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Influence of rotational spatial variability in geotechnical parameters on the rainfall-induced stability of soil-like slopes 岩土参数旋转空间变异性对类土边坡降雨稳定性的影响
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.058
Jijia Zhang , Ruipu Wang , Fei Gan , Hong Wang , Haoyu Zhou , Quan Zhao , Xinhai Yuan , Licheng Wu
Traditional methods typically assume homogeneous soil properties in soil-like slopes. However, in reality, parameters such as permeability and shear strength exhibit rotational spatial variability due to geological processes such as weathering and sedimentation. Neglecting this variability can lead to discrepancies in slope stability assessments. Therefore, this study employs stochastic field theory and fluid-solid coupling numerical simulations to develop an evaluation framework that accounts for the general rotational spatial variability of soil parameters. The impact of spatial variation structure and related parameters on the rainfall stability and destruction characteristics of soil like slopes was analyzed in detail. The key findings are as follows: The impact of rotational spatial variability on the stability of soil-like slopes is significant. When the direction of the weathered soil layer intersects with the slope surface at a small angle, the slope is most prone to instability. Further research reveals that when evaluating the stability of soil-like slopes, the influence of cohesion, internal friction angle, and weathering layer inclination should be mainly considered, while the fluctuation range can be ignored.These findings provide new insights for engineering design.
传统方法通常假定类土边坡的土壤性质均质。然而,在现实中,渗透率和抗剪强度等参数由于风化和沉积等地质过程而表现出旋转的空间变异性。忽略这种变异性可能导致边坡稳定性评估的差异。因此,本研究利用随机场理论和流固耦合数值模拟建立了一个考虑土壤参数一般旋转空间变异性的评价框架。详细分析了空间变异结构及相关参数对类土边坡降雨稳定性及破坏特征的影响。主要研究结果如下:旋转空间变异性对类土边坡稳定性的影响显著;当风化土层方向与坡面有小角度相交时,坡面最容易失稳。进一步研究表明,在评价类土边坡稳定性时,应主要考虑黏聚力、内摩擦角和风化层倾角的影响,波动幅度可以忽略。这些发现为工程设计提供了新的见解。
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引用次数: 0
Analysis of Ag-MgO /water Williamson hybrid nanofluid flow with viscous dissipation over a radially stretching surface under magnetic field and heat source effects 磁场和热源作用下Ag-MgO /水Williamson混合纳米流体径向拉伸表面黏性耗散分析
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.042
Tasawar Abbas , Taseer Muhammad , Nabil El Kadhi , Aaqib Majeed
This paper gives an extensive numerical study of the two-dimensional, steady magnetohydrodynamic (MHD) heat transmission and flow properties of a Williamson hybrid nanofluid (HNF) over a stretching sheet. The hybrid nanofluid consists of water as the base fluid, comprising a suspension of magnesium oxide (MgO) and silver (Ag) nanoparticles, in order to enhance the conductivity of heat and flow behavior. The model incorporates the impacts of viscous dissipation, an externally applied magnetic field, Joule heating, and convective boundary condition at the surface. The non-Newtonian performance is characteristized through the Williamson fluid model, and the thermophysical aspects of the hybrid nanofluid are assessed by established correlations. The governing partial differential equations (PDEs), which are derived from mass conservation, momentum conservation, and energy conservation laws, are simplified into a system of nonlinear ordinary differential equations (ODEs) through similarity transformations. Similarity transformation are utilized to convert model equations PDEs to nonlinear ODEs. Such ODEs were solved numerically through hybrid approach (Spectral collection scheme along Legender Wavelets (SCSLW)) combined with shooting technique. Key parameters like the volume of nanoparticles, Biot, Eckert and Weissenberg number, and the influential magnetic parameter significantly impact on thermal and velocity fields. Important physical parameters like skin friction and Nusselt number have been taken to examine shear stress and heat transfer. The consequences of non-Newtonian behavior and Lorentz forces play a stunning role in the thermal energy characteristics of Ag-Mgo hybrid nanoparticles, thus enhancing the transfer of heat
本文对威廉姆森混合纳米流体(HNF)在拉伸薄片上的二维稳态磁流体动力学(MHD)传热和流动特性进行了广泛的数值研究。混合纳米流体由水作为基础流体,包括氧化镁(MgO)和银(Ag)纳米颗粒的悬浮液,以增强热传导和流动行为。该模型考虑了粘性耗散、外加磁场、焦耳加热和表面对流边界条件的影响。通过Williamson流体模型表征了非牛顿性能,并通过建立的相关性评估了混合纳米流体的热物理方面。由质量守恒、动量守恒和能量守恒定律导出的控制偏微分方程通过相似变换简化为非线性常微分方程系统。利用相似变换将模型方程偏微分方程转化为非线性偏微分方程。采用混合方法(沿Legender小波的光谱采集方案)结合射击技术对这类偏微分方程进行了数值求解。纳米颗粒体积、Biot数、Eckert数和Weissenberg数等关键参数以及有影响的磁性参数对热场和速度场有显著影响。重要的物理参数,如皮肤摩擦和努塞尔数被用来检验剪切应力和传热。非牛顿行为和洛伦兹力的结果在Ag-Mgo杂化纳米颗粒的热能特性中起着惊人的作用,从而增强了热量的传递
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引用次数: 0
Optimal design of fault-tolerant outer-rotor spoke-type PMSM with single-layer FSCW and magnetic notches using Kriging and NSGA-2 for satellite CMGs 基于Kriging和NSGA-2的单层FSCW磁陷槽外转子轮辐式永磁同步电机卫星永磁同步电机的优化设计
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2026.01.004
Taedeuk Kim , Sang Woo Kim
The satellite industry is shifting from large monolithic satellites to small-satellite constellations, resulting in increased requirements for high reliability and mission longevity. The attitude and orbit control system (AOCS), a key subsystem, employs control moment gyroscopes (CMGs) driven by permanent magnet synchronous motors (PMSMs) for continuous high-speed operation. This study proposes a fault-tolerant (FT) outer-rotor spoke-type PMSM featuring a single-layer fractional-slot concentrated winding (FSCW) and a ferrite-based magnetic notch. The single-layer FSCW enhances electromagnetic phase decoupling through the introduction of uncoiled teeth. The magnetic notch functions as a flux barrier that reduces inter-phase mutual inductance while preserving air-gap flux density. An ordinary Kriging surrogate model is employed as a computationally efficient alternative to the finite element method (FEM), and multi-objective optimization is conducted using the Non-dominated Sorting Genetic Algorithm 2 (NSGA-2). The optimized design achieves reductions of 63.20 % in cogging torque, 46.66 % in torque ripple, 28.37 % in mutual inductance, and 39.89 % in flux linkage deviation. All reported performance improvement is expressed as a relative value with respect to the conventional model. The results confirm the effectiveness of the proposed motor in enhancing the electromagnetic fault tolerance of CMG systems.
卫星工业正在从大型单片卫星转向小型卫星星座,从而增加了对高可靠性和任务寿命的要求。姿态与轨道控制系统(AOCS)是关键子系统,采用永磁同步电机驱动的控制力矩陀螺仪(CMGs)实现连续高速运行。本研究提出了一种容错(FT)外转子辐条式永磁同步电机,具有单层分数槽集中绕组(FSCW)和铁氧体磁性缺口。单层FSCW通过引入开卷齿来增强电磁相去耦。磁缺口作为磁通屏障,在保持气隙磁通密度的同时降低了相间互感。采用普通的Kriging代理模型作为有限元法(FEM)的计算效率替代,并使用非支配排序遗传算法2 (NSGA-2)进行多目标优化。优化设计后,齿槽转矩减小63.20 %,转矩脉动减小46.66 %,互感减小28.37 %,磁链偏差减小39.89 %。所有报告的性能改进都以相对于传统模型的相对值表示。实验结果证实了该电机在提高CMG系统电磁容错性方面的有效性。
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引用次数: 0
Soliton dynamics and qualitative analysis of the (2+1)-dimensional Konopelchenko–Dubrovsky system (2+1)维Konopelchenko-Dubrovsky系统的孤子动力学和定性分析
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.035
Amjad Hussain , Meerub Qureshi , Adil Jhangeer , Muhammad Zeeshan
The Konopelchenko–Dubrovsky (KD) model, which predicts the propagation of nonlinear waves in various physical media, including fluids in elastic tubes, dusty plasmas, and highly nonlinear optical systems, is investigated in this study using a powerful analytical method known as the Jacobi elliptic function (JEF) method. Numerous accurate wave solutions, including various stable wave forms and pulse shapes and different kinds of trigonometric and hyperbolic wave forms, are produced by this method. We present graphical representations of the dynamical behavior of the governing equation using various tools like phase portraits, time series and sensitivity analysis, Poincare maps, power spectra, and analysis of the system’s energy and stability. The qualitative analysis of the system in terms of its Hamiltonian structure makes it possible to distinguish bistable double-well and stable single-well potential energy landscapes, which are shown to correspond directly to the formation of kink solitons and periodic wave solutions, respectively. This paper provides a more physical background to the bifurcations of solutions and the changeovers between various wave forms. In addition to strengthening our knowledge of nonlinear wave propagation, the study offers a flexible framework for investigating additional nonlinear evolution equations in applied scientific and engineering settings.
Konopelchenko-Dubrovsky (KD)模型预测了非线性波在各种物理介质中的传播,包括弹性管、尘埃等离子体和高度非线性光学系统中的流体,本研究使用一种称为Jacobi椭圆函数(JEF)方法的强大分析方法进行了研究。用这种方法可以得到许多精确的波解,包括各种稳定波形和脉冲形状以及各种三角和双曲波形。我们使用各种工具,如相位肖像、时间序列和灵敏度分析、庞加莱图、功率谱以及系统能量和稳定性分析,展示了控制方程的动态行为的图形表示。根据哈密顿结构对系统进行定性分析,可以区分双稳态双井和稳定单井势能景观,它们分别与扭结孤子和周期波解的形成直接对应。本文为解的分岔和各种波形之间的转换提供了更多的物理背景。除了加强我们对非线性波传播的认识外,该研究还为研究应用科学和工程环境中的其他非线性演化方程提供了一个灵活的框架。
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引用次数: 0
FFMeshSeg: A 3D feature fusion mesh segmentation model based on cross element attention FFMeshSeg:一种基于交叉元素注意力的三维特征融合网格分割模型
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.061
Rubin Fan, Jicheng Dai, Fazhi He
The 3D mesh segmentation is pivotal in diverse fields such as industrial design, intelligent manufacturing, and other technological domains. Many 3D modeling operations are contingent on efficient and precise mesh segmentation. However, the inherent complexity and irregularity of 3D mesh data render manual segmentation exceedingly costly and labor-intensive. Prevailing deep learning-based methods continue to face challenges, including suboptimal utilization of raw data, inefficiencies, and limited overall accuracy.
To address these challenges, this paper introduces FFMeshSeg, an innovative 3D mesh segmentation model based on cross-element attention and feature fusion. The model incorporates three distinct feature aggregation branches, each designed to extract topological element features from grid vertices, edges, and faces. Subsequently, a cross-element feature fusion method grounded in a cross-attention mechanism is proposed. Additionally, a cross-element adjacency mask matrix is constructed to facilitate sparse attention feature fusion within local neighborhoods, resulting in more precise boundary segmentation.
Experimental results demonstrate that the per-face segmentation accuracy of the FFMeshSeg in the COSEG dataset compared to SOTA models improves by at least 1% in the Vases and Chairs subsets. Furthermore, while maintaining a relative low amount of parameters, the computational efficiency has increased by over 50% in specific dataset compared to the classical methods.
三维网格分割在工业设计、智能制造等技术领域具有重要意义。许多3D建模操作取决于高效和精确的网格分割。然而,三维网格数据固有的复杂性和不规则性使得人工分割非常昂贵和费力。主流的基于深度学习的方法继续面临挑战,包括对原始数据的次优利用、效率低下和有限的整体准确性。为了解决这些问题,本文引入了一种基于跨元素关注和特征融合的创新三维网格分割模型FFMeshSeg。该模型包含三个不同的特征聚合分支,每个分支都用于从网格顶点、边缘和面提取拓扑元素特征。随后,提出了一种基于交叉注意机制的跨元素特征融合方法。此外,构建跨元素邻接掩模矩阵,促进局部邻域内的稀疏注意特征融合,从而实现更精确的边界分割。实验结果表明,在Vases和Chairs子集中,与SOTA模型相比,COSEG数据集中FFMeshSeg的每面分割精度提高了至少1%。此外,在保持相对较少的参数数量的情况下,与经典方法相比,在特定数据集上的计算效率提高了50%以上。
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引用次数: 0
Revisiting the M2M remote SIM provisioning protocol: A comprehensive security and performance analysis 回顾M2M远程SIM卡发放协议:全面的安全性和性能分析
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.049
Yongho Ko, Jhury Kevin Lastre, Hoseok Kwon, Ilsun You
The Remote SIM Provisioning (RSP) protocol, standardized by the Global System for Mobile Communications Association (GSMA), facilitates the secure download of Subscriber Identity Module (SIM) profiles onto device equipment and is widely recognized under the term embedded-SIM (eSIM). By enabling greater physical flexibility, RSP replaces traditional Universal SIM (USIM) cards and supports automated profile provisioning in Machine-to-Machine (M2M) scenarios. Through these benefits, the technology is increasingly regarded as a key enabler in emerging private 5G network environments. Since the SIM profile includes credentials required for authentication, ensuring the security, performance, and effectiveness of the RSP protocol is of paramount importance, particularly as M2M deployments must balance cryptographic robustness with computational efficiency. While Ahmed et al. have conducted formal verification of the Consumer RSP variant, their studies were confined to foundational analyses and did not consider performance-related aspects. Moreover, to the best of our knowledge, no formal security analysis or performance evaluation has been conducted on the M2M RSP protocol, despite its growing relevance in industrial environments. In this paper, we present the first integrated analysis of the M2M RSP protocol that combines formal security verification and implementation-based performance evaluation. Using ProVerif under the Dolev–Yao model, we uncover critical vulnerabilities, most notably the absence of Perfect Forward Secrecy (PFS), and show how reliance on intermediaries such as the SM-SR can enable man-in-the-middle attacks. Complementary performance modeling demonstrates predictable memory scaling but volatile CPU utilization during cryptographic operations, highlighting the tight coupling between security weaknesses and computational inefficiency. Based on these findings, we introduce concrete enhancements, including (i) replacing TLS 1.2 with TLS 1.3 to reduce handshake latency, (ii) migrating from symmetric SCP03t to asymmetric SCP11b for stronger key establishment, and (iii) incorporating hybrid post-quantum key agreement schemes to ensure long-term resilience. These proposals directly address the identified vulnerabilities while providing pathways to improved scalability and efficiency in future large-scale M2M deployments.
RSP (Remote SIM Provisioning)协议是由全球移动通信系统协会(GSMA)标准化的协议,用于将用户身份模块(SIM)配置文件安全地下载到设备设备上,并被广泛认可为嵌入式SIM (eSIM)。通过实现更大的物理灵活性,RSP取代了传统的通用SIM卡(USIM),并支持机器对机器(M2M)场景中的自动配置文件配置。通过这些优势,该技术越来越被视为新兴专用5G网络环境中的关键推动者。由于SIM配置文件包含身份验证所需的凭据,因此确保RSP协议的安全性、性能和有效性至关重要,特别是在M2M部署必须平衡加密稳健性和计算效率的情况下。虽然Ahmed等人已经对Consumer RSP变体进行了正式验证,但他们的研究仅限于基础分析,没有考虑与性能相关的方面。此外,据我们所知,尽管M2M RSP协议在工业环境中越来越重要,但尚未对其进行正式的安全分析或性能评估。在本文中,我们首次对M2M RSP协议进行了综合分析,该协议结合了正式的安全验证和基于实现的性能评估。在Dolev-Yao模型下使用ProVerif,我们发现了关键漏洞,最明显的是缺乏完美前向保密(PFS),并展示了对SM-SR等中介的依赖如何使中间人攻击成为可能。互补的性能建模展示了可预测的内存扩展,但加密操作期间的CPU利用率不稳定,突出了安全弱点和计算效率低下之间的紧密耦合。基于这些发现,我们介绍了具体的增强功能,包括(i)用TLS 1.3取代TLS 1.2以减少握手延迟,(ii)从对称的SCP03t迁移到非对称的SCP11b以实现更强的密钥建立,以及(iii)结合混合后量子密钥协议方案以确保长期弹性。这些建议直接解决了已确定的漏洞,同时为未来大规模M2M部署提供了改进可伸缩性和效率的途径。
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引用次数: 0
EmoMamba: Real-time emotional state recognition and adaptive feedback generation in auditory learning environments EmoMamba:听觉学习环境中的实时情绪状态识别和自适应反馈生成
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.028
Yanxi Shen , Anran Li
Emotion recognition and feedback play a critical role in enhancing user engagement and emotional learning experiences. However, existing models often struggle to accurately recognize complex emotions and provide adaptive feedback, particularly in real-time scenarios. This paper proposes EmoMamba, a deep learning model that integrates Bi-Mamba for bidirectional temporal feature extraction, GAT for emotional association reasoning, and DQN for dynamic feedback optimization. The model aims to address challenges in emotion recognition and feedback accuracy, focusing on real-time emotional state adaptation. Experiments on the RAVDESS and TESS datasets demonstrate that EmoMamba outperforms traditional methods and state-of-the-art models in terms of accuracy (94.2% on RAVDESS, 93.8% on TESS) and Macro-F1 (93.1% on RAVDESS, 92.4% on TESS). Additionally, it excels in feedback effectiveness, achieving high user satisfaction and emotion improvement degree (EID of 0.87 on RAVDESS and 0.85 on TESS). The proposed model provides a robust solution for dynamic emotional interaction, offering significant potential for applications in personalized learning and emotion-aware systems.
情感识别和反馈在增强用户参与度和情感学习体验方面发挥着关键作用。然而,现有的模型往往难以准确识别复杂的情绪并提供自适应反馈,尤其是在实时场景中。EmoMamba是一种深度学习模型,它将Bi-Mamba用于双向时间特征提取,GAT用于情感关联推理,DQN用于动态反馈优化。该模型旨在解决情绪识别和反馈准确性方面的挑战,重点关注实时情绪状态适应。在RAVDESS和TESS数据集上的实验表明,EmoMamba在准确率(RAVDESS为94.2%,TESS为93.8%)和Macro-F1 (RAVDESS为93.1%,TESS为92.4%)方面优于传统方法和最先进的模型。反馈有效性突出,用户满意度和情绪改善程度较高(RAVDESS的EID为0.87,TESS的EID为0.85)。该模型为动态情感交互提供了一个强大的解决方案,为个性化学习和情感感知系统的应用提供了巨大的潜力。
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引用次数: 0
Phase-locked loop tuning with step-wise inertia control for frequency support of PMSG wind turbine systems 带阶跃惯性控制的锁相环整定用于PMSG风力发电系统的频率支持
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2026.01.007
Alaa A. Ismail, Mohamed Rabah, Abdelmomen Mahgoub
The rapid global increase in wind turbine (WT) penetration necessitates compliance with grid codes for effective frequency control and stability. This study focuses on the integration of a phase-locked loop (PLL) tuning method with a step-wise inertia control to support frequency regulation in Permanent Manet Synchronous Generator (PMSG) WT systems. The proposed approach addresses the challenge of providing inertia support through power electronics in type-3 WT systems, which lack inherent inertia due to their decoupling from the grid. By modeling the dynamic inertia of the PMSG WT system and optimizing the PLL control, the study aims to enhance grid frequency response during disturbances. The research involves simulation and experimental validations to show the effectiveness of the coordinated control strategy, focusing on performance metrics such as the minimum grid frequency Fnadir and the rate of change of frequency (ROCOF). The findings highlight the importance of PLL bandwidth selection in balancing inertia emulation and frequency tracking accuracy, proposing guidelines for optimal PLL design to improve WT system inertia and overall grid stability.
全球风力发电机组(WT)的快速增长要求电网规范的有效频率控制和稳定性。本研究的重点是锁相环(PLL)调谐方法与阶跃惯性控制的集成,以支持永久马奈同步发电机(PMSG) WT系统的频率调节。所提出的方法解决了在3型WT系统中通过电力电子设备提供惯性支持的挑战,因为它们与电网解耦而缺乏固有的惯性。通过对PMSG小波变换系统的动态惯量进行建模,并对锁相环控制进行优化,提高电网在扰动下的频率响应。研究包括仿真和实验验证,以证明协调控制策略的有效性,重点关注最小电网频率Fnadir和频率变化率(ROCOF)等性能指标。研究结果强调了锁相环带宽选择在平衡惯性仿真和频率跟踪精度方面的重要性,为优化锁相环设计提出了指导原则,以提高WT系统的惯性和整体电网稳定性。
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引用次数: 0
Homogeneous ridge polynomial neural network training by PS module asynchronous gradient method 采用PS模块异步梯度法训练齐次脊多项式神经网络
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.060
Tangwang Sun, Yan Xiong, Jiajia Hu
To address the issue that the passive increase in network order resulting from the rise of the Pi-Sigma (PS) modules for the ridge polynomial neural network (RPNN) adversely affects network performance, we propose a homogeneous ridge polynomial neural network (HRPNN) with a symmetrical structure. Furthermore, based on its characteristic of a two-layer weight structure, an asynchronous gradient method with the PS module as the gradient update unit is presented to enhance the network performance. The convergence theorem of this method is strictly proven, theoretically confirming the feasibility. The experimental results of the UCI datasets also verify the effectiveness and practicability of the proposed network structure and the training method. The Homogeneous ridge polynomial neural network significantly outperforms the ridge polynomial neural network in classification tasks, especially on the Wbc dataset, where classification accuracy is approximately 36.30% higher, demonstrating higher accuracy and stability. In function fitting tasks, the mean squared error of HRPNN using the PS module asynchronous gradient (PSMAG) method was reduced by 31.38% and 41.10% compared to the other two algorithms, respectively. These comparison results show that our network with the novel training method has excellent classification and approximation capabilities.
为了解决脊多项式神经网络(RPNN)中Pi-Sigma (PS)模块的增加导致网络阶数被动增加对网络性能产生不利影响的问题,我们提出了一种具有对称结构的齐次脊多项式神经网络(HRPNN)。在此基础上,根据其两层权值结构的特点,提出了一种以PS模块为梯度更新单元的异步梯度方法来提高网络性能。严格证明了该方法的收敛性定理,从理论上证实了该方法的可行性。UCI数据集的实验结果也验证了所提出的网络结构和训练方法的有效性和实用性。齐次脊多项式神经网络在分类任务上的表现明显优于脊多项式神经网络,特别是在Wbc数据集上,分类准确率高出约36.30%,显示出更高的准确率和稳定性。在函数拟合任务中,采用PS模块异步梯度(PSMAG)方法的HRPNN的均方误差比其他两种算法分别降低了31.38%和41.10%。这些比较结果表明,采用新训练方法的网络具有良好的分类和近似能力。
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引用次数: 0
Transitioning from static to temporal machine learning models: Forecasting the EUR/USD exchange rate utilizing lagged factors and feature significance 从静态到时态机器学习模型的过渡:利用滞后因素和特征显著性预测欧元/美元汇率
IF 6.8 2区 工程技术 Q1 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2026-01-01 DOI: 10.1016/j.aej.2025.12.051
Turke Althobaiti , Manjula Pattnaik , Yousef Asiri , Razaz Houssien Felimban , Ali Algarni , Zaid Bassfar
The prediction of exchange rates remains a critical and challenging task in international finance, given their sensitivity to macroeconomic, energy, and geopolitical factors. This paper focuses on forecasting the EUR/USD exchange rate using daily data between January 2024 and June 2025, with particular attention to the influence of oil prices and the Geopolitical Risk (GPR) index. Unlike most studies that rely on static machine learning (ML) models, we propose a temporal feature engineering framework that transforms Support Vector Regression (SVR), Random Forest (RF), and k-Nearest Neighbors (KNN) into time-aware predictors. Specifically, lagged variables over a seven-day horizon are incorporated, yielding 21 explanatory features. To further enhance model interpretability and efficiency, feature importance is computed via RF, allowing us to identify and retain the most relevant predictors. The proposed methodology is evaluated by comparing six models: SVR, RF, and KNN trained with the complete feature set versus their counterparts trained only on the selected variables. Results demonstrate that embedding temporal dependencies significantly improves forecasting performance and that variable selection provides both accuracy gains and economic insights. These findings highlight the pivotal role of oil price dynamics, geopolitical uncertainty, and short-term memory in driving EUR/USD fluctuations. Overall, our study offers a practical and interpretable ML-based framework for exchange rate forecasting, bridging the gap between econometric intuition and modern data-driven approaches.
考虑到汇率对宏观经济、能源和地缘政治因素的敏感性,汇率预测在国际金融领域仍然是一项关键而具有挑战性的任务。本文重点使用2024年1月至2025年6月期间的每日数据预测欧元/美元汇率,特别关注油价和地缘政治风险(GPR)指数的影响。与大多数依赖静态机器学习(ML)模型的研究不同,我们提出了一个时间特征工程框架,将支持向量回归(SVR)、随机森林(RF)和k近邻(KNN)转换为时间感知预测器。具体来说,在7天的范围内,滞后变量被纳入,产生21个解释特征。为了进一步提高模型的可解释性和效率,通过RF计算特征重要性,使我们能够识别并保留最相关的预测因子。通过比较六个模型来评估所提出的方法:用完整的特征集训练的SVR、RF和KNN与仅在选定变量上训练的对应模型。结果表明,嵌入时间依赖性显著提高了预测性能,变量选择既提高了准确性,又提供了经济洞察力。这些发现强调了油价动态、地缘政治不确定性和短期记忆在推动欧元/美元波动中的关键作用。总体而言,我们的研究为汇率预测提供了一个实用且可解释的基于ml的框架,弥合了计量经济学直觉与现代数据驱动方法之间的差距。
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引用次数: 0
期刊
alexandria engineering journal
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