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Tianguang Chu

Publications and source records attributed to Tianguang Chu.

6 recordsLinked to original sources

Reservoir observer enhanced with residual calibration and attention mechanism

Reservoir observers provide a data-driven approach to the inference of unmeasured variables from observed ones for nonlinear dynamical systems. While previous studies have demonstrated wide applicability, their performance may vary considerably with different input variables, even compromising reliability in the worst cases. To enhance the performance of inference, we integrate residual calibration and attention mechanism into the reservoir observer design. The residual calibration module leverages information from the estimation residuals to refine the observer output, and the attention mechanism exploits the temporal dependencies of the data to enrich the representation of reservoir internal dynamics. Experiments on typical chaotic systems demonstrate that our method substantially improves inference accuracy, especially for the worst cases resulting from the traditional reservoir observers. We also invoke the notion of transfer entropy to explain the reason for the input-dependent observation discrepancy and the effectiveness of the proposed method.

cs.LG

Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series

We propose a successive one-sided Hodrick-Prescott (SOHP) filter from multiple time scale decomposition perspective to derive trend estimate for a time series. The idea is to apply the one-sided HP (OHP) filter recursively on the updated cyclical component to extract the trend residual on multiple time scales, thereby to improve the trend estimate. To address the issue of optimization with a moving horizon as that of the SOHP filter, we present an incremental HP filtering algorithm, which greatly simplifies the involved inverse matrix operation and reduces the computational demand of the basic HP filtering. Actually, the new algorithm also applies effectively to other HP-type filters, especially for large-size or expanding data scenario. Numerical examples on real economic data show the better performance of the SOHP filter in comparison with other known HP-type filters.

q-fin.ST

Quotients of probabilistic Boolean networks

A probabilistic Boolean network (PBN) is a discrete-time system composed of a collection of Boolean networks between which the PBN switches in a stochastic manner. This paper focuses on the study of quotients of PBNs. Given a PBN and an equivalence relation on its state set, we consider a probabilistic transition system that is generated by the PBN; the resulting quotient transition system then automatically captures the quotient behavior of this PBN. We therefore describe a method for obtaining a probabilistic Boolean system that generates the transitions of the quotient transition system. Applications of this quotient description are discussed, and it is shown that for PBNs, controller synthesis can be performed easily by first controlling a quotient system and then lifting the control law back to the original network. A biological example is given to show the usefulness of the developed results.

math.OC

On quotients of Boolean control networks

In this paper, we focus on the study of quotients of Boolean control networks (BCNs) with the motivation that they might serve as smaller models that still carry enough information about the original network. Given a BCN and an equivalence relation on the state set, we consider a labeled transition system that is generated by the BCN. The resulting quotient transition system then naturally captures the quotient dynamics of the BCN concerned. We therefore develop a method for constructing a Boolean system that behaves equivalently to the resulting quotient transition system. The use of the obtained quotient system for control design is discussed and we show that for BCNs, controller synthesis can be done by first designing a controller for a quotient and subsequently lifting it to the original model. We finally demonstrate the applicability of the proposed techniques on a biological example.

math.OC

Resolution of the stochastic strategy spatial prisoner's dilemma by means of particle swarm optimization

We study the evolution of cooperation among selfish individuals in the stochastic strategy spatial prisoner's dilemma game. We equip players with the particle swarm optimization technique, and find that it may lead to highly cooperative states even if the temptations to defect are strong. The concept of particle swarm optimization was originally introduced within a simple model of social dynamics that can describe the formation of a swarm, i.e., analogous to a swarm of bees searching for a food source. Essentially, particle swarm optimization foresees changes in the velocity profile of each player, such that the best locations are targeted and eventually occupied. In our case, each player keeps track of the highest payoff attained within a local topological neighborhood and its individual highest payoff. Thus, players make use of their own memory that keeps score of the most profitable strategy in previous actions, as well as use of the knowledge gained by the swarm as a whole, to find the best available strategy for themselves and the society. Following extensive simulations of this setup, we find a significant increase in the level of cooperation for a wide range of parameters, and also a full resolution of the prisoner's dilemma. We also demonstrate extreme efficiency of the optimization algorithm when dealing with environments that strongly favor the proliferation of defection, which in turn suggests that swarming could be an important phenomenon by means of which cooperation can be sustained even under highly unfavorable conditions. We thus present an alternative way of understanding the evolution of cooperative behavior and its ubiquitous presence in nature, and we hope that this study will be inspirational for future efforts aimed in this direction.

physics.soc-ph

Evolutionary game dynamics in inhomogeneous populations

To our knowledge, the populations are generally assumed to be homogeneous in the traditional approach to evolutionary game dynamics. Here, we focus on the inhomogeneous populations. A simple model which can describe the inhomogeneity of the populations and a microscopic process which is similar to Moran Process are presented. By studying the replicator dynamics, it is shown that this model also keeps the fixed points unchanged and can affect the speed of converging to the equilibrium state. The fixation probability and the fixation time of this model are computed and discussed. In the inhomogeneous populations, there are different situations that characterize the time scale of evolution; and in each situation, there exists an optimum solution for the time to the equilibrium points, respectively. Moreover, these results on the speed of evolution are valid for infinite and finite populations.

physics.soc-ph