稳健残差控制图的构建及在金融时序中的应用

对于呈现自相关和波动族聚性并存的受控过程,通常采用残差控制图对其进行监控。但异常点的存在会对自相关或波动族聚性模型的拟合产生重要影响,使得基于该模型的残差并非独立同分布导致常规残差控制图监控失效。为解决这类问题,本文提出稳健残差控制图。即建立稳健的ARMA模型解决自相关问题从而得到无自相关的残差序列,用稳健的GARCH模型来构建控制图的上下限。模拟和实证研究表明,本文提出的稳健残差控制图具有很好的抗异常点能力并能更好的对金融时间序列的异常现象进行监控。     

Classification of edges using compactly supported shearlets

We analyze the detection and classification of singularities of functions $f={\chi }_S$, where $S?{\mathbb{R}}^d$ and $d=2,3$. It will be shown how the set ?S can be extracted by a continuous shearlet transform associated with compactly supported shearlets. Furthermore, if ?S is a $d?1$ dimensional piecewise smooth manifold with $d=2$ or 3, we will classify smooth and non-smooth components of ?S. This improves previous results given for shearlet systems with a certain band-limited generator, since the estimates we derive are uniform. Moreover, we will show that our bounds are optimal. Along the way, we also obtain novel results on the characterization of wavefront sets in 3 dimensions by compactly supported shearlets. Finally, geometric properties of ?S such as curvature are described in terms of the continuous shearlet transform of f.     

Online Flowing Colloidosomes for Sequential Multi‐analyte High‐Throughput SERS Analysis

3D plasmonic colloidosomes are superior SERS sensors owing to their high sensitivity and excellent tolerance to laser misalignment. Herein, we incorporate plasmonic colloidosomes in a microfluidic channel for online SERS detection. Our method resolves the poor signal reproducibility and inter‐sample contamination in the existing online SERS platforms. Our flow system offers rapid and continuous online detection of 20 samples in less than 5 min with excellent signal reproducibility. The isolated colloidosomes prevent cross‐sample and channel contamination, allowing accurate quantification of samples over a concentration range of five orders of magnitude. Our system demonstrates high‐resolution multiplex detection with fully preserved signal and Raman features of individual analytes in a mixture. High‐throughput multi‐assay analysis is performed, which highlights that our system is capable of rapid identification and quantification of a sequence of samples containing various analytes and concentrations.     

Indirect ultraviolet detection of alkaline earth metal ions using an imidazolium ionic liquid as an ultraviolet absorption reagent in ion chromatography

A convenient and versatile method was developed for the separation and detection of alkaline earth metal ions by ion chromatography with indirect UV detection. The chromatographic separation of Mg²⁺, Ca²⁺, and Sr²⁺ was performed on a carboxylic acid base cation exchange column using imidazolium ionic liquid/acid as the mobile phase, in which the imidazolium ionic liquid acted as an UV‐absorption reagent. The effects of imidazolium ionic liquids, detection wavelength, acids in the mobile phase, and column temperature on the retention of Mg²⁺, Ca²⁺, and Sr²⁺ were investigated. The main factors influencing the separation and detection were the background UV absorption reagent and the concentration of hydrogen ion in ion chromatography with indirect UV detection. The successful separation and detection of Mg²⁺, Ca²⁺, and Sr²⁺ within 14 min were achieved using the selected chromatographic conditions, and the detection limits (S /N = 3) were 0.06, 0.12, and 0.23 mg/L, respectively. A new separation and detection method of alkaline earth metal ions by ion chromatography with indirect UV detection was developed, and the application range of ionic liquids was expanded.     

Effective length calibration method for processing the fluorescence signal detected by charge‐coupled device in capillary electrophoresis

A novel method named effective length calibration method has been developed to process the fluorescence signal detected by charge‐coupled device during capillary electrophoresis. The new method treated each pixel as an individual point detector, and effectively binned a large number of pixels into a final electropherogram without losing the narrow detection window defined by a single pixel. Capillary electrophoresis separations of DNA were carried out and detected by charge‐coupled device and conventional detector (photomultiplier tube). Detection properties including signal‐to‐noise ratio, peak width, detection frequency, and tilt of detector were investigated. It was found that the new method achieved much higher signal‐to‐noise ratio and smaller peak width than the conventional detector did. A Detection width of 0.5 μm was easily achieved.     

Synthesis of Cu2O/Ag Composite with Visible Light Photocatalytic Degradation Activity for in situ SERS Analysis

A multifunctional Cu₂O/Ag micro-nanocomposite, which has the characteristics of high catalytic activities under the visible light and high surface-enhanced Raman scattering (SERS) activity, was fabricated via a facile method and employed for the in situ SERS monitoring of the photocatalytic degradation reaction of crystal violet. Through the variation of the AgNO₃ concentration, Ag content on the Cu₂O template can be controllably tuned, which has great influence on the SERS effect. The results indicate that Ag nanoparticles form on the Cu₂O nanoframes to obtain the Cu₂O/Ag nanocomposite, which can act as an excellent bifunctional platform for in situ monitoring of photocatalytic degradation of organic pollutions by SERS.     

一种基于丹磺酰胺染料的高选择性汞(Ⅱ)离子荧光探针

对人类健康和社会环境而言,汞离子被认为是毒性最大的金属离子之一.本文设计、合成了一种新型基于丹磺酰胺染料的荧光探针,并研究了其对金属阳离子的识别性质.研究结果表明:该荧光探针在水溶液中,对汞离子具有高度的选择性和良好的灵敏度,且不受其它金属阳离子的干扰.该探针对汞离子的检测限可以达到2.1×10-8 mol/L.该探针极低的检测限和良好的水溶性表明其可用于活细胞中检测汞离子.生物成像实验证实该探针具有良好的细胞膜透性和生物相容性.     

Naked-eye detection of cyanide ions in aqueous media based on an azo-azomethine chemosensor

The optical and colorimetric properties of a new chemosensor 4-((2,4-dichlorophenyl)diazenyl)-2-(3-hydroxypropylimino)methyl)phenol (L) for cyanide ions were investigated by the naked-eye detection and UV–vis spectroscopy. This receptor reveals visual changes toward CN⁻ anions in aqueous media. No significant color changes were observed upon the addition of any other anions. The cyanide recognition properties of the receptor through proton-transfer were monitored by UV–vis titration and ¹H NMR spectroscopy. The binding constant (K_a) and stoichiometry of the formed host–guest complex were calculated by the Benesi–Hildebrand (B–H) plot and Job's plot method, respectively. The detection limit of the probe towards CN⁻ was 1.03 × 10⁻⁶ mol L⁻¹, which is lower than the maximum value of cyanide (1.9 × 10⁻⁶ mol L⁻¹) permitted by the World Health Organization in drinking water. Thus, this chemosensor was sensitive enough to detect cyanide in aqueous solutions. ¹H NMR experiments were conducted to investigate the nature of interaction between the receptor and CN⁻ anions. Notably, the designed sensor can be applied for the rapid detection of cyanide anions in the basic pH range and also under physiological conditions, for practical purposes for a long duration. The sensing behavior of the receptor was further emphasized by computational studies. Quantum-chemical calculations and molecular studies via Density Functional Theory (DFT) were carried out to supplement the experimental results.     

Wavelet-based estimator for the hurst parameters of fractional brownian sheet

It is proposed a class of statistical estimators H =(H_1,…,H_d) for the Hurst parameters H =(H_1,…,H_d) of fractional Brownian field via multi-dimensional wavelet analysis and least squares,which are asymptotically normal.These estimators can be used to detect self-similarity and long-range dependence in multi-dimensional signals,which is important in texture classification and improvement of diffusion tensor imaging(DTI) of nuclear magnetic resonance(NMR).Some fractional Brownian sheets will be simulated and the simulated data are used to validate these estimators.We find that when H_i ≥ 1/2,the estimators are accurate,and when H_i 1/2,there are some bias.     

基于Hilbert变换的LFM检测与估计

LFM(线性调频)信号是一类重要的非平稳信号,其完全被初始频率和调频斜率两个参量表征,而LFM信号的检测与估计问题是信号处理中最为重要的研究热点之一.由于调频信号在时频平面内有较好的聚集性,通常使用时频分析的方法对其进行检测和估计.线性正则变换是经典时频分布的广义形式,对LFM信号具有很好的能量聚集特性,在现有的线性正则域Hilbert变换的基础上,提出了一种不需要谱峰搜索而快速检测LFM信号和估计其参数的方法,并且通过仿真实例验证了所提出方法的优越性.