This paper discusses an accurate distributed algorithm for diffusive source localization while maintaining the low energy consumption of sensor nodes in wireless sensor networks. In this algorithm, the sensor selectio...This paper discusses an accurate distributed algorithm for diffusive source localization while maintaining the low energy consumption of sensor nodes in wireless sensor networks. In this algorithm, the sensor selection scheme based on the information utility measure is used. To update the estimation in each selected node, a neighborhood radius equal to the communication range of the sensor nodes is defined and all sensors located in the neighborhood circle, whose radius is equal to the neighborhood radius and the selected node is its centre, collaborate their information. To decrease the energy consumption, the neighborhood radius is reduced gradually based on the error covariance value of the estimation. In addition, this paper includes a new method for the initial point calculation which is important in the recursive methods used for distributed algorithms in wireless sensor networks. Numerical examples are used to study the performance of the algorithms. Simulation results show the accuracy of the new algorithm becomes better while its energy consumption is low enough.展开更多
This paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets,focusing on Bitcoin(BTC)and Ethereum(ETH).Traditional data s...This paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets,focusing on Bitcoin(BTC)and Ethereum(ETH).Traditional data sampling methods,such as time bars,often fail to capture the nuances of the continuously active and highly volatile cryptocurrency market and force traders to wait for arbitrary points in time.To address this,we propose an alternative approach using information-driven sampling methods,including the CUSUM filter,range bars,volume bars,and dollar bars,and evaluate their performance using tick-level data from January 2018 to June 2023.Additionally,we introduce the Triple Barrier method for target labeling,which offers a solution tailored for algorithmic trading as opposed to the widely used next-bar prediction.We empirically assess the effectiveness of these data sampling and labeling methods to craft profitable trading strategies.The results demonstrate that the innovative combination of CUSUM-filtered data with Triple Barrier labeling outperforms traditional time bars and next-bar prediction,achieving consistently positive trading performance even after accounting for transaction costs.Moreover,our system enables making trading decisions at any point in time on the basis of market conditions,providing an advantage over traditional methods that rely on fixed time intervals.Furthermore,the paper contributes to the ongoing debate on the applicability of Transformer models to time series classification in the context of algorithmic trading by evaluating various Transformer architectures—including the vanilla Transformer encoder,FEDformer,and Autoformer—alongside other deep learning architectures and classical machine learning models,revealing insights into their relative performance.展开更多
Smart manufacturing will transform the oil refining and petrochemical sector into a connected, information-driven environment. Using real-time and high-value support systems, smart manufacturing enables a coor-dinated...Smart manufacturing will transform the oil refining and petrochemical sector into a connected, information-driven environment. Using real-time and high-value support systems, smart manufacturing enables a coor-dinated and performance-oriented manufacturing enterprise that responds quickly to customer demandsand minimizes energy and material usage, while radically improving sustainability, productivity, innovation,and economic competitiveness. In this paper, several examples of the application of so-called ＂smart manu-facturing＂ for the petrochemical sector are demonstrated, such as the fault detection of a catalytic crackingunit driven by big data, advanced optimization for the planning and scheduling of oil refinery sites, andmore. Key scientific factors and challenges for the further smart manufacturing of chemical and petrochem-ical orocesses are identified.展开更多
文摘This paper discusses an accurate distributed algorithm for diffusive source localization while maintaining the low energy consumption of sensor nodes in wireless sensor networks. In this algorithm, the sensor selection scheme based on the information utility measure is used. To update the estimation in each selected node, a neighborhood radius equal to the communication range of the sensor nodes is defined and all sensors located in the neighborhood circle, whose radius is equal to the neighborhood radius and the selected node is its centre, collaborate their information. To decrease the energy consumption, the neighborhood radius is reduced gradually based on the error covariance value of the estimation. In addition, this paper includes a new method for the initial point calculation which is important in the recursive methods used for distributed algorithms in wireless sensor networks. Numerical examples are used to study the performance of the algorithms. Simulation results show the accuracy of the new algorithm becomes better while its energy consumption is low enough.
基金support of the University of Warsaw under’New Ideas 3B’competition in POB Ⅲ implemented under the’Excellence Initiative-Research University’Programme.
文摘This paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets,focusing on Bitcoin(BTC)and Ethereum(ETH).Traditional data sampling methods,such as time bars,often fail to capture the nuances of the continuously active and highly volatile cryptocurrency market and force traders to wait for arbitrary points in time.To address this,we propose an alternative approach using information-driven sampling methods,including the CUSUM filter,range bars,volume bars,and dollar bars,and evaluate their performance using tick-level data from January 2018 to June 2023.Additionally,we introduce the Triple Barrier method for target labeling,which offers a solution tailored for algorithmic trading as opposed to the widely used next-bar prediction.We empirically assess the effectiveness of these data sampling and labeling methods to craft profitable trading strategies.The results demonstrate that the innovative combination of CUSUM-filtered data with Triple Barrier labeling outperforms traditional time bars and next-bar prediction,achieving consistently positive trading performance even after accounting for transaction costs.Moreover,our system enables making trading decisions at any point in time on the basis of market conditions,providing an advantage over traditional methods that rely on fixed time intervals.Furthermore,the paper contributes to the ongoing debate on the applicability of Transformer models to time series classification in the context of algorithmic trading by evaluating various Transformer architectures—including the vanilla Transformer encoder,FEDformer,and Autoformer—alongside other deep learning architectures and classical machine learning models,revealing insights into their relative performance.
文摘Smart manufacturing will transform the oil refining and petrochemical sector into a connected, information-driven environment. Using real-time and high-value support systems, smart manufacturing enables a coor-dinated and performance-oriented manufacturing enterprise that responds quickly to customer demandsand minimizes energy and material usage, while radically improving sustainability, productivity, innovation,and economic competitiveness. In this paper, several examples of the application of so-called ＂smart manu-facturing＂ for the petrochemical sector are demonstrated, such as the fault detection of a catalytic crackingunit driven by big data, advanced optimization for the planning and scheduling of oil refinery sites, andmore. Key scientific factors and challenges for the further smart manufacturing of chemical and petrochem-ical orocesses are identified.
