A New First-Order Integer-Valued Autoregressive Model with Bell Innovations

A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be a good alternative. In addition, for a parameter with a small value, the Bell distribution approaches the Poisson distribution. In this paper, we introduce a new first-order, non-negative, integer-valued autoregressive model with Bell innovations based on the binomial thinning operator. Compared with other models, the new model is not only simple but also particularly suitable for time series of counts exhibiting overdispersion. Some properties of the model are established here, such as the mean, variance, joint distribution functions, and multi-step-ahead conditional measures. Conditional least squares, Yule–Walker, and conditional maximum likelihood are used for estimating the parameters. Some simulation results are presented to access these estimates’ performances. Real data examples are provided.     

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator

In this study, we consider an online monitoring procedure to detect a parameter change for integer-valued generalized autoregressive heteroscedastic (INGARCH) models whose conditional density of present observations over past information follows one parameter exponential family distributions. For this purpose, we use the cumulative sum (CUSUM) of score functions deduced from the objective functions, constructed for the minimum power divergence estimator (MDPDE) that includes the maximum likelihood estimator (MLE), to diminish the influence of outliers. It is well-known that compared to the MLE, the MDPDE is robust against outliers with little loss of efficiency. This robustness property is properly inherited by the proposed monitoring procedure. A simulation study and real data analysis are conducted to affirm the validity of our method.     

New prediction of chaotic time series based on local Lyapunov exponent

A new method of predicting chaotic time series is presented based on a local Lyapunov exponent, by quantitatively measuring the exponential rate of separation or attraction of two infinitely close trajectories in state space. After reconstructing state space from one-dimensional chaotic time series, neighboring multiple-state vectors of the predicting point are selected to deduce the prediction formula by using the definition of the local Lyapunov exponent. Numerical simulations are carried out to test its effectiveness and verify its higher precision over two older methods. The effects of the number of referential state vectors and added noise on forecasting accuracy are also studied numerically.     

光学扩散特征的生鲜肉细菌总数的无损检测方法

细菌总数是生鲜肉的最主要安全参数之一,肉品的光学扩散特征反映其细菌总数。对高光谱扩散数据利用不同的拟合算法处理与分析,并比对生鲜猪肉细菌总数建模的相关性差异,确定了用于最终建模的最佳扩散特征参数,为后续的装置开发提供建模依据。冰箱调至4℃恒温,在里面放置63个分割好的猪肉样品,每天间隔固定时间从里面随机取出4~5块样品,获取猪肉表面的400~1 100nm波长范围内高光谱散射图像,从高光谱图像中提取猪肉的扩散光谱曲线,利用Lorentz函数和Gompertz函数以及修正后的函数,拟合处理与分析扩散数据,拟合后的不同参数可以代表样品的特征光谱,细菌总数的标准值用平板计数法获得,然后单独用各单个参数、多个参数结合的方式,多元线性回归的统计方法,与细菌总数分别建立模型。实验结果表明,Lorentz三参数结合,Lorentz四参数结合,Gompertz四参数拟合的模型相关系数较高,其校正集和预测集相关系数分别为0.93,0.96,0.96和0.90,0.90,0.92,标准偏差分别为0.47,0.44,0.39和0.56,0.46,0.42,其中,相关性最好的是Gompertz四参数结合,在装置的开发中可以优选相关性和稳定性最好的模型导入装置系统中。     

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression

This study considers support vector regression (SVR) and twin SVR (TSVR) for the time series of counts, wherein the hyper parameters are tuned using the particle swarm optimization (PSO) method. For prediction, we employ the framework of integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) models. As an application, we consider change point problems, using the cumulative sum (CUSUM) test based on the residuals obtained from the PSO-SVR and PSO-TSVR methods. We conduct Monte Carlo simulation experiments to illustrate the methods’ validity with various linear and nonlinear INGARCH models. Subsequently, a real data analysis, with the return times of extreme events constructed based on the daily log-returns of Goldman Sachs stock prices, is conducted to exhibit its scope of application.     

A coherence-based approach for the pattern recognition of time series

A pattern recognition approach based on the frequency domain measure of squared coherence is a useful approach to identify linearly related groupings of time series over different periods of time. It is considered in an application to identify similar patterns of the yearly rates of change in the Gross Domestic Product (GDP) of twenty two highly developed countries in an econophysics context. The approach is also tested in simulation studies using linearly related time series, and it is shown to have a very good success rate of correct pattern matching.     

高能p－A碰撞中横能分布的几何模型分析

采用几何模型的两种图象，即独立的Ｎ－Ｎ碰撞与参加者图象，分析了ＨＥＬＩＯＳ合作组最近发表的高能ｐ－Ａ碰撞中横能分布的新数据，讨论了模型中参量选取对结果的影响．并与Ａ－Ａ碰撞中的结果进行了比较．     

A New Generator of Probability Models: The Exponentiated Sine-G Family for Lifetime Studies

In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength reliability, and Rényi entropy. A particular member, called the exponentiated sine Weibull distribution, is highlighted; we analyze its skewness and kurtosis, moments, quantile function, residual mean and reversed mean residual life functions, order statistics, and extreme value distributions. Maximum likelihood estimation and Bayes estimation under the square error loss function are considered. Simulation studies are used to assess the techniques, and their performance gives satisfactory results as discussed by the mean square error, confidence intervals, and coverage probabilities of the estimates. The stress-strength reliability parameter of the exponentiated sine Weibull model is derived and estimated by the maximum likelihood estimation method. Also, nonparametric bootstrap techniques are used to approximate the confidence interval of the reliability parameter. A simulation is conducted to examine the mean square error, standard deviations, confidence intervals, and coverage probabilities of the reliability parameter. Finally, three real applications of the exponentiated sine Weibull model are provided. One of them considers stress-strength data.     

注蒸汽井井筒内参数计算新模型

从动量定理角度出发建立求解蒸汽压降方程,而从能量守恒角度出发建立求解蒸汽干度变化的方程,采用节点分析方法和数值计算方法对模型求解.计算过程中借鉴传统的气液两相流Beggs-Brill方法计算水蒸汽混合物的物性参数.通过对辽河油田齐40块和杜80块10口井井筒的压力、温度和干度分布计算表明该模型计算精度较高.     

A New Statistical Aspect of the Cluster Variation Method for Lattice Systems

This paper presents an alternative statistical way to derive the cluster variation method (CVM) for lattice systems. The formulation is developed for a series of different clusters, each of which is the largest overlap cluster between two clusters of the next larger type. We arrive at the CVM expression of the lattice configuration factor by deriving the number of different ways of distributing clusters of a selected type in the lattice so that they overlap each other at the largest overlap clusters in a physically correct manner. The essential assumption employed is that individual overlapping events are statistically independent of each other. This reveals a new statistical aspect of the CVM: The CVM is based on a Bethe tree of clusters of the selected type.     

New Normally Ordered Four-Mode Squeezing Operator for Standard Squeezing of Four-Mode Quadratures

By virtue of the technique of integration within an ordered product of operators a new four-mode squeezing operator that squeezes the four-mode quadrature operators of light field in the standard way is found. This operator differs from the direct product of two two-mode squeezing operators, It is the exponential operator V≡exp[ir （Q1P2＋Q2P3＋Q3P4＋Q4P1）].The Wigner function of the new four-mode squeezed state is ealculated,which quite differs from that of the direct-product state of two usual two-mode squeezed states.     

Volatility Dynamics of Non-Linear Volatile Time Series and Analysis of Information Flow: Evidence from Cryptocurrency Data

This paper aims to empirically examine long memory and bi-directional information flow between estimated volatilities of highly volatile time series datasets of five cryptocurrencies. We propose the employment of Garman and Klass (GK), Parkinson’s, Rogers and Satchell (RS), and Garman and Klass-Yang and Zhang (GK-YZ), and Open-High-Low-Close (OHLC) volatility estimators to estimate cryptocurrencies’ volatilities. The study applies methods such as mutual information, transfer entropy (TE), effective transfer entropy (ETE), and Rényi transfer entropy (RTE) to quantify the information flow between estimated volatilities. Additionally, Hurst exponent computations examine the existence of long memory in log returns and OHLC volatilities based on simple R/S, corrected R/S, empirical, corrected empirical, and theoretical methods. Our results confirm the long-run dependence and non-linear behavior of all cryptocurrency’s log returns and volatilities. In our analysis, TE and ETE estimates are statistically significant for all OHLC estimates. We report the highest information flow from BTC to LTC volatility (RS). Similarly, BNB and XRP share the most prominent information flow between volatilities estimated by GK, Parkinson’s, and GK-YZ. The study presents the practicable addition of OHLC volatility estimators for quantifying the information flow and provides an additional choice to compare with other volatility estimators, such as stochastic volatility models.     

A New Interpolation Method for Two-dimensional Functions in Evaluated Nuclear Data Library

Unreasonable spectrum shape is often obtained from a simple Cartesian interpolation scheme for two-dimensional functions. A unified non-Cartesian interpolation scheme which may have no such trouble,has been proposed. Additional data required for the new method have been discussed.     

一种识别混沌时间序列动力学异同性的方法

定义了两个新的统计量，分别记为Q和R，Q称为动力学自相关因子指数，R称为动力学互相关 因子指数.用Q和R对不同时间序列的动力学“距离”或同一时间序列中不同区段（窗口）的 动力学“距离”进行估算，可以鉴别这些时间序列的动力学属性或它们内在的动力学结构层 次以及复杂性.一些典型实例检验表明，这种方法是有效的. 关键词： 混沌时间序列 动力学自相关因子指数 动力学互相关因子指数     

混沌时间序列全局预测新方法——连分式法

拓展了多项式逼近理论，利用连分式法建立了混沌时间序列非线性全局预测模型，此模型替代混沌序列的动力学方程，实现对其动力学特性分析，达到预测目的. 理论分析和仿真实验表明，连分式法能够有效预测一些混沌序列，该方法预测精度高，并且能得到显式的预测表达式. 关键词： 混沌时间序列 全局预测 连分式     

用金属电子逸出功测定仪做设计性扩展实验的实践

介绍利用金属电子逸出功测定仪研究轴向磁场对自由电子的磁控条件及测定电子比荷,研究真空二极管的伏安特性,研究金属中自由电子的费米－狄拉克能量分布状况等设计性扩展实验的内容和方法。     

The kinetics of adsorption to a one-dimensional lattice with nearest-neighbor exclusion: A series expansion study

Exact 15-term series expansions are given for the cooperative kinetics of adsorption of particles to a one-dimensional lattice with nearest-neighbor exclusion. Padé approximants to various forms of the series accurately describe the relaxation process, which is found to be well-approximated by assuming instantaneous internal equilibrium on the lattice. The series do not describe the very last stages of decay to equilibrium well and it has not been possible to extract from them the limiting relaxation parameters. The series show that the rate of change of the particle density on the lattice is not analytic in the density when expanded about the equilibrium state.     

A Novel Measure Inspired by Lyapunov Exponents for the Characterization of Dynamics in State-Transition Networks

The combination of network sciences, nonlinear dynamics and time series analysis provides novel insights and analogies between the different approaches to complex systems. By combining the considerations behind the Lyapunov exponent of dynamical systems and the average entropy of transition probabilities for Markov chains, we introduce a network measure for characterizing the dynamics on state-transition networks with special focus on differentiating between chaotic and cyclic modes. One important property of this Lyapunov measure consists of its non-monotonous dependence on the cylicity of the dynamics. Motivated by providing proper use cases for studying the new measure, we also lay out a method for mapping time series to state transition networks by phase space coarse graining. Using both discrete time and continuous time dynamical systems the Lyapunov measure extracted from the corresponding state-transition networks exhibits similar behavior to that of the Lyapunov exponent. In addition, it demonstrates a strong sensitivity to boundary crisis suggesting applicability in predicting the collapse of chaos.     

SCORPION: A system for coincidences between recoil and projectile ions at NSC, New Delhi

An on-line facility to measure coincidences between the recoil ions and the scattered projectiles (SCORPION) has been designed, fabricated and commissioned at Nuclear Science Centre (NSC), New Delhi. The facility consists of a four jaw slit assembly, a time of flight (TOF) spectrometer, a parallel plate electrostatic charge analyser and a one dimensional position sensitive parallel plate avalanche counter (PPAC). Details of the design and working principles of various components and the test results obtained for the Si ^q+-Ar collision system are presented to highlight the performance of the system. A multiple loss of up to four electrons has been observed for 60 MeV Si⁴⁺ ions colliding with argon atoms in a single collision condition. Spectra of recoil ions detected in coincidence with a particular charge state of the scattered projectile show a bell shaped distribution as a function of the recoil charge state (r) for the electron loss events. However, the yield of recoil ions drops asr increases for the direct ionization channel. Also for electron loss, the peak of the recoil ion distribution is seen to shift to a higher recoil charge state as the number of lost electrons from the projectile increases.     

一种测量磁光阱中冷原子密度和温度的新方法

报道了对磁光阱中冷铯原子吸收谱的实验观察,由于冷原子的多普勒增宽远小于激光发态超精细分裂,实验观察到三个孤立的吸收峰（Cs,6S1/2,F=4→6P3／2,F＝3,4,5,）其吸收系数比为3：7：12,这与相应跃迁振子强度一致。利用吸收信号测量了冷原子云的密度.结果与荧光探测法在10％的精度内符合;用吸收信号测量了冷原子的温度,测量结果与用荧光飞行时间法和释放捕捉法的结果吻合。