EEMD+BiGRU组合模型在短时交通流量预测中的应用

针对城市交通流随机波动性强、数据中含噪声多导致预测精度下降的问题,提出一种基于集合经验模态分解(ensemble empirical mode decomposition,EEMD)和双向门控循环单元(bidirectional gated recurrent unit,BiGRU)的组合交通流量预测模型,有效地提升了短时交通流预测的精度。模型利用EEMD算法对原始数据进行分解,根据分解所得的本征模函数(intrinsic mode function,IMF)分量绘制噪声能量图谱,去除分量中的噪声,并将去噪后的IMF分量作为BiGRU网络的输入进行训练,再将训练所得的结果进行重构加和,得到最终的预测结果。实验结果表明,未舍弃含有噪声的IMF分量进行重构的预测结果,相比于参考文献中提出的EMD+LSTM模型、LSTM模型和EEMD+LSTM模型,其平均绝对百分误差分别优化了42.36%、61.82%和30.95%;舍弃含有噪声的IMF分量后进行重构的预测结果,其平均绝对百分误差相比于将全部IMF分量进行重构优化了56.62%。     

基于小波分层连通树结构的信号重构

基于小波树模型的压缩感知可以通过较少的观测量得到鲁棒的信号重构,但采用最优树逼近时存在复杂度大的问题。在证明分层后的小波树仍然具备连通树性质的基础上,提出了基于小波分层连通树结构的压缩重构算法,在与原观测量一致的情况下,保证了重构精度并且提高了重构效率。实验结果表明,改进算法相对于原算法在处理大尺度数据时,效率有明显改善。     

On the hierarchy of γ‐valid cuts in global optimization

Concavity Cuts play an important role in concave minimization. In Porembski, J Global Optim 15 ( 17 ), 371–404 we extended the concept underlying concavity cuts which led to the development of decomposition cuts. In numerical experiments with pure cutting plane algorithms for concave minimization, decomposition cuts have been shown to be superior to concavity cuts. However, three points remained open. First, how to derive decomposition cuts in the degenerate case. Second, how to ensure dominance of decomposition cuts over concavity cuts. Third, how to ensure the finite convergence of a pure cutting plane algorithm solely by decomposition cuts. These points will be addressed in this paper. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

The probability of the existence of a feasible flow in a stochastic transportation network

Stochastic transportation networks arise in various real world applications, for which the probability of the existence of a feasible flow is regarded as an important performance measure. Although the necessary and sufficient condition for the existence of a feasible flow represented by an exponential number of inequalities is a well‐known result in the literature, the computation of the probability of all such inequalities being satisfied jointly is a daunting challenge. The state‐of‐the‐art approach of Prékopa and Boros, Operat Res 39 (1991) 119–129 approximates this probability by giving its lower and upper bounds using a two‐part procedure. The first part eliminates all redundant inequalities and the second gives the lower and upper bounds of the probability by solving two well‐defined linear programs with the inputs obtained from the first part. Unfortunately, the first part may still leave many non‐redundant inequalities. In this case, it would be very time consuming to compute the inputs for the second part even for small‐sized networks. In this paper, we first present a model that can be used to eliminate all redundant inequalities and give the corresponding computational results for the same numerical examples used in Prékopa and Boros, Operat Res 39 (1991) 119–129. We also show how to improve the lower and upper bounds of the probability using the multitree and hypermultitree, respectively. Furthermore, we propose an exact solution approach based on the state space decomposition to compute the probability. We derive a feasible state from a state space and then decompose the space into several disjoint subspaces iteratively. The probability is equal to the sum of the probabilities in these subspaces. We use the 8‐node and 15‐node network examples in Prékopa and Boros, Operat Res 39 (1991) 119–129 and the Sioux‐Falls network with 24 nodes to show that the space decomposition algorithm can obtain the exact probability of these classical examples efficiently. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 479–491, 2016     

希尔伯特-黄变换在脉冲涡流信号消噪与识别中的应用

针对传统方法无法有效识别不同尺寸细小裂纹所产生的脉冲涡流信号,提出一种基于希尔伯特-黄变换的脉冲涡流信号消噪与识别算法。对脉冲涡流信号进行集成经验模态分解并通过归一化自相关函数及其方差特性分选出含有噪声的本征模态函数;对含噪声的本征模态函数进行阈值消噪并与未做处理的本征模态函数重构成无噪声信号;对无噪声信号进行希尔伯特-黄变换并计算出希尔伯特边际谱;根据希尔伯特边际谱的差异识别出不同细小尺寸的表面与下表面裂纹。实验结果表明了所提方法的有效性,经过集成经验模态分解消噪,消除了噪声对脉冲涡流信号的干扰;而基于希尔伯特-黄变换的方法则能够有效识别出不同尺寸的裂纹。     

基于小波域隐Markov模型的SAR图像滤波方法

在小波域隐Markov模型(HMM)的基础上提出一种新的合成孔径雷达(SAR)图像的滤波方法。首先根据小波变换的内在特征,建立小波域的隐Markov树(HMT)模型,通过EM算法可以获得该HMT模型的参数估计。然后根据SAR图像的统计性质,将SAR图像的乘法斑点杂噪声在局部范围内近似为加性白高斯噪声,通过最小均方差(MMSE)估计可以获得信号的小波变换值。通过对真实SAR图像的应用,结果说明该方法可以在保存图像细节特征的情况下有效地抑制图像的噪声。     

基于小波配点法的空间机械臂关节轨迹规划

针对平面型空间机械臂关节轨迹优化问题,提出一种基于小波配点法的数值算法。该算法在区间样条小波函数及其导数算法的基础上,对状态变量与控制变量在小波配点上作离散化处理,然后将原最优控制问题转化为以小波系数为优化参数的非线性规划问题,利用非线性规划算法求解该问题得到原问题的解。算法可充分利用小波具有非线性逼近的优点,提高计算精度和效率。对典型问题进行数值仿真,结果表明该算法对空间机械臂关节轨迹优化问题是有效的。     

小波方法在滚动轴承振动信号分析中的应用

通过分析滚动轴承表面损伤类故障信号的特点,提出了基于小波包分解和信号重构技术的滚动轴承故障精密诊断方法.试验表明,该方法是有效的,适用于滚动轴承早期故障的振动监测和诊断.     

A characterization of optimal base‐stock levels for a multistage serial supply chain

In this article, we present a multistage model to optimize inventory control decisions under stochastic demand and continuous review. We first formulate the general problem for continuous stages and use a decomposition solution approach: since it is never optimal to let orders cross, the general problem can be broken into a set of single‐unit subproblems that can be solved in a sequential fashion. These subproblems are optimal control problems for which a differential equation must be solved. This can be done easily by recursively identifying coefficients and performing a line search. The methodology is then extended to a discrete number of stages and allows us to compute the optimal solution in an efficient manner, with a competitive complexity. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 32–46, 2016     

一种新的红外图像目标检测方法

提出了一种新的海空背景下受强杂波、噪声污染的红外图像目标检测算法,算法利用了小波变换的多分辨率、多尺度特性,将要检测的图像分解到不同频率的多个尺度上,再采用形态学的背景估计和形态滤波技术,对分解后的子图像进行处理、小波重构。仿真实验表明,该算法可较强地抑制云层、海浪以及海天线的强杂波背景和强噪声的干扰,可检测出信杂比(SCR)为2的目标,适用于舰载红外警戒系统。