In this paper, Maxwell's equations are taken as a Hamiltonian system and then written as Hamiltonian canonical equations by using the functional variation method. The symplectic and ADI schemes, which can be extra...
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In this paper, the periodic structures are simulated by the split-field finite difference time domain (FDTD) method. By using this method, a set of auxiliary elements are introduced to represent the discretization of ...
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Accurate endpoint detection is crucial for speech recognition accuracy. A novel approach that finds robust features for endpoint detection based on the empirical mode decomposition (EMD) algorithm and spectral entropy...
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Utility services provided by cloud computing rely on virtual customer communities forming spontaneously and evolving continuously. Clarifying the explicit boundaries of these communities is thus essential to the quali...
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Internet of Things (IoT) or Cyber-Physical Systems (CPS) is a new trend of real-time systems in the area of information technology. This paper introduces a spatiotemporal consistence language for real-time systems (Sh...
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In this paper, the method of splitting plane wave finite-difference time-domain (SP-FDTD) algorithm is presented for the initiation of plane wave sources in symplectic finite-difference time-domain (SFDTD) scheme. By ...
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As an important aspect in video content analysis, event detection is still an open problem. In particular, the study on detecting interactive events in crowd scenes is still limited. In this paper, we investigate dete...
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Stock market is an important and active part of nowadays financial markets. Stock time series volatility analysis is regarded as one of the most challenging time series forecasting due to the hard-to-predict volatilit...
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ISBN:
(纸本)9780769547534
Stock market is an important and active part of nowadays financial markets. Stock time series volatility analysis is regarded as one of the most challenging time series forecasting due to the hard-to-predict volatility observed in worldwide stock markets. In this paper we argue that the stock market state is dynamic and invisible but it will be influenced by some visible stock market information. Existing research on financial time series analysis and stock market volatility prediction can be classified into two categories: in depth study of one market factor on the stock market volatility prediction or prediction by combining historical price fluctuations with either trading volume or news. In this paper we present a service-oriented multi-kernel based learning framework (MKL) for stock volatility analysis. Our MKL service framework promotes a two-tier learning architecture. In the top tier, we develop a suite of data preparation and data transformation techniques to provide a source-specific modeling, which transforms and normalizes a source specific input dataset into the MKL ready data representation. Then we apply data alignment techniques to prepare the datasets from multiple information sources based on the classification model we choose for cross-source correlation analysis. In the next tier, we develop model integration methods to perform three analytic tasks: (i) building one sub-kernel per source, (ii) learning and tuning the weights for sub-kernels through weight adjustment methods and (iii) performing multi-kernel based cross-correlation analysis of market volatility. To validate the effectiveness of our service oriented MKL approach, we performed experiments on HKEx 2001 stock market datasets with three important market information sources: historical prices, trading volumes and stock related news articles. Our experiments show that 1) multi-kernel learning method has a higher degree of accuracy and a lower degree of false prediction, compared to exist
Detecting epileptic EEG signal automatically and accurately is significant in evaluating patients with epilepsy. In this study, the immune clonal algorithm (ICA) is employed to perform automatic feature selection, red...
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It is challenging to optimize GPU kernels because this progress requires deep technical knowledge of the underlying hardware. Modern GPU architectures are becoming more and more diversified, which further exacerbates ...
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