Abstract: This paper discusses the modeling of financial volatility under the condition of non-normal distribution. In order to solve the problem that the traditional central moment cannot estimate the thick-tailed distribution, the L-moment which is widely used in the hydrological field is introduced, and the autoregressive conditional moment model is used for static and dynamic fitting based on the generalized Pareto distribution. In order to solve the dimension disaster of multidimensional conditional skewness and kurtosis modeling, the multidimensional skewness and kurtosis model based on distribution is established, and the high-order moment model is deduced. Finally, the problems existing in the traditional…investment portfolio are discussed, and on this basis, the high-order moment portfolio is further studied. The results show that the key lies in the selection of the model and the assumption of asset probability distribution. Financial risk analysis can be effective only with a large sample. High-frequency data contain more information and can provide rich data resources. The conditional generalized extreme value distribution can well describe the time-varying characteristics of scale parameters and shape parameters and capture the conditional heteroscedasticity in the high-frequency extreme value time series. Better describe the persistence and aggregation of the extreme value of high frequency data as well as the peak and thick tail characteristics of its distribution.
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Keywords: Dynamic financial economic fluctuation, non-normal distribution, mathematical model
Abstract: 3D urban landscape visualization is a key technology in digital city construction. Based on the research and analysis of the three-dimensional space of the urban landscape space, the three-dimensional space can not only allow users to intuitively perceive the development of the city. It also enables decision makers, planners, and users to more intuitively, objectively, and rationally recognize and understand the current urban development and planning design. Defining the data content of the 3D city landscape image model is the basis for creating the 3D city image model. It not only guides producers to select data, but also serves as…the basis for sharing data between different applications. With the continuous development of society, the number of people living in rural areas migrating to cities to make a living has increased rapidly, leading to the growing problem of “urban congestion” in many areas. In order to effectively solve these problems, “smart cities” came into being. It quickly triggered a boom in global urban development. Based on a survey of the state-of-the-art in the field of 3D modeling and engineering design visualization, this paper analyzes 3D rendering acceleration algorithms used to speed up rendering and improve the quality of 3D design. By utilizing BSP technology, transparent objects can be drawn in any order in any scene, which solves the problem of incorrectly occluding transparent objects during rendering. This paper also applies collision detection technology, which enhances the user’s immersive feeling when roaming the landscape. In the 3D reconstruction process, it can complete the column and wall recognition for the test image with complex composition. Its recognition rate for various urban features has reached more than 80%.
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Keywords: 3D Cityscape, LOD algorithm, collision detection technology, smart city
Abstract: In this paper, a robust linear programming is considered, where all of its coefficients in the objective function and constraints are rough intervals or IT2 rough interval coefficients. First, we allow the IT2 rough intervals to transform into rough intervals using [α 1 , α 2 ] level. Then, a robust two-step solution method (RTSM) is developed to solve the robust linear programming problem with IT2 rough interval coefficients (LPIT2RIC). Finally, an example is presented to demonstrate the results.
Keywords: Linear programming, uncertainty, T2 fuzzy set theory, rough set theory, IT2 rough coefficients
Abstract: Quantitative evaluation of crack profiles using Eddy Current Testing (ECT) signals often underestimates depth of a Stress Corrosion Crack (SCC) because of the crack complicated property, especially the conductivity property. In this paper, to improve reconstruction precision of crack depth, an SCC numerical model considering crack conductivity distribution is adopted. To solve the high-dimension optimization problem with multiple conductivity parameters, a hybrid inversion strategy combined Particle Swarm Optimization (PSO) algorithm with Powell direction acceleration method is proposed. Owing to overcoming local optimum and slow search speed in a high-dimension solution space of PSO algorithm, and solving the difficulty of initial…value selection for Powell direction acceleration method, the hybrid inversion strategy can improve SCC reconstruction accuracy and numerical stability. Results from simulated and measured ECT signals of several artificial SCCs demonstrate that the proposed strategy is effective to improve reconstruction precision of crack depth.
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Keywords: Eddy current testing, stress corrosion cracks, reconstruction, particle swarm optimization, high-dimension optimization, Powell direction acceleration method
Abstract: As a constituent element of tourism system, tourist attraction is the spatial carrier of tourism activity. Those tourist attractions that can provide the high-quality service for the tourists will obtain the satisfactory tourists, drum for more tourists and achieve the good performance. Therefore service quality is the crucial factor to build the market image, acquire the steady tourist flow and increase the profit. It is the life-line of tourist attractions. The crux of service quality management in tourist attractions is how to evaluate and proceed to improve the service quality of tourist attractions. In this paper, we utilize Einstein operations…to develop some triangular fuzzy aggregation operators: triangular fuzzy Einstein weighted average (TFEWA) operator, triangular fuzzy Einstein ordered weighted average (TFEOWA) operator and triangular fuzzy Einstein hybrid average (TFEHA) operator. Then, we have utilized these operators to develop some approaches to solve the triangular fuzzy comprehensive evaluation problems for fuzzy quantitative evaluation on tourist scenic spot service quality in the perspective of Wechat marketing. Finally, a practical example for fuzzy quantitative evaluation on tourist scenic spot service quality in the perspective of Wechat marketing is given to verify the developed approach.
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Keywords: Fuzzy comprehensive evaluation, triangular fuzzy information, Einstein aggregation operators, triangular fuzzy Einstein hybrid average (TFEHA) operator, tourist scenic spot service quality, perspective of Wechat marketing
Abstract: In the nondestructive evaluation for components of key equipment, sizing of natural crack is important in order to guarantee both the safety and efficient operation for large mechanical systems. Natural cracks have complex boundary and there may be electric current flowing through crack faces. If a simple model of artificial notch is used to simulate it, errors often occur in crack depth reconstruction from eddy current testing (ECT) signals. However, if a complex crack conductivity model is used, quantitative evaluation of natural crack will be transformed into a multivariable nonlinear optimization problem and the solution is difficult. In this paper,…based on the relationship between crack parameters and features of multi-frequency ECT signals, a multi-output support vector regression algorithm using domain decomposition for parameters was proposed. The algorithm realized the quantitative evaluation of multiple parameters of crack in turn. Numerical examples with simulated and measured ECT signals were presented to verify the efficiency of the proposed strategy.
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Keywords: Quantitative evaluation, natural crack, eddy current testing, support vector regression, multivariable output
Abstract: In this paper, a layering analysis scheme for reconstruction of deep Stress Corrosion Cracks (SCC) from ECT signals is proposed based on a strategy of multiple frequency excitation and multiple liftoff in order to improve the sizing accuracy. The shape profiles and conductivity of the crack are reconstructed respectively using a hybrid inversion scheme. The profiles of several cracks are reconstructed from simulated signals of conductive notches and measured signals of an artificial SCC. It is demonstrated that the new strategy is promising for the improvement of the sizing precision of SCC.
Keywords: SCC, ECT inversion, multiple frequency and liftoff strategy, crack reconstruction, layering analysis
Abstract: Quantitative nondestructive testing with enough precision are the basis for studying crack propagation behaviour and the residual life of structural component. Eddy current testing (ECT) is a fast nondestructive testing technique with many testing objects. As the common effect of each crack in combined cracks on ECT signals, quantitative detection of combined cracks is a challenge. In this paper, quantitative detection of combined cracks using features of ECT signals and an artificial neural network (ANN) method is proposed. Firstly, a model of combined cracks containing a long crack and a short vertical crack is used to approximately calculate two-dimensional ECT…signals of crack. Secondly, correlation between the parameters of combined cracks and the features of the two-dimensional ECT signals are investigated by numerical simulation. Finally, the crack parameters are evaluated from the simulation signals of combined cracks and the measured signals of stress corrosion cracking using the proposed strategy. Numerical results verify the effectiveness of the proposed strategy.
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Abstract: Fermentation engineering is a technology that uses engineering technology to produce useful biological products for human beings by using certain functions of organisms (mainly microorganisms) and active isolated enzymes, or to directly control certain industrial production processes with the participation of microorganisms. With the progress of science and technology, fermentation technology has also developed greatly, and has entered the stage of modern fermentation engineering that can artificially control and modify microorganisms to make these microorganisms produce products for human beings. As an important part of modern biotechnology, modern fermentation engineering has a broad application prospect. The grain fermentation process quality…evaluation is a classical MADM issues. In such paper, the generalized weighted Bonferroni mean (WBM) operator is constructed for MADM with single-valued neutrosophic sets (SVNSs). Then, the generalized single-valued neutrosophic number WBM (GSVNNWBM) operator is built and then the MADM decision methods are proposed based on the GSVNNWBM operator. Finally, an example about grain fermentation process quality comprehensive evaluation and some comparative analysis were given to demonstrate the GSVNNWBM method.
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Keywords: Multiple attribute decision making (MADM), single-valued neutrosophic sets (SVNSs), weighted Bonferroni mean (WBM) operator, maximizing deviation method, grain fermentation process quality evaluation