An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price...An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price-volume correlation and a fittther proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market.展开更多
In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral...In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral process with jumps, where the integral is driven by a fractional Brownian motion with long memory. The small-sample performances of the statistics are evidenced by means of simulation studies. The real data analysis shows that the fractional integral process with jumps can capture the long memory of some financial data.展开更多
In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statis...In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statistical tests, such as the powerful BDS test, the fractional integration test and other known statistics, are applied. The results show that though the returns themselves contain little serial correlation, the market volatility series have significant long-term dependence structures which may have important implications for volatility forecasts and derivative pricing. On the other hand, evidence of strong ARCH effect is also presented, and, moreover, the BDS statistics on the standardized residuals of the fitted GARCH model indicate that the ARCH-type process may generally explain the nonlinearities in the data. It seems that the crude oil futures market can be appropriately modeled by ARCH and fractal processes. These findings indicate that it would be beneficial to assess the behavior of the crude oil and price the oil derivative contracts by encompassing long memory and nonlinear structure.展开更多
Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order prop...Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order properties of the process.The mutual information between the past and future I_(p−f) of a stationary process represents the information stored in the history of the process which can be used to predict the future.We suggest that a stationary process can be referred to as long memory if its I_(p−f) is infinite.For a stationary process with finite block entropy,I_(p−f) is equal to the excess entropy,which is the summation of redundancies that relate the convergence rate of the conditional(differential)entropy to the entropy rate.Since the definitions of the I_(p−f) and the excess entropy of a stationary process require a very weak moment condition on the distribution of the process,it can be applied to processes whose distributions are without a bounded second moment.A significant property of I_(p−f) is that it is invariant under one-to-one transformation;this enables us to know the I_(p−f) of a stationary process from other processes.For a stationary Gaussian process,the long memory in the sense of mutual information is more strict than that in the sense of covariance.We demonstrate that the I_(p−f) of fractional Gaussian noise is infinite if and only if the Hurst parameter is H∈(1/2,1).展开更多
This paper proposes a long memory analysis based on wavelet transform of financial data. This method treats return series and volatility series in the stock market as a fractional differenced noise process, and analyz...This paper proposes a long memory analysis based on wavelet transform of financial data. This method treats return series and volatility series in the stock market as a fractional differenced noise process, and analyzes it by MODWT（maximal overlap discrete wavelet transform）. The result shows there is a lineal relationship between wavelet variance logarithm and scale logarithm, so a long memory parameter can be obtained by using the relationship. This method is proved to be effective and feasible by analyzing the return series and volatility series of composite indexes of Shanghai and Shenzhen stock market.展开更多
Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The ma...Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The main objective of our work is to predict the market performance of the Dhaka Stock Exchange (DSE) on day closing price using different Deep Learning techniques. In this study, we have used the LSTM (Long Short-Term Memory) network to forecast the data of DSE for the convenience of shareholders. We have enforced LSTM networks to train data as well as forecast the future time series that has differentiated with test data. We have computed the Root Mean Square Error (RMSE) value to scrutinize the error between the forecasted value and test data that diminished the error by updating the LSTM networks. As a consequence of the renovation of the network, the LSTM network provides tremendous performance which outperformed the existing works to predict stock market prices.展开更多
Solar flares are violent solar outbursts which have a great influence on the space environment surrounding Earth,potentially causing disruption of the ionosphere and interference with the geomagnetic field,thus causin...Solar flares are violent solar outbursts which have a great influence on the space environment surrounding Earth,potentially causing disruption of the ionosphere and interference with the geomagnetic field,thus causing magnetic storms.Consequently,it is very important to accurately predict the time period of solar flares.This paper proposes a flare prediction model,based on physical images of active solar regions.We employ X-ray flux curves recorded directly by the Geostationary Operational Environmental Satellite,used as input data for the model,allowing us to largely avoid the influence of accidental errors,effectively improving the model prediction efficiency.A model based on the X-ray flux curve can predict whether there will be a flare event within 24 hours.The reverse can also be verified by the peak of the X-ray flux curve to see if a flare has occurred within the past 24 hours.The True Positive Rate and False Positive Rate of the prediction model,based on physical images of active regions are 0.6070 and 0.2410 respectively,and the accuracy and True Skill Statistics are 0.7590 and 0.5556.Our model can effectively improve prediction efficiency compared with models based on the physical parameters of active regions or magnetic field records,providing a simple method for solar flare prediction.展开更多
The remaining useful life prediction of rolling bearing is vital in safety and reliability guarantee.In engineering scenarios,only a small amount of bearing performance degradation data can be obtained through acceler...The remaining useful life prediction of rolling bearing is vital in safety and reliability guarantee.In engineering scenarios,only a small amount of bearing performance degradation data can be obtained through accelerated life testing.In the absence of lifetime data,the hidden long-term correlation between performance degradation data is challenging to mine effectively,which is the main factor that restricts the prediction precision and engineering application of the residual life prediction method.To address this problem,a novel method based on the multi-layer perception neural network and bidirectional long short-term memory network is proposed.Firstly,a nonlinear health indicator(HI)calculation method based on kernel principal component analysis(KPCA)and exponential weighted moving average(EWMA)is designed.Then,using the raw vibration data and HI,a multi-layer perceptron(MLP)neural network is trained to further calculate the HI of the online bearing in real time.Furthermore,The bidirectional long short-term memory model(BiLSTM)optimized by particle swarm optimization(PSO)is used to mine the time series features of HI and predict the remaining service life.Performance verification experiments and comparative experiments are carried out on the XJTU-SY bearing open dataset.The research results indicate that this method has an excellent ability to predict future HI and remaining life.展开更多
The increasingly severe state of coal burst disaster has emerged as a critical factor constraining coal mine safety production,and it has become a challenging task to enhance the accuracy of coal burst disaster predic...The increasingly severe state of coal burst disaster has emerged as a critical factor constraining coal mine safety production,and it has become a challenging task to enhance the accuracy of coal burst disaster prediction.To address the issue of insufficient exploration of the spatio-temporal characteristic of microseismic data and the challenging selection of the optimal time window size in spatio-temporal prediction,this paper integrates deep learning methods and theory to propose a novel coal burst spatio-temporal prediction method based on Bidirectional Long Short-Term Memory(Bi-LSTM)network.The method involves three main modules,including microseismic spatio-temporal characteristic indicators construction,temporal prediction model,and spatial prediction model.To validate the effectiveness of the proposed method,engineering application tests are conducted at a high-risk working face in the Ordos mining area of Inner Mongolia,focusing on 13 high-energy microseismic events with energy levels greater than 105 J.In terms of temporal prediction,the analysis indicates that the temporal prediction results consist of 10 strong predictions and 3 medium predictions,and there is no false alarm detected throughout the entire testing period.Moreover,compared to the traditional threshold-based coal burst temporal prediction method,the accuracy of the proposed method is increased by 38.5%.In terms of spatial prediction,the distribution of spatial prediction results for high-energy events comprises 6 strong hazard predictions,3 medium hazard predictions,and 4 weak hazard predictions.展开更多
Deep learning enables neural networks to improve prediction performance through data supplementation.In financial time series forecasting,however,such data-driven approaches can encounter limitations where additional ...Deep learning enables neural networks to improve prediction performance through data supplementation.In financial time series forecasting,however,such data-driven approaches can encounter limitations where additional data degrade performance,contrary to common expectations.While more data can still be beneficial,it may introduce systemic concept drift due to the complex nonstationarities of stock price index time series,thereby exacerbating overfitting.One such drift is memory inconsistency:locally measured long memories fluctuate over time,alternately approaching and deviating from the random walk condition.We address this problem by typifying memory inconsistencies into two simplified forms:long-term dependentto-independent(D2I)and long-term independent-to-dependent(I2D)inconsistencies.The first experiment,which uses U.S.stock price indices,suggests that additional training examples may lead to performance deterioration of long short-term memory(LSTM)networks,especially when memory inconsistencies are prominent.Since stock markets are influenced by numerous unknown dynamics,the second experiment,which uses simulated mean-reverting time series derived from the fractional Ornstein–Uhlenbeck(fOU)process,is conducted to focus solely on challenges arising from memory inconsistencies.The experimental results demonstrate that memory inconsistencies disrupt the performance of LSTM networks.Theoretically,additional errors from D2I and I2D inconsistencies increase as the time lag increases.Since LSTM networks are inherently recurrent,causing information from distant steps to attenuate,they fail to effectively capture memory inconsistencies in practical offline learning schemes.Nonetheless,transplanting pretrained memory-consistent gate parameters into the LSTM model partially mitigates the performance deterioration caused by memory inconsistencies,suggesting that memory augmentation strategies have the potential to overcome this problem.As such a memory augmentation method,we propose the Gate-of-Gates(GoG)model,which extends the capacity of LSTM gates and demonstrates that it can mitigate additional errors arising from memory inconsistencies.展开更多
Complicated loads encountered by floating offshore wind turbines(FOWTs)in real sea conditions are crucial for future optimization of design,but obtaining data on them directly poses a challenge.To address this issue,w...Complicated loads encountered by floating offshore wind turbines(FOWTs)in real sea conditions are crucial for future optimization of design,but obtaining data on them directly poses a challenge.To address this issue,we applied machine learning techniques to obtain hydrodynamic and aerodynamic loads of FOWTs by measuring platform motion responses and wave-elevation sequences.First,a computational fluid dynamics(CFD)simulation model of the floating platform was established based on the dynamic fluid body interaction technique and overset grid technology.Then,a long short-term memory(LSTM)neural network model was constructed and trained to learn the nonlinear relationship between the waves,platform-motion inputs,and hydrodynamic-load outputs.The optimal model was determined after analyzing the sensitivity of parameters such as sample characteristics,network layers,and neuron numbers.Subsequently,the effectiveness of the hydrodynamic load model was validated under different simulation conditions,and the aerodynamic load calculation was completed based on the D'Alembert principle.Finally,we built a hybrid-scale FOWT model,based on the software in the loop strategy,in which the wind turbine was replaced by an actuation system.Model tests were carried out in a wave basin and the results demonstrated that the root mean square errors of the hydrodynamic and aerodynamic load measurements were 4.20%and 10.68%,respectively.展开更多
Intelligent maintenance of roads and highways requires accurate deterioration evaluation and performance prediction of asphalt pavement.To this end,we develop a time series long short-term memory(LSTM)model to predict...Intelligent maintenance of roads and highways requires accurate deterioration evaluation and performance prediction of asphalt pavement.To this end,we develop a time series long short-term memory(LSTM)model to predict key performance indicators(PIs)of pavement,namely the international roughness index(IRI)and rutting depth(RD).Subsequently,we propose a comprehensive performance indicator for the pavement quality index(PQI),which leverages the highway performance assessment standard method,entropy weight method,and fuzzy comprehensive evaluation method.This indicator can evaluate the overall performance condition of the pavement.The data used for the model development and analysis are extracted from tests on two full-scale accelerated test tracks,called MnRoad and RIOHTrack.Six variables are used as predictors,including temperature,precipitation,total traffic volume,asphalt surface layer thickness,pavement age,and maintenance condition.Furthermore,wavelet denoising is performed to analyze the impact of missing or abnormal data on the LSTM model accuracy.In comparison to a traditional autoregressive integrated moving average(ARIMAX)model,the proposed LSTM model performs better in terms of PI prediction and resiliency to noise.Finally,the overall prediction accuracy of our proposed performance indicator PQI is 93.8%.展开更多
This research focuses on solving the fault detection and health monitoring of high-power thyristor converter.In terms of the critical role of thyristor converter in nuclear fusion system,a method based on long short-t...This research focuses on solving the fault detection and health monitoring of high-power thyristor converter.In terms of the critical role of thyristor converter in nuclear fusion system,a method based on long short-term memory(LSTM)neural network model is proposed to monitor the operational state of the converter and accurately detect faults as they occur.By sampling and processing a large number of thyristor converter operation data,the LSTM model is trained to identify and detect abnormal state,and the power supply health status is monitored.Compared with traditional methods,LSTM model shows higher accuracy and abnormal state detection ability.The experimental results show that this method can effectively improve the reliability and safety of the thyristor converter,and provide a strong guarantee for the stable operation of the nuclear fusion reactor.展开更多
In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the tes...In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the test statistic is derived, which allows us to find asymptotic critical values. When there is a change, the behavior of the test statistic is discussed. Conditions for the consistency of these tests are also discussed. Based on the asymptotic results, simulation studies of testing for changes in the mean show that the CUSUM test proposed performs well.展开更多
This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some m...This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators.展开更多
In this paper, we use the plug-in and Whittle methods that are based on spectral regression analysis to test for the long memory property in 12 Asian/dollar daily exchange rates. The results according to the plug-in m...In this paper, we use the plug-in and Whittle methods that are based on spectral regression analysis to test for the long memory property in 12 Asian/dollar daily exchange rates. The results according to the plug-in method show that with the exception of Chinese renminbi all series may have long memory properties. The results based on the Whittle method, on the other hand, show that only Japanese yen and Malaysian ringgit may have long memory properties. It is well known that inference about the differencing parameter, d, in presence of structural break in a series entails considerable difficulties. Therefore, given the financial crisis of 1997-1998 in Asia, further tests for unravelling of the memory property and presence of structural break in the exchange rate series are required.展开更多
In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a...In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a matrix operator, we are able to approximate an ARFIMA models likelihood function with the series's wavelet coefficients and their variances. Maximization of this approximate likelihood function over the long memory parameter space resu1ts in the approximate wavelet maximum likelihood estimates of the ARFIMA model.展开更多
The notion of long memory, or long-term dependence, has received considerable attention in empirical finance. While many empirical works were done on the detection of long memory in return series, very few investigati...The notion of long memory, or long-term dependence, has received considerable attention in empirical finance. While many empirical works were done on the detection of long memory in return series, very few investigations focused on the market volatility, though the long-term dependence in volatility may lead to some types of volatility persistence as observed in financial markets and affect volatility forecasts and derivative pricing formulas. So, using modified rescaled range analysis and ARFIMA model testing, this study examined long-term dependence in Chinese stock market returns and volatility. The results show that although the returns themselves contain little serial correlation, the variability of returns has significantly long-term dependence. It would be beneficial to encompass long memory structure to assess the behavior of stock prices and research on financial market theory.展开更多
A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively ...A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively used and still have considerable potential. In recent years, methods based on deep neural networks have made significant breakthroughs, and fault diagnosis methods for industrial processes based on deep learning have attracted considerable research attention. Therefore, we propose a fusion deeplearning algorithm based on a fully convolutional neural network(FCN) to extract features and build models to correctly diagnose all types of faults. We use long short-term memory(LSTM) units to expand our proposed FCN so that our proposed deep learning model can better extract the time-domain features of chemical process data. We also introduce the attention mechanism into the model, aimed at highlighting the importance of features, which is significant for the fault diagnosis of chemical processes with many features. When applied to the benchmark Tennessee Eastman process, our proposed model exhibits impressive performance, demonstrating the effectiveness of the attention-based LSTM FCN in chemical process fault diagnosis.展开更多
基金Project(13&ZD024)supported by the Major Program of the National Social Science Fund of ChinaProject(71073177)supported by the National Natural Science Foundation of China+3 种基金Project(CX2012B107)supported by the Graduate Student Innovation Project of Hunan Province,ChinaProject(13YJAZH149)supported by the Social Science Fund of Ministry of Education of ChinaProject(2011ZK2043)supported by the Key Program of the Soft Science Research Project of Hunan Province,ChinaProject(12JJ4077)supported by Natural Science Foundation of Hunan Province of China
文摘An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price-volume correlation and a fittther proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market.
基金Supported by National NSFC(11501503)Natural Science Foundation of Jiangsu Province of China(BK20131340)+3 种基金China Postdoctoral Science Foundation(2014M560471,2016T90534)Qing Lan Project of Jiangsu Province of ChinaPriority Academic Program Development of Jiangsu Higher Education Institutions(Applied Economics)Key Laboratory of Jiangsu Province(Financial Engineering Laboratory)
文摘In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral process with jumps, where the integral is driven by a fractional Brownian motion with long memory. The small-sample performances of the statistics are evidenced by means of simulation studies. The real data analysis shows that the fractional integral process with jumps can capture the long memory of some financial data.
基金The MEXT Global COE Program on Informatics Education and Research Center for Knowledge-Circulating society (Kyoto University)China Postdoctoral Science Foundation (No.20070410548)the National Natural Science Foundation of China (No.70221001)
文摘In order to investigate the nature of international crude oil futures and present evidence of long memory and nonlinear dependence for crude oil futures volatility as well as returns, a certain number of recent statistical tests, such as the powerful BDS test, the fractional integration test and other known statistics, are applied. The results show that though the returns themselves contain little serial correlation, the market volatility series have significant long-term dependence structures which may have important implications for volatility forecasts and derivative pricing. On the other hand, evidence of strong ARCH effect is also presented, and, moreover, the BDS statistics on the standardized residuals of the fitted GARCH model indicate that the ARCH-type process may generally explain the nonlinearities in the data. It seems that the crude oil futures market can be appropriately modeled by ARCH and fractal processes. These findings indicate that it would be beneficial to assess the behavior of the crude oil and price the oil derivative contracts by encompassing long memory and nonlinear structure.
基金supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry,the Key Scientific Research Project of Hunan Provincial Education Department (19A342)the National Natural Science Foundation of China (11671132,61903309 and 12271418)+2 种基金the National Key Research and Development Program of China (2020YFA0714200)Sichuan Science and Technology Program (2023NSFSC1355)the Applied Economics of Hunan Province.
文摘Long memory is an important phenomenon that arises sometimes in the analysis of time series or spatial data.Most of the definitions concerning the long memory of a stationary process are based on the second-order properties of the process.The mutual information between the past and future I_(p−f) of a stationary process represents the information stored in the history of the process which can be used to predict the future.We suggest that a stationary process can be referred to as long memory if its I_(p−f) is infinite.For a stationary process with finite block entropy,I_(p−f) is equal to the excess entropy,which is the summation of redundancies that relate the convergence rate of the conditional(differential)entropy to the entropy rate.Since the definitions of the I_(p−f) and the excess entropy of a stationary process require a very weak moment condition on the distribution of the process,it can be applied to processes whose distributions are without a bounded second moment.A significant property of I_(p−f) is that it is invariant under one-to-one transformation;this enables us to know the I_(p−f) of a stationary process from other processes.For a stationary Gaussian process,the long memory in the sense of mutual information is more strict than that in the sense of covariance.We demonstrate that the I_(p−f) of fractional Gaussian noise is infinite if and only if the Hurst parameter is H∈(1/2,1).
文摘This paper proposes a long memory analysis based on wavelet transform of financial data. This method treats return series and volatility series in the stock market as a fractional differenced noise process, and analyzes it by MODWT（maximal overlap discrete wavelet transform）. The result shows there is a lineal relationship between wavelet variance logarithm and scale logarithm, so a long memory parameter can be obtained by using the relationship. This method is proved to be effective and feasible by analyzing the return series and volatility series of composite indexes of Shanghai and Shenzhen stock market.
文摘Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The main objective of our work is to predict the market performance of the Dhaka Stock Exchange (DSE) on day closing price using different Deep Learning techniques. In this study, we have used the LSTM (Long Short-Term Memory) network to forecast the data of DSE for the convenience of shareholders. We have enforced LSTM networks to train data as well as forecast the future time series that has differentiated with test data. We have computed the Root Mean Square Error (RMSE) value to scrutinize the error between the forecasted value and test data that diminished the error by updating the LSTM networks. As a consequence of the renovation of the network, the LSTM network provides tremendous performance which outperformed the existing works to predict stock market prices.
基金partially supported by the National Key R&D Program of China (2022YFE0133700)the National Natural Science Foundation of China(12273007)+4 种基金the Guizhou Provincial Excellent Young Science and Technology Talent Program (YQK[2023]006)the National SKA Program of China (2020SKA0110300)the National Natural Science Foundation of China(11963003)the Guizhou Provincial Basic Research Program (Natural Science)(ZK[2022]143)the Cultivation project of Guizhou University ([2020]76).
文摘Solar flares are violent solar outbursts which have a great influence on the space environment surrounding Earth,potentially causing disruption of the ionosphere and interference with the geomagnetic field,thus causing magnetic storms.Consequently,it is very important to accurately predict the time period of solar flares.This paper proposes a flare prediction model,based on physical images of active solar regions.We employ X-ray flux curves recorded directly by the Geostationary Operational Environmental Satellite,used as input data for the model,allowing us to largely avoid the influence of accidental errors,effectively improving the model prediction efficiency.A model based on the X-ray flux curve can predict whether there will be a flare event within 24 hours.The reverse can also be verified by the peak of the X-ray flux curve to see if a flare has occurred within the past 24 hours.The True Positive Rate and False Positive Rate of the prediction model,based on physical images of active regions are 0.6070 and 0.2410 respectively,and the accuracy and True Skill Statistics are 0.7590 and 0.5556.Our model can effectively improve prediction efficiency compared with models based on the physical parameters of active regions or magnetic field records,providing a simple method for solar flare prediction.
基金supported by the National Key Research and Development Project(Grant Number 2023YFB3709601)the National Natural Science Foundation of China(Grant Numbers 62373215,62373219,62073193)+2 种基金the Key Research and Development Plan of Shandong Province(Grant Numbers 2021CXGC010204,2022CXGC020902)the Fundamental Research Funds of Shandong University(Grant Number 2021JCG008)the Natural Science Foundation of Shandong Province(Grant Number ZR2023MF100).
文摘The remaining useful life prediction of rolling bearing is vital in safety and reliability guarantee.In engineering scenarios,only a small amount of bearing performance degradation data can be obtained through accelerated life testing.In the absence of lifetime data,the hidden long-term correlation between performance degradation data is challenging to mine effectively,which is the main factor that restricts the prediction precision and engineering application of the residual life prediction method.To address this problem,a novel method based on the multi-layer perception neural network and bidirectional long short-term memory network is proposed.Firstly,a nonlinear health indicator(HI)calculation method based on kernel principal component analysis(KPCA)and exponential weighted moving average(EWMA)is designed.Then,using the raw vibration data and HI,a multi-layer perceptron(MLP)neural network is trained to further calculate the HI of the online bearing in real time.Furthermore,The bidirectional long short-term memory model(BiLSTM)optimized by particle swarm optimization(PSO)is used to mine the time series features of HI and predict the remaining service life.Performance verification experiments and comparative experiments are carried out on the XJTU-SY bearing open dataset.The research results indicate that this method has an excellent ability to predict future HI and remaining life.
基金supported by the National Research and Development Program(2022YFC3004603)the Jiangsu Province International Collaboration Program-Key National Industrial Technology Research and Development Cooperation Projects(BZ2023050)+1 种基金the Natural Science Foundation of Jiangsu Province(BK20221109)the National Natural Science Foundation of China(52274098).
文摘The increasingly severe state of coal burst disaster has emerged as a critical factor constraining coal mine safety production,and it has become a challenging task to enhance the accuracy of coal burst disaster prediction.To address the issue of insufficient exploration of the spatio-temporal characteristic of microseismic data and the challenging selection of the optimal time window size in spatio-temporal prediction,this paper integrates deep learning methods and theory to propose a novel coal burst spatio-temporal prediction method based on Bidirectional Long Short-Term Memory(Bi-LSTM)network.The method involves three main modules,including microseismic spatio-temporal characteristic indicators construction,temporal prediction model,and spatial prediction model.To validate the effectiveness of the proposed method,engineering application tests are conducted at a high-risk working face in the Ordos mining area of Inner Mongolia,focusing on 13 high-energy microseismic events with energy levels greater than 105 J.In terms of temporal prediction,the analysis indicates that the temporal prediction results consist of 10 strong predictions and 3 medium predictions,and there is no false alarm detected throughout the entire testing period.Moreover,compared to the traditional threshold-based coal burst temporal prediction method,the accuracy of the proposed method is increased by 38.5%.In terms of spatial prediction,the distribution of spatial prediction results for high-energy events comprises 6 strong hazard predictions,3 medium hazard predictions,and 4 weak hazard predictions.
基金supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2023S1A5A8077102).
文摘Deep learning enables neural networks to improve prediction performance through data supplementation.In financial time series forecasting,however,such data-driven approaches can encounter limitations where additional data degrade performance,contrary to common expectations.While more data can still be beneficial,it may introduce systemic concept drift due to the complex nonstationarities of stock price index time series,thereby exacerbating overfitting.One such drift is memory inconsistency:locally measured long memories fluctuate over time,alternately approaching and deviating from the random walk condition.We address this problem by typifying memory inconsistencies into two simplified forms:long-term dependentto-independent(D2I)and long-term independent-to-dependent(I2D)inconsistencies.The first experiment,which uses U.S.stock price indices,suggests that additional training examples may lead to performance deterioration of long short-term memory(LSTM)networks,especially when memory inconsistencies are prominent.Since stock markets are influenced by numerous unknown dynamics,the second experiment,which uses simulated mean-reverting time series derived from the fractional Ornstein–Uhlenbeck(fOU)process,is conducted to focus solely on challenges arising from memory inconsistencies.The experimental results demonstrate that memory inconsistencies disrupt the performance of LSTM networks.Theoretically,additional errors from D2I and I2D inconsistencies increase as the time lag increases.Since LSTM networks are inherently recurrent,causing information from distant steps to attenuate,they fail to effectively capture memory inconsistencies in practical offline learning schemes.Nonetheless,transplanting pretrained memory-consistent gate parameters into the LSTM model partially mitigates the performance deterioration caused by memory inconsistencies,suggesting that memory augmentation strategies have the potential to overcome this problem.As such a memory augmentation method,we propose the Gate-of-Gates(GoG)model,which extends the capacity of LSTM gates and demonstrates that it can mitigate additional errors arising from memory inconsistencies.
基金This work is supported by the National Key Research and Development Program of China(No.2023YFB4203000)the National Natural Science Foundation of China(No.U22A20178)
文摘Complicated loads encountered by floating offshore wind turbines(FOWTs)in real sea conditions are crucial for future optimization of design,but obtaining data on them directly poses a challenge.To address this issue,we applied machine learning techniques to obtain hydrodynamic and aerodynamic loads of FOWTs by measuring platform motion responses and wave-elevation sequences.First,a computational fluid dynamics(CFD)simulation model of the floating platform was established based on the dynamic fluid body interaction technique and overset grid technology.Then,a long short-term memory(LSTM)neural network model was constructed and trained to learn the nonlinear relationship between the waves,platform-motion inputs,and hydrodynamic-load outputs.The optimal model was determined after analyzing the sensitivity of parameters such as sample characteristics,network layers,and neuron numbers.Subsequently,the effectiveness of the hydrodynamic load model was validated under different simulation conditions,and the aerodynamic load calculation was completed based on the D'Alembert principle.Finally,we built a hybrid-scale FOWT model,based on the software in the loop strategy,in which the wind turbine was replaced by an actuation system.Model tests were carried out in a wave basin and the results demonstrated that the root mean square errors of the hydrodynamic and aerodynamic load measurements were 4.20%and 10.68%,respectively.
基金supported by the National Key Research and Development Program of China(No.2021YFB2600300).
文摘Intelligent maintenance of roads and highways requires accurate deterioration evaluation and performance prediction of asphalt pavement.To this end,we develop a time series long short-term memory(LSTM)model to predict key performance indicators(PIs)of pavement,namely the international roughness index(IRI)and rutting depth(RD).Subsequently,we propose a comprehensive performance indicator for the pavement quality index(PQI),which leverages the highway performance assessment standard method,entropy weight method,and fuzzy comprehensive evaluation method.This indicator can evaluate the overall performance condition of the pavement.The data used for the model development and analysis are extracted from tests on two full-scale accelerated test tracks,called MnRoad and RIOHTrack.Six variables are used as predictors,including temperature,precipitation,total traffic volume,asphalt surface layer thickness,pavement age,and maintenance condition.Furthermore,wavelet denoising is performed to analyze the impact of missing or abnormal data on the LSTM model accuracy.In comparison to a traditional autoregressive integrated moving average(ARIMAX)model,the proposed LSTM model performs better in terms of PI prediction and resiliency to noise.Finally,the overall prediction accuracy of our proposed performance indicator PQI is 93.8%.
基金supported by the Open Fund of Magnetic Confinement Fusion Laboratory of Anhui Province(No.2024AMF04003)the Natural Science Foundation of Anhui Province(No.228085ME142)Comprehensive Research Facility for Fusion Technology(No.20180000527301001228)。
文摘This research focuses on solving the fault detection and health monitoring of high-power thyristor converter.In terms of the critical role of thyristor converter in nuclear fusion system,a method based on long short-term memory(LSTM)neural network model is proposed to monitor the operational state of the converter and accurately detect faults as they occur.By sampling and processing a large number of thyristor converter operation data,the LSTM model is trained to identify and detect abnormal state,and the power supply health status is monitored.Compared with traditional methods,LSTM model shows higher accuracy and abnormal state detection ability.The experimental results show that this method can effectively improve the reliability and safety of the thyristor converter,and provide a strong guarantee for the stable operation of the nuclear fusion reactor.
基金Supported by National Natural Science Foundation of China (Grant No. 10901136)
文摘In this paper, we study the asymptotic CUSUM tests for detecting changes in the mean or variance of a moving-average process with long memory. When there is no change over [O,T], the asymptotic distribution of the test statistic is derived, which allows us to find asymptotic critical values. When there is a change, the behavior of the test statistic is discussed. Conditions for the consistency of these tests are also discussed. Based on the asymptotic results, simulation studies of testing for changes in the mean show that the CUSUM test proposed performs well.
基金supported by National Natural Science Foundation of China(Grant No.11171147)Qing Lan Project,Jiangsu Province,and the Cultivation Fund of the Key Scientific and Technical Innovation Project,Ministry of Education of China(Grant No.708044)
文摘This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators.
文摘In this paper, we use the plug-in and Whittle methods that are based on spectral regression analysis to test for the long memory property in 12 Asian/dollar daily exchange rates. The results according to the plug-in method show that with the exception of Chinese renminbi all series may have long memory properties. The results based on the Whittle method, on the other hand, show that only Japanese yen and Malaysian ringgit may have long memory properties. It is well known that inference about the differencing parameter, d, in presence of structural break in a series entails considerable difficulties. Therefore, given the financial crisis of 1997-1998 in Asia, further tests for unravelling of the memory property and presence of structural break in the exchange rate series are required.
文摘In this paper, Using the daily stock return data, we show that Shanghai stock market prices exhibit long memory process, and estimate the long-memory parameters by wavelet. Using the sparse wavelet representation of a matrix operator, we are able to approximate an ARFIMA models likelihood function with the series's wavelet coefficients and their variances. Maximization of this approximate likelihood function over the long memory parameter space resu1ts in the approximate wavelet maximum likelihood estimates of the ARFIMA model.
基金This project is supported by National Natural Science Foundation of China （70471030）.
文摘The notion of long memory, or long-term dependence, has received considerable attention in empirical finance. While many empirical works were done on the detection of long memory in return series, very few investigations focused on the market volatility, though the long-term dependence in volatility may lead to some types of volatility persistence as observed in financial markets and affect volatility forecasts and derivative pricing formulas. So, using modified rescaled range analysis and ARFIMA model testing, this study examined long-term dependence in Chinese stock market returns and volatility. The results show that although the returns themselves contain little serial correlation, the variability of returns has significantly long-term dependence. It would be beneficial to encompass long memory structure to assess the behavior of stock prices and research on financial market theory.
文摘A correct and timely fault diagnosis is important for improving the safety and reliability of chemical processes. With the advancement of big data technology, data-driven fault diagnosis methods are being extensively used and still have considerable potential. In recent years, methods based on deep neural networks have made significant breakthroughs, and fault diagnosis methods for industrial processes based on deep learning have attracted considerable research attention. Therefore, we propose a fusion deeplearning algorithm based on a fully convolutional neural network(FCN) to extract features and build models to correctly diagnose all types of faults. We use long short-term memory(LSTM) units to expand our proposed FCN so that our proposed deep learning model can better extract the time-domain features of chemical process data. We also introduce the attention mechanism into the model, aimed at highlighting the importance of features, which is significant for the fault diagnosis of chemical processes with many features. When applied to the benchmark Tennessee Eastman process, our proposed model exhibits impressive performance, demonstrating the effectiveness of the attention-based LSTM FCN in chemical process fault diagnosis.
