βTAlthough almost all learning algorithms wish to reach the minimum training error, however, most of them cannot reach it because of local minimum or infinite training iteration is usually not allowed in applications.(2) Smallest norm of weights. Further, the special solution ˆβ+=H T has the smallest norm among all the leasts quares solutions of β=H T :{}ˆ,:,.(15)N N βββββ+⨯=≤∀∈-≤-∀∈H T H T Hz T z R(3) The minimum norm least-squares solution of β=H T is unique, which is ˆβ+=H T .3.3. Proposed learning algorithm for SLFNsThus, a simple learning method for SLFNs called extreme learning machine (ELM) can be summarized as follows:Algorithm ELM:Given a training set (){},,,1,,n m i i i i i N ℵ=∈∈=x t x R t R , activation function ()g x ,and hidden node number N ,Step1: Randomly assign input weight i w and bias i b ,1,...i N =Step2: Calculate the hidden layer output matrix H .Step3: Calculate the output weight β,(16)β+=H T Where []1,...,N T=T t t .Remark 2.As shown in Theorem 2.1, in theory this algorithm works for any infinitely differential activation function g(x). Such activation functions include the sigmoidal functions as well as the radial basis, sine, cosine, exponential, and many nonregular functions as shown in Huang and Babri[11]. According to Theorem 2.2, the upper bound of the required number of hidden nodes is the number of distinct training samples, that is N N ≤. Remark 3.Several works[11,23,10,9,4] have shown that SLFNs with N hidden nodes can exactly learn N distinct observations. Tamura and Tateishi[23] and Huang[10,9]rigorously prove that SLFNs (with N hidden nodes) with randomly chosen sigmoidal hidden nodes (with both inputweights and hidden biases randomly generated) can exactly learn N distinct observations. Huang et al. [11,9] also rigorously proves that if input weights and hidden biasest are allowed to be tuned (as done in most traditional implementations) SLFNs with at most N hidden nodes and with almost any nonlinear activation function can exactly learn N distinct observations and these activation functions include differentiable and nondifferentiable functions,continuous and noncontinuous functions, etc.This paper rigorously proves that for any infinitely differentiable activation function SLFNs with N hidden nodes can learn N distinct samples exactly and SLFNs may require less than N hidden nodes if learning error is allowed. Different from previous works[11,23,10,9,4] and the ELM algorithm introduced in this paper, Ferrari and Stengel[4]shows that SLFNs with N sigmoidal hidden nodes and with input weights randomly generated but hidden biases appropriately tuned can exactly learn N distinct observations. Hidden nodes are not randomly generated in the work done by Ferrari and Stengel [4], although the input weights are randomly generated, the hidden biases need to be determined based on the input weights and input training data (cf. Eq. (18) of[4]).Remark 4.Modular networks have also been suggested in several works [23,10,16,9,4], which partition the training samples into L subsets each learned by an SLFN separately. Suppose that the number of hidden nodes in ith SLFN is i s . For the methods proposed by Huang[10,16,9], since random hidden nodes (with randomly generated input weights and hidden layer biases) are used in each SLFN these SLFNs can actually share common hidden nodes. That means, the ith hidden node of the first SLFN can also work as the ith hidden node of the rest SLFNs and the total number of hidden nodes required in these L SLFNs is still ()max i i s . Although Ferrari and Stengel[4] also randomly generates input weights for these sub-SLFNs but the hidden biases of these sub-SLFNs need to tuned based on the input weights and input training data. And thus, the hidden biases of these SLFNs are different, which means these SLFNs cannot share the common hidden nodes and the total number of hidden nodes required in modular network implementation of Ferrari and Stengel[4]is 1max ()Li i i i s s =>>∑. One can refer to Tamura and Tateishi[23]andHuang[10,16,9]for details of modular network implementation.Remark 5.Several methods can be used to calculate the Moore –Penrose generalized inverse of H . These methods may include but are not limited to orthogonal projection,orthogonalization method, iterative method, and singularvalue decomposition (SVD) [18]. The orthogonalization method and iterative method have their limitations since searching and iteration are used which we wish to avoid in ELM. The orthogonal project method can be used when T H H is nonsingular and 1()+T -T =H H H H which is also used in Ferrari and Stengel[4]. However, T H H may not always be nonsingular or may tend to be singular in some applications and thus orthogonal projection method may not perform well in all applications. The SVD can be generally used to calculate the Moore –Penrose generalized inverse of H in all cases.4. Performance evaluationIn this section, the performance of the proposed ELM learning algorithm 3 is compared with the popular algorithms of feedforward neural networks like the conventional BP algorithm and support vector machines (SVMs)on quite a few benchmark real problems in the function approximation and classification areas. All the simulations for the BP and ELM algorithms are carried out in MATLAB 6.5 environment running in a Pentium 4,1.9 GHZ CPU. Although there are many variants of BP algorithm, a faster BP algorithm called Levenberg –Marquardt algorithm is used in our simulations. As mentioned in the HELP of MATLAB package and tested on many benchmark applications among all traditional BP learning algorithms, the Levenberg –Marquardt algorithm appears to be the fastest method for training moderate-sized feedforward neural networks (up to several hundred weights). It has a very efficient implementation of Levenberg –Marquardt algorithm provided by MATLAB package, which has been used in our simulations for BP.The simulations for SVM are carried out using compiled C-coded SVM packages: LIBSVM 4 running in the same PC. The kernel function used in SVM is radial basis function whereas the activation function used in our proposed algorithms is a simple sigmoidal functiong (x)1/(1exp(x))g . In our experiments, all the inputs (attributes) have been normalized into the range[0,1] while the outputs (targets) have been normalized into[-1,1].As seen from ELM algorithm, the learning time of ELM is mainly spent on calculating the Moore –Penrose generalized inverse H of the hidden layer output matrix H .4.1. Benchmarking with regression problem4.1.1. Artificial case: approximation of ‘SinC’ funct ion with noiseIn this example, all the three algorithms (ELM, BP and SVR) are used to approximate the ‘SinC’ function, a popular choice to illustrate support vector machine for regression (SVR) in the literature()()sin x x ,x 0,y x (17)1,x 0.⎧≠⎪=⎨=⎪⎩A training set (x ,y )i i and testing set (x ,y )i i with 5000 data,respectively, are created where 'i x s are uniformly randomly distributed on the interval(-10,10). In order to make the regression problem ‘real’, large uniform noise distributed in[-0.2,0.2]has been added to allthe training samples while testing data remain noise-free.Table 1 Performance comparison for learning noise free function: SinCThere are 20 hidden nodes assigned for our ELM algorithm and BP algorithm. 50 trials have been conducted for all the algorithms and the average results and standard deviations (Dev) are shown in Table 1. It can be seen from Table 1 that ELM learning algorithm spent 0.125 s CPU time obtaining the testing root mean square error (RMSE)0.0097, however, it takes 21.26 s CPU time for BP algorithm to reach a much higher testing error 0.0159.The new ELM runs 170 times faster than the conventional BP algorithms. We also compare the performance of SVR and our ELM algorithm. The parameter C is tuned and set as C=100 in SVR algorithm. Compared with SVR, the reduction for our ELM algorithm in CPU time is also above 10,000 times, even though the fact that C executable may be faster than MATLAB environment has not be taken into account. Since the number of support vectors obtained by SVR is much larger than the hidden nodes required by ELM, the testing time spent for the obtained SVR is 190 times longer than the testing time for ELM,meaning that after trained the SLFN may response to new external unknown stimuli much faster than SVM in real deployment.Fig. 1shows the true and the approximated function of the ELM learning algorithm.Fig.2 shows the true and the approximated function of the BP and SVM learning algorithms.4.1.2. Real-world regression problemsThe performance of ELM, BP and SVR are compared on 13 real-world benchmark data sets 5 covering various fields. The specifications of the data sets are listed in Table 2. As in the real applications, the distributions of these data set are unknown and most of them are not noisy-free. For each case, the training data set and testing data set are randomly generated from its whole data set before each trial of simulation.For BP and ELM, the number of hidden nodes are gradually increased by an interval of 5 and then early optimal number of nodes for BP and ELM are then selected based on cross-validation method. In addition,over-stopping criteria is used for BP as well. Average results of 50 trials of simulations for each fixed size of SLFN are obtained and then finally the best performance obtained by BP and ELM are reported in this paper.As proposed by Hsu and Lin[8], for each problem, we estimate the generalized accuracy using different combination of cost parameters C and kernel parameters 121112:[2,2,...,2,2]C γ--=and 43910[2,2,...,2,2]γ--=. Therefore, for each problem we try 1515225⨯=combinations of parameters (C,)for SVR. Average results of 50 trials of simulations with each combination of (C,)are obtained and the best performance obtained by SVR are shown in this paper as well.As observed from Tables 3 and 4, general speaking,ELM and SVR obtain similar generalization performance,which is slightly higher than BP’s in many cases. If the difference of the two testing RMSE obtained by two algorithms is larger than 0.005 for a case, the winner’s testing RMSE will be shown in boldface in Tables 3 and 4.As observed from Table 5, ELM needs more hidden nodes than BP but it is more compact than SVR in most cases.The advantage of the ELM on training time is quite obvious. As shown in Table 6, ELM obtains the fastest learning speed in all cases. ELM learns up to hundreds of times faster than BP. However, out of these three algorithms, BP obtains the shortest testing time (response time to unknown data set for testing) in all cases because BP usually provides the most compact network architectures. Table 7shows the average standard deviations of training and testing RMSE of the BP, SVR and ELM.Table 2 Specification of real-world regression cases Table 3 Comparison of training and testing RMSE of BP and ELMTable 5 Comparison of network complexity of BP, SVR and ELMa Run in MATLAB environment.b Run in C executable environmentTable 7 Comparison of the standard deviation of training and testing RMSE of BP, SVR andELMFig. 3 shows the relationship between the generalization performance of ELM and its network size for the California Housing case. As observed from Fig. 3, the generalization performance of ELM is very stable on a wide range of number of hidden nodes although the generalization performance tends to become worse when too few or too many nodes are randomly generated. It is also true to other cases. Wang and Huang [24] has conducted a good comparison of the performance of ELM versus BP as a function of the number of hidden nodes.Fig. 3. The generalization performance of ELM is stable on a wide range of number ofhidden nodes.4.2. Benchmarking with small and medium real classification applications4.2.1. Medical diagnosis application: diabetesThe performance comparison of the new proposed ELM algorithm and many other popular algorithms has been conducted for a real medical diagnosis problem: Diabetes,6using the “Pima Indians Diabetes Database”produced in the Applied Physics Laboratory,Johns Hopkins University, 1988. The diagnostic, binary valued variable investigated is whether the patient shows signs of diabetes according to World Health Organization criteria (i.e., if the 2 h post-load plasma glucose was at least 200 mg/dl at any survey examination or if found during routine medical care). The database consists of 768 women over the age of 21 resident in Phoenix, Arizona. All examples belong to either positive or negative class. All the input values are within[0,1]. For this problem, as usually done in the literature[20,21,5,25] 75% and 25% samples are randomly chosen for training and testing at each trial,respectively. The parameter C of SVM algorithm is tuned and set as C=10 and the rest parameters are set as default.Fifty trials have been conducted for all the algorithms and the average results are shown in Table 8. Seen from Table 8, in our simulations SVM can reach the testing rate 77.31% with317.16 support vectors at average.··a tschR et al.[20] obtained a testing rate 76.50% forSVM which is slightly lower than the SVM result we obtained. However,the new ELM learning algorithm can achieve the average testing rate 77.57% with 20 nodes, which is。
基于SAE的深度过程神经网络模式识别与预测
基于SAE的深度过程神经网络模式识别与预测作者:祁威许少华来源:《软件导刊》2018年第05期摘要:非线性复杂时变信号模式分类是信号处理和人工智能研究领域的重要课题。
将稀疏自动编码器(SAE)与过程神经网络(PNN)栈式叠加,构建了一种深度过程神经网络模型(DPNN)。
在传统深度神经网络无监督逐层初始化与梯度下降相结合的算法基础上,通过引入一种时变输入信号和连接权函数,基于一组正交函数基,建立DPNN的综合训练算法。
DPNN模型可保持样本特征的多样性,有效提高对信号结构特征的提取能力和不同类别样本特征的区分度。
将传统深度神经网络在信息处理机制上扩展为时间域,实现对时变信号直接分类处理,应用于心脑血管疾病的预测分析和处理取得了良好结果。
关键词:稀疏自动编码器;过程神经网络;深度过程神经网络;非线性时变信号;模式识别DOI:10.11907/rjdk.173282中图分类号:TP301Abstract:The classification of nonlinear complex time-varying signals is an important aspect of signal processing and artificial intelligence. Deep process neural network model is constructed by stacking sparse automatic encoders and process neural networks in this paper. We establish the depth process neural network integrated with training algorithm by introducing a time-varying input signal and connection weight function based on a set of orthogonal function base expansion algorithm. Based on the algorithm of unsupervised layer initialization of traditional depth neural network and gradient descent, DPNN model can maintain the diversity of sample characteristics and effectively improve the extraction of signal structure characteristics and different types of sample characteristics of the distinction.At the same time the traditional depth of neural network in the information processing mechanism is expanded into the time domain to achieve direct classification processing of time-varying signals, cardiovascular and cerebrovascular disease prediction, The cardiovascular and cerebrovascular disease prediction was analyzed and processed, and good results are obtained.Key Words:sparse automatic encoder; process neural network; SAE depth process neural network; nonlinear time-varying signal; pattern recognition0 引言心脑血管疾病的发生与人的各项生理指标息息相关,其发病原因复杂多样,给心脑血管疾病的预测带来了困难,许多学者对此进行了研究。
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The neural integrator of the oculomotor system is modeled as a network of spiking, conductance-based model neurons. The static function of the integrator, holding the eyes still when the head is xed in space, is the focus of the modeling. The synaptic weight matrix, which is of outer product form, is tuned by minimizing the mean squared drift velocity of the eyes over a range of eye positions, leading to an approximate line attractor dynamics. The conductancebased model is reduced to a rate-based one to simplify the tuning procedure.
s N dui + u = X W v + h : i ij j i dt j =1
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The synaptic weight Wij describes the in uence of neuron j ring on another neuron i. In addition, the feedforward inputs coming from outside the integrator onto neuron i are lumped together in the hi term. The time scale s of all the synapses was taken to equal 1 = 150 ms in the conductance-based model. This reduced rate model is an excellent approximation to the conductance-based model when the ring rates change slowly. The synaptic weight matrix of the model was taken to be the outer product form Wij = i j . Such a form emerges naturally when a Hebb-like learning rule is used to train the network, as will be discussed in a future publication. This type of weight matrix causes all dynamical trajectories to be attracted to a line in state space of the form ui = m i + hi : (3) Relaxation onto this line occurs on the short time scale s . Once the network is on the line, its dynamics is described by the scalar variable m which serves as the internal representation of eye position. The dynamical equation for m can be found by substituting Eq. (3) into Eqs. (1) and (2) to yield
Conductance-based model
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Figure 2: a) Approximation of a line attractor using 4 nonlinear neurons. The inset shows the rate-current relationship of an individual neuron. b) The resulting drift velocity of the eye as a function of eye position. The model captures two essential aspects of integrator operation that are observed experimentally. The rst is that the ring rate of each individual neuron is directly related to eye position, except when the neuron is below threshold. The second is that the eye position signal is intrinsically generated by the network itself, not read out from some other area in the brain. This is clear from the fact that the inputs to the model network only brie y pulse during saccades and otherwise remain constant over time, yet the network maintains persistent neural activity between saccades that is proportional to the di erent eye positions.
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Figure 1: Spiking conductance-based model of the integrator with 40 neurons. The ring rates of six of the neurons are shown being driven by pulses of input from saccadic command neurons at the times indicated by the arrows. Previous models of the integrator have relied on positive feedback in networks of completely linear neurons 3, 4, 5, 6]. In contrast, the present work uses conductance-based model neurons as described by Hansel and Sompolinsky 7]. Their nonlinear current-discharge relationships qualitatively match intracellular measurements of real integrator neurons 8, 9]. Synapses were modeled as current sources, with a time dependence described by the relation e;t= 1 ; e;t= 2 , where 1 = 150 ms and 2 = 20 ms. The synaptic currents were assumed to sum linearly and the synaptic strengths were tuned by an optimization procedure that is described in the next section. Figure 1 depicts the response of the model network to short pulses of input from saccadic command neurons at the times indicated by the arrows. Shown are the instantaneous ring rates (1/ISI) of the neurons. Eye position is not shown in the gure, but was modeled as a weighted linear sum of the rates of the neurons. Thus the ring rates and eye position all increase and decrease in steps, and are roughly constant in time between the quick saccadic movements that take place at the arrows. The reason for the \sag" in response to the second to last saccadic input will be explained in a later section.
Rate-based model