For more accurate fault detection and diagnosis, there is an increasing trend to use a large number of sensors and to collect data at high frequency. This inevitably produces large-scale data and causes difficulties i...For more accurate fault detection and diagnosis, there is an increasing trend to use a large number of sensors and to collect data at high frequency. This inevitably produces large-scale data and causes difficulties in fault classification. Actually, the classification methods are simply intractable when applied to high-dimensional condition monitoring data. In order to solve the problem, engineers have to resort to complicated feature extraction methods to reduce the dimensionality of data. However, the features transformed by the methods cannot be understood by the engineers due to a loss of the original engineering meaning. In this paper, other forms of dimensionality reduction technique（feature selection methods） are employed to identify machinery condition, based only on frequency spectrum data. Feature selection methods are usually divided into three main types： filter, wrapper and embedded methods. Most studies are mainly focused on the first two types, whilst the development and application of the embedded feature selection methods are very limited. This paper attempts to explore a novel embedded method. The method is formed by merging a sequential bidirectional search algorithm into scale parameters tuning within a kernel function in the relevance vector machine. To demonstrate the potential for applying the method to machinery fault diagnosis, the method is implemented to rolling bearing experimental data. The results obtained by using the method are consistent with the theoretical interpretation, proving that this algorithm has important engineering significance in revealing the correlation between the faults and relevant frequency features. The proposed method is a theoretical extension of relevance vector machine, and provides an effective solution to detect the fault-related frequency components with high efficiency.展开更多
Stock index forecast is regarded as a challenging task of financial time-series prediction. In this paper, the non-linear support vector regression (SVR) method was optimized for the application in stock index predict...Stock index forecast is regarded as a challenging task of financial time-series prediction. In this paper, the non-linear support vector regression (SVR) method was optimized for the application in stock index prediction. The parameters (C, σ) of SVR models were selected by three different methods of grid search (GRID), particle swarm optimization (PSO) and genetic algorithm (GA).The optimized parameters were used to predict the opening price of the test samples. The predictive results shown that the SVR model with GRID (GRID-SVR), the SVR model with PSO (PSO-SVR) and the SVR model with GA (GA-SVR) were capable to fully demonstrate the time-dependent trend of stock index and had the significant prediction accuracy. The minimum root mean square error (RMSE) of the GA-SVR model was 15.630, the minimum mean absolute percentage error (MAPE) equaled to 0.39% and the correspondent optimal parameters (C, σ) were identified as (45.422, 0.012). The appreciated modeling results provided theoretical and technical reference for investors to make a better trading strategy.展开更多
Least squares support vector machine （LS-SVM） is applied in gas path fault diagnosis for aero engines. Firstly, the deviation data of engine cruise are analyzed. Then, model selection is conducted using pattern sear...Least squares support vector machine （LS-SVM） is applied in gas path fault diagnosis for aero engines. Firstly, the deviation data of engine cruise are analyzed. Then, model selection is conducted using pattern search method. Finally, by decoding aircraft communication addressing and reporting system （ACARS） report, a real-time cruise data set is acquired, and the diagnosis model is adopted to process data. In contrast to the radial basis function （RBF） neutral network, LS-SVM is more suitable for real-time diagnosis of gas turbine engine.展开更多
Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while...Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.展开更多
A fast encoding algorithm was presented which made full use of two characteristics of a vector, its sum and variance. In this paper, a vector was separated into two subvectors, one is the first half of the coordinates...A fast encoding algorithm was presented which made full use of two characteristics of a vector, its sum and variance. In this paper, a vector was separated into two subvectors, one is the first half of the coordinates and the other contains the remaining coordinates. Three inequalities based on the characteristics of the sums and variances of a vector and its two subvectors were introduced to reject those codewords which are impossible to be the nearest codeword. The simulation results show that the proposed algorithm is faster than the improved equal average eaual variance nearest neighbor search (EENNS) algorithm.展开更多
The concepts of ordered code-book and the priority of code-vector are proposedin this paper.The statistical properties of a signal are investigated through its coded sequence.Experimental results are presented which p...The concepts of ordered code-book and the priority of code-vector are proposedin this paper.The statistical properties of a signal are investigated through its coded sequence.Experimental results are presented which provide some insight into the statistical properties ofvector quantized sequences.Based on the given concepts and experimental results,a fast searchmethod for the vector quantization of correlated information sources,such as Gauss-Markovsources,is proposed and has shown its efficiency in simulation results.展开更多
基金Supported by Humanities and Social Science Programme in Hubei Province,China(Grant No.14Y035)National Natural Science Foundation of China(Grant No.71203170)National Special Research Project in Food Nonprofit Industry(Grant No.201413002-2)
文摘For more accurate fault detection and diagnosis, there is an increasing trend to use a large number of sensors and to collect data at high frequency. This inevitably produces large-scale data and causes difficulties in fault classification. Actually, the classification methods are simply intractable when applied to high-dimensional condition monitoring data. In order to solve the problem, engineers have to resort to complicated feature extraction methods to reduce the dimensionality of data. However, the features transformed by the methods cannot be understood by the engineers due to a loss of the original engineering meaning. In this paper, other forms of dimensionality reduction technique（feature selection methods） are employed to identify machinery condition, based only on frequency spectrum data. Feature selection methods are usually divided into three main types： filter, wrapper and embedded methods. Most studies are mainly focused on the first two types, whilst the development and application of the embedded feature selection methods are very limited. This paper attempts to explore a novel embedded method. The method is formed by merging a sequential bidirectional search algorithm into scale parameters tuning within a kernel function in the relevance vector machine. To demonstrate the potential for applying the method to machinery fault diagnosis, the method is implemented to rolling bearing experimental data. The results obtained by using the method are consistent with the theoretical interpretation, proving that this algorithm has important engineering significance in revealing the correlation between the faults and relevant frequency features. The proposed method is a theoretical extension of relevance vector machine, and provides an effective solution to detect the fault-related frequency components with high efficiency.
文摘Stock index forecast is regarded as a challenging task of financial time-series prediction. In this paper, the non-linear support vector regression (SVR) method was optimized for the application in stock index prediction. The parameters (C, σ) of SVR models were selected by three different methods of grid search (GRID), particle swarm optimization (PSO) and genetic algorithm (GA).The optimized parameters were used to predict the opening price of the test samples. The predictive results shown that the SVR model with GRID (GRID-SVR), the SVR model with PSO (PSO-SVR) and the SVR model with GA (GA-SVR) were capable to fully demonstrate the time-dependent trend of stock index and had the significant prediction accuracy. The minimum root mean square error (RMSE) of the GA-SVR model was 15.630, the minimum mean absolute percentage error (MAPE) equaled to 0.39% and the correspondent optimal parameters (C, σ) were identified as (45.422, 0.012). The appreciated modeling results provided theoretical and technical reference for investors to make a better trading strategy.
基金The National High Technology Research and Development Program of China (No.2006AA12A108)
文摘Least squares support vector machine （LS-SVM） is applied in gas path fault diagnosis for aero engines. Firstly, the deviation data of engine cruise are analyzed. Then, model selection is conducted using pattern search method. Finally, by decoding aircraft communication addressing and reporting system （ACARS） report, a real-time cruise data set is acquired, and the diagnosis model is adopted to process data. In contrast to the radial basis function （RBF） neutral network, LS-SVM is more suitable for real-time diagnosis of gas turbine engine.
基金supported by the National Natural Science Foundation of China (6057407560705004)
文摘Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.
文摘A fast encoding algorithm was presented which made full use of two characteristics of a vector, its sum and variance. In this paper, a vector was separated into two subvectors, one is the first half of the coordinates and the other contains the remaining coordinates. Three inequalities based on the characteristics of the sums and variances of a vector and its two subvectors were introduced to reject those codewords which are impossible to be the nearest codeword. The simulation results show that the proposed algorithm is faster than the improved equal average eaual variance nearest neighbor search (EENNS) algorithm.
文摘The concepts of ordered code-book and the priority of code-vector are proposedin this paper.The statistical properties of a signal are investigated through its coded sequence.Experimental results are presented which provide some insight into the statistical properties ofvector quantized sequences.Based on the given concepts and experimental results,a fast searchmethod for the vector quantization of correlated information sources,such as Gauss-Markovsources,is proposed and has shown its efficiency in simulation results.
