936 resultados para Vector Space Model


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This study examines the forecasting accuracy of alternative vector autoregressive models each in a seven-variable system that comprises in turn of daily, weekly and monthly foreign exchange (FX) spot rates. The vector autoregressions (VARs) are in non-stationary, stationary and error-correction forms and are estimated using OLS. The imposition of Bayesian priors in the OLS estimations also allowed us to obtain another set of results. We find that there is some tendency for the Bayesian estimation method to generate superior forecast measures relatively to the OLS method. This result holds whether or not the data sets contain outliers. Also, the best forecasts under the non-stationary specification outperformed those of the stationary and error-correction specifications, particularly at long forecast horizons, while the best forecasts under the stationary and error-correction specifications are generally similar. The findings for the OLS forecasts are consistent with recent simulation results. The predictive ability of the VARs is very weak.

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Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).

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The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

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Abstract A new LIBS quantitative analysis method based on analytical line adaptive selection and Relevance Vector Machine (RVM) regression model is proposed. First, a scheme of adaptively selecting analytical line is put forward in order to overcome the drawback of high dependency on a priori knowledge. The candidate analytical lines are automatically selected based on the built-in characteristics of spectral lines, such as spectral intensity, wavelength and width at half height. The analytical lines which will be used as input variables of regression model are determined adaptively according to the samples for both training and testing. Second, an LIBS quantitative analysis method based on RVM is presented. The intensities of analytical lines and the elemental concentrations of certified standard samples are used to train the RVM regression model. The predicted elemental concentration analysis results will be given with a form of confidence interval of probabilistic distribution, which is helpful for evaluating the uncertainness contained in the measured spectra. Chromium concentration analysis experiments of 23 certified standard high-alloy steel samples have been carried out. The multiple correlation coefficient of the prediction was up to 98.85%, and the average relative error of the prediction was 4.01%. The experiment results showed that the proposed LIBS quantitative analysis method achieved better prediction accuracy and better modeling robustness compared with the methods based on partial least squares regression, artificial neural network and standard support vector machine.

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Data fluctuation in multiple measurements of Laser Induced Breakdown Spectroscopy (LIBS) greatly affects the accuracy of quantitative analysis. A new LIBS quantitative analysis method based on the Robust Least Squares Support Vector Machine (RLS-SVM) regression model is proposed. The usual way to enhance the analysis accuracy is to improve the quality and consistency of the emission signal, such as by averaging the spectral signals or spectrum standardization over a number of laser shots. The proposed method focuses more on how to enhance the robustness of the quantitative analysis regression model. The proposed RLS-SVM regression model originates from the Weighted Least Squares Support Vector Machine (WLS-SVM) but has an improved segmented weighting function and residual error calculation according to the statistical distribution of measured spectral data. Through the improved segmented weighting function, the information on the spectral data in the normal distribution will be retained in the regression model while the information on the outliers will be restrained or removed. Copper elemental concentration analysis experiments of 16 certified standard brass samples were carried out. The average value of relative standard deviation obtained from the RLS-SVM model was 3.06% and the root mean square error was 1.537%. The experimental results showed that the proposed method achieved better prediction accuracy and better modeling robustness compared with the quantitative analysis methods based on Partial Least Squares (PLS) regression, standard Support Vector Machine (SVM) and WLS-SVM. It was also demonstrated that the improved weighting function had better comprehensive performance in model robustness and convergence speed, compared with the four known weighting functions.

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In our study we rely on a data mining procedure known as support vector machine (SVM) on the database of the first Hungarian bankruptcy model. The models constructed are then contrasted with the results of earlier bankruptcy models with the use of classification accuracy and the area under the ROC curve. In using the SVM technique, in addition to conventional kernel functions, we also examine the possibilities of applying the ANOVA kernel function and take a detailed look at data preparation tasks recommended in using the SVM method (handling of outliers). The results of the models assembled suggest that a significant improvement of classification accuracy can be achieved on the database of the first Hungarian bankruptcy model when using the SVM method as opposed to neural networks.

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For derived flood frequency analysis based on hydrological modelling long continuous precipitation time series with high temporal resolution are needed. Often, the observation network with recording rainfall gauges is poor, especially regarding the limited length of the available rainfall time series. Stochastic precipitation synthesis is a good alternative either to extend or to regionalise rainfall series to provide adequate input for long-term rainfall-runoff modelling with subsequent estimation of design floods. Here, a new two step procedure for stochastic synthesis of continuous hourly space-time rainfall is proposed and tested for the extension of short observed precipitation time series. First, a single-site alternating renewal model is presented to simulate independent hourly precipitation time series for several locations. The alternating renewal model describes wet spell durations, dry spell durations and wet spell intensities using univariate frequency distributions separately for two seasons. The dependence between wet spell intensity and duration is accounted for by 2-copulas. For disaggregation of the wet spells into hourly intensities a predefined profile is used. In the second step a multi-site resampling procedure is applied on the synthetic point rainfall event series to reproduce the spatial dependence structure of rainfall. Resampling is carried out successively on all synthetic event series using simulated annealing with an objective function considering three bivariate spatial rainfall characteristics. In a case study synthetic precipitation is generated for some locations with short observation records in two mesoscale catchments of the Bode river basin located in northern Germany. The synthetic rainfall data are then applied for derived flood frequency analysis using the hydrological model HEC-HMS. The results show good performance in reproducing average and extreme rainfall characteristics as well as in reproducing observed flood frequencies. The presented model has the potential to be used for ungauged locations through regionalisation of the model parameters.

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We propose a model for the quark-antiquark interaction in Minkowski space using the Covariant Spectator Theory. We show that with an equal-weighted scalar-pseudoscalar structure for the confining part of our interaction kernel the axial-vector Ward-Takahashi identity is preserved and our model complies with the Adler-zero constraint for π-π-scattering imposed by chiral symmetry.

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Following up on earlier work on the $q\bar{q}$-bound-state problem using a covariant, chiral-symmetric formalism based upon the Covariant Spectator Theory, we study the heavy–light case for both pseudoscalar and vector mesons. Derived directly in Minkowski space, our approach approximates the full Bethe–Salpeter-equation, taking into account, effectively, the contributions of both ladder and crossed ladder diagrams in the kernel. Results for several mass spectra using a relativistic covariant generalization of a Cornell plus a constant potential to model the interquark interaction are given and discussed.