针对火电机组SO_(2)排放质量浓度的影响因素众多,难以准确预测的问题,提出一种改进向量加权平均(weighted mean of vectors,INFO)算法与双向长短期记忆(bi-directional long short term memory,Bi-LSTM)神经网络相结合的预测模型(改进IN...针对火电机组SO_(2)排放质量浓度的影响因素众多,难以准确预测的问题,提出一种改进向量加权平均(weighted mean of vectors,INFO)算法与双向长短期记忆(bi-directional long short term memory,Bi-LSTM)神经网络相结合的预测模型(改进INFO-Bi-LSTM模型)。采用Circle混沌映射和反向学习产生高质量初始化种群,引入自适应t分布提升INFO算法跳出局部最优解和全局搜索的能力。选取改进INFO-Bi-LSTM模型和多种预测模型对炉内外联合脱硫过程中4种典型工况下的SO_(2)排放质量浓度进行预测,将预测结果进行验证对比。结果表明:改进INFO算法的寻优能力得到提升,并且改进INFO-Bi-LSTM模型精度更高,更加适用于SO_(2)排放质量浓度的预测,可为变工况下的脱硫控制提供控制理论支撑。展开更多
The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris ...The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris L.)is one of the most common and important conifers in Turkey,so a well-planned management schedule is critical.Diameter distribution models to accurately describe the stand structure help improve management strategies,but developing reliable models requires a deep understanding of the growth,output and constraints of the forests.The most important information derived by diameter distribution models is primary data on horizontal stand structure for each diameter class of trees:basal area and volume per unit area.These predictions are required to estimate the range of products and predicted volume and yield from a forest stand.Here,to construct an accurate,reliable diameter distribution model for natural Scots pine stands in the Türkmen Mountain region,we used Johnson’s SBdistribution to represent the empirical diameter distributions of the stands using ground-based measurements from 55 sample plots that included1219 trees in natural distribution zones of the forests.As an alternative,nonparametric approach,which does not require any predefined function,an artificial intelligence model was constructed based on support vector machine methodology.An error index was calculated to evaluate the results.Overall,both Johnson’s SB probability density function with a three-parameter recovery approach and the support vector regression methodology provided reliable estimates of the diameter distribution of these stands.展开更多
In high mountainous areas, the development and distribution of alpine permafrost is greatly affected by macroand micro-topographic factors. The effects of latitude, altitude, slope, and aspect on the distribution of p...In high mountainous areas, the development and distribution of alpine permafrost is greatly affected by macroand micro-topographic factors. The effects of latitude, altitude, slope, and aspect on the distribution of permafrost were studied to understand the distribution patterns of permafrost in Wenquan on the Qinghai-Tibet Plateau. Cluster and correlation analysis were performed based on 30 m Global Digital Elevation Model (GDEM) data and field data obtained using geophysical exploration and borehole drilling methods. A Multivariate Adaptive Regression Spline model (MARS) was developed to simulate permafrost spatial distribution over the studied area. A validation was followed by comparing to 201 geophysical exploration sites, as well as by comparing to two other models, i.e., a binary logistic regression model and the Mean Annual Ground Temperature model (MAGT). The MARS model provides a better simulation than the other two models. Besides the control effect of elevation on permafrost distribution, the MARS model also takes into account the impact of direct solar radiation on permafrost distribution.展开更多
We start with analyzing stochastic dependence in a classic bivariate normal density framework. We focus on the way the conditional density of one of the random variables depends on realizations of the other. In the bi...We start with analyzing stochastic dependence in a classic bivariate normal density framework. We focus on the way the conditional density of one of the random variables depends on realizations of the other. In the bivariate normal case this dependence takes the form of a parameter (here the “expected value”) of one probability density depending continuously (here linearly) on realizations of the other random variable. The point is, that such a pattern does not need to be restricted to that classical case of the bivariate normal. We show that this paradigm can be generalized and viewed in ways that allows one to extend it far beyond the bivariate or multivariate normal probability distributions class.展开更多
A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape p...A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape parameters for the marginal probability density functions of the multivariate distribution. Expressions for the probability density function, for the variances, and for the covariances of the multivariate t-distribution with arbitrary shape parameters for the marginals are given.展开更多
The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distributi...The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution.展开更多
Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm w...Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm with multivariate T-copulas is proposed. The algorithm employs Pareto-based approach and multivariate T-copulas to construct probability distribution model. To estimate joint distribution of the selected solutions, the correlation matrix of T-copula is firstly estimated by estimating Kendall’s tau and using the relationship of Kendall’s tau and correlation matrix. After the correlation matrix is estimated, the degree of freedom of T-copula is estimated by using the maximum likelihood method. Afterwards, the Monte Carte simulation is used to generate new individuals. An archive with maximum capacity is used to maintain the non-dominated solutions. The Pareto optimal solutions are selected from the archive on the basis of the diversity of the solutions, and the crowding-distance measure is used for the diversity measurement. The archive gets updated with the inclusion of the non-dominated solutions from the combined population and current archive, and the archive which exceeds the maximum capacity is cut using the diversity consideration. The proposed algorithm is applied to some well-known benchmark. The relative experimental results show that the algorithm has better performance and is effective.展开更多
The study of plant species abundance distribution(SAD)in natural communities is of considerable importance to understand the processes and ecological rules of community assembly.With the distribution of tree,shrub and...The study of plant species abundance distribution(SAD)in natural communities is of considerable importance to understand the processes and ecological rules of community assembly.With the distribution of tree,shrub and herb layers of eight natural communities of Toona ciliata as research targets,three diff erent ecological niche models were used:broken stick model,overlapping niche model and niche preemption model,as well as three statistical models:log-series distribution model,log-normal distribution model and Weibull distribution model,to fi t SAD of the diff erent vegetation layers based on data collected.Goodness-of-fi t was compared with Chi square test,Kolmogorov–Smirnov(K–S)test and Akaike Information Criterion(AIC).The results show:(1)based on the criteria of the lowest AIC value,Chi square value and K–S value with no signifi cant diff erence(p>0.05)between theoretic and observed SADs.The suitability and goodness-of-fi t of the broken stick model was the best of three ecological niche models.The log-series distribution model did not accept the fi tted results of most vegetation layers and had the lowest goodness-of-fi t.The Weibull distribution model had the best goodness-of-fi t for SADs.Overall,the statistical SADs performed better than the ecological ones.(2)T.ciliata was the dominant species in all the communities;species richness and diversity of herbs were the highest of the vegetation layers,while the diversities of the tree layers were slightly higher than the shrub layers;there were fewer common species and more rare species in the eight communities.The herb layers had the highest community evenness,followed by the shrub and the tree layers.Due to the complexity and habitat diversity of the diff erent T.ciliata communities,comprehensive analyses of a variety of SADs and tests for optimal models together with management,are practical steps to enhance understanding of ecological processes and mechanisms of T.ciliata communities,to detect disturbances,and to facilitate biodiversity and species conservation.展开更多
Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exch...Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.展开更多
The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures[1- 5]. This paper deals with the problem of assessing local influences in a multiva...The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures[1- 5]. This paper deals with the problem of assessing local influences in a multivariate t-model with Rao's simple structure(RSS). Based on Cook's likelihood displacement, the effects of some minor perturbation on the statistical inference is assessed. As an application, a common covariance-weighted perturbation is thoroughly discussed.展开更多
文摘针对火电机组SO_(2)排放质量浓度的影响因素众多,难以准确预测的问题,提出一种改进向量加权平均(weighted mean of vectors,INFO)算法与双向长短期记忆(bi-directional long short term memory,Bi-LSTM)神经网络相结合的预测模型(改进INFO-Bi-LSTM模型)。采用Circle混沌映射和反向学习产生高质量初始化种群,引入自适应t分布提升INFO算法跳出局部最优解和全局搜索的能力。选取改进INFO-Bi-LSTM模型和多种预测模型对炉内外联合脱硫过程中4种典型工况下的SO_(2)排放质量浓度进行预测,将预测结果进行验证对比。结果表明:改进INFO算法的寻优能力得到提升,并且改进INFO-Bi-LSTM模型精度更高,更加适用于SO_(2)排放质量浓度的预测,可为变工况下的脱硫控制提供控制理论支撑。
基金supported by Turkish General Directorate of Forestry。
文摘The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris L.)is one of the most common and important conifers in Turkey,so a well-planned management schedule is critical.Diameter distribution models to accurately describe the stand structure help improve management strategies,but developing reliable models requires a deep understanding of the growth,output and constraints of the forests.The most important information derived by diameter distribution models is primary data on horizontal stand structure for each diameter class of trees:basal area and volume per unit area.These predictions are required to estimate the range of products and predicted volume and yield from a forest stand.Here,to construct an accurate,reliable diameter distribution model for natural Scots pine stands in the Türkmen Mountain region,we used Johnson’s SBdistribution to represent the empirical diameter distributions of the stands using ground-based measurements from 55 sample plots that included1219 trees in natural distribution zones of the forests.As an alternative,nonparametric approach,which does not require any predefined function,an artificial intelligence model was constructed based on support vector machine methodology.An error index was calculated to evaluate the results.Overall,both Johnson’s SB probability density function with a three-parameter recovery approach and the support vector regression methodology provided reliable estimates of the diameter distribution of these stands.
基金supported financially by the Special Basic Research Program of China(Grant No.2008FY110200)partially by Open Programme of State Key Laboratory(No.SKLFSE201009)
文摘In high mountainous areas, the development and distribution of alpine permafrost is greatly affected by macroand micro-topographic factors. The effects of latitude, altitude, slope, and aspect on the distribution of permafrost were studied to understand the distribution patterns of permafrost in Wenquan on the Qinghai-Tibet Plateau. Cluster and correlation analysis were performed based on 30 m Global Digital Elevation Model (GDEM) data and field data obtained using geophysical exploration and borehole drilling methods. A Multivariate Adaptive Regression Spline model (MARS) was developed to simulate permafrost spatial distribution over the studied area. A validation was followed by comparing to 201 geophysical exploration sites, as well as by comparing to two other models, i.e., a binary logistic regression model and the Mean Annual Ground Temperature model (MAGT). The MARS model provides a better simulation than the other two models. Besides the control effect of elevation on permafrost distribution, the MARS model also takes into account the impact of direct solar radiation on permafrost distribution.
文摘We start with analyzing stochastic dependence in a classic bivariate normal density framework. We focus on the way the conditional density of one of the random variables depends on realizations of the other. In the bivariate normal case this dependence takes the form of a parameter (here the “expected value”) of one probability density depending continuously (here linearly) on realizations of the other random variable. The point is, that such a pattern does not need to be restricted to that classical case of the bivariate normal. We show that this paradigm can be generalized and viewed in ways that allows one to extend it far beyond the bivariate or multivariate normal probability distributions class.
文摘A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape parameters for the marginal probability density functions of the multivariate distribution. Expressions for the probability density function, for the variances, and for the covariances of the multivariate t-distribution with arbitrary shape parameters for the marginals are given.
文摘The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution.
文摘Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm with multivariate T-copulas is proposed. The algorithm employs Pareto-based approach and multivariate T-copulas to construct probability distribution model. To estimate joint distribution of the selected solutions, the correlation matrix of T-copula is firstly estimated by estimating Kendall’s tau and using the relationship of Kendall’s tau and correlation matrix. After the correlation matrix is estimated, the degree of freedom of T-copula is estimated by using the maximum likelihood method. Afterwards, the Monte Carte simulation is used to generate new individuals. An archive with maximum capacity is used to maintain the non-dominated solutions. The Pareto optimal solutions are selected from the archive on the basis of the diversity of the solutions, and the crowding-distance measure is used for the diversity measurement. The archive gets updated with the inclusion of the non-dominated solutions from the combined population and current archive, and the archive which exceeds the maximum capacity is cut using the diversity consideration. The proposed algorithm is applied to some well-known benchmark. The relative experimental results show that the algorithm has better performance and is effective.
基金Hubei Provincial Department of Science and Technology,under the public welfare research project[No.402012DBA40001]Hubei Provincial Department of Education,under the scientifi c research project[No.B20160555].
文摘The study of plant species abundance distribution(SAD)in natural communities is of considerable importance to understand the processes and ecological rules of community assembly.With the distribution of tree,shrub and herb layers of eight natural communities of Toona ciliata as research targets,three diff erent ecological niche models were used:broken stick model,overlapping niche model and niche preemption model,as well as three statistical models:log-series distribution model,log-normal distribution model and Weibull distribution model,to fi t SAD of the diff erent vegetation layers based on data collected.Goodness-of-fi t was compared with Chi square test,Kolmogorov–Smirnov(K–S)test and Akaike Information Criterion(AIC).The results show:(1)based on the criteria of the lowest AIC value,Chi square value and K–S value with no signifi cant diff erence(p>0.05)between theoretic and observed SADs.The suitability and goodness-of-fi t of the broken stick model was the best of three ecological niche models.The log-series distribution model did not accept the fi tted results of most vegetation layers and had the lowest goodness-of-fi t.The Weibull distribution model had the best goodness-of-fi t for SADs.Overall,the statistical SADs performed better than the ecological ones.(2)T.ciliata was the dominant species in all the communities;species richness and diversity of herbs were the highest of the vegetation layers,while the diversities of the tree layers were slightly higher than the shrub layers;there were fewer common species and more rare species in the eight communities.The herb layers had the highest community evenness,followed by the shrub and the tree layers.Due to the complexity and habitat diversity of the diff erent T.ciliata communities,comprehensive analyses of a variety of SADs and tests for optimal models together with management,are practical steps to enhance understanding of ecological processes and mechanisms of T.ciliata communities,to detect disturbances,and to facilitate biodiversity and species conservation.
文摘Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.
文摘The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures[1- 5]. This paper deals with the problem of assessing local influences in a multivariate t-model with Rao's simple structure(RSS). Based on Cook's likelihood displacement, the effects of some minor perturbation on the statistical inference is assessed. As an application, a common covariance-weighted perturbation is thoroughly discussed.
