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Gyroscope Dynamic Balance Counterweight Prediction Based on Multi-Head ResGAT Networks
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作者 Wuyang Fan Shisheng Zhong 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第6期2525-2555,共31页
The dynamic balance assessment during the assembly of the coordinator gyroscope significantly impacts the guidance accuracy of precision-guided equipment.In dynamic balance debugging,reliance on rudimentary counterwei... The dynamic balance assessment during the assembly of the coordinator gyroscope significantly impacts the guidance accuracy of precision-guided equipment.In dynamic balance debugging,reliance on rudimentary counterweight empirical formulas persists,resulting in suboptimal debugging accuracy and an increased repetition rate.To mitigate this challenge,we present a multi-head residual graph attention network(ResGAT)model,designed to predict dynamic balance counterweights with high precision.In this research,we employ graph neural networks for interaction feature extraction from assembly graph data.An SDAE-GPC model is designed for the assembly condition classification to derive graph data inputs for the ResGAT regression model,which is capable of predicting gyroscope counterweights under small-sample conditions.The results of our experiments demonstrate the effectiveness of the proposed approach in predicting dynamic gyroscope counterweight in its assembly process.Our approach surpasses current methods in mitigating repetition rates and enhancing the assembly efficiency of gyroscopes. 展开更多
关键词 GYROSCOPE COUNTERWEIGHT ASSEMBLY small-sample resgat repetition rate
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基于BiGRU和残差图注意力网络的股票价格预测模型 被引量:1
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作者 徐渺 王雷春 +2 位作者 史含笑 陈敏 刘丹妮 《湖北大学学报(自然科学版)》 CAS 2024年第2期270-281,共12页
高效、准确的股票价格预测能帮助投资者合理规划交易方式,提高投资收益。针对现有股票价格预测模型的准确率不高、投资收益率低等问题,提出一种结合双向门控循环单元(BiGRU)和残差图注意力网络(ResGAT)的股票价格预测模型(BiGRU-ResGAT... 高效、准确的股票价格预测能帮助投资者合理规划交易方式,提高投资收益。针对现有股票价格预测模型的准确率不高、投资收益率低等问题,提出一种结合双向门控循环单元(BiGRU)和残差图注意力网络(ResGAT)的股票价格预测模型(BiGRU-ResGAT)。首先,通过结合注意力机制的时间滑动窗口方法(TSWMCAM)动态计算不同股票之间的关联系数,构建表征股票之间关联关系的股票图结构;然后,使用BiGRU捕获股票在时序上的长距离依赖信息;最后,利用ResGAT对股票的时序特征与股票间的关联特征进行深度挖掘和融合,并对股票价格进行预测。在上海证券交易所主板市场498支股票上的价格预测结果显示,与支持向量机(SVM)、门控循环单元(GRU)、复合模型(CNN-LSTM)和关系股票排序模型(RSR)相比,BiGRU-ResGAT在股票测试集上平均绝对误差(MAE)分别降低79.53%、63.20%、48.17%、33.19%,均方根误差(RMSE)分别降低80.23%、66.22%、53.99%、29.99%,决定系数(R-Squared)分别提升23.34%、15.22%、9.54%、4.84%;在投资组合上的累计收益率分别提升10.77、7.89、6.81、5.03个百分点。实验结果表明,BiGRU-ResGAT能够有效地挖掘和融合股票数据的关键特征,对股票价格进行预测。 展开更多
关键词 股票价格预测 注意力机制 双向门控循环单元 残差图注意力网络 投资组合
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