Qiusheng Li

Bio: Qiusheng Li is an academic researcher from City University of Hong Kong. The author has contributed to research in topics: Wind speed & Wind tunnel. The author has an hindex of 47, co-authored 429 publications receiving 8830 citations. Previous affiliations of Qiusheng Li include Chinese Ministry of Education & Guangzhou University.

Using neural networks to model and predict amplitude dependent damping in buildings

Abstract: In this paper, artificial neural networks, a new kind of intelligent method, are employed to model and predict amplitude dependent damping in buildings based on our full-scale measurements of buildings. The modelling method and procedure using neural networks to model the damping are studied. Comparative analysis of different neural network models of damping, which includes multi-layer perception network (MLP), recurrent neural network, and general regression neural network (GRNN), is performed and discussed in detail. The performances of the models are evaluated and discussed by tests and predictions including self-test, "one-lag" prediction and "multi-lag" prediction of the damping values at high amplitude levels. The established models of damping are used to predict the damping in the following three ways : (1) the model is established by part of the data measured from one building and is used to predict the another part of damping values which are always difficult to obtain from field measurements : the values at the high amplitude level. (2) The model is established by the damping data measured from one building and is used to predict the variation curve of damping for another building. And (3) the model is established by the data measured from more than one buildings and is used to predict the variation curve of damping for another building. The prediction results are discussed.

I and i

Abstract: There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality. Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

Nonlinear Time Series Analysis.

Abstract: : This thesis applies neural network feature selection techniques to multivariate time series data to improve prediction of a target time series. Two approaches to feature selection are used. First, a subset enumeration method is used to determine which financial indicators are most useful for aiding in prediction of the S&P 500 futures daily price. The candidate indicators evaluated include RSI, Stochastics and several moving averages. Results indicate that the Stochastics and RSI indicators result in better prediction results than the moving averages. The second approach to feature selection is calculation of individual saliency metrics. A new decision boundary-based individual saliency metric, and a classifier independent saliency metric are developed and tested. Ruck's saliency metric, the decision boundary based saliency metric, and the classifier independent saliency metric are compared for a data set consisting of the RSI and Stochastics indicators as well as delayed closing price values. The decision based metric and the Ruck metric results are similar, but the classifier independent metric agrees with neither of the other metrics. The nine most salient features, determined by the decision boundary based metric, are used to train a neural network and the results are presented and compared to other published results. (AN)