Long correlations and Levy models applied to the study of memory effects in high frequency (tick) data

This work is devoted to the study of long correlations, memory effects and other statistical properties of high frequency (tick) data. We use a sample of 25 stocks for this purpose.We verify that the behavior of the return is compatible with that of continuous time Levy processes. We also study the presence of memory effects and long-range correlations in the values of the return.     

Bayesian wavelet-based analysis of functional magnetic resonance time series

Wavelet methods for image regularization offer a data-driven alternative to Gaussian smoothing in functional magnetic resonance (fMRI) analysis. Their impact has been limited by the difficulties in integrating regularization in the wavelet domain and inference in the image domain, precluding the probabilistic decision on which areas are activated by a task. Here we present an integrated framework for Bayesian estimation and regularization in wavelet space that allows the usual voxelwise hypothesis testing. This framework is flexible, being an adaptation to fMRI time series of a more general wavelet-based functional mixed-effect model. Through testing on a combination of simulated and real fMRI data, we show evidence of improved signal recovery, without compromising test accuracy in image space.     

The RATIO method for time‐resolved Laue crystallography

A RATIO method for analysis of intensity changes in time‐resolved pump–probe Laue diffraction experiments is described. The method eliminates the need for scaling the data with a wavelength curve representing the spectral distribution of the source and removes the effect of possible anisotropic absorption. It does not require relative scaling of series of frames and removes errors due to all but very short term fluctuations in the synchrotron beam.     

Mixed boundary conditions for piezoelectric plates

For plate bending and stretching problems in piezoelectric materials, the reciprocal theorem and the general solution of piezoelasticity are applied in a novel way to obtain the appropriate mixed boundary conditions accurate to all order. A decay analysis technique is used to establish necessary conditions that the prescribed data on the edge of the plate must satisfy in order that it should generate a decaying state within the plate. For the case of axisymmetric bending and stretching of a circular plate, these decaying state conditions are obtained explicitly for the first time when the mixed conditions are imposed on the plate edge. They are then used for the correct formulation of boundary conditions for the interior solution. Supported by the National Natural Science Foundation of China (Grant Nos. 10702077 and 10602001), the Beijing Natural Science Foundation (Grant No. 1083012), and the Alexander von Humboldt Foundation in Germany     

Effects of various solar indices on accuracy of Earth’s thermospheric neutral density models

Four kinds of solar indices F10.7, E10.7, S10, Mg10 and four thermospheric neutral density models, i.e., CIRA72, DTM94, NRLMSISE00 and JB2006, are discussed. The CHAMP accelerometer data are used to calculate thermospheric total mass density. Based on the comparison of the model densities with CHAMP observations, the effects of various indices on the model accuracy are detected. It is found that under quiet and moderate solar conditions (F10.7<160), all of the models’ errors are reduced about 15% by using E...     

复数滤波器在数字全息图处理中的应用

数字全息图在微电路检测、粒度分析、透明场测量等小孔径、小视场对象测量和细胞观测等显微测量方面有着广泛的应用前景。根据离轴数字全息图的频谱特点,提出采用复数滤波器,利用计算机及相关算法对离轴数字全息图进行滤波,消除其零级及共轭像,同时可以得到全息图的相位分布。讨论了复数滤波器的设计方法,给出了实验结果。为数字全息图的压缩、再现和相息图制作提供了方便。     

Scaling behavior of earthquakes’ inter-events time series

In this paper, we investigate the statistical and scaling properties of the California earthquakes’ inter-events over a period of the recent 40 years. To detect long-term correlations behavior, we apply detrended fluctuation analysis (DFA), which can systematically detect and overcome nonstationarities in the data set at all time scales. We calculate for various earthquakes with magnitudes larger than a given M. The results indicate that the Hurst exponent decreases with increasing M; characterized by a Hurst exponent, which is given by, H = 0:34 + 1:53/M, indicating that for events with very large magnitudes M, the Hurst exponent decreases to 0:50, which is for independent events.      

纵向数据下非参数带测量误差的部分线性变系数模型的估计

本文研究纵向数据下非参数部分带有测量误差的部分线性变系数模型的估计.利用B样条函数近似模型中的变系数函数,构造偏差修正的二次推断函数,得到模型中未知参数和变系数函数的估计.证明变系数函数估计量的相合性和参数估计量的渐近正态性.数值模拟和实例分析结果表明所提估计方法在有限样本下的有效性.     

计算机在转动惯量实验数据处理中的应用

本文具体介绍了计算机辅助处理转动惯量实验中数据结果的应用,提出了一种方便、快速、准确地验证数据结果的方法。