基于Copula-EVT模型的干旱灾害风险评估

干旱历时和干旱强度是影响干旱灾害风险的主要因素。根据干旱灾害发生的极端过程特点,用极值理论刻画干旱灾害风险两个特征变量的边缘分布,用Archimedes Copula函数捕捉旱灾风险两个特征变量之间的极值相依结构,本文构建的基于Copula-EVT的旱灾风险评估模型较好地反映了旱灾形成的极端过程和影响因子。实证分析以淮河流域蚌埠站为例,证实了ClaytonCopula-EVT模型能较好地拟合蚌埠站干旱灾害风险的历史经验分布,计算得出:蚌埠站干旱历时大于5个月,干旱强度超过7.45的极端干旱灾害风险概率为3%,重现期T_∩(t,d)为32.4年,对干旱历时和干旱强度的条件重现期研究得出干旱强度的取值对干旱灾害风险重现期的影响较大。     

正交尺度小波网络及在非线性经济系统预测中的应用

本文提出一种用正交尺度函数代替RBF网络中的激活函数的小波网络，给出相应小波网络学习算法；并以天津市国内生产总值为样本进行宏观经济模拟预测，预测结果表明该模型预测误差低于普通BP网络。     

稳定样本过程的非参数小波估计

本文中我们采用小波方法估计了一列基于Ф混合平稳过程的v-稳定样本的公共密度函数。     

基于高斯型窗函数的基小波构造

阐述了基于高斯型窗函数的可容基小波构造,讨论了若干类基小波.首先引入若干经典基小波如墨西哥草帽小波、莫莱小波、DOG犬小波和盖博解析小波,作者发现它们具有统一的结构,即均由高斯窗函数生成;进而在犬小波结构的启示下,构造了由高斯窗函数的差形成的犬小波族,对之验证了可容性条件;并且将它推广为有限个高斯窗函数的线性组合形成的小波,确定了带通条件.     

任意矩阵伸缩的双向正交小波包

基于双向加细小波函数和双向小波尺度函数,给出了矩阵伸缩的双向小波的定义;给出矩阵伸缩的多分辨分析,并给出矩阵伸缩的小波的正交条件,得到矩阵伸缩的双向小波包;并得到相关性质和结论.     

基于小波基函数插值的界面裂纹分析方法

利用小波的高分辨率和具有紧支性的特点将小波插值基函数引入到界面裂纹分析 ,针对裂纹面的应力奇异特点 ,采用了不同分辨率的插值方法 ,提出了基于广义变分原理的小波计算格式 ,并通常计算实例对所提方法进行验证     

三维插值对称正交小波的构造

高维小波分析是分析和处理多维数字信号的有力工具.基于任意的三维正交尺度函数及相应的正交小波,提出一种构造三维插值对称尺度函数和对称小波的方法,并建立了多维信号采样定理,这一点在信号处理中具有很好的应用价值.最后给出了数值算例.     

广义基插值的正交多尺度函数和多小波

给出一类具有广义插值的正交多尺度函数的构造方法, 并给出对应多小波的显示构造公式. 证明了该文构造的多小波拥有与多尺度函数相同的广义基插值性.从而建立了多小波子空间上的采样定理. 最后基于该文提供的算法构造出若干具有广义基插值的正交多尺度函数和多小波.     

紧支撑样条小波插值及其应用

基于紧支撑样条小波函数插值与定积分的思想,给出了由紧支撑样条小波插值函数构造数值积分公式的方法．并将该方法应用于二次、三次、四次和五次紧支撑样条小波函数,得到了相应的数值积分公式．最后,通过数值例子验证,发现该方法得到的数值积分公式是准确的,且具有较高精度．     

基于小波分析的空间机械臂运动规划的最优控制

讨论了空间机械臂系统非完整运动规划的最优控制问题.利用小波分析方法,将离散正交小波函数引入最优控制,由小波级数展开式逼近替代传统的Fourier基函数,提出基于小波分析的最优控制数值算法.仿真结果表明,该方法对求解空间机械臂非完整运动规划问题是有效的.     

小波分析与模糊系统分析的联系

讨论小波基函数与模糊集隶属函数之间的联系 ,证明模糊系统研究与应用中的隶属函数都可以由称之为简单小波的母函数表出 ,反之每一简单小波也可以由某一隶属函数表出 ,从而验证简单小波类与某一隶属函数类的一一对应关系。该结果进一步揭示模糊推理和模糊控制的实质 ,为在模糊系统辨识、模糊控制和模糊数据分析等诸多领域充分利用近代小波分析的成果提供新思路     

基于非线性混沌时序动力系统的预测方法研究

主要研究由混沌时序所确定的非线性动力系统的预测方法．研究了非线性自相关混沌模型的结构,模型阶数的确立技术．将神经网络和小波理论相结合,研究了小波变换神经网络的结构,给出了小波神经网络的学习方法;提出了一种新的基于小波网络的参数辨识方法．该方法可以有选择地提取时序中的不同的时间、频率尺度,实现原时序的趋势或细节预测．通过对混沌时序进行预处理,并比较预处理后的预测结果,得到了一些有益的结果:用非线性自相关混沌模型采用小波网络对模型参数进行辨识,其辨识的准确程度较高,用该模型对混沌时序(包括含有噪声)的预测比较有效．     

A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations

Stochastic processes are approximated by wavelet operators. For the stochastic process and the scale function satisfying some conditions, a new method is given to estimate the degree of approximation.     

一类四元数小波包的构造

实值二维信号可以用四元数来表示,因此,四元数的尺度函数和小波的构造就成为分析二维信号的关键．引入了四元数小波包的概念,并且借助于四元数多分辨分析和四元数尺度函数和四元数小波函数的概念和若干公式,给出并构造了一类四元数正交小波包的构造方法,得到了四元数正交小波包的3个正交性公式,最后,利用四元数正交小波包给出了L^2（R...     

The Haar Wavelet Analysis of Matrices and Its Applications

It is well known that Fourier analysis or wavelet analysis is a very powerful and useful tool for a function since they convert time-domain problems into frequency-domain problems. Are there similar tools for a matrix? By pairing a matrix to a piecewise function,a Haar-like wavelet is used to set up a similar tool for matrix analyzing, resulting in new methods for matrix approximation and orthogonal decomposition. By using our method, one can approximate a matrix by matrices with different orders. Our method also results in a new matrix orthogonal decomposition, reproducing Haar transformation for matrices with orders of powers of two. The computational complexity of the new orthogonal decomposition is linear. That is, for an m × n matrix, the computational complexity is O(mn). In addition,when the method is applied to k-means clustering, one can obtain that k-means clustering can be equivalently converted to the problem of finding a best approximation solution of a function. In fact, the results in this paper could be applied to any matrix related problems.In addition, one can also employ other wavelet transformations and Fourier transformation to obtain similar results.     

System identification based on distribution theory and wavelet transform

A review of system identification based on distribution theory is given. By the Schwartz kernel theorem, to every continuous linear system there corresponds a unique distribution, called kernel distribution. Formulae using wavelet transform to access time--frequency information of kernel distributions are deduced. A new wavelet-based system identification method for health monitoring systems is proposed as an application of a discretized formula using stationary wavelet transform.     

Trigonometric wavelet-based method for elastic thin plate analysis

Dealing with the boundary conditions is one of the difficult problems when using wavelet function as trial function to carry out structural analysis. In this paper, the two-dimensional tensor product trigonometric Hermite wavelet that has both good approximation characteristics of trigonometric function and multi-resolution, local characteristics of wavelet is proposed as trial function, and the united formulation of elastic bending, vibration and buckling of rectangle thin plate (on elastic foundation) with different boundary conditions is derived based on the principle of minimum potential energy. Two approaches, hierarchical and multi-resolution approach, are presented to improve calculation accuracy. The impact of proposed method is discussed by different numerical examples. Due to the Hermite interpolation properties, the proposed trigonometric wavelet method can process all kinds of boundary conditions conveniently. The solution accuracy of hierarchical method can be increased steadily with raising the order of wavelet, while the solution accuracy of multi-resolution method can be improved along with increasing the scale of wavelet.     

Groundwater management: Waiting for a drought*

In this article we present a stylized model for optimal management of an unconfined groundwater resource when the threat of drought exists. The drought is modeled as a stochastic event that hits at an uncertain date and two benchmark management policies are investigated: (a) A policy of optimal dynamic management ignoring the threat of drought; and (b) an economically optimal policy that accounts for the threat of a drought. We show that the optimal predrought steady‐state equilibrium stock size of groundwater under policy b is larger than that under policy (a) Furthermore, we show that an increase in the probability of a drought gives rise to two counteracting effects: One in the direction of a larger predrought steady‐state equilibrium stock size (a recovery effect) and one in the direction of a lower predrought steady‐state equilibrium stock (an extinction effect). We find that the recovery effect dominates the extinction effect. Recommendations for Resource Managers: We analyze two groundwater extraction policies that can be used when a threat of drought exists: (a) Dynamic optimal management ignoring the threat of drought; and (b) dynamic optimal management taking the threat of drought into account. We show that the predrought steady‐state equilibrium stock size of water should be larger under the policy (b) than under policy (a). This conclusion has three implications for resource managers:

• Current groundwater management should take future extraction possibilities into account.

• A resource manager ought to take the threat of drought into account in groundwater management.

• A buffer stock of water should be built‐up before the drought to be drawn upon during the event.

     

二进小波的构造方法研究

提出两种二进小波的构造方法.首先,将Mallat构造的B-样条二进小波推广得到一种构造B-样条二进小波的新方法;其次,基于二进提升方案提出构造二进小波的另一种新方法—–构造定理,并通过调整定理中提升参数的形式、以新的B-样条二进小波作为初始二进小波,具体构造了具有有限长单位脉冲响应、高阶消失矩、线性相位的提升二进小波,这些提升二进小波不能由Sweldens提升方案得到.