Focusing on the issue that the inflection points are hard to forecast in stock price volatility degrades the forecast accuracy, a kind of Lag Risk Degree Threshold Generalized Autoregressive Conditional Heteroscedastic in Mean (LRD-TGARCH-M) model was proposed. Firstly, hysteresis was defined based on the inconsistency phenomenon of stock price volatility and index volatility, and the Lag Degree (LD) calculation model was proposed through the energy volatility of the stock. Then the LD was used to measure the risk, and put into the average share price equation in order to overcome the Threshold Generalized Autoregressive Conditional Heteroscedastic in Mean (TGARCH-M) model's deficiency for predicting inflection points. Then the LD was put into the variance equation according to the drastic volatility near the inflection points, for the purpose of optimizing the change of variance and improving the forecast accuracy. Finally, the volatility forecasting formulas and accuracy analysis of the LRD-TGARCH-M algorithm were given out. The experimental results from Shanghai Stock, show that the forecast accuracy increases by 3.76% compared with the TGARCH-M model and by 3.44% compared with the Exponential Generalized Autoregressive Conditional Heteroscedastic in Mean (EGARCH-M) model, which proves the LRD-TGARCH-M model can degrade the errors in the price volatility forecast.
In three-dimensional sound reproduction with two speakers, Crosstalk Cancellation System (CCS) performance optimization often pay more attention to the effect independently by the factors such as inverse filter parameters design and loudspeaker configuration. A frequency-domain Least-Squares (LS) estimation approximation was proposed to use for the performance optimization. The relationship between these factors and their effect on CCS performance was evaluated systematically. To achieve the tradeoff of computing efficiency and system performance of crosstalk cancellation algorithm, this method obtained the optimization parameters. The effect of crosstalk cancellation was evaluated with Channel Separation (CS) and Performance Error (PE) index, and the simulation results indicate that these parameters can obtain good crosstalk cancellation effect.
Based on Complementary Ensemble Empirical Mode Decomposition (CEEMD)-fuzzy entropy and Echo State Network (ESN) with Leaky integrator neurons (LiESN), a kind of combined forecast method was proposed for improving the precision of short-term power load forecasting. Firstly, in order to reduce the calculation scale of partial analysis for power load series and improve the accuracy of load forecasting, the power load time series was decomposed into a series of power load subsequences with obvious differences in complex degree by using CEEMD-fuzzy entropy, according to the characteristics of each subsequence, and then the corresponding LiESN forecasting submodels were built, the ultimate forecasting results could be obtained by the superposition of the forecasting model. The CEEMD-LiESN method was applied to the instance of short term electricity load forecasting of the New England region. The experimental results show that the proposed combination forecasting method has a high prediction precision.
Any video camera equipment has certain temporal resolution, so it will cause motion blur and motion aliasing in captured video sequence. Spatial deblurring and temporal interpolation are usually adopted to solve this problem, but these methods can not solve it completely in origin. A temporal super-resolution reconstruction method based on Maximum A Posterior (MAP) probability estimation for single-video was proposed in this paper. The conditional probability model was determined in this method by reconstruction constraint, and then prior information model was established by combining temporal self-similarity in video itself. From these two models, estimation of maximum posteriori was obtained, namely reconstructed a high temporal resolution video through a single low temporal resolution video, so as to effectively remove motion blur for too long exposure time and motion aliasing for inadequate camera frame-rate. Through theoretical analysis and experiments, the validity of the proposed method is proved to be effective and efficient.
To avoid the limitations of the traditional fuzzy rule based on Genetic Algorithm (GA), a calculation method of fuzzy control rule which contains weight coefficient was presented. GA was used to find the best weight coefficient which calculate the fuzzy rules. In this method, different weight coefficients could be provided according to different input levels, the correlation and symmetry of the weight coefficients could be used to assess all the fuzzy rules and then reduce the influence of the invalid rules. The performance comparison experiments show that the system which consists of these fuzzy rules has small overshoot, short adjustment time, and practical applications in fuzzy control. The experiments of different stimulus signals show that the system which consists of these fuzzy rules doesnt rely on stimulus signal as well as having a good tracking effect and stronger robustness.