基于密集实时数据处理的交互式高频交易系统

金融高频交易系统,即程序化自动交易系统,是指利用计算机高速处理能力获取高频交易中的价格变化模式,并通过分析实现价格变化模式获利。随着信息技术而飞速发展,近年来交易平台呈现多元化发展,使高频交易越来越普及。针对高频交易系统的原理,采用系统分析的方法和现代软件理论和技术进行高频交易系统设计,构成基于密集实时数据处理的交互式高频交易系统,并通过运行结果验证了方案的可行性。     

G.729语音编码器定点DSP的实时实现

介绍了G.729语音编码器算法和定点数字信号处理芯片TMS320VC549,重点讨论了低速率语音编码器在TMS320VC549上实时实现过程中软、硬件设计中的关键技术。采用了定点数字信号处理器芯片实时实现G.729语音编解码算法,结果表明,得到了预期的8 Kb/s的低码速率、较低的算法时延和极高的语音音质。     

基于CORDIC算法的频谱分析技术研究

讨论了数字检波的工作原理,提出了基于CORDIC算法的数字检波方案。根据该方案,使用FPGA实现了基于CORDIC算法的数字检波器。通过在VXI全数字中频实时宽带射频频谱分析仪中实验验证,基于CORDIC算法的数字检波器是可行的。它与数字下变频器结合可以得到高测量精度和动态范围,其带内一致性可达到±0.01dB,测试动态范围可扩展到100dB。如果数字下变频器和基于DSP的高精度细化FFT分析相结合,测试频率分辨率可达到0.03Hz。     

Broadcasting standardisation: An analysis of the linguistic normalisation process in Murcian Spanish

The samples used from radio programme recordings have been demonstrated to be very useful sources for the study of styles and the analysis of linguistic variation and change. The aim of this paper is to show the results of a longitudinal study of Murcian speech carried out following a real-time approach with a retrospective trend design in order to detect and measure the apparent increasing diffusion of standard Castilian features from northern Peninsular Spanish over Murcian Spanish, a traditionally non-standard region. For this purpose, following the methodology used in similar studies, we focussed on the quantification of the level of standardisation of people interviewed in radio broadcasts in the last twenty-six years. In this way, the correlation of linguistic variables with social variables (groups) and time intervals, allowed us to compare and analyse the sociolinguistic behaviour of the different social groups in terms of standardisation (adoption of Castilian Spanish features) or non-standardisation (maintenance of local Murcian features) and trends.     

互联网中基于MPEG-4流媒体播放的研究

在分析RTP/RTCP协议的基础上分析了传输MPEG-4编码视音频数据的RTP分组负载格式。研究并提出了一种MPEG-4视音频流播放方案。介绍了其线程模型、总体实现框架等。并采用视频流同步音频流的方案使得播放器的播放质量有了较高的保证。实用表明,采用该方案实现的客户端具有稳定性好,占用传输带宽低等优点。     

应用情景检测的安全任务内电压调度算法

针对移动嵌入式实时系统的低功耗设计,提出一种改进的应用情景检测的安全任务内电压调度算法。该算法利用任务程序少数参数的值域定义情景并在任务处理过程中进行检测,因而在处理在线的情况下,可较为精确地预测后续处理的部分路径,优化地调度处理电压。通过所提出的情景检测点设置算法,在任务程序中找到检测参数情景最合适的点,给出算法的实现方法。通过仿真实验证明该算法能有效地降低任务处理能耗。     

Regression-based,regression-free and model-free approaches for robust online scale estimation

This paper compares the methods for variability extraction from a univariate time series in real time. The online scale estimation is achieved by applying a robust scale functional to a moving time window. Scale estimators based on the residuals of a preceding regression step are compared with regression-free and model-free techniques in a simulation study and in an application to a real time series. In the presence of level shifts or strong non-linear trends in the signal level, the model-free scale estimators perform especially well. However, the investigated regression-free and regression-based methods have higher breakdown points, they are applicable to data containing temporal correlations, and they are much more efficient.     

论网络环境下的档案信息开发

利用网络技术开发档案信息资源,对充分实现档案的价值具有重要意义。但在开发的过程中,由于档案信息具有内容的机密性、传递的滞后性、作用的原始性和保管的分散性等特点,使网络环境下的档案信息开发遇到了前所未有的困难。如何克服这些困难,本文提出了解决问题的三大对策,即针对性开发、实时性开发和安全性开发。     

具有数据包丢失的NCS反馈调度研究

网络化控制系统数据包丢失会导致控制系统性能下降与网络资源利用率降低。该文分析了网络化控制系统的数据包丢失问题,基于网络利用率,采用反馈调度方法,动态调整网络化控制系统控制任务周期,在线分配网络资源,实现调度与控制的集成,提高了网络资源的利用率与控制系统性能,仿真结果表明该方法的有效性。     

A Grasp for Aircraft Routing in Response to Groundings and Delays

This paper presents a greedy randomized adaptive search procedure (GRASP) to reconstruct aircraft routings in response to groundings and delays experienced over the course of the day. Whenever the schedule is disrupted, the immediate objective of the airlines is to minimize the cost of reassigning aircraft to flights taking into account available resources and other system constraints. Associated costs are measured by flight delays and cancellations.In the procedure, the neighbors of an incumbent solution are generated and evaluated, and the most desirable are placed on a restricted candidate list. One is selected randomly and becomes the incumbent. The heuristic is polynomial with respect to the number of flights and aircraft. This is reflected in our computational experience with data provided by Continental Airlines. Empirical results demonstrate the ability of the GRASP to quickly explore a wide range of scenarios and, in most cases, to produce an optimal or near-optimal solution.