L-M贝叶斯正则化BP神经网络在红外CO_2传感器的应用

针对温度会影响红外CO_2传感器的输出电压,造成对CO_2的浓度检测误差较大的问题,提出了一种基于L-M贝叶斯正则化BP神经网络的温度补偿方法。实验中将传感器输出电压比和温度作为神经网络的输入,CO_2浓度作为神经网络的输出,并通过L-M算法和贝叶斯正则化对神经网络进行优化。经过实验仿真证明,在温度补偿后红外CO_2传感器测量输出的浓度值最大相对误差为4.557 8%,具有较高的精确度。因此L-M贝叶斯正则化BP神经网络能对红外CO_2传感器进行有效的温度补偿,可为相关红外传感器仪器的改进提供参考。     

Machine learning advances for time series forecasting

In this paper, we survey the most recent advances in supervised machine learning (ML) and high-dimensional models for time-series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods, we pay special attention to penalized regressions and ensemble of models. The nonlinear methods considered in the paper include shallow and deep neural networks, in their feedforward and recurrent versions, and tree-based methods, such as random forests and boosted trees. We also consider ensemble and hybrid models by combining ingredients from different alternatives. Tests for superior predictive ability are briefly reviewed. Finally, we discuss application of ML in economics and finance and provide an illustration with high-frequency financial data.