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An Eulerian-Lagrangian parallel algorithm for simulation of particle-laden turbulent flows 被引量:1
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作者 Harshal P.Mahamure Deekshith I.Poojary +1 位作者 Vagesh D.Narasimhamurthy Lihao Zhao 《Acta Mechanica Sinica》 2026年第1期15-34,共20页
This paper presents an Eulerian-Lagrangian algorithm for direct numerical simulation(DNS)of particle-laden flows.The algorithm is applicable to perform simulations of dilute suspensions of small inertial particles in ... This paper presents an Eulerian-Lagrangian algorithm for direct numerical simulation(DNS)of particle-laden flows.The algorithm is applicable to perform simulations of dilute suspensions of small inertial particles in turbulent carrier flow.The Eulerian framework numerically resolves turbulent carrier flow using a parallelized,finite-volume DNS solver on a staggered Cartesian grid.Particles are tracked using a point-particle method utilizing a Lagrangian particle tracking(LPT)algorithm.The proposed Eulerian-Lagrangian algorithm is validated using an inertial particle-laden turbulent channel flow for different Stokes number cases.The particle concentration profiles and higher-order statistics of the carrier and dispersed phases agree well with the benchmark results.We investigated the effect of fluid velocity interpolation and numerical integration schemes of particle tracking algorithms on particle dispersion statistics.The suitability of fluid velocity interpolation schemes for predicting the particle dispersion statistics is discussed in the framework of the particle tracking algorithm coupled to the finite-volume solver.In addition,we present parallelization strategies implemented in the algorithm and evaluate their parallel performance. 展开更多
关键词 DNS Eulerian-Lagrangian Particle tracking algorithm Point-particle Parallel software
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Metropolis-Hastings Algorithm with Delayed Acceptance and Rejection
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作者 Yulin Hu Yayong Tang 《Review of Educational Theory》 2019年第2期7-11,共5页
Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions. To solve this problem, one can use the delayed acceptance Metropolis-Hastings algorithm (MHDA) of Christen and Fox (20... Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions. To solve this problem, one can use the delayed acceptance Metropolis-Hastings algorithm (MHDA) of Christen and Fox (2005). However, the acceptance rate of a proposed value will always be less than in the standard Metropolis-Hastings. We can fix this problem by using the Metropolis-Hastings algorithm with delayed rejection (MHDR) proposed by Tierney and Mira (1999). In this paper, we combine the ideas of MHDA and MHDR to propose a new MH algorithm, named the Metropolis-Hastings algorithm with delayed acceptance and rejection (MHDAR). The new algorithm reduces the computational cost by division of the prior or likelihood functions and increase the acceptance probability by delay rejection of the second stage. We illustrate those accelerating features by a realistic example. 展开更多
关键词 metropolis-hastingS algorithm DELAYED ACCEPTANCE DELAYED REJECTION
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PID Steering Control Method of Agricultural Robot Based on Fusion of Particle Swarm Optimization and Genetic Algorithm
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作者 ZHAO Longlian ZHANG Jiachuang +2 位作者 LI Mei DONG Zhicheng LI Junhui 《农业机械学报》 北大核心 2026年第1期358-367,共10页
Aiming to solve the steering instability and hysteresis of agricultural robots in the process of movement,a fusion PID control method of particle swarm optimization(PSO)and genetic algorithm(GA)was proposed.The fusion... Aiming to solve the steering instability and hysteresis of agricultural robots in the process of movement,a fusion PID control method of particle swarm optimization(PSO)and genetic algorithm(GA)was proposed.The fusion algorithm took advantage of the fast optimization ability of PSO to optimize the population screening link of GA.The Simulink simulation results showed that the convergence of the fitness function of the fusion algorithm was accelerated,the system response adjustment time was reduced,and the overshoot was almost zero.Then the algorithm was applied to the steering test of agricultural robot in various scenes.After modeling the steering system of agricultural robot,the steering test results in the unloaded suspended state showed that the PID control based on fusion algorithm reduced the rise time,response adjustment time and overshoot of the system,and improved the response speed and stability of the system,compared with the artificial trial and error PID control and the PID control based on GA.The actual road steering test results showed that the PID control response rise time based on the fusion algorithm was the shortest,about 4.43 s.When the target pulse number was set to 100,the actual mean value in the steady-state regulation stage was about 102.9,which was the closest to the target value among the three control methods,and the overshoot was reduced at the same time.The steering test results under various scene states showed that the PID control based on the proposed fusion algorithm had good anti-interference ability,it can adapt to the changes of environment and load and improve the performance of the control system.It was effective in the steering control of agricultural robot.This method can provide a reference for the precise steering control of other robots. 展开更多
关键词 agricultural robot steering PID control particle swarm optimization algorithm genetic algorithm
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Optimization of Truss Structures Using Nature-Inspired Algorithms with Frequency and Stress Constraints
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作者 Sanjog Chhetri Sapkota Liborio Cavaleri +3 位作者 Ajaya Khatri Siddhi Pandey Satish Paudel Panagiotis G.Asteris 《Computer Modeling in Engineering & Sciences》 2026年第1期436-464,共29页
Optimization is the key to obtaining efficient utilization of resources in structural design.Due to the complex nature of truss systems,this study presents a method based on metaheuristic modelling that minimises stru... Optimization is the key to obtaining efficient utilization of resources in structural design.Due to the complex nature of truss systems,this study presents a method based on metaheuristic modelling that minimises structural weight under stress and frequency constraints.Two new algorithms,the Red Kite Optimization Algorithm(ROA)and Secretary Bird Optimization Algorithm(SBOA),are utilized on five benchmark trusses with 10,18,37,72,and 200-bar trusses.Both algorithms are evaluated against benchmarks in the literature.The results indicate that SBOA always reaches a lighter optimal.Designs with reducing structural weight ranging from 0.02%to 0.15%compared to ROA,and up to 6%–8%as compared to conventional algorithms.In addition,SBOA can achieve 15%–20%faster convergence speed and 10%–18%reduction in computational time with a smaller standard deviation over independent runs,which demonstrates its robustness and reliability.It is indicated that the adaptive exploration mechanism of SBOA,especially its Levy flight–based search strategy,can obviously improve optimization performance for low-and high-dimensional trusses.The research has implications in the context of promoting bio-inspired optimization techniques by demonstrating the viability of SBOA,a reliable model for large-scale structural design that provides significant enhancements in performance and convergence behavior. 展开更多
关键词 OPTIMIZATION truss structures nature-inspired algorithms meta-heuristic algorithms red kite opti-mization algorithm secretary bird optimization algorithm
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Flood predictions from metrics to classes by multiple machine learning algorithms coupling with clustering-deduced membership degree
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作者 ZHAI Xiaoyan ZHANG Yongyong +5 位作者 XIA Jun ZHANG Yongqiang TANG Qiuhong SHAO Quanxi CHEN Junxu ZHANG Fan 《Journal of Geographical Sciences》 2026年第1期149-176,共28页
Accurate prediction of flood events is important for flood control and risk management.Machine learning techniques contributed greatly to advances in flood predictions,and existing studies mainly focused on predicting... Accurate prediction of flood events is important for flood control and risk management.Machine learning techniques contributed greatly to advances in flood predictions,and existing studies mainly focused on predicting flood resource variables using single or hybrid machine learning techniques.However,class-based flood predictions have rarely been investigated,which can aid in quickly diagnosing comprehensive flood characteristics and proposing targeted management strategies.This study proposed a prediction approach of flood regime metrics and event classes coupling machine learning algorithms with clustering-deduced membership degrees.Five algorithms were adopted for this exploration.Results showed that the class membership degrees accurately determined event classes with class hit rates up to 100%,compared with the four classes clustered from nine regime metrics.The nonlinear algorithms(Multiple Linear Regression,Random Forest,and least squares-Support Vector Machine)outperformed the linear techniques(Multiple Linear Regression and Stepwise Regression)in predicting flood regime metrics.The proposed approach well predicted flood event classes with average class hit rates of 66.0%-85.4%and 47.2%-76.0%in calibration and validation periods,respectively,particularly for the slow and late flood events.The predictive capability of the proposed prediction approach for flood regime metrics and classes was considerably stronger than that of hydrological modeling approach. 展开更多
关键词 flood regime metrics class prediction machine learning algorithms hydrological model
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GSLDWOA: A Feature Selection Algorithm for Intrusion Detection Systems in IIoT
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作者 Wanwei Huang Huicong Yu +3 位作者 Jiawei Ren Kun Wang Yanbu Guo Lifeng Jin 《Computers, Materials & Continua》 2026年第1期2006-2029,共24页
Existing feature selection methods for intrusion detection systems in the Industrial Internet of Things often suffer from local optimality and high computational complexity.These challenges hinder traditional IDS from... Existing feature selection methods for intrusion detection systems in the Industrial Internet of Things often suffer from local optimality and high computational complexity.These challenges hinder traditional IDS from effectively extracting features while maintaining detection accuracy.This paper proposes an industrial Internet ofThings intrusion detection feature selection algorithm based on an improved whale optimization algorithm(GSLDWOA).The aim is to address the problems that feature selection algorithms under high-dimensional data are prone to,such as local optimality,long detection time,and reduced accuracy.First,the initial population’s diversity is increased using the Gaussian Mutation mechanism.Then,Non-linear Shrinking Factor balances global exploration and local development,avoiding premature convergence.Lastly,Variable-step Levy Flight operator and Dynamic Differential Evolution strategy are introduced to improve the algorithm’s search efficiency and convergence accuracy in highdimensional feature space.Experiments on the NSL-KDD and WUSTL-IIoT-2021 datasets demonstrate that the feature subset selected by GSLDWOA significantly improves detection performance.Compared to the traditional WOA algorithm,the detection rate and F1-score increased by 3.68%and 4.12%.On the WUSTL-IIoT-2021 dataset,accuracy,recall,and F1-score all exceed 99.9%. 展开更多
关键词 Industrial Internet of Things intrusion detection system feature selection whale optimization algorithm Gaussian mutation
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Algorithmically Enhanced Data-Driven Prediction of Shear Strength for Concrete-Filled Steel Tubes
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作者 Shengkang Zhang Yong Jin +5 位作者 Soon Poh Yap Haoyun Fan Shiyuan Li Ahmed El-Shafie Zainah Ibrahim Amr El-Dieb 《Computer Modeling in Engineering & Sciences》 2026年第1期374-398,共25页
Concrete-filled steel tubes(CFST)are widely utilized in civil engineering due to their superior load-bearing capacity,ductility,and seismic resistance.However,existing design codes,such as AISC and Eurocode 4,tend to ... Concrete-filled steel tubes(CFST)are widely utilized in civil engineering due to their superior load-bearing capacity,ductility,and seismic resistance.However,existing design codes,such as AISC and Eurocode 4,tend to be excessively conservative as they fail to account for the composite action between the steel tube and the concrete core.To address this limitation,this study proposes a hybrid model that integrates XGBoost with the Pied Kingfisher Optimizer(PKO),a nature-inspired algorithm,to enhance the accuracy of shear strength prediction for CFST columns.Additionally,quantile regression is employed to construct prediction intervals for the ultimate shear force,while the Asymmetric Squared Error Loss(ASEL)function is incorporated to mitigate overestimation errors.The computational results demonstrate that the PKO-XGBoost model delivers superior predictive accuracy,achieving a Mean Absolute Percentage Error(MAPE)of 4.431%and R2 of 0.9925 on the test set.Furthermore,the ASEL-PKO-XGBoost model substantially reduces overestimation errors to 28.26%,with negligible impact on predictive performance.Additionally,based on the Genetic Algorithm(GA)and existing equation models,a strength equation model is developed,achieving markedly higher accuracy than existing models(R^(2)=0.934).Lastly,web-based Graphical User Interfaces(GUIs)were developed to enable real-time prediction. 展开更多
关键词 Asymmetric squared error loss genetic algorithm machine learning pied kingfisher optimizer quantile regression
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MCPSFOA:Multi-Strategy Enhanced Crested Porcupine-Starfish Optimization Algorithm for Global Optimization and Engineering Design
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作者 Hao Chen Tong Xu +2 位作者 Yutian Huang Dabo Xin Changting Zhong 《Computer Modeling in Engineering & Sciences》 2026年第1期494-545,共52页
Optimization problems are prevalent in various fields of science and engineering,with several real-world applications characterized by high dimensionality and complex search landscapes.Starfish optimization algorithm(... Optimization problems are prevalent in various fields of science and engineering,with several real-world applications characterized by high dimensionality and complex search landscapes.Starfish optimization algorithm(SFOA)is a recently optimizer inspired by swarm intelligence,which is effective for numerical optimization,but it may encounter premature and local convergence for complex optimization problems.To address these challenges,this paper proposes the multi-strategy enhanced crested porcupine-starfish optimization algorithm(MCPSFOA).The core innovation of MCPSFOA lies in employing a hybrid strategy to improve SFOA,which integrates the exploratory mechanisms of SFOA with the diverse search capacity of the Crested Porcupine Optimizer(CPO).This synergy enhances MCPSFOA’s ability to navigate complex and multimodal search spaces.To further prevent premature convergence,MCPSFOA incorporates Lévy flight,leveraging its characteristic long and short jump patterns to enable large-scale exploration and escape from local optima.Subsequently,Gaussian mutation is applied for precise solution tuning,introducing controlled perturbations that enhance accuracy and mitigate the risk of insufficient exploitation.Notably,the population diversity enhancement mechanism periodically identifies and resets stagnant individuals,thereby consistently revitalizing population variety throughout the optimization process.MCPSFOA is rigorously evaluated on 24 classical benchmark functions(including high-dimensional cases),the CEC2017 suite,and the CEC2022 suite.MCPSFOA achieves superior overall performance with Friedman mean ranks of 2.208,2.310 and 2.417 on these benchmark functions,outperforming 11 state-of-the-art algorithms.Furthermore,the practical applicability of MCPSFOA is confirmed through its successful application to five engineering optimization cases,where it also yields excellent results.In conclusion,MCPSFOA is not only a highly effective and reliable optimizer for benchmark functions,but also a practical tool for solving real-world optimization problems. 展开更多
关键词 Global optimization starfish optimization algorithm crested porcupine optimizer METAHEURISTIC Gaussian mutation population diversity enhancement
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Identification of small impact craters in Chang’e-4 landing areas using a new multi-scale fusion crater detection algorithm
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作者 FangChao Liu HuiWen Liu +7 位作者 Li Zhang Jian Chen DiJun Guo Bo Li ChangQing Liu ZongCheng Ling Ying-Bo Lu JunSheng Yao 《Earth and Planetary Physics》 2026年第1期92-104,共13页
Impact craters are important for understanding the evolution of lunar geologic and surface erosion rates,among other functions.However,the morphological characteristics of these micro impact craters are not obvious an... Impact craters are important for understanding the evolution of lunar geologic and surface erosion rates,among other functions.However,the morphological characteristics of these micro impact craters are not obvious and they are numerous,resulting in low detection accuracy by deep learning models.Therefore,we proposed a new multi-scale fusion crater detection algorithm(MSF-CDA)based on the YOLO11 to improve the accuracy of lunar impact crater detection,especially for small craters with a diameter of<1 km.Using the images taken by the LROC(Lunar Reconnaissance Orbiter Camera)at the Chang’e-4(CE-4)landing area,we constructed three separate datasets for craters with diameters of 0-70 m,70-140 m,and>140 m.We then trained three submodels separately with these three datasets.Additionally,we designed a slicing-amplifying-slicing strategy to enhance the ability to extract features from small craters.To handle redundant predictions,we proposed a new Non-Maximum Suppression with Area Filtering method to fuse the results in overlapping targets within the multi-scale submodels.Finally,our new MSF-CDA method achieved high detection performance,with the Precision,Recall,and F1 score having values of 0.991,0.987,and 0.989,respectively,perfectly addressing the problems induced by the lesser features and sample imbalance of small craters.Our MSF-CDA can provide strong data support for more in-depth study of the geological evolution of the lunar surface and finer geological age estimations.This strategy can also be used to detect other small objects with lesser features and sample imbalance problems.We detected approximately 500,000 impact craters in an area of approximately 214 km2 around the CE-4 landing area.By statistically analyzing the new data,we updated the distribution function of the number and diameter of impact craters.Finally,we identified the most suitable lighting conditions for detecting impact crater targets by analyzing the effect of different lighting conditions on the detection accuracy. 展开更多
关键词 impact craters Chang’e-4 landing area multi-scale automatic detection YOLO11 Fusion algorithm
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快速Metropolis-Hastings变异的遗传重采样粒子滤波器 被引量:6
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作者 李翠芸 姬红兵 《系统工程与电子技术》 EI CSCD 北大核心 2009年第8期1968-1972,共5页
为了解决传统粒子滤波器粒子退化与贫乏问题,提出了快速变异的遗传重采样粒子滤波算法。该算法将快速Metropolis-Hastings(MH)移动作为遗传算法的变异算子,使得快速变异算子与传统交叉算子、传统选择算子组合为一种新的粒子重采样算法... 为了解决传统粒子滤波器粒子退化与贫乏问题,提出了快速变异的遗传重采样粒子滤波算法。该算法将快速Metropolis-Hastings(MH)移动作为遗传算法的变异算子,使得快速变异算子与传统交叉算子、传统选择算子组合为一种新的粒子重采样算法。快速MH变异能对粒子进行移动,使得粒子的稳定分布为目标的后验概率密度分布。快速变异能有效解决一般变异算法易发散的问题,可以更快地提取到反映目标概率特征的典型粒子。实验证明,基于快速MH变异的遗传重采样方法可以快速提高粒子的多样性,避免粒子退化,减小跟踪误差。 展开更多
关键词 粒子滤波 metropolis-hastingS 变异 遗传算法 重采样
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基于Metropolis-Hastings算法的α稳定分布参数估计 被引量:1
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作者 马洪斌 马岩 +1 位作者 杨春梅 沈锋 《电机与控制学报》 EI CSCD 北大核心 2012年第12期94-98,共5页
针对α稳定分布参数估计问题,提出了一种基于MCMC动态模拟的参数估计方法。该方法根据贝叶斯理论建立在α稳定分布层次模型的基础上,利用Metropolis-Hastings抽样方法生成Mark-ov链,在贝叶斯框架下将所有待估计参数视为随机变量,利用后... 针对α稳定分布参数估计问题,提出了一种基于MCMC动态模拟的参数估计方法。该方法根据贝叶斯理论建立在α稳定分布层次模型的基础上,利用Metropolis-Hastings抽样方法生成Mark-ov链,在贝叶斯框架下将所有待估计参数视为随机变量,利用后验分布实现稳定分布参数的同时估计,给出了新方法的迭代更新过程,并推导了接受概率的计算公式。理论分析和仿真结果表明,该方法能准确地估计出α稳定分布的4个参数,实现了任意对称或非对称α稳定分布的参数估计。 展开更多
关键词 Α稳定分布 参数估计 MCMC metropolis-hastings算法 贝叶斯推断
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基于Metropolis-Hastings抽样的系统误差配准方法 被引量:3
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作者 周林 梁彦 潘泉 《系统工程与电子技术》 EI CSCD 北大核心 2012年第3期433-438,共6页
针对目标运动模型不完全的跟踪系统,为解决系统误差配准问题,提出一种基于Metropolis-Has-tings抽样的系统误差配准方法。该方法通过系统误差的最大似然估计导出的等效概率平稳函数作为Metropo-lis-Hastings算法要求构造的概率密度函数... 针对目标运动模型不完全的跟踪系统,为解决系统误差配准问题,提出一种基于Metropolis-Has-tings抽样的系统误差配准方法。该方法通过系统误差的最大似然估计导出的等效概率平稳函数作为Metropo-lis-Hastings算法要求构造的概率密度函数,同时给出不同的提议函数来提高系统误差空间分布的全局性。对时变和时不变系统误差情况分别进行了仿真,仿真结果表明,所提方法在考虑系统误差统计特性的同时对解决系统误差配准问题具有有效性和可行性。 展开更多
关键词 系统误差 误差配准 最大似然估计 metropolis-hastings抽样
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基于Metropolis-Hastings抽样短采样宽带信号方位估计AML算法 被引量:5
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作者 金勇 李捷 黄建国 《系统工程与电子技术》 EI CSCD 北大核心 2009年第12期2809-2812,共4页
针对短采样宽带信号近似最大似然(approximated maximum likelihood,AML)方位估计计算量大的问题,将马尔科夫链-蒙特卡罗方法与近似最大似然方位估计相结合,提出一种基于Metropolis-Hastings抽样的近似最大似然方位估计方法(AMLMH)。该... 针对短采样宽带信号近似最大似然(approximated maximum likelihood,AML)方位估计计算量大的问题,将马尔科夫链-蒙特卡罗方法与近似最大似然方位估计相结合,提出一种基于Metropolis-Hastings抽样的近似最大似然方位估计方法(AMLMH)。该方法将AML算法的空间谱函数作为信号的概率分布函数,并利用Metropolis-Hastings抽样方法从该概率分布函数中抽样。研究结果表明,AMLMH方法不但保持了原近似最大似然方位估计方法的优良性能,而且减小了计算量。 展开更多
关键词 宽带信号 短采样 近似最大似然估计 马尔科夫链-蒙特卡罗 metropolis-hastings抽样 计算复杂度
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基于Metropolis-Hastings采样的多传感器集合卡尔曼滤波算法
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作者 胡振涛 张谨 +1 位作者 胡玉梅 金勇 《电子学报》 EI CAS CSCD 北大核心 2017年第4期868-873,共6页
集合卡尔曼滤波是近年来发展起来的一种处理非线性系统估计的有效解决方法.针对标准集合卡尔曼滤波实现过程中,量测噪声不确定导致自举量测采样出现一致性偏差问题,提出了一种基于Metropolis-Hastings采样的多传感器集合卡尔曼滤波算法... 集合卡尔曼滤波是近年来发展起来的一种处理非线性系统估计的有效解决方法.针对标准集合卡尔曼滤波实现过程中,量测噪声不确定导致自举量测采样出现一致性偏差问题,提出了一种基于Metropolis-Hastings采样的多传感器集合卡尔曼滤波算法.首先,结合多传感器量测系统的物理特性和集合卡尔曼滤波中自举量测生成机理,构建多传感器条件下自举量测集合.其次,通过对多传感器自举量测似然度求解以及在量测接受概率函数合理设计基础上,利用Metropolis-Hastings采样策略实现有效量测的确认.新算法通过对多传感器量测中冗余和互补信息的提取与利用实现对一致性偏差的修正,进一步改善被估计系统状态的滤波精度.理论分析和仿真实验结果验证了算法的可行性和有效性. 展开更多
关键词 非线性滤波 集合卡尔曼滤波 自举量测 metropolis-hastings采样
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Bayes统计学与MCMC方法——Metropolis-Hastings(M-H)算法的Matlab程序实现 被引量:5
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作者 陈梦成 方苇 +1 位作者 杨超 谢力 《华东交通大学学报》 2018年第1期1-8,共8页
Bayes统计学能够从空中楼阁的理论广泛地落地于自然科学、经济学和社会学等领域,得益于计算机技术和马尔可夫链蒙特卡洛(Markov chain Monte Carlo,简称MCMC)法的发展。文章介绍了MCMC方法在Bayes推断中的应用,主要讨论了MCMC方法中的... Bayes统计学能够从空中楼阁的理论广泛地落地于自然科学、经济学和社会学等领域,得益于计算机技术和马尔可夫链蒙特卡洛(Markov chain Monte Carlo,简称MCMC)法的发展。文章介绍了MCMC方法在Bayes推断中的应用,主要讨论了MCMC方法中的独立抽样和随机游走抽样的Metropolis-Hastings(M-H)算法,利用可读性较强的Matlab程序来实现两种抽样算法,并给出了详细的程序实施过程,分析了两种抽样的优缺点。模拟分析结果表明:独立抽样M-H算法比较容易实施,但是要求建议分布和后验分布的吻合度较高,否则计算效率低下,而且模拟效果不理想;随机游走抽样的M-H算法不需要建议分布接近后验分布,模拟效果也比较好,因此,克服了独立抽样算法的不足,适用范围更广。 展开更多
关键词 BAYES MCMC M-H法 MATLAB程序
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缺失数据环境下汇率序列的潜变量Metropolis-Hastings算法及触发式理财产品定价
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作者 董艳 《工程数学学报》 CSCD 北大核心 2021年第3期330-342,共13页
金融数据序列的参数估计是现代金融学研究的热点之一,也是数理金融学的一个重要研究方向.在缺失数据情形下,本文采用MCMC方法研究了ARMA汇率序列的参数估计问题.首先,将潜变量插补数据方法融入MCMC采样过程,新的MCMC参数估计方法允许序... 金融数据序列的参数估计是现代金融学研究的热点之一,也是数理金融学的一个重要研究方向.在缺失数据情形下,本文采用MCMC方法研究了ARMA汇率序列的参数估计问题.首先,将潜变量插补数据方法融入MCMC采样过程,新的MCMC参数估计方法允许序列存在缺失数据.其次,结合潜变量,获取了自回归系数和白噪声方差的共轭后验分布.再次,由于滑动平均系数的共轭后验分布获取困难,构造了一种基于多元回归的参数估计方法.最后,利用Metropolis-Hastings抽样替代Gibbs抽样并融入上述结果,形成了一种新的MCMC参数估计方法,该方法有效克服了单纯Gibbs抽样序列存在的波动聚集现象的不足.此外,以2018年9月20日至9月27日的欧元兑美元汇率为仿真对象,对触发式理财产品进行了实证分析. 展开更多
关键词 ARMA汇率序列 触发式理财产品 潜变量metropolis-hastings抽样 Bayesian后验
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基于量子退火Metropolis-Hastings算法的叠前随机反演 被引量:14
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作者 张广智 赵晨 +3 位作者 涂奇催 刘江 张佳佳 裴忠林 《石油地球物理勘探》 EI CSCD 北大核心 2018年第1期153-160,共8页
传统的Metropolis-Hastings(MH)算法是一种常见的随机反演方法,可以得到大量来自于后验分布的样本,从而得到更可靠的参数估计和反演结果的不确定性信息,但对于较为复杂的参数空间,MH算法往往不能对其充分搜索。为此,针对该问题提出了基... 传统的Metropolis-Hastings(MH)算法是一种常见的随机反演方法,可以得到大量来自于后验分布的样本,从而得到更可靠的参数估计和反演结果的不确定性信息,但对于较为复杂的参数空间,MH算法往往不能对其充分搜索。为此,针对该问题提出了基于量子退火MH算法的叠前随机反演方法,主要通过调节算法的接受概率提高算法的计算效率和稳定性。模型试算与实际数据反演结果表明,相较于传统的MH算法,该方法具有更高的收敛效率。 展开更多
关键词 地震随机反演 叠前地震反演 量子退火 MH算法
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FAST MUSIC SPECTRUM PEAK SEARCH VIA METROPOLIS-HASTINGS SAMPLER 被引量:5
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作者 Guo Qinghua Liao Guisheng 《Journal of Electronics(China)》 2005年第6期599-604,共6页
A fast MUltiple SIgnal Classification (MUSIC) spectrum peak search algorithm is devised, which regards the power of the MUSIC spectrum function as target distribution up to a constant of proportionality, and uses Metr... A fast MUltiple SIgnal Classification (MUSIC) spectrum peak search algorithm is devised, which regards the power of the MUSIC spectrum function as target distribution up to a constant of proportionality, and uses Metropolis-Hastings (MH) sampler, one of the most popular Markov Chain Monte Carlo (MCMC) techniques, to sample from it. The proposed method reduces greatly the tremendous computation and storage costs in conventional MUSIC techniques i.e., about two and four orders of magnitude in computation and storage costs under the conditions of the experiment in the paper respectively. 展开更多
关键词 MUltiple Signal Classification (MUSIC) algorithm metropolis-hastlngs (MH)sampler Markov Chain Monte Carlo (MCMC)
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Estimating GARCH Modeling Using Metropolis-Hastings Method in R
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作者 Min Wang Yunshun Wu 《Open Journal of Statistics》 2018年第6期931-938,共8页
This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to pe... This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to perform the computations and gives the programs in details in R. 展开更多
关键词 Student’s t Distribution DEGREE of FREEDOM GARCH t Model R metropolis-hastingS METHOD
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Method for Estimating the State of Health of Lithium-ion Batteries Based on Differential Thermal Voltammetry and Sparrow Search Algorithm-Elman Neural Network 被引量:1
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作者 Yu Zhang Daoyu Zhang TiezhouWu 《Energy Engineering》 EI 2025年第1期203-220,共18页
Precisely estimating the state of health(SOH)of lithium-ion batteries is essential for battery management systems(BMS),as it plays a key role in ensuring the safe and reliable operation of battery systems.However,curr... Precisely estimating the state of health(SOH)of lithium-ion batteries is essential for battery management systems(BMS),as it plays a key role in ensuring the safe and reliable operation of battery systems.However,current SOH estimation methods often overlook the valuable temperature information that can effectively characterize battery aging during capacity degradation.Additionally,the Elman neural network,which is commonly employed for SOH estimation,exhibits several drawbacks,including slow training speed,a tendency to become trapped in local minima,and the initialization of weights and thresholds using pseudo-random numbers,leading to unstable model performance.To address these issues,this study addresses the challenge of precise and effective SOH detection by proposing a method for estimating the SOH of lithium-ion batteries based on differential thermal voltammetry(DTV)and an SSA-Elman neural network.Firstly,two health features(HFs)considering temperature factors and battery voltage are extracted fromthe differential thermal voltammetry curves and incremental capacity curves.Next,the Sparrow Search Algorithm(SSA)is employed to optimize the initial weights and thresholds of the Elman neural network,forming the SSA-Elman neural network model.To validate the performance,various neural networks,including the proposed SSA-Elman network,are tested using the Oxford battery aging dataset.The experimental results demonstrate that the method developed in this study achieves superior accuracy and robustness,with a mean absolute error(MAE)of less than 0.9%and a rootmean square error(RMSE)below 1.4%. 展开更多
关键词 Lithium-ion battery state of health differential thermal voltammetry Sparrow Search algorithm
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