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Forecasting of Forex Time Series Data Based on Deep Learning

Procedia Computer Science 2019年 147卷 647-652页

作者： Lina Ni Yujie Li Xiao Wang Jinquan Zhang Jiguo Yu Chengming Qi College of Computer Science and Engineering Shandong University of Science and Technology Qingdao 266590 China Shandong Province Key Laboratory of Wisdom Mine Information Technology Shandong University of Science and Technology Qingdao 266590 China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai 200092 China Qilu University of Technology (Shandong Academy of Sciences) Jinan Shandong 250014 China Shandong Computer Science Center (National Supercomputer Center in Jinan) Jinan Shandong 250014 China Beijing Union University Beijing 100101 China

This paper proposes a C-RNN forecasting method for Forex time series data based on deep-Recurrent Neural Network (RNN) and deep Convolutional Neural Network (CNN), which can further improve the prediction accuracy of deep learning algorithm for the time series data of exchange rate. We fully exploit the spatio-temporal characteristics of forex time series data based on the data-driven method. On the exchange rate data of nine major foreign exchange currencies, the experimental comparison of the forecasting method shows that the C-RNN foreign exchange time series data prediction method constructed in this paper has better applicability and higher accuracy.

关键词： Deep learning Recurrent neural network Convolutional neural network Foreign Exchange Rate Time series analysis

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Maximum delay anonymous clustering feature tree based privacy-preserving data publishing in social networks

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Procedia Computer Science 2019年 147卷 643-646页

作者： Jinquan Zhang Bowen Zhao Guochao Song Lina Ni Jiguo Yu College of Computer Science and Engineering Shandong University of Science and Technology Qingdao 266590 China Shandong Province Key Laboratory of Wisdom Mine Information Technology Shandong University of Science and Technology Qingdao 266590 China The Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai 200092 China Qilu University of Technology (Shandong Academy of Sciences) Jinan Shandong 250014 China Shandong Computer Science Center (National Supercomputer Center in Jinan) Jinan Shandong 250014 China

Clustering analysis has been widely used in pattern recognition and image processing in recent years, which is an important research field of data mining. Data publishing in social networks is threatened by the leakage of private information nowadays. This paper proposes a privacy preservation scheme of sensitive data publishing in social networks based on Balanced Iterative Reducing and Clustering using Hierarchies (BIRCH) algorithm to tackle this issue. The scheme is divided into an online process and an offline process. Specifically, we present the Maximum Delay Anonymous Clustering Feature (MDACF) tree data publishing algorithm.

关键词： Privacy protection Data publishing Social networks (α, L)-diversity K-anonymity Clustering feature (CF) tree

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Incorporation of Ordinal Optimization into Learning Automata for High Learning Efficiency

Incorporation of Ordinal Optimization into Learning Automata...

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IEEE International Conference on Automation Science and Engineering

作者： JunQi Zhang Cheng Wang Di Zang MengChu Zhou Department of Computer Science and Technology the Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Department of Electrical and Computer Engineering New Jersey Institute of Technology

ISBN: (纸本)9781467381840

Learning automata (LA) represent important leaning mechanisms with applications in automated system design, biological system modeling, computer vision, and transportation. They play the critical roles in modeling a process as well as generating the appropriate signal to control it. They update their action probabilities in accordance with the inputs received from the environment and can improve their own performance during operations. The action probability vector in LA takes charge of two functions: 1) The cost of convergence, i.e., the size of sampling budget;2) The allocation of sampling budget among actions to identify the optimal one. These two intertwined functions lead to a problem: The sampling budget mostly goes to the currently estimated optimal action due to its high action probability regardless whether it can help identify the real optimal action or not. This work proposes a new class of LA that separates the allocation of sampling budget from the action probability vector. It uses the action probability vector to determine the size of sampling budget and then uses Optimal computing Budget Allocation (OCBA) to accomplish the allocation of sampling budget in a way that maximizes the probability of identifying the true optimal action. Simulation results verify its significant speedup ranging from 10.93% to 65.94% over the best existing LA algorithms.

关键词： Convergence Optimization Resource management Learning automata Computational modeling Pursuit algorithms Accuracy

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Hybrid uniform distribution of particle swarm optimizer

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IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences 2010年第10期E93-A卷 1782-1791页

作者： Zhang, Junqi Tan, Ying Ni, Lina Xie, Chen Tang, Zheng Department of Computer Science and Technology Key Laboratory of Embedded System and Service Computing Ministry of Education Qingdao China Tongji University Shanghai 200092 China Key Laboratory of Machine Perception Ministry of Education Qingdao China Department of Machine Intelligence School of Electronics Engineering and Computer Science Peking University Beijing 100871 China College of Info Sci and Engi Shandong University of Science and Technology Qingdao China Department of Intellectual Information Systems Engineering University of Toyama Toyama-shi 930-8555 Japan

Particle swarm optimizer (PSO) is a stochastic global optimization technique based on a social interaction metaphor. Because of the complexity, dynamics and randomness involved in PSO, it is hard to theoretically analyze the mechanism on which PSO depends. Statistical results have shown that the probability distribution of PSO is a truncated triangle, with uniform probability across the middle that decreases on the sides. The "truncated triangle" is also called the "Maya pyramid" by Kennedy. However, very little is known regarding the sampling distribution of PSO in itself. In this paper, we theoretically analyze the "Maya pyramid" without any assumption and derive its computational formula, which is actually a hybrid uniform distribution that looks like a trapezoid and conforms with the statistical results. Based on the derived density function of the hybrid uniform distribution, the search strategy of PSO is defined and quantified to characterize the mechanism of the search strategy in PSO. In order to show the significance of these definitions based, on the derived hybrid uniform distribution, the comparison between the defined search strategies of the classical, linear decreasing weight based PSO and the canonical constricted PSO suggested by Clerc is illustrated and elaborated. Copyright © 2010 The Institute of Electronics, Information and Communication Engineers.

关键词： Probability distributions

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Variable petri nets for mobility

arXiv

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arXiv 2021年

作者： Ding, Zhijun Yang, Ru Cui, Puwen Zhou, MengChu Jiang, Changjun Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai201804 China Department of Computer Science and Technology Tongji University Shanghai201804 China Institute of Systems Engineering Macau University of Science and Technology Macau999078 China Department of Electrical and Computer Engineering New Jersey Institute of Technology NewarkNJ07102 United States

Mobile computing systems, service-based systems and some other systems with mobile interacting components have recently received much attention. However, because of their characteristics such as mobility and disconnection, it is difficult to model and analyze them by using a structure-fixed model. This work proposes a new Petri net model called Variable Petri Net (VPN) for modeling and analyzing these systems. The definition, firing rule, and related analysis technology of VPN are introduced in detail. In a VPN, the possible interaction interfaces are abstracted as a new kind of places called virtual places, and the occurrences of (dis)connections are described by new functions, which makes it appropriate to describe the component collaboration in systems and realize the scalability and pluggability of systems. Moreover, to overcome the shortcoming that markings cannot reflect link capability of a system, VPNs add a constraint function along with a marking to represent a complete system configuration. Several examples are used to demonstrate the newly proposed model and method. Copyright © 2021, The Authors. All rights reserved.

关键词： embedded systems

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Admission Control for Non-preprovisioned service Flow in Wireless Metropolitan Area Networks

Admission Control for Non-preprovisioned Service Flow in Wir...

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European Conference on Universal Multiservice Networks (ECUMN)

作者： Liping Wang Fuqiang Liu Yusheng Ji Nararat Ruangchaijatupon The Key Laboratory of |Embedded System and Service Computing| Ministry of Education China Ministry of Education Tongji University Shanghai China Graduate University of Advanced Studies (SOKENDAI) Tokyo Japan National Institute of Information Japan School of Electronics and Information Engineering University of Tongji Shanghai China The Graduate University for Advanced Studies Tokyo Japan National Institute of Informatics Japan

Improving the admission control process in wireless metropolitan area networks (WMAN) based on the IEEE 802.16e standard can improve the QoS. Because IEEE 802.16e supports five classes of service as well as mobility, an admission control policy for non-preprovisioned service flow is proposed. This policy is compatible with the QoS parameters for each service class defined in the standard. As improvements, the guard channel scheme is used to give handover connections higher priority and a novel proportional bandwidth-borrowing scheme is added to prioritize the different service classes. The simulation results show the proposed admission control policy maximizes the bandwidth utilization and the use of the two schemes provides a reasonable priority order of new originated connections and handover connections of different service classes. The connection-blocking and connection-dropping probabilities were reduced to the extent that they can be ignored

关键词： Admission control Wireless LAN Metropolitan area networks Bandwidth Media Access Protocol Laboratories embedded system embedded computing Informatics Identity management systems

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Random Occlusion Recovery with Noise Channel for Person Re-identification 16th

Random Occlusion Recovery with Noise Channel for Person Re-i...

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16th International Conference on Intelligent computing, ICIC 2020

作者： Zhang, Kun Wu, Di Yuan, Changan Qin, Xiao Wu, Hongjie Zhao, Xingming Zhang, Lijun Du, Yuchuan Wang, Hanli Institute of Machine Learning and Systems Biology School of Electronics and Information Engineering Tongji University Shanghai China Guangxi Academy of Science Nanning530025 China School of Computer and Information Engineering Nanning Normal University Nanning530299 China School of Computer Science and Technology Soochow University Suzhou215006 China School of Electronic and Information Engineering Suzhou University of Science and Technology Suzhou215009 China Fudan University Shanghai200433 China Key Laboratory of Computational Neuroscience and Brain-Inspired Intelligence Ministry of Education Shanghai China Collaborative Innovation Center of Intelligent New Energy Vehicle and School of Automotive Studies Tongji University Shanghai201804 China The Key Laboratory of Road and Traffic Engineering of the Ministry of Education Department of Transportation Engineering Tongji University Shanghai201804 China Department of Computer Science and Technology the Key Laboratory of Embedded System and Service Computing and Shanghai Institute of Intelligent Science and Technology Tongji University Shanghai200092 China

ISBN: (纸本)9783030607982

Person re-identification, as the basic task of a multi-camera surveillance system, plays an important role in a variety of surveillance applications. However, the current mainstream person re-identification model based on deep learning requires a lot of labeled data, which takes a lot of time and manpower. In this study, we proposed a person re-identification method based on random occlusion recovery with noise channel. We add random occlusion blocks to the original image, use the GAN model for repair, and use the repaired image to expand the original training set. After that, the generated image is adjusted through the noise channel. Finally, we use the enhanced data set to train the baseline model. Our model achieves the state-of-the-art on Market-1501 dataset, proving that the method is effective. © 2020, Springer Nature Switzerland AG.

关键词： Generative adversarial networks

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GLC++: Source-Free Universal Domain Adaptation through Global-Local Clustering and Contrastive Affinity Learning

arXiv

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arXiv 2024年

作者： Qu, Sanqing Zou, Tianpei Röhrbein, Florian Lu, Cewu Chen, Guang Tao, Dacheng Jiang, Changjun The School of Automotive Engineering Department of Computer Science Tongji University China The Faculty of Computer Science Chemnitz University of Technology Germany The Department of Computer Science Shanghai Jiao Tong University China The School of Computer Science Faculty of Engineering The University of Sydney Australia The Department of Computer Science Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University China

Deep neural networks often exhibit sub-optimal performance under covariate and category shifts. Source-Free Domain Adaptation (SFDA) presents a promising solution to this dilemma, yet most SFDA approaches are restricted to closed-set scenarios. In this paper, we explore Source-Free Universal Domain Adaptation (SF-UniDA) aiming to accurately classify "known" data belonging to common categories and segregate them from target-private "unknown" data. We propose a novel Global and Local Clustering (GLC) technique, which comprises an adaptive one-vs-all global clustering algorithm to discern between target classes, complemented by a local k-NN clustering strategy to mitigate negative transfer. Despite the effectiveness, the inherent closed-set source architecture leads to uniform treatment of "unknown" data, impeding the identification of distinct "unknown" categories. To address this, we evolve GLC to GLC++, integrating a contrastive affinity learning strategy. We examine the superiority of GLC and GLC++ across multiple benchmarks and category shift scenarios. Remarkably, in the most challenging open-partial-set scenarios, GLC and GLC++ surpass GATE by 16.7% and 18.6% in H-score on VisDA, respectively. GLC++ enhances the novel category clustering accuracy of GLC by 4.3% in open-set scenarios on Office-Home. Furthermore, the introduced contrastive learning strategy not only enhances GLC but also significantly facilitates existing methodologies. Copyright © 2024, The Authors. All rights reserved.

关键词： Clustering algorithms

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An improved PSO algorithm with simulated annealing for constrained function optimization

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Zhongnan Daxue Xuebao (Ziran Kexue Ban)/Journal of Central South University (Science and Technology) 2011年第SUPPL. 1期42卷 175-179页

作者： Si, Cheng-Yong Yang, Dong-Sheng Tian, Hong-Jun Wang, Lei Wu, Qi-Di College of Electronics and Information Engineering Tongji University Shanghai 201804 China Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai 200092 China Shanghai Economic and Information Committee Shanghai 200040 China

To solve the problem of infeasible solutions in the constrained function optimization, a constraint-handling technique based on simulated annealing is proposed. The improved particle swarm optimization is also used to verify the effectiveness of this technique. The experimental results show that the proposed algorithm is suitable for solving such problems.

关键词： Simulated annealing

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Integrated verification model atsFPM based on functional, time and spatial constraints

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Jisuanji Xuebao/Chinese Journal of Computers 2009年第4期32卷 740-750页

作者： Niu, Jun Zeng, Guo-Sun Chen, Bo Department of Computer Science and Technology Tongji University Shanghai 201804 China Key Laboratory of Embedded System and Service Computing of Ministry of Education Shanghai 201804 China College of Information Engineering Zhejiang Business Technology Institute Ningbo 315012 China

Nowadays complex information system's integrated formal models of function verification and performance evaluation lack properties constraint about space aspect. This paper presents an integrated verification model atsFPM by defining a space requirement function over the states of the considered information system. The patterns of paths which are based on regular expressions is proposed in order to specify the functional specifications. The syntax and semantic of the model atsFPM is defined. A conversion product model is obtained by the combination of the system model and the automaton of the pattern of paths which expresses the functional specifications. The verification of the model atsFPM is tackled by the performance verification technique of Markov Reward Model. Experimental results show that the atsFPM model and its verification approach can satisfy the modeling of information system and verification of functional and performance specifications.

关键词： Information systems

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