CN103761442B - Forecasting method and device for flow parameters of micro areas - Google Patents

Forecasting method and device for flow parameters of micro areas Download PDF

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CN103761442B
CN103761442B CN201410039161.1A CN201410039161A CN103761442B CN 103761442 B CN103761442 B CN 103761442B CN 201410039161 A CN201410039161 A CN 201410039161A CN 103761442 B CN103761442 B CN 103761442B
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micro area
film micro
parameter
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CN103761442A (en
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杜翠凤
陆蕊
蒋仕宝
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GCI Science and Technology Co Ltd
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Abstract

The invention discloses a forecasting method and device for flow parameters of micro areas. Firstly, the time series of fixed parameters A and the time series of flow parameters B of a macro area are collected; secondly, according to the relation between the macro area and each micro area, the time series of fixed parameters A of each micro area is obtained; thirdly, by means of a state equation of extended Kalman filtering, the relation between the time series of the fixed parameters and the time series of the flow parameters B is obtained; fourthly, by means of the obtained relation between the fixed parameters A and the flow parameters B, a forecasting value of the time series of the flow parameters B of each micro area is obtained; finally, according to the obtained time series of the fixed parameters A of each micro area and the forecasting value of the time series of the flow parameters B of each micro area, resource optimization is conducted on each micro area. The forecasting method and device change the black-box situation of the micro areas, the states of the flow parameters in the micro areas are forecasted, resources are utilized according to forecasting results, and therefore the resources are optimized; meanwhile, the extended Kalman filtering algorithm is used, the obtained results are accurate, the error rate is low, and very good application value is obtained.

Description

The Forecasting Methodology and device of film micro area flow parameter
Technical field
The present invention relates to data mining technology field, the Forecasting Methodology and dress of more particularly to a kind of film micro area flow parameter Put.
Background technology
Prior art cannot in time obtain film micro area(Such as one section management on small scale unit)Flow parameter(Change is frequently Data)Situation, it is impossible to understand the state of film micro area flow parameter in real time, film micro area is constantly in " black box " state, affect The planning of the various schemes of film micro area, enforcement.
The content of the invention
Based on above-mentioned situation, the present invention proposes a kind of Forecasting Methodology of film micro area flow parameter, obtains film micro area flowing The state of parameter, with reference to resource is actually utilized, with good using value.
To achieve these goals, the technical scheme is that:
A kind of Forecasting Methodology of film micro area flow parameter, comprises the following steps:
Collect the time series and the time series of flow parameter B of the fixed parameter A in grand region;
According to grand region and each film micro area relation, the time series of the fixed parameter A in collected grand region is carried out point Class, collect, obtain the time series of the fixed parameter A of each film micro area;
Time series and the time series of flow parameter B based on the fixed parameter A in collected grand region, using extension The state equation of Kalman filtering, the relation being fixed between the time series of the time series of parameter A and flow parameter B;
Based on the time series of the fixed parameter A of resulting each film micro area, the time of tried to achieve fixed parameter A is utilized Relation between the time series of sequence and flow parameter B, obtains the time series forecasting value of the flow parameter B of each film micro area;
According to the time series and the time series forecasting value of flow parameter B of the fixed parameter A of each film micro area for being obtained Resource optimization is carried out to each film micro area.
For prior art problem, the invention allows for a kind of prediction meanss of film micro area flow parameter, improve existing The present situation of film micro area " black box ", is adapted to application.
Specific implementation is:A kind of prediction meanss of film micro area flow parameter, including:
Collection module, for collecting the time series and the time series of flow parameter B of the fixed parameter A in grand region;
Classifying Sum module, for according to grand region and each film micro area relation, the fixed parameter A to collected grand region Time series classified, collected, obtain the time series of the fixed parameter A of each film micro area;
Processing module, the time series and the time sequence of flow parameter B based on the fixed parameter A in collected grand region Row, using the state equation of EKF, are fixed the time series of parameter A and the time series of flow parameter B Between relation;
Prediction module, based on the time series of the fixed parameter A of resulting each film micro area, utilizes tried to achieve fixed ginseng Relation between the time series and the time series of flow parameter B of amount A, obtains the time sequence of the flow parameter B of each film micro area Row predicted value;
Optimization module, for according to the time series of the fixed parameter A of each film micro area for being obtained and flow parameter B when Between sequence prediction value resource optimization is carried out to each film micro area.
Compared with prior art, beneficial effects of the present invention are:The Forecasting Methodology and dress of film micro area flow parameter of the present invention Put, first collect the time series and the time series of flow parameter B of the fixed parameter A in grand region;Then according to grand region with it is each Film micro area relation, is classified, is collected to the time series of the fixed parameter A in collected grand region, obtains each film micro area The time series of fixed parameter A;Again based on collected grand region fixed parameter A time series and flow parameter B when Between sequence, using the state equation of EKF, be fixed the time series of parameter A and the time of flow parameter B Relation between sequence;The time series of the fixed parameter A of resulting each film micro area is based on again, utilizes tried to achieve fixed ginseng Relation between the time series and the time series of flow parameter B of amount A, obtains the time sequence of the flow parameter B of each film micro area Row predicted value;The time series of time series and flow parameter B finally according to the fixed parameter A of each film micro area for being obtained is pre- Measured value carries out resource optimization to each film micro area.After technology using the present invention, the present situation of film micro area " black box " is changed, predicted The state of film micro area flow parameter, according to predicting the outcome resource is utilized, and is optimized resource, while being calculated using spreading kalman Method, obtains result accurately, and error rate is low, with good using value.
Description of the drawings
Fig. 1 is the schematic flow sheet of the Forecasting Methodology of film micro area flow parameter in one embodiment;
Fig. 2 is the structural representation of the prediction meanss of film micro area flow parameter in one embodiment.
Specific embodiment
To make the objects, technical solutions and advantages of the present invention become more apparent, below in conjunction with drawings and Examples, to this Invention is described in further detail.It should be appreciated that specific embodiment described herein is only to explain the present invention, Protection scope of the present invention is not limited.
The Forecasting Methodology of film micro area flow parameter in one embodiment, as shown in figure 1, comprising the following steps:
Step S101:Collect grand region(The conventional administrative region in such as one province or city)Fixed parameter A(Change is little Data)Time series and flow parameter B(Change frequently data)Time series;
Step S102:According to grand region and each film micro area(Such as one section management on small scale unit)Relation, to collected The time series of the fixed parameter A in grand region is classified, is collected, and obtains the time series of the fixed parameter A of each film micro area;
Step S103:Time series and the time sequence of flow parameter B based on the fixed parameter A in collected grand region Row, using the state equation of EKF, are fixed the time series of parameter A and the time series of flow parameter B Between relation;
Step S104:Based on the time series of the fixed parameter A of resulting each film micro area, tried to achieve fixed ginseng is utilized Relation between the time series and the time series of flow parameter B of amount A, obtains the time sequence of the flow parameter B of each film micro area Row predicted value;
Step S105:According to the time series and the time sequence of flow parameter B of the fixed parameter A of each film micro area for being obtained Row predicted value carries out resource optimization to each film micro area.
It is evidenced from the above discussion that, this method changes the present situation of film micro area " black box ", with reference to resource is actually utilized, has Good using value.
As one embodiment, after the time series forecasting value of the flow parameter B for obtaining each film micro area, also wrap Include:According to the relation between the time series of the flow parameter B of the time series and grand region of the flow parameter B of each film micro area, Correct the time series forecasting value of the flow parameter B of each film micro area.
As one embodiment, after the time series forecasting value of the flow parameter B for obtaining each film micro area, also wrap Include:The time series actual value of the flow parameter B of arbitrary film micro area w in each film micro area is collected, the flowing with the film micro area w is joined The time series forecasting value of amount B carries out error analysis, according to the result of error analysis, corrects the flow parameter of each film micro area The time series forecasting value of B.
Used as one embodiment, the time series forecasting value of the flow parameter B of each film micro area is calculated by following steps Obtain:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i=1,2,...,N;
The computing formula of prediction matrix T (x) is:T(x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth The excitation covariance matrix of secondary iterative process,Prior state for the step of kth+1 under state status before the known step of kth+1 is estimated Meter,For the posteriority state estimation of kth step;
Calculate kalman gain:Wherein P is covariance matrix;J is Jacobian matrix, its meter Calculating formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Pk+1|k+1=(I-Kk+1Jk+1)Pk+1|k, wherein K is kalman gain;For remnants Variable, its computing formula is:Wherein mkFor the observation variable of kth time iteration, T (x) is prediction square Battle array;I is unit matrix, and J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For the known step of kth+1 In the past the prior state of the step of kth+1 was estimated under state status.
It is not excluded for also other methods.
The prediction meanss of film micro area flow parameter in one embodiment, as shown in Fig. 2 including:
Collection module, for collecting the time series and the time series of flow parameter B of the fixed parameter A in grand region;
Classifying Sum module, for according to grand region and each film micro area relation, the fixed parameter A to collected grand region Time series classified, collected, obtain the time series of the fixed parameter A of each film micro area;
Processing module, the time series and the time sequence of flow parameter B based on the fixed parameter A in collected grand region Row, using the state equation of EKF, are fixed the time series of parameter A and the time series of flow parameter B Between relation;
Prediction module, based on the time series of the fixed parameter A of resulting each film micro area, utilizes tried to achieve fixed ginseng Relation between the time series and the time series of flow parameter B of amount A, obtains the time sequence of the flow parameter B of each film micro area Row predicted value;
Optimization module, for according to the time series of the fixed parameter A of each film micro area for being obtained and flow parameter B when Between sequence prediction value resource optimization is carried out to each film micro area.
As shown in Fig. 2 a preferred embodiment of each module annexation of this device is:Collection module, Classifying Sum Module, processing module, prediction module and optimization module are linked in sequence successively.
First collection module collects the time series and the time series of flow parameter B of the fixed parameter A in grand region;Then Classifying Sum module is entered according to grand region and each film micro area relation to the time series of the fixed parameter A in collected grand region Row is classified, is collected, and obtains the time series of the fixed parameter A of each film micro area;Again collected grand region is based on by processing module Fixed parameter A time series and the time series of flow parameter B, using the state equation of EKF, obtain Relation between the time series and the time series of flow parameter B of fixed parameter A;By prediction module based on resulting each micro- The time series of the fixed parameter A in region, utilizes the time series and the time sequence of flow parameter B of tried to achieve fixed parameter A Relation between row, obtains the time series forecasting value of the flow parameter B of each film micro area;Last optimization module is according to being obtained It is excellent that the time series of fixed parameter A and the time series forecasting value of flow parameter B of each film micro area carries out resource to each film micro area Change.This device obtains the state of film micro area flow parameter, and according to the result for obtaining resource is used, and is optimized resource, is adapted to Practical application.
As one embodiment, also including correcting module a, for the flow parameter B for obtaining each film micro area when Between after sequence prediction value, according to the time series of the time series of the flow parameter B of each film micro area and the flow parameter B in grand region Between relation, correct the time series forecasting value of the flow parameter B of each film micro area.
As one embodiment, also including correcting module b, for the flow parameter B for obtaining each film micro area when Between after sequence prediction value, collect the time series actual value of the flow parameter B of arbitrary film micro area w in each film micro area, it is micro- with described The time series forecasting value of the flow parameter B of region w carries out error analysis, according to the result of error analysis, corrects described each micro- The time series forecasting value of the flow parameter B in region.
Used as one embodiment, the time series forecasting value of the flow parameter B of each film micro area is calculated by following steps Obtain:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i=1,2,...,N;
The computing formula of prediction matrix T (x) is:T(x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth The excitation covariance matrix of secondary iterative process,Prior state for the step of kth+1 under state status before the known step of kth+1 is estimated Meter,For the posteriority state estimation of kth step;
Calculate kalman gain:Wherein P is covariance matrix;J is Jacobian matrix, its meter Calculating formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Pk+1|k+1=(I-Kk+1Jk+1)Pk+1|k, wherein K is kalman gain;For remnants Variable, its computing formula is:Wherein mkFor the observation variable of kth time iteration, T (x) is prediction square Battle array;I is unit matrix, and J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For the known step of kth+1 In the past the prior state of the step of kth+1 was estimated under state status.
It is not excluded for also other methods.
Embodiment described above only expresses the several embodiments of the present invention, and its description is more concrete and detailed, but and Therefore the restriction to the scope of the claims of the present invention can not be interpreted as.It should be pointed out that for one of ordinary skill in the art For, without departing from the inventive concept of the premise, some deformations and improvement can also be made, these belong to the guarantor of the present invention Shield scope.Therefore, the protection domain of patent of the present invention should be defined by claims.

Claims (8)

1. a kind of Forecasting Methodology of film micro area flow parameter, it is characterised in that comprise the following steps:
Collect the time series and the time series of flow parameter B of the fixed parameter A in grand region;
According to grand region and each film micro area relation, the time series of the fixed parameter A in collected grand region is classified, converged Always, the time series of the fixed parameter A of each film micro area is obtained;
Time series and the time series of flow parameter B based on the fixed parameter A in collected grand region, using extension karr The state equation of graceful filtering, obtains the time of the flow parameter B of the time series and each film micro area of the fixed parameter A of each film micro area Relation between sequence;
Based on the time series of the fixed parameter A of resulting each film micro area, the fixed parameter A of each film micro area tried to achieve is utilized Time series and each film micro area flow parameter B time series between relation, obtain the flow parameter B's of each film micro area Time series forecasting value;
According to the time series of the flow parameter B of the time series and each film micro area of the fixed parameter A of each film micro area for being obtained Predicted value carries out resource optimization to each film micro area;
After the time series forecasting value of the flow parameter B for obtaining each film micro area, also include:According to the flowing of each film micro area Relation between the time series of the flow parameter B in the time series of parameter B and grand region, corrects the flowing of each film micro area The time series forecasting value of parameter B.
2. the Forecasting Methodology of film micro area flow parameter according to claim 1, it is characterised in that the stream of each film micro area The time series forecasting value of dynamic parameter B is calculated by following steps:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i= 1,2,...,N;
The computing formula of prediction matrix T (x) is:T (x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth time repeatedly For the excitation covariance matrix of process,Prior state for the step of kth+1 under state status before the known step of kth+1 estimates,For the posteriority state estimation of kth step;
Calculate kalman gain:P is covariance matrix;J is Jacobian matrix, and its computing formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Pk+1|k+1=(I-Kk+1Jk+1)Pk+1|k, wherein K is kalman gain;For remaining variable, Its computing formula is:mkFor the observation variable of kth time iteration, T (x) is prediction matrix;I is unit Matrix, J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For state status before the known step of kth+1 The prior state of the lower step of kth+1 is estimated.
3. a kind of Forecasting Methodology of film micro area flow parameter, it is characterised in that comprise the following steps:
Collect the time series and the time series of flow parameter B of the fixed parameter A in grand region;
According to grand region and each film micro area relation, the time series of the fixed parameter A in collected grand region is classified, converged Always, the time series of the fixed parameter A of each film micro area is obtained;
Time series and the time series of flow parameter B based on the fixed parameter A in collected grand region, using extension karr The state equation of graceful filtering, obtains the time of the flow parameter B of the time series and each film micro area of the fixed parameter A of each film micro area Relation between sequence;
Based on the time series of the fixed parameter A of resulting each film micro area, the fixed parameter A of each film micro area tried to achieve is utilized Time series and each film micro area flow parameter B time series between relation, obtain the flow parameter B's of each film micro area Time series forecasting value;
According to the time series of the flow parameter B of the time series and each film micro area of the fixed parameter A of each film micro area for being obtained Predicted value carries out resource optimization to each film micro area;
After the time series forecasting value of the flow parameter B for obtaining each film micro area, also include:Collect arbitrary in each film micro area The time series actual value of the flow parameter B of film micro area w, enters with the time series forecasting value of the flow parameter B of the film micro area w Row error analysis, according to the result of error analysis, corrects the time series forecasting value of the flow parameter B of each film micro area.
4. the Forecasting Methodology of film micro area flow parameter according to claim 3, it is characterised in that the stream of each film micro area The time series forecasting value of dynamic parameter B is calculated by following steps:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i= 1,2,...,N;
The computing formula of prediction matrix T (x) is:T (x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth time repeatedly For the excitation covariance matrix of process,Prior state for the step of kth+1 under state status before the known step of kth+1 estimates,For the posteriority state estimation of kth step;
Calculate kalman gain:P is covariance matrix;J is Jacobian matrix, and its computing formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Pk+1|k+1=(I-Kk+1Jk+1)Pk+1|k, wherein K is kalman gain;For remaining variable, Its computing formula is:mkFor the observation variable of kth time iteration, T (x) is prediction matrix;I is unit Matrix, J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For state status before the known step of kth+1 The prior state of the lower step of kth+1 is estimated.
5. a kind of prediction meanss of film micro area flow parameter, it is characterised in that include:
Collection module, for collecting the time series and the time series of flow parameter B of the fixed parameter A in grand region;
Classifying Sum module, for according to grand region and each film micro area relation, to the fixed parameter A in collected grand region when Between sequence classified, collected, obtain the time series of the fixed parameter A of each film micro area;
Processing module, the time series and the time series of flow parameter B based on the fixed parameter A in collected grand region, profit With the state equation of EKF, time series and the flowing of each film micro area of the fixed parameter A of each film micro area are obtained Relation between the time series of parameter B;
Prediction module, based on the time series of the fixed parameter A of resulting each film micro area, utilizes each film micro area for being tried to achieve Relation between the time series of the time series of fixed parameter A and the flow parameter B of each film micro area, obtains the stream of each film micro area The time series forecasting value of dynamic parameter B;
Optimization module, for being joined according to the flowing of the time series of the fixed parameter A of each film micro area for being obtained and each film micro area The time series forecasting value of amount B carries out resource optimization to each film micro area;
Also include correcting module a, for after the time series forecasting value of the flow parameter B for obtaining each film micro area, according to Relation between the time series of the time series of the flow parameter B of each film micro area and the flow parameter B in grand region, amendment is described The time series forecasting value of the flow parameter B of each film micro area.
6. prediction meanss of film micro area flow parameter according to claim 5, it is characterised in that the stream of each film micro area The time series forecasting value of dynamic parameter B is calculated by following steps:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i= 1,2,...,N;
The computing formula of prediction matrix T (x) is:T (x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth time repeatedly For the excitation covariance matrix of process,Prior state for the step of kth+1 under state status before the known step of kth+1 estimates,For the posteriority state estimation of kth step;
Calculate kalman gain:P is covariance matrix;J is Jacobian matrix, and its computing formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Wherein K is kalman gain;For remaining change Measure, its computing formula is:mkFor the observation variable of kth time iteration, T (x) is prediction matrix;I is Unit matrix, J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For state before the known step of kth+1 In the case of the step of kth+1 prior state estimate.
7. a kind of prediction meanss of film micro area flow parameter, it is characterised in that include:
Collection module, for collecting the time series and the time series of flow parameter B of the fixed parameter A in grand region;
Classifying Sum module, for according to grand region and each film micro area relation, to the fixed parameter A in collected grand region when Between sequence classified, collected, obtain the time series of the fixed parameter A of each film micro area;
Processing module, the time series and the time series of flow parameter B based on the fixed parameter A in collected grand region, profit With the state equation of EKF, time series and the flowing of each film micro area of the fixed parameter A of each film micro area are obtained Relation between the time series of parameter B;
Prediction module, based on the time series of the fixed parameter A of resulting each film micro area, utilizes each film micro area for being tried to achieve Relation between the time series of the time series of fixed parameter A and the flow parameter B of each film micro area, obtains the stream of each film micro area The time series forecasting value of dynamic parameter B;
Optimization module, for being joined according to the flowing of the time series of the fixed parameter A of each film micro area for being obtained and each film micro area The time series forecasting value of amount B carries out resource optimization to each film micro area;
Also include correcting module b, for after the time series forecasting value of the flow parameter B for obtaining each film micro area, collecting The time series actual value of the flow parameter B of arbitrary film micro area w in each film micro area, with the flow parameter B of the film micro area w when Between sequence prediction value carry out error analysis, according to the result of error analysis, correct the time of the flow parameter B of each film micro area Sequence prediction value.
8. prediction meanss of film micro area flow parameter according to claim 7, it is characterised in that the stream of each film micro area The time series forecasting value of dynamic parameter B is calculated by following steps:
The time series of the fixed parameter A of each film micro area is AiIf the time series of the flow parameter B of each film micro area is Bi, i= 1,2,...,N;
The computing formula of prediction matrix T (x) is:T (x)=[A1,A2,...,AN], state variableComputing formula be:
State variableMeet with its corresponding covariance matrix P:Pk+1|k=Pk|k+Qk, wherein QkFor kth time repeatedly For the excitation covariance matrix of process,Prior state for the step of kth+1 under state status before the known step of kth+1 estimates,For the posteriority state estimation of kth step;
Calculate kalman gain:P is covariance matrix;J is Jacobian matrix, and its computing formula is:Wherein T (x) is prediction matrix;S is remaining covariance matrix, and its computing formula is:Wherein RkFor the spectator noise covariance matrix of kth time iteration;
Update state variableIt is with its corresponding covariance matrix P:
Pk+1|k+1=(I-Kk+1Jk+1)Pk+1|k, wherein K is kalman gain;For remaining variable, Its computing formula is:mkFor the observation variable of kth time iteration, T (x) is prediction matrix;I is unit Matrix, J is Jacobian matrix;For the posteriority state estimation of the step of kth+1,For state status before the known step of kth+1 The prior state of the lower step of kth+1 is estimated.
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