82 resultados para financial data processing
Resumo:
Stochastic modelling is critical in GNSS data processing. Currently, GNSS data processing commonly relies on the empirical stochastic model which may not reflect the actual data quality or noise characteristics. This paper examines the real-time GNSS observation noise estimation methods enabling to determine the observation variance from single receiver data stream. The methods involve three steps: forming linear combination, handling the ionosphere and ambiguity bias and variance estimation. Two distinguished ways are applied to overcome the ionosphere and ambiguity biases, known as the time differenced method and polynomial prediction method respectively. The real time variance estimation methods are compared with the zero-baseline and short-baseline methods. The proposed method only requires single receiver observation, thus applicable to both differenced and un-differenced data processing modes. However, the methods may be subject to the normal ionosphere conditions and low autocorrelation GNSS receivers. Experimental results also indicate the proposed method can result on more realistic parameter precision.
Resumo:
As a result of the more distributed nature of organisations and the inherently increasing complexity of their business processes, a significant effort is required for the specification and verification of those processes. The composition of the activities into a business process that accomplishes a specific organisational goal has primarily been a manual task. Automated planning is a branch of artificial intelligence (AI) in which activities are selected and organised by anticipating their expected outcomes with the aim of achieving some goal. As such, automated planning would seem to be a natural fit to the BPM domain to automate the specification of control flow. A number of attempts have been made to apply automated planning to the business process and service composition domain in different stages of the BPM lifecycle. However, a unified adoption of these techniques throughout the BPM lifecycle is missing. As such, we propose a new intention-centric BPM paradigm, which aims on minimising the specification effort by exploiting automated planning techniques to achieve a pre-stated goal. This paper provides a vision on the future possibilities of enhancing BPM using automated planning. A research agenda is presented, which provides an overview of the opportunities and challenges for the exploitation of automated planning in BPM.
Resumo:
Flos Chrysanthemum is a generic name for a particular group of edible plants, which also have medicinal properties. There are, in fact, twenty to thirty different cultivars, which are commonly used in beverages and for medicinal purposes. In this work, four Flos Chrysanthemum cultivars, Hangju, Taiju, Gongju, and Boju, were collected and chromatographic fingerprints were used to distinguish and assess these cultivars for quality control purposes. Chromatography fingerprints contain chemical information but also often have baseline drifts and peak shifts, which complicate data processing, and adaptive iteratively reweighted, penalized least squares, and correlation optimized warping were applied to correct the fingerprint peaks. The adjusted data were submitted to unsupervised and supervised pattern recognition methods. Principal component analysis was used to qualitatively differentiate the Flos Chrysanthemum cultivars. Partial least squares, continuum power regression, and K-nearest neighbors were used to predict the unknown samples. Finally, the elliptic joint confidence region method was used to evaluate the prediction ability of these models. The partial least squares and continuum power regression methods were shown to best represent the experimental results.
Resumo:
Being able to accurately predict the risk of falling is crucial in patients with Parkinson’s dis- ease (PD). This is due to the unfavorable effect of falls, which can lower the quality of life as well as directly impact on survival. Three methods considered for predicting falls are decision trees (DT), Bayesian networks (BN), and support vector machines (SVM). Data on a 1-year prospective study conducted at IHBI, Australia, for 51 people with PD are used. Data processing are conducted using rpart and e1071 packages in R for DT and SVM, con- secutively; and Bayes Server 5.5 for the BN. The results show that BN and SVM produce consistently higher accuracy over the 12 months evaluation time points (average sensitivity and specificity > 92%) than DT (average sensitivity 88%, average specificity 72%). DT is prone to imbalanced data so needs to adjust for the misclassification cost. However, DT provides a straightforward, interpretable result and thus is appealing for helping to identify important items related to falls and to generate fallers’ profiles.
Resumo:
Many conventional statistical machine learning al- gorithms generalise poorly if distribution bias ex- ists in the datasets. For example, distribution bias arises in the context of domain generalisation, where knowledge acquired from multiple source domains need to be used in a previously unseen target domains. We propose Elliptical Summary Randomisation (ESRand), an efficient domain generalisation approach that comprises of a randomised kernel and elliptical data summarisation. ESRand learns a domain interdependent projection to a la- tent subspace that minimises the existing biases to the data while maintaining the functional relationship between domains. In the latent subspace, ellipsoidal summaries replace the samples to enhance the generalisation by further removing bias and noise in the data. Moreover, the summarisation enables large-scale data processing by significantly reducing the size of the data. Through comprehensive analysis, we show that our subspace-based approach outperforms state-of-the-art results on several activity recognition benchmark datasets, while keeping the computational complexity significantly low.
Multi-GNSS precise point positioning with raw single-frequency and dual-frequency measurement models
Resumo:
The emergence of multiple satellite navigation systems, including BDS, Galileo, modernized GPS, and GLONASS, brings great opportunities and challenges for precise point positioning (PPP). We study the contributions of various GNSS combinations to PPP performance based on undifferenced or raw observations, in which the signal delays and ionospheric delays must be considered. A priori ionospheric knowledge, such as regional or global corrections, strengthens the estimation of ionospheric delay parameters. The undifferenced models are generally more suitable for single-, dual-, or multi-frequency data processing for single or combined GNSS constellations. Another advantage over ionospheric-free PPP models is that undifferenced models avoid noise amplification by linear combinations. Extensive performance evaluations are conducted with multi-GNSS data sets collected from 105 MGEX stations in July 2014. Dual-frequency PPP results from each single constellation show that the convergence time of undifferenced PPP solution is usually shorter than that of ionospheric-free PPP solutions, while the positioning accuracy of undifferenced PPP shows more improvement for the GLONASS system. In addition, the GLONASS undifferenced PPP results demonstrate performance advantages in high latitude areas, while this impact is less obvious in the GPS/GLONASS combined configuration. The results have also indicated that the BDS GEO satellites have negative impacts on the undifferenced PPP performance given the current “poor” orbit and clock knowledge of GEO satellites. More generally, the multi-GNSS undifferenced PPP results have shown improvements in the convergence time by more than 60 % in both the single- and dual-frequency PPP results, while the positioning accuracy after convergence indicates no significant improvements for the dual-frequency PPP solutions, but an improvement of about 25 % on average for the single-frequency PPP solutions.
Resumo:
Carrier phase ambiguity resolution over long baselines is challenging in BDS data processing. This is partially due to the variations of the hardware biases in BDS code signals and its dependence on elevation angles. We present an assessment of satellite-induced code bias variations in BDS triple-frequency signals and the ambiguity resolutions procedures involving both geometry-free and geometry-based models. First, since the elevation of a GEO satellite remains unchanged, we propose to model the single-differenced fractional cycle bias with widespread ground stations. Second, the effects of code bias variations induced by GEO, IGSO and MEO satellites on ambiguity resolution of extra-wide-lane, wide-lane and narrow-lane combinations are analyzed. Third, together with the IGSO and MEO code bias variations models, the effects of code bias variations on ambiguity resolution are examined using 30-day data collected over the baselines ranging from 500 to 2600 km in 2014. The results suggest that although the effect of code bias variations on the extra-wide-lane integer solution is almost ignorable due to its long wavelength, the wide-lane integer solutions are rather sensitive to the code bias variations. Wide-lane ambiguity resolution success rates are evidently improved when code bias variations are corrected. However, the improvement of narrow-lane ambiguity resolution is not obvious since it is based on geometry-based model and there is only an indirect impact on the narrow-lane ambiguity solutions.