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Comparison of Back Propagation, Long Short-Term Memory (LSTM), Attention-Based LSTM Neural Networks Application in Futures Market of China using R Programming 反向传播、长短期记忆(LSTM)、基于注意力的LSTM神经网络在中国期货市场的应用比较
Pub Date : 2020-05-15 DOI: 10.23953/cloud.ijacsit.461
Wang Shuangao, Liu Yi, R. Padmanaban, M. Shamsudeen, R. Subalakshmi
Artificial neural network is widely used in the financial time series, but Long short-term memory (LSTM) neural network is rarely used in the futures market in China. In this paper, the LSTM neural network is studied by using futures data. The daily trading data of four groups of futures such as silver, copper, lithium and coking coal from December 2014 to December 2018 are used as the training object to make short-term prediction of the closing price. By comparing the Back Propagation (BP) neural network, general multi-layer LSTM neural network, and using the attention mechanism optimization LSTM contrast test, the result of the experiment shows that the futures price trend forecast time sequence, attention mechanism to promote significant effect of time sequence, and LSTM combined effect, by adjusting the parameters setting, using the improved LSTM neural network for time series prediction accuracy is higher, better generalization ability.
人工神经网络在金融时间序列中得到了广泛的应用,但长短期记忆(LSTM)神经网络在我国期货市场中的应用较少。本文利用期货数据对LSTM神经网络进行了研究。以银、铜、锂、焦煤等四组期货2014年12月至2018年12月的每日交易数据为训练对象,对收盘价进行短期预测。通过比较反向传播(BP)神经网络、一般多层LSTM神经网络,并利用注意力机制优化LSTM对比测试,实验结果表明,通过调整参数设置,期货价格趋势预测时序、注意力机制对时序的显著促进作用和LSTM的组合作用,使用改进的LSTM神经网络对时间序列进行预测精度更高,泛化能力更好。
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引用次数: 0
Analysis of Different Methods for Measuring the Performance of Database on Cloud Environment 云环境下数据库性能测量的不同方法分析
Pub Date : 2016-07-22 DOI: 10.23953/CLOUD.IJACSIT.235
Akrati Sharma, Sanjiv Sharma
Cloud computing become most adoptable technology over the past few years, it is widespread for both at organizational level or for the person who use the services that are offered in the cloud. There are several technocrats currently researched on cloud related issues and soon cloud represents the modern computing. The cloud gave the prospect for the enterprise and allowing them to center on their work by providing hardware and software solution without developing them own. Now a day the database has also moved to cloud computing so we will look into the fine points of database as a service and it’s servicing. While storing data on cloud there is a need to balance the load on datacenters because if user base always sends request on single data center then it becomes overloaded so load balancing techniques are applied to manage this problem. To manage geographic distribution in terms of computing servers and data workloads a tool termed as CloudAnalyst is used which is based on cloudsim technique. CloudAnalyst helps developers with the vision of distributing applications among cloud infrastructures. Currently tool having three algorithms for load balancing round robin, throttled load balancer, equally spread current execution and the proposed algorithm is weighted round robin which works better as comparison to round robin in various aspects.
在过去几年中,云计算成为最容易被采用的技术,它在组织级别或使用云中提供的服务的个人中都得到了广泛的应用。目前有几位技术专家在研究与云相关的问题,很快云就代表了现代计算。云为企业提供了前景,并允许他们通过提供硬件和软件解决方案来专注于自己的工作,而无需开发自己的解决方案。现在有一天,数据库也转移到云计算,所以我们将研究数据库作为一种服务的优点,它是服务。在云上存储数据时,需要平衡数据中心的负载,因为如果用户群总是在单个数据中心发送请求,那么它就会过载,因此应用负载平衡技术来管理这个问题。为了在计算服务器和数据工作负载方面管理地理分布,使用了基于cloudsim技术的CloudAnalyst工具。CloudAnalyst帮助开发人员实现在云基础设施之间分发应用程序的愿景。目前工具有三种算法用于负载均衡轮询、节流负载均衡器、均匀分布当前执行,所提出的算法是加权轮询,在各方面都优于轮询。
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引用次数: 1
A Study of Scheduling Algorithms to Maintain Small Overflow Probability in Cellular Networks with a Single Cell 单蜂窝网络中保持小溢出概率的调度算法研究
Pub Date : 2016-02-09 DOI: 10.23953/CLOUD.IJACSIT.234
B. Nagarajan, G. Venkatesan, C. S. Kumar
Wireless scheduling algorithms for the download of a single cell that can maximize the asymptotic decay rate of the queue-overflow probability as the overflow threshold approaches infinity. We first derive an upper bound on the decay rate of the queue-overflow probability over all scheduling policies. Specifically, we focus on the class of “α - algorithms,” the base station picks the user for service at each time that has the largest product of the transmission rate multiplied by the backlog raised to the power α. The α-algorithms arbitrarily achieve the highest decay rate of the queue-overflow probability. We design a scheduling algorithm that is both close to optimal in terms of the asymptotic decay rate of the overflow probability and to maintain small queue-overflow probabilities over queue-length ranges of practical interest.
当溢出阈值趋近于无穷大时,使队列溢出概率渐近衰减率最大化的单单元下载无线调度算法。首先给出了所有调度策略的队列溢出概率衰减率的上界。具体来说,我们关注的是一类“α -算法”,即基站每次选择传输速率乘以积压的α次方的乘积最大的用户进行服务。α-算法任意实现队列溢出概率的最高衰减率。我们设计了一种调度算法,该算法在溢出概率的渐近衰减率方面接近最优,并且在实际感兴趣的队列长度范围内保持较小的队列溢出概率。
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引用次数: 0
Karnaugh Map Approach for Mining Frequent Termset from Uncertain Textual Data 从不确定文本数据中挖掘频繁词集的卡诺映射方法
Pub Date : 2014-01-10 DOI: 10.9734/BJMCS/2014/6023
D. Rajput, R. S. Thakur, G. Thakur
In recent years, uncertain textual data has become ubiquitous because of latest technologies of data collect. As the existing technologies can only collect data in an imprecise way. So in the given paper, we propose frequent pattern mining technique for mining termsets from uncertain textual data. in the said technique, we have conducted a study on uncertain textual data with Karnaugh Map concept. In fact the contribution of given paper is three manifolds. Firstly, we review existing method of finding frequent termset form document data. Secondly a new method UTDKM (Uncertain Textual Data using Karnaugh Map) is proposed for finding frequent termset from uncertain textual data, and lastly, we carried experiments to evaluate the performance of proposed method. The experimental results demonstrate that UTDKM method is better for mining frequent termset in comparison to existing methods.
近年来,由于最新的数据采集技术的发展,不确定文本数据变得无处不在。由于现有技术只能以不精确的方式收集数据。在本文中,我们提出了从不确定文本数据中挖掘术语集的频繁模式挖掘技术。在上述技术中,我们利用卡诺图的概念对不确定文本数据进行了研究。事实上,给定论文的贡献是三个流形。首先,回顾了现有的查找频繁词集表单文档数据的方法。其次,提出了一种从不确定文本数据中寻找频繁项集的新方法UTDKM(不确定文本数据利用卡诺图),最后通过实验对该方法进行了性能评价。实验结果表明,与现有方法相比,UTDKM方法能够更好地挖掘频繁词集。
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引用次数: 9
Software Debugging By Developing and Comparing Very Close Successful Inputs with Failure Inducing Unsuccessful Inputs 通过开发和比较非常接近的成功输入和导致失败的不成功输入来进行软件调试
Pub Date : 2013-12-01 DOI: 10.1166/JCIES.2013.1050
F. Dashti, Parvaneh Pour Mohammad
In this paper, we have considered automatic locating of semantic errors and to achieve this purpose, a method has been suggested based on the input, which is the most important element in error detection. In the proposed method, successful entries have been developed based on unsuccessful entries by finding route limitation dynamically and using determinant limitation debugging technique and by comparing the implementation route for both unsuccessful and successful inputs and applying genetic algorithm, the error location will be identified in the software. The results of our studies, which are based on our purposed approach, have been compared with the results of other studies and it has been observed that our suggested method has a better function regarding the percentage of the errors discovered.
在本文中,我们考虑了语义错误的自动定位,并提出了一种基于输入的方法,这是错误检测中最重要的元素。该方法通过动态查找路由限制并采用行列式限制调试技术,在不成功的条目基础上开发成功条目,通过比较不成功和成功输入的实现路径并应用遗传算法,在软件中识别错误位置。我们的研究结果是基于我们的目的方法,已经与其他研究的结果进行了比较,并且已经观察到我们建议的方法在发现错误的百分比方面具有更好的功能。
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引用次数: 0
Exploratory Analysis in Time-Varying Data Sets: a Healthcare Network Application. 时变数据集的探索性分析:医疗保健网络应用。
Narine Manukyan, Margaret J Eppstein, Jeffrey D Horbar, Kathleen A Leahy, Michael J Kenny, Shreya Mukherjee, Donna M Rizzo

We introduce a new method for exploratory analysis of large data sets with time-varying features, where the aim is to automatically discover novel relationships between features (over some time period) that are predictive of any of a number of time-varying outcomes (over some other time period). Using a genetic algorithm, we co-evolve (i) a subset of predictive features, (ii) which attribute will be predicted (iii) the time period over which to assess the predictive features, and (iv) the time period over which to assess the predicted attribute. After validating the method on 15 synthetic test problems, we used the approach for exploratory analysis of a large healthcare network data set. We discovered a strong association, with 100% sensitivity, between hospital participation in multi-institutional quality improvement collaboratives during or before 2002, and changes in the risk-adjusted rates of mortality and morbidity observed after a 1-2 year lag. The proposed approach is a potentially powerful and general tool for exploratory analysis of a wide range of time-series data sets.

我们引入了一种新的方法,用于对具有时变特征的大型数据集进行探索性分析,其目的是自动发现特征之间的新关系(在一段时间内),这些特征可以预测任何一个时变结果(在其他一些时间段内)。使用遗传算法,我们共同进化(i)预测特征的子集,(ii)将预测哪个属性,(iii)评估预测特征的时间段,以及(iv)评估预测属性的时间段。在对15个综合测试问题验证了该方法之后,我们使用该方法对一个大型医疗保健网络数据集进行探索性分析。我们发现,2002年期间或之前参与多机构质量改进合作的医院与1-2年后观察到的风险调整死亡率和发病率的变化之间存在很强的关联,其敏感性为100%。所提出的方法是一种潜在的强大和通用的工具,用于广泛的时间序列数据集的探索性分析。
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引用次数: 0
A special purpose integer factorization algorithm 一个专用的整数分解算法
Pub Date : 2012-10-26 DOI: 10.1145/2393216.2393246
Porkodi Chinniah, Nagarathnam Muthusamy, A. Ramalingam
Factorization of large integers is a significant mathematical problem with practical applications to public key cryptography. It is considered to be a part of cryptanalysis. The progress in factoring tends to weaken the existing efficient public key cryptosystems. Several algorithms such as trial division, Pollard rho, Pollard p-1, Quadratic sieve, Lenstra's elliptic curve and Number field sieve are available to solve the integer factorization problem. In this paper a special purpose factorization algorithm is proposed to find the factors of a composite number which is the product of two primes. The running time complexity of the proposed scheme is discussed. The efficiency of the scheme is proved theoretically.
大整数的因数分解是一个重要的数学问题,在公钥密码学中有实际应用。它被认为是密码分析的一部分。因式分解的进展往往会削弱现有的高效公钥密码系统。尝试除法、Pollard rho、Pollard p-1、二次筛、Lenstra椭圆曲线和Number field筛等算法可用于求解整数分解问题。本文提出了一种求两个素数乘积的合数因子的专用分解算法。讨论了该方案的运行时间复杂度。从理论上证明了该方案的有效性。
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引用次数: 1
Unsteady Aerodynamics of Multiple Airfoils in Configuration 多翼型构型的非定常空气动力学
Pub Date : 2010-10-29 DOI: 10.2514/6.2011-3523
H. Aziz, R. Mukherjee
A potential flow model is used to study the unsteady flow past two airfoils in configuration, each of which is suddenly set into motion. The airfoil bound vortices are modeled using lumped vortex elements and the wake behind the airfoil is modeled by discrete vortices. This consists of solving a steady state flow problem at each time-step where unsteadiness is incorporated through the “zero normal flow on a solid surface” boundary condition at every time instant. Additionally, along with the “zero normal flow on a solid surface” boundary condition Kelvin’s condition is used to compute the strength of the latest wake vortex shed from the trailing edge of the airfoil. Location of the wake vortices is updated at each time-step to get the wake shape at each time instant. Results are presented to show the effect of airfoil-airfoil interaction and airfoil-wake interaction on the aerodynamic characteristics of each airfoil.
用势流模型研究了两种翼型的非定常流场,其中每一种翼型都处于突然运动状态。采用集总涡单元模拟翼型束缚涡,采用离散涡单元模拟翼型后尾迹。这包括在每个时间步解一个稳态流动问题,其中在每个时间瞬间通过“固体表面上的零法向流动”边界条件纳入非定常。此外,随着“零正常流动在一个固体表面”的边界条件,开尔文条件被用来计算从翼型后缘尾迹涡脱落的最新强度。在每个时间步长更新尾流涡的位置,得到每个时间瞬间的尾流形状。计算结果显示了翼型-翼型相互作用和翼型-尾迹相互作用对各翼型气动特性的影响。
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引用次数: 4
Notice of RetractionFluid-solid coupling numerical simulation of temperature field of roadway surrounding rock in water-bearing formation 含水地层巷道围岩温度场流固耦合数值模拟
Pub Date : 2010-07-09 DOI: 10.1109/ICCSIT.2010.5565109
Shuguang Zhang, Ming Lu
By analyzing hydrogeological conditions of panxi coal, the coupling mathematical model of heat-transfer is developed in surrounding rock.Temperature field and seepage field distribution of fracture rock is described by using heat-transfer and seepage differential equations. Combined with boundary condition and parameters, the numerical solution is obtained by using numerical software. The results of numerical simulation show that the temperature of surrounding rock change under the influence of the seepage. Because of the temperature difference between the groundwater and the surrounding rock, heat axchange will occur on the coupling section. Eventually the temperature of water is similar to the surrounding rock and form the balance area of heat exchange. This indicated that heat transfer accompany the process of seeapge. At the same time, the balance area of heat exchange will move following leakage, and along with the seepage speed increasing, the balance area of the scope will enlarge. With the existence of the blance area, it becomes the watershed of the temperature vector change.
通过分析攀西煤的水文地质条件,建立了围岩传热耦合数学模型。利用传热和渗流微分方程描述了裂隙岩体的温度场和渗流场分布。结合边界条件和参数,利用数值软件得到数值解。数值模拟结果表明,渗流作用下围岩温度发生了变化。由于地下水与围岩之间存在温差,在耦合断面上发生换热。最终水的温度与围岩的温度相近,形成热交换的平衡区。这表明在渗流过程中存在着传热现象。同时,随着泄漏的发生,换热平衡面积也随之移动,并且随着渗流速度的增加,范围内的平衡面积也随之增大。由于平衡区的存在,它成为温度矢量变化的分水岭。
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引用次数: 2
期刊
International journal of advanced computer science
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