A hybrid ARIMA and support vector machines model in stock price forecasting

Traditionally, the autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting. However, the ARIMA model cannot easily capture the nonlinear patterns. Support vector machines (SVMs), a novel neural network technique, have been successfully applied in solving nonlinear regression estimation problems. Therefore, this investigation proposes a hybrid methodology that exploits the unique strength of the ARIMA model and the SVMs model in forecasting stock prices problems. Real data sets of stock prices were used to examine the forecasting accuracy of the proposed model. The results of computational tests are very promising.     

基于ARTⅡ网络的煤炭资源资产分类研究

本文建立了用于煤炭资源资产分类的ARTⅡ神经网络模型,编制了相应的计算机和软件,并将ARTⅡ模型与模糊分类模型和基于BP网络的分类模型进行了对比分析,实例运行结果表明,用ARTⅡ网络进行分类具有分类稳定、结果可靠等特点。     

金融网络的模型和优化

金融网络就是经济系统中资金循环,文献[1-8]研究了金融网络的模型。本文则在文献[1-8]金融网络模型的基础之上,建立了资产、负债、适度规模和价格的改进模型。这一改进模型考虑了所有经济部门的金融工具的风险、金融网络的经济资源约束、资产和负债的会计帐户约束等问题。模型的改进适用于应用。文章采用了进化规划算法,并依此进行仿真实验。     

Minimum power assignment in wireless ad hoc networks with spanner property

Power assignment for wireless ad hoc networks is to assign a power for each wireless node such that the induced communication graph has some required properties. Recently research efforts have focused on finding the minimum power assignment to guarantee the connectivity or fault-tolerance of the network. In this paper, we study a new problem of finding the power assignment such that the induced communication graph is a spanner for the original communication graph when all nodes have the maximum power. Here, a spanner means that the length of the shortest path in the induced communication graph is at most a constant times of the length of the shortest path in the original communication graph. Polynomial time algorithm is given to minimize the maximum assigned power with spanner property. The algorithm also works for any other property that can be tested in polynomial time and is monotone. We then give a polynomial time approximation method to minimize the total transmission radius of all nodes. Finally, we propose two heuristics and conduct extensive simulations to study their performance when we aim to minimize the total assigned power of all nodes. The author is partially supported by NSF CCR-0311174.     

Energy conservation through resource-aware movement in heterogeneous mobile ad hoc networks

Energy conservation in mobile ad hoc networks is of paramount importance because most mobile nodes usually have very limited energy supply. Previous research on this issue focused on the design at the network or MAC or physical layer. In this paper, we study this problem from the new perspective of node mobility, i.e., analyzing the impact of node movement on energy conservation. In particular, armed with the inherent resource heterogeneity in mobile ad hoc networks, we propose a novel resource-aware movement strategy to make better use of some powerful nodes to achieve energy conservation. We also formulate the resource-aware movement as a NP-complete distance-constrained least-cost (DCLC) routing problem and propose an efficient heuristic solution. Extensive simulations have been used to demonstrate the effectiveness of the proposed schemes.     

Data relaying with constraints in hierarchical sensor networks

In this paper we present and discuss several optimisation problems that arise in the management of data flow in wireless sensor networks (WSNets). We consider a hierarchical architecture for WSNets composed of sensors, relays, and relay gateways. Sensors send data they generate at a known average bit rate to relays in one hop. The relay nodes use a multi-hop mechanism to reach a set of assigned gateways which then forward the data directly to the base station. We are concerned with finding an assignment of relay gateways to relays so that certain constraints are satisfied. We define a unified model in which constraints such as lifetime, data delay, and data flow splitting are formulated in terms of four optimisation problem in graphs.     

一种基于闭排队网络的集装箱码头设备配置优化模型

将集装箱码头龙门吊装卸工艺抽象为闭排队网络模型,采用估算均值法计算了顾客到达和服务时间分布为一般情况的闭排队网络系统性能指标.仿真结果表明,闭排队网络模型计算结果可以为集装箱码头设备配置提供一定的决策支持.     

Wide Diameters of Cartesian Product Graphs and Digraphs

In graph theory and study of fault tolerance and transmission delay of networks, connectivity and diameter of a graph are two very important parameters and have been deeply studied by many authors. Wide diameter combining connectivity with diameter is a more important parameter to measure fault tolerance and efficiency of parallel processing computer networks and has received much attention in the recent years. Diameter with width k of a graph G is defined as the minimum integer d for which between any two distinct vertices in G there exist at least k internally disjoint paths of length at most d. In the present paper, the tight upper bounds of wide diameter of the Cartesian product graphs are obtained. Some known results can be deduced or improved from ours.     

全球替代性食物体系综述

在世界各地,农业食品领域的工业化造成了日益严重的环境、经济和社会问题,如环境污染、 大量碳排放、食品安全危机、小农边缘化和小农生计的难以维系。 为了应对这些问题,多个国家的不同 群体建立了多种多样的替代性食物体系,如社区支持农业、农夫市集、共同购买、社区菜园等。 替代性食 物体系自 2009 年进入中国至今已有十年,获得了较大发展。 然而,国内研究较少关注国际替代性食物 体系产生的背景及理念。 文章从替代食物体系的产生和发展、主要特征、国内外差异以及学术界的批判 等几个方面进行概述,全面介绍相关的关键问题和概念,为推动国内替代性食物体系研究的发展助力。     

固定资产投资对经济增长影响的关联度研究——以哈尔滨市为例

固定资产的分类投入在不同时期从不同程度上影响着区域的经济增长。以哈尔滨市1978—2005年的固定资产及其分类投入和区域生产总值数据作为研究基础,运用灰色斜率关联度作为计算工具,克服了邓氏关联度需要用参考点,在计算时要对原始数据进行标准化处理,且容易出现只有一个序列起作用的情况,对哈尔滨市固定资产行业(部门)的分类投入与区域生产总值的动态经济依存关系和经济结构进行了详细地剖析,从新的角度得出基本结论:基础设施行业(部门)投资对经济发展起着重要作用并逐步增强,但是工业部门对经济发展的作用仍然处在首位,同时哈尔滨市的服务业对经济发展的作用并没有发挥出来。