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Extended Wiener Measure by Nonstandard Analysis for Financial Time Series 被引量:2
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作者 Shuya Kanagawa Ryoukichi Nishiyama Kiyoyuki Tchizawa 《Applied Mathematics》 2018年第8期975-984,共10页
We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random... We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series. 展开更多
关键词 time sErIEs Black-sholes Model s-Continuity NONsTANDArD analysis DELTA-FUNCTION
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Stability analysis and controller design of T-S fuzzy systems with time-delay under imperfect premise matching
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作者 张泽健 黄显林 +1 位作者 班晓军 高晓智 《Journal of Beijing Institute of Technology》 EI CAS 2012年第3期387-393,共7页
The issue of the stability and controller design of Takagi-Sugeno(T-S) fuzzy control systems with time-delay is investigated under imperfect premise matching when the T-S fuzzy time-delay model and fuzzy controller ... The issue of the stability and controller design of Takagi-Sugeno(T-S) fuzzy control systems with time-delay is investigated under imperfect premise matching when the T-S fuzzy time-delay model and fuzzy controller do not share the same membership functions.A new stability criterion which contains the information of membership functions is derived.The new stability criterion is less conservative,and enhances the design flexibility.Two numerical examples are presented to illustrate the conservativeness and effectiveness of the proposed method. 展开更多
关键词 T-s fuzzy model time-delay system stability analysis imperfect premise matching linear matrix inequality
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A Review on Modeling Environmental Loading Effects and Their Contributions to Nonlinear Variations of Global Navigation Satellite System Coordinate Time Series 被引量:1
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作者 Zhao Li Weiping Jiang +3 位作者 Tonie van Dam Xiaowei Zou Qusen Chen Hua Chen 《Engineering》 2025年第4期26-37,共12页
Nonlinear variations in the coordinate time series of global navigation satellite system(GNSS) reference stations are strongly correlated with surface displacements caused by environmental loading effects,including at... Nonlinear variations in the coordinate time series of global navigation satellite system(GNSS) reference stations are strongly correlated with surface displacements caused by environmental loading effects,including atmospheric, hydrological, and nontidal ocean loading. Continuous improvements in the accuracy of surface mass loading products, performance of Earth models, and precise data-processing technologies have significantly advanced research on the effects of environmental loading on nonlinear variations in GNSS coordinate time series. However, owing to theoretical limitations, the lack of high spatiotemporal resolution surface mass observations, and the coupling of GNSS technology-related systematic errors, environmental loading and nonlinear GNSS reference station displacements remain inconsistent. The applicability and capability of these loading products across different regions also require further evaluation. This paper outlines methods for modeling environmental loading, surface mass loading products, and service organizations. In addition, it summarizes recent advances in applying environmental loading to address nonlinear variations in global and regional GNSS coordinate time series. Moreover, the scientific questions of existing studies are summarized, and insights into future research directions are provided. The complex nonlinear motion of reference stations is a major factor limiting the accuracy of the current terrestrial reference frame. Further refining the environmental load modeling method, establishing a surface mass distribution model with high spatiotemporal resolution and reliability, exploring other environmental load factors such as ice sheet and artificial mass-change effects, and developing an optimal data-processing model and strategy for reprocessing global reference station data consistently could contribute to the development of a millimeter-level nonlinear motion model for GNSS reference stations with actual physical significance and provide theoretical support for establishing a terrestrial reference frame with 1 mm accuracy by 2050. 展开更多
关键词 Environmental loading Global navigation satellite system Nonlinear variations time series analysis surface mass distribution Green’s function spherical harmonic function
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Time and space co-ordinates of Hodgkin’s lymphoma in Sardinia,Italy
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作者 Giorgio Broccia Jonathan Carter +2 位作者 Cansu Ozsin-Ozler Sara De Matteis Pierluigi Cocco 《Journal of the National Cancer Center》 2025年第1期50-56,共7页
Background:The epidemiological investigation of Hodgkin’s lymphoma(HL)among the genetically peculiar population of the Italian island of Sardinia might provide interesting etiological clues.Methods:We used the databa... Background:The epidemiological investigation of Hodgkin’s lymphoma(HL)among the genetically peculiar population of the Italian island of Sardinia might provide interesting etiological clues.Methods:We used the database of 1974-2003 incident cases of hematological malignancies in Sardinia and Bayesian methods to explore the time trend and geographic spread of HL incidence by sex,and age whether≤44 or≥45 years.We also tested its association with several socio-economic and environmental risk factors.Results:The age-and sex-standardized(world population)incidence rate of HL was 2.6 per 100,000(95%CI,2.5-2.8).Over the study period,HL incidence increased linearly in both sexes and among those aged≤44 years but not above that age.Cases clustered among young women in a central-western area covering four bordering administrative units(13 cases vs.5.7 expected,P=0.002).The posterior probability of excess HL cases aged≤44 years was elevated only in a commune in the suburban area of the region’s capital.Cases aged≥45 years were uniformly spread over the region.Among the risk factors we explored,urban residence was associated with an elevated and goat farming with a decreased risk of HL occurrence.We did not observe a link with socio-economic deprivation,environmental exposures,or multiple sclerosis.The geographic spread of COVID-19 was also unrelated to past HL incidence.Conclusions:Our results prompt further in-depth investigation into the previously undetected cluster and the nature of the observed associations. 展开更多
关键词 Hodgkin’s lymphoma Geographic epidemiology time trends Bayesian analysis
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R/S AND WAVELET ANALYSIS ON EVOLUTIONARYPROCESS OF REGIONAL ECONOMIC DISPARITY IN CHINA DURING PAST 50 YEARS 被引量:9
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作者 XUJian-hua LUYan +1 位作者 SUFang-lin AINan-shan 《Chinese Geographical Science》 SCIE CSCD 2004年第3期193-201,共9页
This paper shows the dynamic process of regional disparity of economic development in China in the past 50 years from a new insight by using the rescaled range statistic (R/S) analysis and wavelet analysis of the Thei... This paper shows the dynamic process of regional disparity of economic development in China in the past 50 years from a new insight by using the rescaled range statistic (R/S) analysis and wavelet analysis of the Theil index sequence with different time scales. The main conclusions are: 1) The regional disparity of economic development in China, including the inter-provincial disparity, inter-regional disparity and intra-regional disparity, has existed for many years. Theil index by the comparative price has revealed the true trend for comparative disparity of regional economic development from 1952 to 2000. 2) Decomposition of Theil index indicates that the dynamic trend of comparative inter-provincial disparity in the coastal region is in line with dynamic trend of inter-provincial disparity in the whole China. 3) The R/S analysis results tell us that during 1966-1978, the Hurst exponent H=0.504 approximate to 0.5, which indicates that in that period the evolution of comparative inter-provincial disparity of economic development showed a random characteristic, and in the other periods, i.e. 1952-1965, 1979-1990 and 1991-2000, the Hurst exponent H>0.5, which indicates that in those periods the evolution of the comparative inter-provincial disparity of economic development in China had a long-enduring characteristic. 4) By using wavelet analysis at different time scale, we arrived at a conclusion that the evolutionary process of the disparity of economic development of China is not a simple inverted U shape but a compound of several U shapes. The result tells us that the evolutionary plot of inter-provincial disparity in China follows the inverted U on the whole at the higher scale, 24 ( 16 years). That is to say, the disparity tends to rise in the first stage of economic development, and fall slowly over the peak in the second stage of economic development. However, if we shorten the time scale to 23 ( 8 years), then a link of several U shapes will appear. 展开更多
关键词 China regional economic disparity Theil index r/s analysis wavelet analysis
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Fractal Method for Statistical Analysis Geological Data 被引量:2
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作者 Meng Xianguo Zhao PengdaChina University of Geosciences , Wuhan 430074 《Journal of Earth Science》 SCIE CAS CSCD 1991年第1期114-119,共6页
This paper establishes the phase space in the light of spacial series data , discusses the fractal structure of geological data in terms of correlated functions and studies the chaos of these data . In addition , it i... This paper establishes the phase space in the light of spacial series data , discusses the fractal structure of geological data in terms of correlated functions and studies the chaos of these data . In addition , it introduces the R/S analysis for time series analysis into spacial series to calculate the structural fractal dimensions of ranges and standard deviation for spacial series data -and to establish the fractal dimension matrix and the procedures in plotting the fractal dimension anomaly diagram with vector distances of fractal dimension . At last , it has examples of its application . 展开更多
关键词 geological data fractal method fractal dimension space series r/s analysis .
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R/S Analysis and its Application in the Forecast of Mine Inflows 被引量:14
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作者 YANG Yong-guo YUAN Jian-fei CHEN Suo-zhong 《Journal of China University of Mining and Technology》 EI 2006年第4期425-428,共4页
In this paper, the status quo and modeling principles of R/S analysis of non-linear theory are introduced and reviewed. Given the hydro-geological conditions of the Wutongzhuang coal mine, Hurst exponents of mine infl... In this paper, the status quo and modeling principles of R/S analysis of non-linear theory are introduced and reviewed. Given the hydro-geological conditions of the Wutongzhuang coal mine, Hurst exponents of mine inflow for the main shaft, venti- lating shaft and auxiliary shaft were obtained using R/S analysis, which are 0.772 0, 0.824 7 and 0.905 1 respectively. Since all of the three Hurst exponents are larger than 0.5, it can be concluded that the trend of mine inflow are a long-term as well as persistent problem. Based on the level of duration, the shafts can be listed in decreasing order as the auxiliary shaft, the ventilation shaft and the main shaft, which appears identical with the actual situation of the mine inflow. With R/S analysis, a new method for long-term forecasting of mine inflows is provided. 展开更多
关键词 r/s analysis Wutongzhuang coal mine mine inflow forecasting Hurst exponents
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Spatial Analysis of Fe Deposits in Fujian Province, China: Implications for Mineral Exploration 被引量:2
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作者 Ziye Wang Renguang Zuo Zhenjie Zhang 《Journal of Earth Science》 SCIE CAS CSCD 2015年第6期813-820,共8页
Spatial point pattern statistics, fractal analysis and Fry analysis in support of GIS were applied to explore the spatial distribution characteristics of mineral deposits and the spatial relationships between minerali... Spatial point pattern statistics, fractal analysis and Fry analysis in support of GIS were applied to explore the spatial distribution characteristics of mineral deposits and the spatial relationships between mineralization and geological features in Fujian Province(China). The results of Ripley's K(r) revealed a clustered distribution of Fe deposits in space with a fractal dimension of 1.38. Fry analysis showed that Fe deposits distributed mainly along a NNE-NE trend. Buffer analysis showed that most of the known Fe deposits developed within 4 km buffer zones of the NNE-NE-trending faults, Yanshanian intrusions, and Late Paleozoic marine sedimentary rocks and the carbonate formations(C–P Formation), indicating that they possibly control the spatial distribution of Fe mineralization. This is possibly because the NNE-NE-trending faults, Yanshanian intrusions, and C–P Formation provided pathways of fluids, energy and a part of metal, and zones of deposition for the Fe mineralization, respectively. The fractal relation of the number of Fe deposits occurring within the buffer zones of geological features was observed. The fractal dimension suggested that the significance of Yanshanian intrusions and C–P Formation are greater than that of NNE-NE-trending faults in controlling the formation of Fe mineralization. These findings are useful for better understanding the formation of the mineralization and provide significant information for further mineral exploration. 展开更多
关键词 ripley's K(r function fractal dimension Fry analysis Fe deposits Fujian.
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Multi-scale and multi-fractal analysis of pressure fluctuation in slurry bubble column bed reactor 被引量:1
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作者 王兴军 胡立舜 +3 位作者 沈军杰 余志楠 王辅臣 于遵宏 《Journal of Central South University of Technology》 EI 2007年第5期696-700,共5页
The Daubechies second order wavelet was applied to decompose pressure fluctuation signals with the gas flux varying from 0.18 to 0.90 m3/h and the solid mass fraction from 0 to 20% and scales 1?9 detail signals and th... The Daubechies second order wavelet was applied to decompose pressure fluctuation signals with the gas flux varying from 0.18 to 0.90 m3/h and the solid mass fraction from 0 to 20% and scales 1?9 detail signals and the 9th scale approximation signals. The pressure signals were studied by multi-scale and R/S analysis method. Hurst analysis method was applied to analyze multi-fractal characteristics of different scale signals. The results show that the characteristics of mono-fractal under scale 1 and scale 2, and bi-fractal under scale 3?9 are effective in deducing the hydrodynamics in slurry bubbling flow system. The measured pressure signals are decomposed to micro-scale signals, meso-scale signals and macro-scale signals. Micro-scale and macro-scale signals are of mono-fractal characteristics, and meso-scale signals are of bi-fractal characteristics. By analyzing energy distribution of different scale signals,it is shown that pressure fluctuations mainly reflects meso-scale interaction between the particles and the bubble. 展开更多
关键词 pressure fluctuation r/s analysis MULTI-sCALE MULTI-FrACTAL bubble column bed reactor
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Quantitative analysis of 3D vasculature for evaluation of angiogenesis in liver fibrosis with SR-μCT 被引量:1
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作者 Hai Tan Yi Fu +2 位作者 Da-Dong Wang Xi Zhang Ti-Qiao Xiao 《Nuclear Science and Techniques》 SCIE CAS CSCD 2016年第5期255-263,共9页
The micro-CT imaging of vasculature is a powerful tool for evaluation of angiogenesis,a prominent characteristic of hepatic fibrosis.The segment or bifurcation density,which is usually adopted to evaluate the degree o... The micro-CT imaging of vasculature is a powerful tool for evaluation of angiogenesis,a prominent characteristic of hepatic fibrosis.The segment or bifurcation density,which is usually adopted to evaluate the degree of hepatic fibrosis,does not always work and may lead to incorrect assessment,especially when the threedimensional vasculature obtained is imperfect in sample preparation or image collection.In this paper,we propose a new parameter to solve this problem.The experimental results demonstrate that the method is robust and reliable,and is practical for angiogenesis evaluation,despite of image data imperfections.This quantitative analysis method can be extended to investigate other kinds of diseases in which vasculature change is a key indicator. 展开更多
关键词 血管生成 肝纤维化 CT成像 评价 三维 定量分析方法 图像采集 样品制备
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Tunnel Engineering Construction Schedule Analysis and Management Based on Visual Simulation
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作者 宋洋 钟炜 《Transactions of Tianjin University》 EI CAS 2007年第2期131-136,共6页
The methodology of visual simulation for a tunnel engineering construction schedule is presented. Visualization of simulation model, calculation and result of construction schedule simulation is realized, and the cons... The methodology of visual simulation for a tunnel engineering construction schedule is presented. Visualization of simulation model, calculation and result of construction schedule simulation is realized, and the construction simulation and the resource optimization of tunnel engineering are made. A risk analysis and a decision-making method of tunnel engineering construction schedule based on visual simulation are presented. Furthermore, using S curve theory and schedule management method, the real-time management and control method of tunnel engineering construction based on visual simulation is presented. The application to the tunnel engineering construction schedule analysis and management shows the feasibility and effectiveness of the method presented in this paper. 展开更多
关键词 visual simulation resource optimization risk analysis real time management s curve
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An Empirical Analysis of the Growth of IT Enterprises in China
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作者 Changqi Tao 《Chinese Business Review》 2004年第3期9-16,共8页
The paper makes an empirical analysis on the main factors affecting IT corporate growth-human resource and R&D. By using data of China's listed IT companies, we focus on the relationship among corporate value (net ... The paper makes an empirical analysis on the main factors affecting IT corporate growth-human resource and R&D. By using data of China's listed IT companies, we focus on the relationship among corporate value (net return of equity, ROE) or development of COl'porate value (Tobin's Q) and manager's salary, R&D fee, R&D employee etc. The conclusion shows that development of corporate value (Tobin's Q) has correlativity positive with the plurality of board chairman and general manager, independent directors' proportion, R&D fee, and R&D employees while it is non-obvious positive with salary of superior managers, holding stocks of general manager, capital investment, and negative with corporate scale. The conclusion is accordant with the development status of Chinese IT corporate. 展开更多
关键词 IT Corporation Tobin's Q human resource r&D empirical analysis
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社区嵌入式养老托育服务模型构建及内涵阐释——基于“D-R-S”联动视角的多案例研究
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作者 方建华 李金龙 刘思羽 《吉林师范大学学报(人文社会科学版)》 2025年第6期79-88,共10页
随着我国少子化、老龄化程度逐渐加深,社区嵌入式养老托育服务有利于解决“一老一小”的照护问题。研究基于“D-R-S”(需求—资源—制度)联动分析框架,对北京市朝阳区、温州市瓯海区、深圳市宝安区三个社区进行多案例分析,三个社区在实... 随着我国少子化、老龄化程度逐渐加深,社区嵌入式养老托育服务有利于解决“一老一小”的照护问题。研究基于“D-R-S”(需求—资源—制度)联动分析框架,对北京市朝阳区、温州市瓯海区、深圳市宝安区三个社区进行多案例分析,三个社区在实践过程中进行了“个性需求+共性需求+互补性需求”的多方审视,实现了“人力资源+物力资源+财力资源”的多方驱动,完成了“管理制度+监督制度+评估制度”的多方支持,构建了凸显拉动力、推动力和原动力的需求融合、资源融合、制度融合三方联动的社区嵌入式养老托育服务模型,以期为社会治理提供新的理论框架和实践路径。 展开更多
关键词 社区嵌入式养老托育服务 “D-r-s”联动视角 多案例分析 “一老一小” 模型建构
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基于时间特征分析的NST-IRN组合模型短期负荷功率预测 被引量:1
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作者 万炜兴 谢丽蓉 +2 位作者 张龙军 卞一帆 马兰 《太阳能学报》 北大核心 2025年第7期62-72,共11页
针对在短期负荷功率预测过程中,因负荷功率波动大而导致单一模型存在预测精度低的问题,提出基于时间特征分析的短期负荷功率NST-IRN组合预测模型。首先,深度挖掘负荷功率的时间特性变化,将其分解为趋势成分以及循环分量,构建新型时间序... 针对在短期负荷功率预测过程中,因负荷功率波动大而导致单一模型存在预测精度低的问题,提出基于时间特征分析的短期负荷功率NST-IRN组合预测模型。首先,深度挖掘负荷功率的时间特性变化,将其分解为趋势成分以及循环分量,构建新型时间序列(NTS)模型。其次,考虑多时间尺度输入特征与日类型对负荷功率的影响,构建含特征输入结构与深度学习结构的改进残差神经网络(IRN)模型。最后,利用D-S证据理论对NTS与IRN模型的预测结果进行权重融合,以获取最终负荷预测结果。以ISO New England的真实负荷数据进行仿真实验,结果表明所提模型具有较高的预测精度和鲁棒性。 展开更多
关键词 电力负荷预测 时间序列分析 残差神经网络 D-s证据理论
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Anomalies identification of Earth’s rotation rate time series (2012-2017) for possible correlation with strong earthquakes occurrence 被引量:1
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作者 Fabrizio Ambrosino Lenka Thinová +1 位作者 Milos Briestensky Carlo Sabbarese 《Geodesy and Geodynamics》 2019年第6期455-459,共5页
The analysis of the Earth’s rotation rate time series,from January 1,2012 till December 31,2017,is performed using two different time series analysis methods,both based on signal decomposition joined with forecasting... The analysis of the Earth’s rotation rate time series,from January 1,2012 till December 31,2017,is performed using two different time series analysis methods,both based on signal decomposition joined with forecasting approach.Anomalies in the time series are detected making the comparison between the raw signal and the forecasting one at the 95% confidence interval.The two methods show consistent results and the best is selected according to the evaluation of the prediction uncertainty.Both methods highlight correlations between detected anomalies in the Earth’s rotation rate time series and the world’s earthquakes occurrence with magnitude≥7 and/or number of events≥150 per day,within a time interval of ±10 days from each earthquake event.This study brings an innovation in the analysis of such time series and helps to better understand the extent of this relationship. 展开更多
关键词 Earth’s rOTATION rate time series analysis ANOMALIEs detection EArTHQUAKE
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R/S method for evaluation of pollutant time series in environmental quality assessment
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作者 Bu Quanmin Bi Jun +1 位作者 Yuan Zengwei Huang Lei 《Water Science and Engineering》 EI CAS 2008年第4期82-88,共7页
The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three differen... The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three different computing methods: the same starting point method, the striding averaging method, and the stagger phase averaging method. All of them can be used to calculate the Hurst index, which quantifies fluctuation and randomness. This study used real water quality data from Shazhu monitoring station on Taihu Lake in Wuxi, Jiangsu Province. The results show that, of the three methods, the stagger phase averaging method is best for calculating the Hurst index of a pollutant time series from the perspective of statistical regularity. 展开更多
关键词 environmental quality assessment time series fractal dimension r/s statistical method Hurst index
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Evidence for self-organized criticality in unscheduled downtime data of equipment
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作者 Bo Li Feng Yang Daohan Zhou 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2014年第6期1020-1026,共7页
How to reduce downtime and improve availability of the complex equipment is very important. Although the unscheduled downtime(USDT) issues of the equipment are very complex, the self-organized criticality(SOC) is ... How to reduce downtime and improve availability of the complex equipment is very important. Although the unscheduled downtime(USDT) issues of the equipment are very complex, the self-organized criticality(SOC) is the right theory to study complex systems evolution and opens up a new window to the investigation of disasters, such as the sudden failure of the equipment. Firstly,SOC theory and its validation method are introduced. Then an SOC validation method for USDT of the equipment is proposed based on the above theory. Case study is done on bottleneck equipment in a factory and corresponding data pre-process work is done. The rescaled-range(R/S) analysis method is used to calculate the Hurst exponent of USDT time-series data in order to determine the long-range correlation of USDT data on time scale;at the same time the spatial power-law characteristic of USDT time series data is studied. The result shows that the characteristics of SOC are revealed in USDT data of the equipment according to the criterion of SOC. In addition, based on the characteristics of SOC,the overall framework of the prediction method for major sudden failure of the equipment is proposed based on SOC. 展开更多
关键词 unscheduled downtime(UsDT) self-organized criti-cality(sOC) rescaled-range analysisr/s Hurst exponent
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单天线测地型接收机GNSS-R海面高度反演研究
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作者 张建锋 《地理空间信息》 2025年第6期79-82,共4页
针对双天线的全球导航卫星系统反射测量技术(GNSS-R)的局限性,对基于单天线测地型接收机的GNSS-R海面高度反演模型进行研究。利用全球5个设有常规大地测量型接收机的岸基GNSS站点的长时序信噪比数据,进行海面高度反演。结果表明,反演结... 针对双天线的全球导航卫星系统反射测量技术(GNSS-R)的局限性,对基于单天线测地型接收机的GNSS-R海面高度反演模型进行研究。利用全球5个设有常规大地测量型接收机的岸基GNSS站点的长时序信噪比数据,进行海面高度反演。结果表明,反演结果与验潮站结果相比,二者变化趋势具有高度一致性,其相关系数高于0.905。在潮差较小(2.98~4.04 m)海域,反演结果与验潮站数据互差均方根(RMS)在0.151~0.255 m范围内;在潮差较大(7.52~8.84 m)海域,二者互差RMS在0.425~0.568 m范围内。 展开更多
关键词 海面高度 GNss-r 信噪比 L-s谱分析
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