沪深港股市相关性的小波分析

主要使用离散小波变换(DW T)对沪深港股市的相关性进行研究.小波可以把方差和相关系数在不同尺度上进行分解,以便更仔细地研究时间序列的波动性在不同尺度上的相关程度.研究发现:三地股票市场的波动性都随着小波尺度的变化而变化;沪深股市与香港股市相关性非常低,而且在不同尺度上相关程度有较大差别.     

LB薄膜中四新戊氧基酞菁锌和四壬基酞菁铜分子聚集体的吸收光谱的温度特性

本文制备了四新戊氧基酞菁锌(Tetra-neopentoxy phthalocyanine zine)(TNPPeZn)和四壬基酞菁铜(Tetra-nonyl phthalocyanine copper)(TNPeCu)两种酞菁衍生物的Langmuir-Blodgett(LB)薄膜.通过测量10～473K温度下的吸收光谱,研究了两种薄膜的分子聚集状态.TNPPeZn的LB薄膜中,存在着分子单体和分子二聚体,在吸收光谱中分别表现为680nm和620nm的吸收峰.随着温度的升高,分子单体逐渐转变为分子二聚体,这个过程是不可逆的.TNPeCu的LB薄膜中,除了分子单体和分子二聚体以外,还有吸收为740nm的分子J聚集体存在.随着温度的变化,J聚集体发生可逆变化.     

Identification of non-minimum phase transfer function using higher-order spectrum

The present paper treats the identification of parametric nonminimum phase transfer function. We propose a method of identification based on the inner outer factorization of stable transfer function. It consists of identifying the outer and inner parts of a transfer function separately. The outer part is identified by the use of the second-order spectral estimate from the observed linear process, while the inner part is identified by the use of a higher-order cumulant spectral estimate from the observed process. Respective parameter estimators are determined in the light of asymptotic efficiency. In order to estimate the order of the inner part of a transfer function, a criterion is proposed. It is introduced based on the same principle as in the case of Akaike's AIC.     

A note on bilinear time series models

Conditions for the existence of a stationary solution for certain forms of bilinear difference equations are derived.     

Analysis of torsional vibrations of an ethane molecule

Based on the solution for the Mathieu equation, we obtained wave functions for the internal rotation of an ethane molecule that satisfy the symmetry properties of the group G₃₆. We calculated the frequency of the principal torsional transition (273 cm⁻¹). The types of symmetry of the energy levels and transition probabilities in IR and Raman spectra are determined. We note drawbacks of divisible permutable-inverse nuclear groups and the groups of molecular symmetry associated with their construction, as well as difficulties that appear when equivalent rotations are used. The possibility of avoiding the application of an extended group is indicated. Belarusian State University, 4, F. Skorina Ave., Minsk, 220050, Belarus. Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 64, No. 1, pp. 26–31, January–February, 1997.     

具有磁分裂样品的无反冲分数f_a的测定

研究了由样品厚度而引起的饱合效应对穆斯堡尔谱产生的影响，对于碰分裂样品，应取其透射谱中3、4峰的强度来计算信噪比为宜．据此测量得到a-Fe2O3的无反冲分数fa在室温下为0．65.关键词：##4穆斯堡尔谱;;无反冲分数;;信噪比     

k-Arcs,Hyperovals, Partial Flocks and Flocks

Some recent results on k-arcs and hyperovals of PG(2,q),on partial flocks and flocks of quadratic cones of PG(3,q),and on line spreads in PG(3,q) are surveyed. Also,there is an appendix on how to use Veronese varieties as toolsin proving theorems.     

光电混合功率谱分析系统实时图象识别时的若干技术问题

本文针对光电混合功率谱分析系统(OPSA)在实际进行图象识别时的若干技术问题作了分析和讨论,并提出了相应的解决办法,实用效果比较好。     

GaAs-InP异质材料的结构特性和光学特性研究

我们在低压金属有机汽相沉积(MOCVD)设备上采用两步升温法与金属有机源流量周期调制生长界面过渡层方法制备出GaAs-InP材料,并对此进行了X-射线衍射、低温光致发光谱(PL)和Raman谱分析,结果表明,GaAs外延层的位错密度低于用两步升温法得到的GaAs材料,PL谱峰较强,GaAs的特征激子峰和杂质相关的激子峰同时被测到。Raman谱PL谱的峰移表明GaAs外延层处于(100)双轴伸张应力下,应力大小随温度变化是由于GaAs、InP之间的热膨胀系数不同。     

A geometric method for solving a series of integral Poincaré-Steklov equations

Eigenvalues and eigenfunctions are explicitly found for a family of singular integral equations. It is shown how their discrete spectrum becomes continuous as the equation degenerates. Translated fromMatematicheskie Zametki, Vol. 63, No. 3, pp. 343–353, March, 1998.