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"九章讲坛"第485讲 — 胡建明 副教授

日期:2021-12-22点击数:

应兰州大学数学与统计学院李周平教授和赵学靖副教授邀请,广州大学经济与统计学院胡建明副教授将于2021年12月23日访问我校,期间将举办专题学术报告。

报告题目Study on the monotone quantile prediction model and its application

报告时间12月23日(星期四)下午4:00

报告地点理工楼631报告厅

要:Multiple quantile simultaneous prediction is conducive to providing more uncertainty information to decision-makers for risk quantification.In this talk, a monotone quantile regression neural network (MQRNN) framework is presentedfor time series quantile forecasting. The proposed approach takes the monotonicity of quantile into consideration and handle the quantile crossing problem by adding the quantile information into the input structure and using the gradient based point-wise loss function. In view of the complex characteristics of time series, such as time-varying and asymmetric heavy-tail features, a new quantile function is utilized to describe the complete conditional distribution information of data. Under this model framework, non-crossing multiple quantiles can be estimated and predicted simultaneously. The proposed approach is implemented based on the common neural network architecture, and the constructed model are applied to actual data in different fields. The results show that the constructed models can provide accurate and reliable multi-quantile prediction results, and alleviate the problem of quantile crossing.

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报告人简介

胡建明,理学博士,广州大学经济与统计学院副教授,入选广州大学“百人计划”,硕士生导师,加拿大皇后大学访问学者。主要研究兴趣为应用统计,机器学习及统计方法在能源领域的应用。在国际期刊《Renewable & Sustainable Energy Reviews》,《Energy Conversion and Management》和《Applied Soft Computing》等杂志发表SCI论文近20篇(SCI一区17篇),发表论文的总被为引次数为978次,单篇最高引用次数为165次,两篇入选ESI高被引论文。主持或完成国家自然科学基金项目2项,广东省自然科学基金面上项目1项,广州市基金项目1项。



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