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Colour is an important factor in the expression of recognizability and cultural identity of regional cultural and creative design. At present, the colour recognition of regional characteristic and the colour association of regional culture mainly rely on the designer's subjective perception. To obtain the target colour resources with reference for regional cultural and design need, this study proposes a scientific method of colour extraction and strong colour association matching of Shanghai style Chinese paintings by machine learning, and applies the related results to the colour design of cultural and creative products. Firstly, using the SLIC superpixel algorithm and Mean shift algorithm to realize the overall dimensionality reduction of the image features and the colour aggregation gradually, so as to extract the characteristic colours of Shanghai style Chinese paintings; Secondly, we introduce a data mining algorithm (Apriori) to mine out the association rules from multiple characteristics colours and filter out strongly associated colour combinations; Finally, we apply the colour combinations and colour tones to the colour design of the creative products. In order to verify the scientificity of the colour extraction and colour matching method proposed in this paper, we selected another painter's paintings in the same school as the algorithm experimental validation sample, similar results were obtained. In addition, we measured user satisfaction using the degree of awakening to Shanghai style culture and the propensity to make consumer decisions as the evaluation dimensions, which proves that the method of this study is effective. [ABSTRACT FROM AUTHOR]

It is critical for the management and control of urban rail transit (URT) to be able to predict passenger flow accurately and in real time. Considering that the high-resolution data aggregated by the automatic fare collection (AFC) system is wasted, this paper analyzes the problem of applying a multi-time granularity passenger flow data fusion forecasting process. First, we examine the challenge of constructing a dataset of passenger flow data with different time granularities. Thus, an algorithm is proposed for selecting passenger flow datasets with multi-time granularity. Furthermore, a multi-time granularity dense residual network (Mul-DesLSTM) with a dense residual structure and LSTM (long short-term memory) as the predictor is constructed, inspired by a residual network. Using Mul-DesLSTM, finer-grained passenger flow features can be fused layer by layer while maintaining the accuracy of traditional single-granularity passenger flow predictions. Lastly, Mul-DesLSTM is applied to the URT system of Shanghai, China, and compared with baselines. As a result, the proposed Mul-DesLSTM outperforms the baselines with LSTM as a predictor and state-of-the-art model. When the predicted time granularity is 30 min, compared to the single-time granularity LSTM network, the mean absolute error, root mean square error, and symmetric mean absolute percentage error can be reduced by 51%, 63%, and 15%, respectively. The results can serve as a reference and basis for the operation and management of URT systems. [ABSTRACT FROM AUTHOR]

Intelligent forecasting model of stock price is an effective way to obtain ideal investment returns. Due to the impact of quantitative transactions, traditional forecasting methods face challenges and pressures. How to find a reliable forecasting model and improve the forecasting accuracy will be a scientific problem worthy of further discussion. This paper proposes an intelligent forecasting model of stock price based on neighborhood rough set (NRS) and multivariate empirical mode decomposition (MEMD) by means of the ideal of "granular computing" and "decomposition ensemble". Firstly, the multiscale permutation entropy (MPE) method is conducted to determine decision features, which can improve the stability of permutation entropy. Then, a new feature selection method, fusing mutual information (MI) and the NRS, is proposed to automatically capture and select the condition features from the stock market. Subsequently, aiming on revealing the more detailed feature information and maintaining relevance between features, the MEMD is utilized to simultaneously decompose all features. Finally, the decomposed features are inputted into the long short-term memory (LSTM) network to train the intelligent forecasting model and provide the forecasting results of stock price. The validity of our proposed model is assessed through the stocks of Shanghai and Shenzhen markets. The results show that our proposed intelligent forecasting model of stock price makes a beneficial attempt and discussion for the integration of "granular computing" and "decomposition ensemble". And it will provide scientific support and reference for investors' actual investment decisions. [ABSTRACT FROM AUTHOR]

With the boom of big data, the Internet contains more and more personal behavior information, but it is difficult to extract effectively. A model involving multivariate processing capability must be constructed to deal with these time series with complex characteristics. In this paper, a novel hybrid model embedding Baidu Search Index is therefore proposed to implement multi-step ahead subway passenger flow forecasting. Firstly, we collect data from informative Baidu Search Index, reduce dimensionality, and screen out the powerful predictors by statistical analysis. Secondly, we extract matching common modes at similar time scales between the subway passenger flow and screened Baidu Search Index via multivariate mode decomposition being optimized by multi-objective algorithm. Furthermore, to eliminate pseudo statistical causality, we select the optimal combination of modal components between subway passenger flow and its corresponding Baidu Search Index at each time scale by an innovative multi–modal analysis strategy. Thirdly, we reconstruct the forecasting values of each selected optimal combination as the final results. The empirical results of Beijing, Shanghai and Guangzhou show that the proposed model can significantly outperform six benchmark models in both the level and directional accuracy. So introducing Baidu Search Index creates a sound opportunity to enhance the subway passenger flow forecasting ability. [ABSTRACT FROM AUTHOR]

The capacity allocation is a practically significant factor to influence the quality of the train timetables in the rail operations, especially under the fluctuation of passenger demands. This paper aims to investigate a detailed description for the structure and characteristics of the capacity allocation problem under random demand in the high-speed rail network. A two-stage stochastic integer programming model is provided to get the capacity allocation solutions to meet random fluctuations of passenger demands in the daily operations, which incorporates demand uncertainty and makes no assumptions for the rail network structure and distribution of passenger demands. Given the inherent complexity for solving this problem, we provide a solution framework including a heuristic algorithm based on tabu search in order to obtain a near-optimal solution and strategies to obtain an efficient timetable and train formation adjustment. Finally, two sets of examples, in which a sample rail network with 5 stations and the Beijing-Shanghai high-speed rail network data are adopted as the experimental environments to illustrate the performance and effectiveness of the proposed methods. • A two-stage stochastic program model for train capacity allocation is presented. • A heuristic algorithm based on tabu search is provided to solve the problem. • A strategy for an efficient timetable and train formation adjustment is provided. • Numerical experiments are given to illustrate the proposed approaches. [ABSTRACT FROM AUTHOR]