具有遗传性疾病和性状的遗传位点分析

随着信息技术的进步和发展,现代生物学越来越多地将这些技术用于大规模生物数据的收集、分析、挖掘等过程.大量计算机技术,特别是统计方法被用来进行复杂疾病的分析.大量研究表明,人体的许多表型性状差异以及对药物和疾病的易感性等都可能与某些位点相关联,或和包含有多个位点的基因相关联.因此,定位与性状或疾病相关联的位点在染色体或基因中的位置,能帮助研究人员了解性状和一些疾病的遗传机理,也能使人们对致病位点加以干预,防止一些遗传病的发生.利用随机森林方法、Bootstrap重抽样、logistic回归等大数据分析方法,意在解决优化生物学位点关联性分析中单一致病位点识别、多位点相互作用和多性状位点关联性分析等子问题.     

股票市场的长记忆及其动态结构

本文提出了结合平均小波系数法和自回归原始自助法的稳健长记忆检验,蒙特卡罗模拟显示该方法对于短期记忆过程具有稳定性。基于该方法对2005年4月8日至2015年6月30日的中国、美国、香港和德国股市进行了实证分析。全局检验结果表明仅中国的股票市场存在显著的长记忆,并且风险因素无法对长记忆解释,而美国、德国和香港的股市不存在长记忆。基于递增窗口的动态Hurst指数分析显示,金融危机时期4个股市都存在显著的长记忆。2010年后,除中国股市外,其余三个股市几乎不存在长记忆现象。     

A failure of a class of K-BKZ equations based on principal stretches

The invariants in the K-BKZ constitutive equation for an incompressible viscoelastic fluid are usually taken to be the trace of the Finger strain tensor and its inverse. The basis for this choice of invariants is not derived from the K-BKZ theory, but rather is due to the perception that this is the most natural choice. Research into using other sets of invariants in the K-BKZ equation, such as the principal stretches or the eigenvalues of the Finger strain tensor (i.e., the squares of the principal stretches) is relatively new. We attempt here to derive a K-BKZ equation based on the squares of the principal stretches that models the behavior of a low-density polyethylene melt in simple shear and uniaxial elongational deformation. In doing so, two assumptions are made as to the form of the strain-dependent energy function: first, that there is a function f(q) such that the energy function can be written as the sum of f(q _i ),i = 1, 2, 3, where the q _i 'sare the squares of the principal stretches, and second that f is a power law. We find that the K-BKZ equation resulting from these two assumptions is inadequate to describe both the shear and elongational behavior of our material and we conclude that the second of the above assumptions is not valid. Further investigation, including predictions of the second normal stress difference and some finite element calculations reveals that the first assumption is also invalid for our material.     

����~���Ƶ�ָ����ط����Ի��ЧӦģ�͵����Լ���

Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example.     

Importance of verifying queue model assumptions before planning with simulation software

This case study uses empirical data gathered at an Australian refinery to verify the assumptions for queue distributions before using special-purpose software to plan the off-road-truck hauling of titanium dioxide to a refinery (n = 773). Easy-to-use spreadsheet software is utilized to verify assumptions for queue models. Managers are able to make decisions based on economic implications of queue models to avoid making costly planning mistakes. Analysts can use nonparametric hypothesis-testing techniques to verify distribution assumptions for optimization without having to write hard-to-maintain and complex algebraic linear equations or nonlinear search routines.     

Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data

We propose a degree of market efficiency in terms of entropy concepts. The relative efficiency for the US stock market varies over time from 1929 to 2012, with a slight decline in the past 10 years.     

An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran

The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data.     

求解I型裂纹构元J积分的半解析方法

表征裂纹尖端应力应变场程度的J积分是一个定义明确、理论严密的弹塑性断裂力学基础参量. 目前J积分的计算主要是依靠塑性因子法和有限元法,但对各类裂纹构元获得J积分以及载荷-位移关系的解析公式以实现材料断裂韧性理论预测和材料测试是断裂力学的重要和困难的任务. 以J积分为参量的材料断裂测试中应用最广的是I型裂纹试样的断裂韧性测试. 本文在平面应变条件下,针对断裂韧性测试中使用的6种I型裂纹构元,基于能量等效假设,提出了J积分-载荷和载荷-位移的工程半解析统一表征方法,进而结合有限元分析的少量计算获得J积分-载荷和载荷-位移关系的半解析公式待定参数. 分析表明,6种I型裂纹构元的J积分-载荷和载荷-位移统一公式的预测结果与有限元结果吻合良好. 新提出的J积分-载荷工程半解析公式包含了材料的弹性模量、应力强度系数和应变硬化指数,能够广泛适应不同的材料,且运用该公式能够方便获取任意载荷点对应的J积分值. 应用新方法可便于获得各类I型裂纹构元的J积分-载荷和载荷-位移工程半解析公式.      

红外序列图像中运动弱小目标检测

为检测红外序列图像中的运动弱小目标,分析了目标在序列图像中的运动特性和概率分布特性,以及目标和噪声在序列中的能量分布特性。提出连续M帧高阶累积方法来增强运动弱目标能量,用假设检验对目标和背景进行分割,通过搜寻序列运动能量中心来实现目标的多帧关联检测。通过仿真实验证明了算法对红外弱小目标检测有效性。