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1.
Gaowen Wang 《商业与工业应用随机模型》2011,27(4):421-433
We consider asymptotic behavior of self‐normalized sums of autoregressive fractionally integrated moving average (ARFIMA) processes whose innovations are GARCH errors. The asymptotic distribution of the sums is derived under very mild conditions. Applications to unit root tests with ARFIMA–GARCH errors are discussed. It is shown that even when the errors exhibit both long‐range dependence and heavy‐tailed conditional heteroscedasticity, the asymptotic distributions of the Dickey–Fuller ρ‐type tests are functionals of standard Brownian motion rather than those of fractional Brownian motions. Some Monte Carlo simulations are provided to illustrate the finite sample properties of two of the tests. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
2.
Azad Bayramov Seda Kızılbudak C̣aliṣkan Fatma A. Akgün 《Mathematical Methods in the Applied Sciences》2012,35(18):2185-2197
In this paper, we have obtained the second regularized trace formula for the differential operator equation with the semi‐periodic boundary conditions. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
3.
基于数据流形结构的聚类方法及其应用研究 总被引：1，自引：0，他引：1
随着信息社会的不断发展,人类已经进入了信息爆炸时代,海量的数据使数据处理变得繁琐复杂,因此如何对现有的高维数据降维、聚类,并在一定程度上消除高维数据中存在的噪声是解决该问题的关键.基于相关的理论知识采用先降维后聚类的步骤,把高维数据按照子空间结构和流形结构两种情况分类,运用稀疏子空间聚类、谱多流形聚类、K-manifolds方法进行建模求解,通过对各种方法的对比,得出谱多流形聚类方法运行速度快,聚类准确度高,是最具有一般性特征的模型. 相似文献
4.
When a dynamical system with multiple point attractors is released from an arbitrary initial condition, it will relax into a configuration that locally resolves the constraints or opposing forces between interdependent state variables. However, when there are many conflicting interdependencies between variables, finding a configuration that globally optimizes these constraints by this method is unlikely or may take many attempts. Here, we show that a simple distributed mechanism can incrementally alter a dynamical system such that it finds lower energy configurations, more reliably and more quickly. Specifically, when Hebbian learning is applied to the connections of a simple dynamical system undergoing repeated relaxation, the system will develop an associative memory that amplifies a subset of its own attractor states. This modifies the dynamics of the system such that its ability to find configurations that minimize total system energy, and globally resolve conflicts between interdependent variables, is enhanced. Moreover, we show that the system is not merely “recalling” low energy states that have been previously visited but “predicting” their location by generalizing over local attractor states that have already been visited. This “self‐modeling” framework, i.e., a system that augments its behavior with an associative memory of its own attractors, helps us better understand the conditions under which a simple locally mediated mechanism of self‐organization can promote significantly enhanced global resolution of conflicts between the components of a complex adaptive system. We illustrate this process in random and modular network constraint problems equivalent to graph coloring and distributed task allocation problems. © 2010 Wiley Periodicals, Inc. Complexity 16: 17–26, 2011 相似文献
5.
Marianna A. Shubov 《Mathematical Methods in the Applied Sciences》2000,23(18):1585-1615
This paper is the third in a series of several works devoted to the asymptotic and spectral analysis of a model of an aircraft wing in a subsonic air flow. This model has been developed in the Flight Systems Research Center of UCLA and is presented in the works by Balakrishnan. The model is governed by a system of two coupled integro‐differential equations and a two‐parameter family of boundary conditions modeling the action of the self‐straining actuators. The differential parts of the above equations form a coupled linear hyperbolic system; the integral parts are of the convolution type. The system of equations of motion is equivalent to a single operator evolution–convolution equation in the energy space. The Laplace transform of the solution of this equation can be represented in terms of the so‐called generalized resolvent operator, which is an operator‐valued function of the spectral parameter. This generalized resolvent operator is a finite‐meromorphic function on the complex plane having the branch cut along the negative real semi‐axis. Its poles are precisely the aeroelastic modes and the residues at these poles are the projectors on the generalized eigenspaces. In the first two papers (see [33, 34]) and in the present one, our main object of interest is the dynamics generator of the differential parts of the system. This generator is a non‐self‐adjoint operator in the energy space with a purely discrete spectrum. In the first paper, we have shown that the spectrum consists of two branches, and have derived their precise spectral asymptotics with respect to the eigenvalue number. In the second paper, we have derived the asymptotical approximations for the mode shapes. Based on the asymptotical results of the first two papers, in the present paper, we (a) prove that the set of the generalized eigenvectors of the aforementioned differential operator is complete in the energy space; (b) construct the set of vectors which is biorthogonal to the set of the generalized eigenvectors in the case when there might be not only eigenvectors but associate vectors as well; and (c) prove that the set of the generalized eigenvectors forms a Riesz basis in the energy space. To prove the main result of the paper, we made use of the Nagy–Foias functional model for non‐self‐adjoint operators. The results of all three papers will be important for the reconstruction of the solution of the original initial‐boundary‐value problem from its Laplace transform in the forthcoming papers. Copyright © 2000 John Wiley & Sons, Ltd. 相似文献
6.
We consider symmetric flows of a viscous compressible barotropic fluid with a free boundary, under a general mass force depending both on the Eulerian and Lagrangian co‐ordinates, with arbitrarily large initial data. For a general non‐monotone state function p, we prove uniform‐in‐time energy bound and the uniform bounds for the density ρ, together with the stabilization as t → ∞ of the kinetic and potential energies. We also obtain H1‐stabilization of the velocity v to zero provided that the second viscosity is zero. For either increasing or non‐decreasing p, we study the Lλ‐stabilization of ρ and the stabilization of the free boundary together with the corresponding ω‐limit set in the general case of non‐unique stationary solution possibly with zones of vacuum. In the case of increasing p and stationary densities ρS separated from zero, we establish the uniform‐in‐time H1‐bounds and the uniform stabilization for ρ and v. All these results are stated and mainly proved in the Eulerian co‐ordinates. They are supplemented with the corresponding stabilization results in the Lagrangian co‐ordinates in the case of ρS separated from zero. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
7.
Self‐Dual Codes and the Nonexistence of a Quasi‐Symmetric 2‐(37,9,8) Design with Intersection Numbers 1 and 3 
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下载免费PDF全文 We prove that a certain binary linear code associated with the incidence matrix of a quasi‐symmetric 2‐(37, 9, 8) design with intersection numbers 1 and 3 must be contained in an extremal doubly even self‐dual code of length 40. Using the classification of extremal doubly even self‐dual codes of length 40, we show that a quasi‐symmetric 2‐(37, 9, 8) design with intersection numbers 1 and 3 does not exist. 相似文献
8.
This paper is concerned with the large time behavior of solutions to the initial value problem for the damped wave equations with nonlinear convection in one‐dimensional whole space. In 2007, Ueda and Kawashima showed that the solution tends to a self similar solution of the Burgers equation. However, they did not mention that their decay estimate is optimal or not. Under this situation, the aim of this paper was to find out the sharp decay estimate by studying the second asymptotic profile of solutions. The explicit representation formula and the decay estimates of the solution for the linearized equation including the lower order term play crucial roles in our analysis. 相似文献
9.
Regular maps are cellular decompositions of surfaces with the “highest level of symmetry”, not necessarily orientation‐preserving. Such maps can be identified with three‐generator presentations of groups G of the form G = 〈a, b, c|a2 = b2 = c2 = (ab)k = (bc)m = (ca)2 = … = 1〉; the positive integers k and m are the face length and the vertex degree of the map. A regular map (G;a, b, c) is self‐dual if the assignment b?b, c?a and a?c extends to an automorphism of G, and self‐Petrie‐dual if G admits an automorphism fixing b and c and interchanging a with ca. In this note we show that for infinitely many numbers k there exist finite, self‐dual and self‐Petrie‐dual regular maps of vertex degree and face length equal to k. We also prove that no such map with odd vertex degree is a normal Cayley map. Copyright © 2011 Wiley Periodicals, Inc. J Graph Theory 69:152‐159, 2012 相似文献
10.
Mario Altamura Brita Elvevåg Gaetano Campi Michela De Salvia Daniele Marasco Alessandro Ricci Antonello Bellomo 《Complexity》2012,18(1):38-43
To understand how cognition and response selection processes might emerge from dynamic brain systems, we analyzed reaction times during the performance of both a working memory task and a choice reaction time task at different levels of “cognitive load.” Our findings suggest a continuous transition—tuned by load—from random behavior toward scale‐free like behavior as an expanding connectivity process in a network poised near a critical point. © 2012 Wiley Periodicals, Inc. Complexity, 2012 相似文献
11.
针对多指标面板数据的样品分类和历史时期划分问题,从多元统计分析理论角度提出一个多指标面板数据的融合聚类分析方法。该方法改进了多指标面板数据的因子分析和系统聚类方法,依据Fisher有序聚类理论,构造了Frobenius范数形式的离差平方和函数,提出了多指标面板数据的有序聚类方法。实证结果表明,该方法能够满足系统分析的统一性要求,保证指标之间的不相关;能够克服时间维度上均值处理造成的偏误,信息损失较少;能够解决面板数据有序聚类的问题;弥补了单一分析的片面性和局限性。 相似文献
12.
We analyze the reliability of NASA composite pressure vessels by using a new Bayesian semiparametric model. The data set consists of lifetimes of pressure vessels, wrapped with a Kevlar fiber, grouped by spool, subject to different stress levels; 10% of the data are right censored. The model that we consider is a regression on the log‐scale for the lifetimes, with fixed (stress) and random (spool) effects. The prior of the spool parameters is nonparametric, namely they are a sample from a normalized generalized gamma process, which encompasses the well‐known Dirichlet process. The nonparametric prior is assumed to robustify inferences to misspecification of the parametric prior. Here, this choice of likelihood and prior yields a new Bayesian model in reliability analysis. Via a Bayesian hierarchical approach, it is easy to analyze the reliability of the Kevlar fiber by predicting quantiles of the failure time when a new spool is selected at random from the population of spools. Moreover, for comparative purposes, we review the most interesting frequentist and Bayesian models analyzing this data set. Our credibility intervals of the quantiles of interest for a new random spool are narrower than those derived by previous Bayesian parametric literature, although the predictive goodness‐of‐fit performances are similar. Finally, as an original feature of our model, by means of the discreteness of the random‐effects distribution, we are able to cluster the spools into three different groups. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
13.
The authors study recursive structures with ＂finite memory＂ in Euclidean matric space and the multifractal decomposition of the corresponding fractals. For any two positive numbers q,β, and such a recursive structure, a linear operator V^q,β in finite dimensional space is defined. The multifractal spectrum is given by the spectral radius of Vq,^β. 相似文献
14.
Huddling is a grouping behavior where animals maintain close bodily contact and save energy. We tested the hypothesis that this thermoregulatory behavior behaves as a system with continuous (second‐order phase) transition called critical when the environmental temperature (driving parameter) is near a critical value. To do so, we followed theoretical and experimental approaches, examining data from geometrical models, metabolic rate during huddling in small mammals, and also conducting an experiment on thermoregulatory huddling behavior with white mice. Our results support all predictions for systems under continuous‐phase transition triggered by low temperatures, a phenomenon reported for first time in a biological system. We suggest that huddling behavior in social animals, a recognized adaptive behavior, may be considered a self‐organized system coupled with an external driving parameter. © 2011 Wiley Periodicals, Inc. Complexity, 2011 相似文献
15.
Andrs Gyrfs 《Journal of Graph Theory》2001,38(2):111-112
A simple proof is given for a result of Sali and Simonyi on self‐complementary graphs. © 2001 John Wiley & Sons, Inc. J Graph Theory 38: 111–112, 2001 相似文献
16.
The authors consider the Orthodox iconography of Byzantine style aimed at examining the existence of complex behavior and fractal patterns. It has been demonstrated that fractality in icons is manifested as two types—descending and ascending, where the former one corresponds to the apparent information and the latter one to the hidden causal information defining the spatiality of icon. Self‐organization, recognized as the increase of the causal information in temporal domain, corresponds to contextualization of the observer's personage position. The results presented in the forms of plots and tables confirm the adequacy of the model being the completion of visual perception. © 2015 Wiley Periodicals, Inc. Complexity 21: 55–68, 2016 相似文献
17.
B. Tolwinski 《Journal of Optimization Theory and Applications》1981,34(4):485-501
A new solution of a two-person, nonzero-sum Stackelberg game, with linear dynamics, quadratic performance criteion, and closed-loop information available to both players, is presented. This solution is applicable to all problems where the leader is able to influence the objective function of the follower, and this function is strictly convex with respect to the control variable handled by the follower. The resulting equilibrium strategies adapt to the possible nonoptimal behavior of players at some stages of the game. The strategy of the leader has a simple interpretation of a threat formulated by the leader toward the follower and, if necessary, carried out one stage after the follower has played inconsistently with the leader's wishes. 相似文献
18.
Sompob Saelee Poom Kumam Juan Martínez Moreno 《Mathematical Methods in the Applied Sciences》2019,42(17):5794-5804
In this paper, we present iteration methods to find a solution of asymptotically quasi‐nonexpansive semigroups for a split equality common fixed point in Banach spaces. The results show weak and strong convergence theorem of iteration that improve and extend some recent results. 相似文献
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We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献