一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

有序分组资料的线性趋势检验的确切概率计算

有序分组资料的线性趋势检验主要用于检验几个二项总体反应率的线性趋势；在医学与生物学中最典型的用途是研究剂量和反应的关系． 如果用Ｚ检验来代替通常在本检验中所用的卡方检验，就可容易地导出本检验的确切概率计算方法，和其他２×Ｃ有序列联表有着相同的形式．本文给出了该检验的确切概率计算方法．     

Synchronization Analysis of Coupled Noncoherent Oscillators

We present two different approaches to detect and quantify phase synchronization in the case of coupled non-phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the R?ssler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators.     

A C + + computational environment for biomolecular sequence management

The wide production of biomolecular data of the last 30 years, mainly due to the rapid evolving of technologies as well as to the accomplishment of the Genome Projects, led to the necessity of appropriate computational approaches for data storage, manipulation and analyses, giving place to a fast evolving area of Biology: Computational Biology or Bioinformatics.We propose here a new method for the storage of the sequences and their analyses using the C + + programming language, checking the effectiveness of an object oriented approach for new models, suitable to manage data representation and analyses, to improve the efficiency of computational methodologies to solve problems of general interest in bioinformatics. We developed a framework with the aim to decrease the computational costs for the storage and some basic manipulations of nucleic acid sequences. The remarkable reduction of memory requirements with no loss of efficiency makes this approach a first well promising step in order to get a more efficient environment for the manipulation and the management of nucleic acid data sets, in a field of research with hard challenges for Computer and Life Sciences.Mathematics Subject Classification: 68U99G. Toraldo, via Universita’ 100, 80055 Portici, Napoli, Italy     

基于遗传算法构建巴耳末公式

基于遗传算法构建了巴耳末公式．通过建立合适的拟合数学模型，用计算机对数学模型进行优化，使之尽可能反映氢原子实际谱线分布，并求出经验常量和拟合公式，最后分析了所得结果．     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

e+e-实验中ψ(2S)能区连续态单光子湮没过程的贡献

研究了e+e-实验中ψ(2S)能区连续态单光子湮没过程的截面对观测总截面的贡献. 针对ψ(2S)质量处ωπ0和π+π-两个观测末态,利用唯象模型估计了单光子湮没过程贡献的大小. 分析表明,对于ψ(2S)→ωπ0和ψ(2S)→π+π-,以及其他电磁末态分支比的确定,单光子湮没过程的贡献必须认真考虑. 通过研究,我们认为对于BES实验来说,为了获得共振态电磁末态分支比的正确结果,至少需要在低于ψ(2S)共振峰的能量点采集10pb-1的数据.     

中子俘获瞬发γ射线数据评价(英文)

简要地介绍了中子俘获瞬发γ射线数据及其衰变纲图的评价方法技术、主要程序及其功能、数据评价流程、强度平衡检验，以及对A=1-44的稳定核素和A>190的部分稳定核素的热中子俘获瞬发γ射线数据及其衰变纲图评价的具体应用.The method of prompt γ-ray data evaluation for neutron capture and how to calculate the prompt γ-ray intensities of neutron capture have been briefly presented. The prompt γ-ray data of thermal-neutron capture of some stable nuclei for A=1-44 and A>190 have been evaluated. The ENSDF format has been adopted. The checks of intensity balance and format have been made. The examples are given to illustrate its application.     

基于Karhunen-Loève变换和小波谱特征矢量量化的三维谱像数据压缩

提出了基于Karhunen Lo埁ｖｅ变换的小波谱特征矢量量化三维谱像数据压缩方法耍幔颍瑁酰睿澹?Lo埁ｖｅ变换 /小波变换 /小波谱特征矢量量化方法应用了Karhunen Lo埁ｖｅ变换的消除谱相关性优良性能 ,应用二维小波变换消除空间相关性 ,在小波变换域内应用二维集分割嵌入块编码和一维谱特征矢量量化对三维谱像数据压缩 ,获得较高的压缩性能。实验结果表明 :Karhunen Lo埁ｖｅ变换 /小波变换 /小波谱特征矢量量化编码比Karhunen Lo埁ｖｅ变换 /小波变换 /改进对块零树编码和Karhunen Lo埁ｖｅ变换 /小波变换 /快速矢量量化编码方法在同样压缩比条件下 ,峰值信噪比提高 2dB和 1dB以上 ,而速度提高了 1.5和 8倍 ,整体压缩性能有较大的提高     

Tail probabilities of the limiting null distributions of the Anderson–Stephens statistics

For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) z_i, i=1,…,n, Anderson and Stephens (Biometrika 59 (1972) 613–621) proposed testing procedures based on the statistics S_max=max_u S(u) and S_min=min_u S(u), where u is a unit vector and nS(u) is the sum of squares of u′z_i's. In this paper, we also consider another test statistic S_range=S_max−S_min. We provide formulas for the P-values of S_max, S_min, S_range by approximating tail probabilities of the limiting null distributions by means of the tube method, an integral-geometric approach for evaluating tail probability of the maximum of a Gaussian random field. Monte Carlo simulations for examining the accuracy of the approximation and for the power comparison of the statistics are given.