针对非线性系统故障诊断难以解决的问题,提出了一种基于扩展局部线性嵌入映射(Locally Linear Embedding,LLE)的故障诊断方法.通过引入切空间距离代替欧氏距离,可以更加科学的满足算法近邻点局部线性的要求,从而可以更好的保留原始数据...针对非线性系统故障诊断难以解决的问题,提出了一种基于扩展局部线性嵌入映射(Locally Linear Embedding,LLE)的故障诊断方法.通过引入切空间距离代替欧氏距离,可以更加科学的满足算法近邻点局部线性的要求,从而可以更好的保留原始数据的局部流形特征.另外,将故障状态与高维空间分布结合起来,通过确定数据点在空间超球内的分布完成故障的检测,在这个过程中将超球的确定与LLE算法中基于核函数的样本外数据扩展相结合,减少了计算量,提高了算法的实时性,从而为复杂非线性系统的故障诊断提供了一种新的有效的方法.展开更多
金融市场高频数据包括时间序列数据和其他宏观经济指标,通常具有高维特征.其处理需要更复杂的算法,易产生较高的模型过拟合风险.基于此,提出基于局部线性映射(Local Linear Mapping,LLM)的金融市场波动率高频数据异常检测方法,对各个高...金融市场高频数据包括时间序列数据和其他宏观经济指标,通常具有高维特征.其处理需要更复杂的算法,易产生较高的模型过拟合风险.基于此,提出基于局部线性映射(Local Linear Mapping,LLM)的金融市场波动率高频数据异常检测方法,对各个高频数据目标的日平均序列数据进行标准化处理,在数据筛选时,使用标准化处理设定相关阈值,将不同维度的数据转化为相同的尺度,并利用连通图算法,将具有边连接的金融市场波动率高频数据划分至一个群组内,计算待检测高频数据阈值,采用局部线性映射,完成金融市场波动率高频数据异常检测.实验结果表明:所提方法在TPR为0.98时,ROC曲线稳定运行,贡献因子为1.287,重构误差为1.6%,能够以最快速度使训练集异常检测的损失值达到稳定.展开更多
How to extract optimal composite attributes from a variety of conventional seismic attributes to detect reservoir features is a reservoir predication key,which is usually solved by reducing dimensionality.Principle co...How to extract optimal composite attributes from a variety of conventional seismic attributes to detect reservoir features is a reservoir predication key,which is usually solved by reducing dimensionality.Principle component analysis（PCA） is the most widely-used linear dimensionality reduction method at present.However,the relationships between seismic attributes and reservoir features are non-linear,so seismic attribute dimensionality reduction based on linear transforms can＇t solve non-linear problems well,reducing reservoir prediction precision.As a new non-linear learning method,manifold learning supplies a new method for seismic attribute analysis.It can discover the intrinsic features and rules hidden in the data by computing low-dimensional,neighborhood-preserving embeddings of high-dimensional inputs.In this paper,we try to extract seismic attributes using locally linear embedding（LLE）,realizing inter-horizon attributes dimensionality reduction of 3D seismic data first and discuss the optimization of its key parameters.Combining model analysis and case studies,we compare the dimensionality reduction and clustering effects of LLE and PCA,both of which indicate that LLE can retain the intrinsic structure of the inputs.The composite attributes and clustering results based on LLE better characterize the distribution of sedimentary facies,reservoir,and even reservoir fluids.展开更多
文摘针对非线性系统故障诊断难以解决的问题,提出了一种基于扩展局部线性嵌入映射(Locally Linear Embedding,LLE)的故障诊断方法.通过引入切空间距离代替欧氏距离,可以更加科学的满足算法近邻点局部线性的要求,从而可以更好的保留原始数据的局部流形特征.另外,将故障状态与高维空间分布结合起来,通过确定数据点在空间超球内的分布完成故障的检测,在这个过程中将超球的确定与LLE算法中基于核函数的样本外数据扩展相结合,减少了计算量,提高了算法的实时性,从而为复杂非线性系统的故障诊断提供了一种新的有效的方法.
文摘金融市场高频数据包括时间序列数据和其他宏观经济指标,通常具有高维特征.其处理需要更复杂的算法,易产生较高的模型过拟合风险.基于此,提出基于局部线性映射(Local Linear Mapping,LLM)的金融市场波动率高频数据异常检测方法,对各个高频数据目标的日平均序列数据进行标准化处理,在数据筛选时,使用标准化处理设定相关阈值,将不同维度的数据转化为相同的尺度,并利用连通图算法,将具有边连接的金融市场波动率高频数据划分至一个群组内,计算待检测高频数据阈值,采用局部线性映射,完成金融市场波动率高频数据异常检测.实验结果表明:所提方法在TPR为0.98时,ROC曲线稳定运行,贡献因子为1.287,重构误差为1.6%,能够以最快速度使训练集异常检测的损失值达到稳定.
基金National Key Science & Technology Special Projects(Grant No.2008ZX05000-004)CNPC Projects(Grant No.2008E-0610-10).
文摘How to extract optimal composite attributes from a variety of conventional seismic attributes to detect reservoir features is a reservoir predication key,which is usually solved by reducing dimensionality.Principle component analysis（PCA） is the most widely-used linear dimensionality reduction method at present.However,the relationships between seismic attributes and reservoir features are non-linear,so seismic attribute dimensionality reduction based on linear transforms can＇t solve non-linear problems well,reducing reservoir prediction precision.As a new non-linear learning method,manifold learning supplies a new method for seismic attribute analysis.It can discover the intrinsic features and rules hidden in the data by computing low-dimensional,neighborhood-preserving embeddings of high-dimensional inputs.In this paper,we try to extract seismic attributes using locally linear embedding（LLE）,realizing inter-horizon attributes dimensionality reduction of 3D seismic data first and discuss the optimization of its key parameters.Combining model analysis and case studies,we compare the dimensionality reduction and clustering effects of LLE and PCA,both of which indicate that LLE can retain the intrinsic structure of the inputs.The composite attributes and clustering results based on LLE better characterize the distribution of sedimentary facies,reservoir,and even reservoir fluids.
