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Asymptotic Optimality of the Nonnegative Garrote Estimator Under Heteroscedastic Errors

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Journal of Systems Science & Complexity 2020年第2期33卷 545-562页

作者： CHEN Xiuping CAI Guanghui GAO Yan zhao shangwei College of Statistics and Mathematics Zhejiang Gongshang UniversityHangzhou 310018China Department of Statistics College of ScienceMinzu University of ChinaBeijing 100081China

This paper proposes the Nonnegative Garrote(NG)estimator for linear model with heteroscedastic *** the other hand,under some regularity conditions,the authors show the asymptotic optimality of the NG estimator by referring to the idea of the asymptotic optimality of the model average *** results and a real data analysis are reported for testing the results obtained *** results provide a stronger theoretical basis for the use of NG estimator by strengthening existing findings.

关键词： Asymptotic optimality coefficient shrinkage heteroscedastic errors Nonnegative Garrote

Model Averaging Estimation for Varying-Coefficient Single-Index Models

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Journal of Systems Science & Complexity 2022年第1期35卷 264-282页

作者： LIU Yue ZOU Jiahui zhao shangwei YANG Qinglong School of Statistics Jiangxi University of Finance and EconomicsNanchang 330013China. School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China. School of Science Minzu University of ChinaBeijing 100081China School of Statistics and Mathematics Zhongnan University of Economics and LawWuhan 430073China

The varying-coefficient single-index model(VCSIM)is widely used in economics,statistics and biology.A model averaging method for VCSIM based on a Mallows-type criterion is proposed to improve prodictive capacity,which allows the number of candidate models to diverge with sample *** model misspecification,the asymptotic optimality is derived in the sense of achieving the lowest possible squared *** authors compare the proposed model averaging method with several other classical model selection methods by simulations and the corresponding results show that the model averaging estimation has a outstanding *** authors also apply the method to a real dataset.

关键词： Asymptotic optimality kernel-local smoothing method Mallows-type criterion model averaging varying-coefficient single-index model

ON FUNCTIONAL DECOMPOSITION OF MULTIVARIATE POLYNOMIALS WITH DIFFERENTIATION AND HOMOGENIZATION

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Journal of Systems Science & Complexity 2012年第2期25卷 329-347页

作者： shangwei zhao Ruyong FENG Xiao-Shan GAO Beijing Electronic Science and Technology Institute KLMM Academy of Mathematics and Systems ScienceChinese Academy of Sciences

This paper gives a theoretical analysis for the algorithms to compute functional decomposition for multivariate polynomials based on differentiation and homogenization which were proposed by Ye, Dai, and Lam （1999） and were developed by Faugere, Perret （2006, 2008, 2009）. The authors show that a degree proper functional decomposition for a set of randomly decomposable quartic homoge- nous polynomials can be computed using the algorithm with high probability. This solves a conjecture proposed by Ye, Dal, and Lam （1999）. The authors also propose a conjecture which asserts that the decomposition for a set of polynomials can be computed from that of its homogenization and show that the conjecture is valid with high probability for quartic polynomials. Finally, the authors prove that the right decomposition factors for a set of polynomials can be computed from its right decomposition factor space.

关键词： Cryptosystem analysis functional decomposition homogeneous polynomials multivariatepolynomial right factor space.

Neural Network-Based State Estimation for Nonlinear Systems With Denial-of-Service Attack Under Try-Once-Discard Protocol

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IEEE/CAA Journal of Automatica Sinica 2024年第10期11卷 2182-2184页

作者： Xueli Wang shangwei zhao Ming Yang Xin Wang Xiaoming Wu the Key Laboratory of Computing Power Network and Information Security Ministry of EducationShandong Computer Science CenterQilu University of Technology(Shandong Academy of Sciences)Jinan 250014 Shandong Provincial Key Laboratory of Computer Networks Shandong Fundamental Research Center for Computer ScienceJinan 250014China Department of Automation Shanghai Jiao Tong UniversityShanghai 200240China

Dear Editor,This letter deals with state estimation issues of discrete-time nonlinear systems subject to denial-of-service(DoS)attacks under the try-once-discard(TOD)*** specifically,to reduce the communication burden,a TOD protocol with novel update rules on protocol weights is designed for scheduling measurement *** addition,unknown nonlinear functions vulnerable to DoS attacks are considered due to the openness and vulnerability of the network.

关键词： Service DoS service

Versatile HAR model for realized volatility: A least square model averaging perspective

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Journal of Management Science and Engineering 2019年第1期4卷 55-73页

作者： Yue Qiu Xinyu Zhang Tian Xie shangwei zhao WISE and School of Economics Xiamen UniversityXiamenFujian361005China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing100190China College of Science Minzu University of ChinaBeijing100081China Department of Statistics Pennsylvania State UniversityUniversity ParkPennsylvania 16802USA

A rapidly growing body of literature has documented improvements in forecasting financial return volatility measurement using various heterogeneous autoregression(HAR)type *** HAR-type models use a fixed lag index of(1,5,22)to mirror the daily,weekly,and monthly components of the volatility process,but they ignore model specification *** this paper,we propose applying the least squares model averaging approach to HAR-type models with signed realized semivariance to account for model uncertainty and to allow for a more flexible lag *** denote this approach as MARS and prove that the MARS estimator is asymptotically optimal in the sense of achieving the lowest possible mean squared forecast *** by the data-driven model averaging method,the lag combination in the MARS method changes with various data series and different forecast *** high frequency data from the NASDAQ 100 index and its 104 constituents,our empirical results demonstrate that acknowledging model uncertainty under the HAR framework and solving with the model averaging method can significantly improve the accuracy of financial return volatility forecasting.

关键词： Heterogeneous autoregression Volatility forecasting Forecasting combination Model averaging Asymptotic optimality

A Multivariate Public Key Cryptographic Scheme

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China Communications 2014年第12期11卷 120-124页

作者： YUAN Feng SUN Ying JIANG Jijun zhao shangwei XU Shengwei Information Security Institute Beijing Electronic Science and Technology Institute Beijing 100070 China College of Science Minzu University of China Beijing 100081 China

This paper presents a multivariate public key cryptographic scheme over a finite field with odd prime *** idea of embedding and layering is manifested in its *** security of the scheme is analyzed in detail,and this paper indicates that the scheme can withstand the up to date differential *** give heuristic arguments to show that this scheme resists all known attacks.

关键词： public key cryptography polynomials multivariate finite field

An Optimal Tracking Control Method with Q-learning for Discrete-time Linear Switched System

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An Optimal Tracking Control Method with Q-learning for Discr...

Short-Term Water Prediction in Urban Complex Environment

第三十九届中国控制会议

作者： shangwei zhao Jingcheng Wang Hongyuan Wang Haotian Xu Automation Department Shanghai Jiao Tong University Key Laboratory of System Control and Information Processing Ministry of Education of China Autonomous Systems and Intelligent Control International Joint Research Center Xi'an Technological University

In this paper, a novel approach combining Q-learning method and two-stage optimization is proposed to solve linear quadratic tracking（LQT） problem for unknown discrete-time switched system. An augmented system consisting of switched subsystem and reference trajectory is built and Q-learning method is introduced to identify each subsystem without requiring any knowledge of augmented system state dynamics. Then, based on the optimal control laws for each subsystem obtained by Q-learning in advance, the optimal hybrid control law including switching mode and control input is obtained by the two-stage optimization framework. Furthermore, the optimality of the algorithm is proved. Finally, a simulation case is used to testify the effectiveness of the proposed algorithm.

关键词： Tracking control Linear switched system Q-learning

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Short-Term Water Prediction in Urban Complex Environment

A Safe Hierarchical Control Scheme Incorporated with Constrained Deep Neural Networks

第32届中国过程控制会议(CPCC2021)

作者： Yuhao Long Pingwei zhao shangwei zhao Simin Feng Jingcheng Wang Department of Automation Shanghai Jiao Tong University Shanghai Municipal Engineering Design Institute(Group)Co. Ltd.

The water demand forecast of urban users is an important basis for the design scale and planning of urban water supply systems,and is also a core link that determines the scientific rationality of urban water supply project *** water used by urban users includes water used in daily life,industrial and agricultural production,and public *** water demand and water pressure forecasts can provide guidance for urban water supply planning and realize the sustainable development of water resources,and provide references for water resource allocation and water volume dispatch in urban water supply *** to the actual situation of multiple pumping stations and water plants in cities,this paper is inspired by ensemble learning ideas,and the results of multiple models are adopted to improve the overall prediction accuracy of *** effectiveness of the proposed method is verified by practical application.

关键词： Water flow forecast Water pressure forecast Ensemble learning

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A Safe Hierarchical Control Scheme Incorporated with Constra...