The low-pass fi ltering eff ect of the Earth results in the absorption and attenuation of the high-frequency components of seismic signals by the stratum during propagation.Hence,seismic data have low resolution.Consi...The low-pass fi ltering eff ect of the Earth results in the absorption and attenuation of the high-frequency components of seismic signals by the stratum during propagation.Hence,seismic data have low resolution.Considering the limitations of traditional high-frequency compensation methods,this paper presents a new method based on adaptive generalized S transform.This method is based on the study of frequency spectrum attenuation law of seismic signals,and the Gauss window function of adaptive generalized S transform is used to fi t the attenuation trend of seismic signals to seek the optimal Gauss window function.The amplitude spectrum compensation function constructed using the optimal Gauss window function is used to modify the time-frequency spectrum of the adaptive generalized S transform of seismic signals and reconstruct seismic signals to compensate for high-frequency attenuation.Practical data processing results show that the method can compensate for the high-frequency components that are absorbed and attenuated by the stratum,thereby eff ectively improving the resolution and quality of seismic data.展开更多
DNA microarray technology is an extremely effective technique for studying gene expression patterns in cells, and the main challenge currently faced by this technology is how to analyze the large amount of gene expres...DNA microarray technology is an extremely effective technique for studying gene expression patterns in cells, and the main challenge currently faced by this technology is how to analyze the large amount of gene expression data generated. To address this, this paper employs a mixed-effects model to analyze gene expression data. In terms of data selection, 1176 genes from the white mouse gene expression dataset under two experimental conditions were chosen, setting up two conditions: pneumococcal infection and no infection, and constructing a mixed-effects model. After preprocessing the gene chip information, the data were imported into the model, preliminary results were calculated, and permutation tests were performed to biologically validate the preliminary results using GSEA. The final dataset consists of 20 groups of gene expression data from pneumococcal infection, which categorizes functionally related genes based on the similarity of their expression profiles, facilitating the study of genes with unknown functions.展开更多
The widespread adoption of tunnel boring machines(TBMs)has led to an increased focus on disc cutter wear,including both normal and abnormal types,for efficient and safe TBM excavation.However,abnormal wear has yet to ...The widespread adoption of tunnel boring machines(TBMs)has led to an increased focus on disc cutter wear,including both normal and abnormal types,for efficient and safe TBM excavation.However,abnormal wear has yet to be thoroughly investigated,primarily due to the complexity of considering mixed ground conditions and the imbalance in the number of instances between the two types of wear.This study developed a prediction model for abnormal TBM disc cutter wear,considering mixed ground conditions,by employing interpretable machine learning with data augmentation.An equivalent elastic modulus was used to consider the characteristics of mixed ground conditions,and wear data was obtained from 65 cutterhead intervention(CHI)reports covering both mixed ground and hard rock sections.With a balanced training dataset obtained by data augmentation,an extreme gradient boosting(XGB)model delivered acceptable results with an accuracy of 0.94,an F1-score of 0.808,and a recall of 0.8.In addition,the accuracy for each individual disc cutter exhibited low variability.When employing data augmentation,a significant improvement in recall was observed compared to when it was not used,although the difference in accuracy and F1-score was marginal.The subsequent model interpretation revealed the chamber pressure,cutter installation radius,and torque as significant contributors.Specifically,a threshold in chamber pressure was observed,which could induce abnormal wear.The study also explored how elevated values of these influential contributors correlate with abnormal wear.The proposed model offers a valuable tool for planning the replacement of abnormally worn disc cutters,enhancing the safety and efficiency of TBM operations.展开更多
Space-division multiplexing(SDM)offers a promising route to scaling data throughput in fiber-optic networks,but it also introduces challenges such as mode-dependent loss(MDL)and intermodal crosstalk,which increase the...Space-division multiplexing(SDM)offers a promising route to scaling data throughput in fiber-optic networks,but it also introduces challenges such as mode-dependent loss(MDL)and intermodal crosstalk,which increase the computational load on digital signal processing(DSP).Periodic mode mixing has been shown to mitigate these effects by redistributing loss and gain across modes and shortening the effective temporal impulse response over which crosstalk accumulates.In this work,we present a novel and compact mode-scrambling device,3D printed directly onto the facet of a few-mode fiber.展开更多
As the crypto-asset ecosystem matures,the use of high-frequency data has become increasingly common in decentralized finance literature.Using bibliometric analysis,we characterize the existing cryptocurrency literatur...As the crypto-asset ecosystem matures,the use of high-frequency data has become increasingly common in decentralized finance literature.Using bibliometric analysis,we characterize the existing cryptocurrency literature that employs high-frequency data.We highlighted the most influential authors,articles,and journals based on 189 articles from the Scopus database from 2015 to 2022.This approach enables us to identify emerging trends and research hotspots with the aid of co-citation and cartographic analyses.It shows knowledge expansion through authors’collaboration in cryptocurrency research with co-authorship analysis.We identify four major streams of research:(i)return prediction and measurement of cryptocurrency volatility,(ii)(in)efficiency of cryptocurrencies,(iii)price dynamics and bubbles in cryptocurrencies,and(iv)the diversification,safe haven,and hedging properties of Bitcoin.We conclude that highly traded cryptocurrencies’investment features and economic outcomes are analyzed predominantly on a tick-by-tick basis.This study also provides recommendations for future studies.展开更多
The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM （Capital Asset Pricing Model betas）, derivate pricing and risk management in general. Recent ...The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM （Capital Asset Pricing Model betas）, derivate pricing and risk management in general. Recent access to intra-daily high-frequency data for two of the most liquid contracts at the Nord Pool exchange has made it possible to apply new and promising methods for analyzing volatility and correlation. The concepts of realized volatility and realized correlation are applied, and this study statistically describes the distribution （both distributional properties and temporal dependencies） of electricity forward data from 2005 to 2009. The main findings show that the logarithmic realized volatility is approximately normally distributed, while realized correlation seems not to be. Further, realized volatility and realized correlation have a long-memory feature. There also seems to be a high correlation between realized correlation and volatilities and positive relations between trading volume and realized volatility and between trading volume and realized correlation. These results are to a large extent consistent with earlier studies of stylized facts of other financial and commodity markets.展开更多
High-frequency surface wave radar（HFSWR） and automatic identification system（AIS） are the two most important sensors used for vessel tracking.The HFSWR can be applied to tracking all vessels in a detection area,wh...High-frequency surface wave radar（HFSWR） and automatic identification system（AIS） are the two most important sensors used for vessel tracking.The HFSWR can be applied to tracking all vessels in a detection area,while the AIS is usually used to verify the information of cooperative vessels.Because of interference from sea clutter,employing single-frequency HFSWR for vessel tracking may obscure vessels located in the blind zones of Bragg peaks.Analyzing changes in the detection frequencies constitutes an effective method for addressing this deficiency.A solution consisting of vessel fusion tracking is proposed using dual-frequency HFSWR data calibrated by the AIS.Since different systematic biases exist between HFSWR frequency measurements and AIS measurements,AIS information is used to estimate and correct the HFSWR systematic biases at each frequency.First,AIS point measurements for cooperative vessels are associated with the HFSWR measurements using a JVC assignment algorithm.From the association results of the cooperative vessels,the systematic biases in the dualfrequency HFSWR data are estimated and corrected.Then,based on the corrected dual-frequency HFSWR data,the vessels are tracked using a dual-frequency fusion joint probabilistic data association（JPDA）-unscented Kalman filter（UKF） algorithm.Experimental results using real-life detection data show that the proposed method is efficient at tracking vessels in real time and can improve the tracking capability and accuracy compared with tracking processes involving single-frequency data.展开更多
MODIS （Moderate Resolution Imaging Spectroradiometer） is a key instrument aboard the Terra （EOS AM） and Aqua （EOS PM） satellites. Linear spectral mixture models are applied to MOIDS data for the sub-pixel classi...MODIS （Moderate Resolution Imaging Spectroradiometer） is a key instrument aboard the Terra （EOS AM） and Aqua （EOS PM） satellites. Linear spectral mixture models are applied to MOIDS data for the sub-pixel classification of land covers. Shaoxing county of Zhejiang Province in China was chosen to be the study site and early rice was selected as the study crop. The derived proportions of land covers from MODIS pixel using linear spectral mixture models were compared with unsupervised classification derived from TM data acquired on the same day, which implies that MODIS data could be used as satellite data source for rice cultivation area estimation, possibly rice growth monitoring and yield forecasting on the regional scale.展开更多
This paper studies the nonlinear mixed problem for a class of symmetric hyperbolic systems with the boundary condition satisfying the dissipative condition about discontinuous data in higher dimension spaces, establis...This paper studies the nonlinear mixed problem for a class of symmetric hyperbolic systems with the boundary condition satisfying the dissipative condition about discontinuous data in higher dimension spaces, establishes the local existence theorem by using the method of a prior estimates, and obtains the structure of singularities of the solutions of such problems.展开更多
In this article, robust generalized estimating equation for the analysis of partial linear mixed model for longitudinal data is used. The authors approximate the nonparametric function by a regression spline. Under so...In this article, robust generalized estimating equation for the analysis of partial linear mixed model for longitudinal data is used. The authors approximate the nonparametric function by a regression spline. Under some regular conditions, the asymptotic properties of the estimators are obtained. To avoid the computation of high-dimensional integral, a robust Monte Carlo Newton-Raphson algorithm is used. Some simulations are carried out to study the performance of the proposed robust estimators. In addition, the authors also study the robustness and the efficiency of the proposed estimators by simulation. Finally, two real longitudinal data sets are analyzed.展开更多
Outlier detection is a key research area in data mining technologies,as outlier detection can identify data inconsistent within a data set.Outlier detection aims to find an abnormal data size from a large data size an...Outlier detection is a key research area in data mining technologies,as outlier detection can identify data inconsistent within a data set.Outlier detection aims to find an abnormal data size from a large data size and has been applied in many fields including fraud detection,network intrusion detection,disaster prediction,medical diagnosis,public security,and image processing.While outlier detection has been widely applied in real systems,its effectiveness is challenged by higher dimensions and redundant data attributes,leading to detection errors and complicated calculations.The prevalence of mixed data is a current issue for outlier detection algorithms.An outlier detection method of mixed data based on neighborhood combinatorial entropy is studied to improve outlier detection performance by reducing data dimension using an attribute reduction algorithm.The significance of attributes is determined,and fewer influencing attributes are removed based on neighborhood combinatorial entropy.Outlier detection is conducted using the algorithm of local outlier factor.The proposed outlier detection method can be applied effectively in numerical and mixed multidimensional data using neighborhood combinatorial entropy.In the experimental part of this paper,we give a comparison on outlier detection before and after attribute reduction.In a comparative analysis,we give results of the enhanced outlier detection accuracy by removing the fewer influencing attributes in numerical and mixed multidimensional data.展开更多
Driven by both market demand and policies,the drone insurance industry is facing new development opportunities.This study focuses on exploring an innovative hybrid data integration method,which uses public datasets of...Driven by both market demand and policies,the drone insurance industry is facing new development opportunities.This study focuses on exploring an innovative hybrid data integration method,which uses public datasets of drones and small manned aircraft for hybrid data integration and severity scaling,and conducts simulation tests to ensure the reproducibility of the method.A two-part hybrid model approach is adopted to separate the frequency model from the severity model,and a hierarchical modeling method is used for each part to deal with the occurrence of extreme losses.Monte Carlo simulation is performed on the fused data to calculate the net premium.Innovatively,a no-claim discount system is introduced,and the impact of operators'behaviors on claim frequency is quantified,with comprehensive consideration given to the inclusion and quantification of risk factors.The application of Tweedie GLM in total loss modeling is constructed and analyzed,and the advantages and disadvantages of different modeling methods are compared,aiming to provide more comprehensive decision-making basis for insurance companies.This report is intended to construct and evaluate a robust actuarial rate-making model for the rapidly developing drone insurance market,and to develop more accurate,fair and market-competitive drone insurance products.展开更多
基金This research is supported by the National Science and Technology Major Project of China(No.2011ZX05024-001-03)the Natural Science Basic Research Plan in Shaanxi Province of China(No.2021JQ-588)Innovation Fund for graduate students of Xi’an Shiyou University(No.YCS17111017).
文摘The low-pass fi ltering eff ect of the Earth results in the absorption and attenuation of the high-frequency components of seismic signals by the stratum during propagation.Hence,seismic data have low resolution.Considering the limitations of traditional high-frequency compensation methods,this paper presents a new method based on adaptive generalized S transform.This method is based on the study of frequency spectrum attenuation law of seismic signals,and the Gauss window function of adaptive generalized S transform is used to fi t the attenuation trend of seismic signals to seek the optimal Gauss window function.The amplitude spectrum compensation function constructed using the optimal Gauss window function is used to modify the time-frequency spectrum of the adaptive generalized S transform of seismic signals and reconstruct seismic signals to compensate for high-frequency attenuation.Practical data processing results show that the method can compensate for the high-frequency components that are absorbed and attenuated by the stratum,thereby eff ectively improving the resolution and quality of seismic data.
文摘DNA microarray technology is an extremely effective technique for studying gene expression patterns in cells, and the main challenge currently faced by this technology is how to analyze the large amount of gene expression data generated. To address this, this paper employs a mixed-effects model to analyze gene expression data. In terms of data selection, 1176 genes from the white mouse gene expression dataset under two experimental conditions were chosen, setting up two conditions: pneumococcal infection and no infection, and constructing a mixed-effects model. After preprocessing the gene chip information, the data were imported into the model, preliminary results were calculated, and permutation tests were performed to biologically validate the preliminary results using GSEA. The final dataset consists of 20 groups of gene expression data from pneumococcal infection, which categorizes functionally related genes based on the similarity of their expression profiles, facilitating the study of genes with unknown functions.
基金support of the“National R&D Project for Smart Construction Technology (Grant No.RS-2020-KA157074)”funded by the Korea Agency for Infrastructure Technology Advancement under the Ministry of Land,Infrastructure and Transport,and managed by the Korea Expressway Corporation.
文摘The widespread adoption of tunnel boring machines(TBMs)has led to an increased focus on disc cutter wear,including both normal and abnormal types,for efficient and safe TBM excavation.However,abnormal wear has yet to be thoroughly investigated,primarily due to the complexity of considering mixed ground conditions and the imbalance in the number of instances between the two types of wear.This study developed a prediction model for abnormal TBM disc cutter wear,considering mixed ground conditions,by employing interpretable machine learning with data augmentation.An equivalent elastic modulus was used to consider the characteristics of mixed ground conditions,and wear data was obtained from 65 cutterhead intervention(CHI)reports covering both mixed ground and hard rock sections.With a balanced training dataset obtained by data augmentation,an extreme gradient boosting(XGB)model delivered acceptable results with an accuracy of 0.94,an F1-score of 0.808,and a recall of 0.8.In addition,the accuracy for each individual disc cutter exhibited low variability.When employing data augmentation,a significant improvement in recall was observed compared to when it was not used,although the difference in accuracy and F1-score was marginal.The subsequent model interpretation revealed the chamber pressure,cutter installation radius,and torque as significant contributors.Specifically,a threshold in chamber pressure was observed,which could induce abnormal wear.The study also explored how elevated values of these influential contributors correlate with abnormal wear.The proposed model offers a valuable tool for planning the replacement of abnormally worn disc cutters,enhancing the safety and efficiency of TBM operations.
基金Horizon 2020 Framework Programme(619732)Ministry of Innovation,Science and Technology,Fulbright U.S.Scholar Program。
文摘Space-division multiplexing(SDM)offers a promising route to scaling data throughput in fiber-optic networks,but it also introduces challenges such as mode-dependent loss(MDL)and intermodal crosstalk,which increase the computational load on digital signal processing(DSP).Periodic mode mixing has been shown to mitigate these effects by redistributing loss and gain across modes and shortening the effective temporal impulse response over which crosstalk accumulates.In this work,we present a novel and compact mode-scrambling device,3D printed directly onto the facet of a few-mode fiber.
文摘As the crypto-asset ecosystem matures,the use of high-frequency data has become increasingly common in decentralized finance literature.Using bibliometric analysis,we characterize the existing cryptocurrency literature that employs high-frequency data.We highlighted the most influential authors,articles,and journals based on 189 articles from the Scopus database from 2015 to 2022.This approach enables us to identify emerging trends and research hotspots with the aid of co-citation and cartographic analyses.It shows knowledge expansion through authors’collaboration in cryptocurrency research with co-authorship analysis.We identify four major streams of research:(i)return prediction and measurement of cryptocurrency volatility,(ii)(in)efficiency of cryptocurrencies,(iii)price dynamics and bubbles in cryptocurrencies,and(iv)the diversification,safe haven,and hedging properties of Bitcoin.We conclude that highly traded cryptocurrencies’investment features and economic outcomes are analyzed predominantly on a tick-by-tick basis.This study also provides recommendations for future studies.
文摘The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM （Capital Asset Pricing Model betas）, derivate pricing and risk management in general. Recent access to intra-daily high-frequency data for two of the most liquid contracts at the Nord Pool exchange has made it possible to apply new and promising methods for analyzing volatility and correlation. The concepts of realized volatility and realized correlation are applied, and this study statistically describes the distribution （both distributional properties and temporal dependencies） of electricity forward data from 2005 to 2009. The main findings show that the logarithmic realized volatility is approximately normally distributed, while realized correlation seems not to be. Further, realized volatility and realized correlation have a long-memory feature. There also seems to be a high correlation between realized correlation and volatilities and positive relations between trading volume and realized volatility and between trading volume and realized correlation. These results are to a large extent consistent with earlier studies of stylized facts of other financial and commodity markets.
基金The National Natural Science Foundation of China under contract No.61362002the Marine Scientific Research Special Funds for Public Welfare of China under contract No.201505002
文摘High-frequency surface wave radar（HFSWR） and automatic identification system（AIS） are the two most important sensors used for vessel tracking.The HFSWR can be applied to tracking all vessels in a detection area,while the AIS is usually used to verify the information of cooperative vessels.Because of interference from sea clutter,employing single-frequency HFSWR for vessel tracking may obscure vessels located in the blind zones of Bragg peaks.Analyzing changes in the detection frequencies constitutes an effective method for addressing this deficiency.A solution consisting of vessel fusion tracking is proposed using dual-frequency HFSWR data calibrated by the AIS.Since different systematic biases exist between HFSWR frequency measurements and AIS measurements,AIS information is used to estimate and correct the HFSWR systematic biases at each frequency.First,AIS point measurements for cooperative vessels are associated with the HFSWR measurements using a JVC assignment algorithm.From the association results of the cooperative vessels,the systematic biases in the dualfrequency HFSWR data are estimated and corrected.Then,based on the corrected dual-frequency HFSWR data,the vessels are tracked using a dual-frequency fusion joint probabilistic data association（JPDA）-unscented Kalman filter（UKF） algorithm.Experimental results using real-life detection data show that the proposed method is efficient at tracking vessels in real time and can improve the tracking capability and accuracy compared with tracking processes involving single-frequency data.
文摘MODIS （Moderate Resolution Imaging Spectroradiometer） is a key instrument aboard the Terra （EOS AM） and Aqua （EOS PM） satellites. Linear spectral mixture models are applied to MOIDS data for the sub-pixel classification of land covers. Shaoxing county of Zhejiang Province in China was chosen to be the study site and early rice was selected as the study crop. The derived proportions of land covers from MODIS pixel using linear spectral mixture models were compared with unsupervised classification derived from TM data acquired on the same day, which implies that MODIS data could be used as satellite data source for rice cultivation area estimation, possibly rice growth monitoring and yield forecasting on the regional scale.
文摘This paper studies the nonlinear mixed problem for a class of symmetric hyperbolic systems with the boundary condition satisfying the dissipative condition about discontinuous data in higher dimension spaces, establishes the local existence theorem by using the method of a prior estimates, and obtains the structure of singularities of the solutions of such problems.
基金the Natural Science Foundation of China(10371042,10671038)
文摘In this article, robust generalized estimating equation for the analysis of partial linear mixed model for longitudinal data is used. The authors approximate the nonparametric function by a regression spline. Under some regular conditions, the asymptotic properties of the estimators are obtained. To avoid the computation of high-dimensional integral, a robust Monte Carlo Newton-Raphson algorithm is used. Some simulations are carried out to study the performance of the proposed robust estimators. In addition, the authors also study the robustness and the efficiency of the proposed estimators by simulation. Finally, two real longitudinal data sets are analyzed.
基金The authors would like to acknowledge the support of Southern Marine Science and Engineering Guangdong Laboratory(Zhuhai)(SML2020SP007)The paper is supported under the National Natural Science Foundation of China(Nos.61772280 and 62072249).
文摘Outlier detection is a key research area in data mining technologies,as outlier detection can identify data inconsistent within a data set.Outlier detection aims to find an abnormal data size from a large data size and has been applied in many fields including fraud detection,network intrusion detection,disaster prediction,medical diagnosis,public security,and image processing.While outlier detection has been widely applied in real systems,its effectiveness is challenged by higher dimensions and redundant data attributes,leading to detection errors and complicated calculations.The prevalence of mixed data is a current issue for outlier detection algorithms.An outlier detection method of mixed data based on neighborhood combinatorial entropy is studied to improve outlier detection performance by reducing data dimension using an attribute reduction algorithm.The significance of attributes is determined,and fewer influencing attributes are removed based on neighborhood combinatorial entropy.Outlier detection is conducted using the algorithm of local outlier factor.The proposed outlier detection method can be applied effectively in numerical and mixed multidimensional data using neighborhood combinatorial entropy.In the experimental part of this paper,we give a comparison on outlier detection before and after attribute reduction.In a comparative analysis,we give results of the enhanced outlier detection accuracy by removing the fewer influencing attributes in numerical and mixed multidimensional data.
基金funded by the National College Students'Innovation and Entrepreneurship Training Program(No.202410456025)supported by the China Center of the Serbian Academy of Sciences and Arts and the Hong Kong Institute of Humanities and Natural Sciences and Technology.
文摘Driven by both market demand and policies,the drone insurance industry is facing new development opportunities.This study focuses on exploring an innovative hybrid data integration method,which uses public datasets of drones and small manned aircraft for hybrid data integration and severity scaling,and conducts simulation tests to ensure the reproducibility of the method.A two-part hybrid model approach is adopted to separate the frequency model from the severity model,and a hierarchical modeling method is used for each part to deal with the occurrence of extreme losses.Monte Carlo simulation is performed on the fused data to calculate the net premium.Innovatively,a no-claim discount system is introduced,and the impact of operators'behaviors on claim frequency is quantified,with comprehensive consideration given to the inclusion and quantification of risk factors.The application of Tweedie GLM in total loss modeling is constructed and analyzed,and the advantages and disadvantages of different modeling methods are compared,aiming to provide more comprehensive decision-making basis for insurance companies.This report is intended to construct and evaluate a robust actuarial rate-making model for the rapidly developing drone insurance market,and to develop more accurate,fair and market-competitive drone insurance products.
