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Visibility graph approach to exchange rate series   总被引:3,自引:0,他引:3  
Yue Yang  Huijie Yang  Jingshi Mang 《Physica A》2009,388(20):4431-4437
By means of a visibility graph, we investigate six important exchange rate series. It is found that the series convert into scale-free and hierarchically structured networks. The relationship between the scaling exponents of the degree distributions and the Hurst exponents obeys the analytical prediction for fractal Brownian motions. The visibility graph can be used to obtain reliable values of Hurst exponents of the series. The characteristics are explained by using the multifractal structures of the series. The exchange rate of EURO to Japanese Yen is widely used to evaluate risk and to estimate trends in speculative investments. Interestingly, the hierarchies of the visibility graphs for the exchange rate series of these two currencies are significantly weak compared with that of the other series.  相似文献   

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通过半导体激光照射采样气体,利用光电检测电路检测前向散射光强,并通过滤波电路、真值转换电路以及后置放大电路,最终将信号进行采样送入微处理器中处理。通过对信号处理电路的各个模块进行动态特性分析,从而找出对系统影响最大的模块部分并提出改进。结果表明,光电检测电路的动态特性对系统的影响最为显著,通过适当减小负载电阻,可有效改善电路的线性动态范围。  相似文献   

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A modified version of Young’s experiment by Shahriar Afshar indirectly reveals the presence of a fully articulated interference pattern prior to the post-selection of a particle in a “which-slit” basis. While this experiment does not constitute a violation of Bohr’s Complementarity Principle as claimed by Afshar, both he and many of his critics incorrectly assume that a commonly used relationship between visibility parameter V and “which-way” parameter K has crucial relevance to his experiment. It is argued here that this relationship does not apply to this experimental situation and that it is wrong to make any use of it in support of claims for or against the bearing of this experiment on Complementarity.  相似文献   

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The spatio-temporal features of the velocity field of a fully-developed turbulent channel flow are investigated through the natural visibility graph (NVG) method, which is able to fully map the intrinsic structure of the time-series into complex networks. Time-series of the three velocity components, (u,v,w), are analyzed at fixed grid-points of the whole three-dimensional domain. Each time-series was mapped into a network by means of the NVG algorithm, so that each network corresponds to a grid-point of the simulation. The degree centrality, the transitivity and the here proposed mean link-length were evaluated as indicators of the global visibility, inter-visibility, and mean temporal distance among nodes, respectively. The metrics were averaged along the directions of homogeneity (x,z) of the flow, so they only depend on the wall-normal coordinate, y+. The visibility-based networks, inheriting the flow field features, unveil key temporal properties of the turbulent time-series and their changes moving along y+. Although intrinsically simple to be implemented, the visibility graph-based approach offers a promising and effective support to the classical methods for accurate time-series analyses of inhomogeneous turbulent flows.  相似文献   

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The specific emitter identification(SEI) technique determines the unique emitter of a given signal by using some external feature measurements of the signal. It has recently attracted a great deal of attention because many applications can benefit from it. This work addresses the SEI problem using two methods, namely, the normalized visibility graph entropy(NVGE) and the normalized horizontal visibility graph entropy(NHVGE)based on treating emitters as nonlinear dynamical systems. Firstly, the visibility graph(VG) and the horizontal visibility graph(HVG) are used to convert the instantaneous amplitude, phase and frequency of received signals into graphs. Then, based on the information captured by the VG and the HVG, the normalized Shannon entropy(NSE) calculated from the corresponding degree distributions are utilized as the rf fingerprint. Finally, four emitters from the same manufacturer are utilized to evaluate the performance of the two methods. Experimental results demonstrate that both the NHVGE-based method and NVGE-based method are quite effective and they perform much better than the method based on the normalized permutation entropy(NPE) in the case of a small amount of data. The NVGE-based method performs better than the NHVGE-based method since the VG can extract more information than the HVG does. Moreover, our methods do not distinguish between the transient signal and the steady-state signal, making it practical.  相似文献   

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Considering background radiation of different wave band at different typical time by using Modtran soft, the characteristic of light scattering and the visibility condition of spatial object are discussed. Using bi-directional reflectance distribution function, combining geometry modeling with orbit theory, we numerical calculate light scattering radiation of spatial objects and compare it with the background radiation. The best observation time and station can be obtained by analyzing the conditions of visibility.  相似文献   

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激光后向散射式大气能见度测量仪样机的研制   总被引:1,自引:0,他引:1  
大气能见度的高精度、实时性探测对军事装备及军事活动起着重要作用.针对军事装备对能见度测量的实时、精确、仪器便携、功耗低、无合作目标的特殊要求,根据激光后向散射理论,研究了舰用探测大气能见度激光雷达样机的原理、系统组成及其软件实现,并进行了外场试验,试验结果表明样机误差在±20%以内.  相似文献   

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Self-quenching properties of fluorescent dyes have been developed to improve the sensitivity of fluorescent measurement. Photobleaching of Calcein at a concentration greater than the critical, self-quenching concentration actually increased fluorescence, whereas at lower concentrations photobleaching decreased fluorescence, enhancing signal to noise by almost 4000. The photobleaching-dequenching principle has been demonstrated in giant liposomes encapsulating Calcein at higher quenched concentrations. Upon photobleaching background fluorescence was reduced and the liposome fluorescence increased. Liposomes invisible in the presence of background fluorescence became visible upon photobleaching. Fluorescent lifetime was unaffected by photobleaching, whereas the lifetime decreased significantly upon dilution, allowing distinction between photobleached fluorescence particularly upon dequenching. The principle may be suited to improving fluorescence imaging and resolving fluorescent probes in particle-based assays.  相似文献   

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We report an experimental observation of Poisson's spot with pseudo-thermal light. The experimental results show that the diffraction pattern disappears in the intensity distribution behind the opaque disc but emerges through both auto-correlation and cross-correlation intensity measurements. The auto-correlation scheme can take care of both better visibility and higher resolution of the diffraction pattern under the condition that the thermal light source has a larger spectral bandwidth.  相似文献   

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We experimentally demonstrate a novel ghost imaging experiment utilizing a classical light source,capable of resolving objects with a high visibility.The experimental results show that our scheme can indeed realize ghost imaging with high visibility for a relatively complicated object composed of three near-ellipse-shaped holes with different dimensions.In our experiment,the largest hole is ~36 times of the smallest one in area.Each of the three holes exhibits high-visibility in excess of 80%.The high visibility and high spatial-resolution advantages of this technique could have applications in remote sensing.  相似文献   

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In this work, we study the type-II intermittency based on asymptotic modes and the optimized Markov binary visibility graphs perspective. In fact, we investigate the behavior of a dynamical system in the vicinity of subcritical Hopf bifurcations of pre-fixed point, fixed point, and post-fixed point using networks language. We use self maps in order to generate asymptotic modes in the type-II intermittency. We find their properties based on statistical tools such as the length between reinjection points and the mean length and also length distributions. Numerical results show that asymptotic modes affect on the trajectory and the length between reinjection points of type-II intermittency in situations of pre-fixed point, fixed point, and post-fixed point, however their mean length are approximately similar to each other. For further illustration, we compute the degree distribution of the complex network generated by type-II intermittency. Experimental results are found to agree well with the analytical results derived from the optimized Markov binary visibility graph.

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The identification between chaotic systems and stochastic processes is not easy since they have numerous similarities. In this study, we propose a novel approach to distinguish between chaotic systems and stochastic processes based on the component reordering procedure and the visibility graph algorithm. It is found that time series and their reordered components will show diverse characteristics in the ‘visibility domain'. For chaotic series, there are huge differences between the degree distribution obtained from the original series and that obtained from the corresponding reordered component. For correlated stochastic series, there are only small differences between the two degree distributions. For uncorrelated stochastic series, there are slight differences between them. Based on this discovery, the well-known Kullback-Leible divergence is used to quantify the difference between the two degree distributions and to distinguish between chaotic systems, correlated and uncorrelated stochastic processes.Moreover,one chaotic map, three chaotic systems and three different stochastic processes are utilized to illustrate the feasibility and effectiveness of the proposed method. Numerical results show that the proposed method is not only effective to distinguish between chaotic systems, correlated and uncorrelated stochastic processes, but also easy to operate.  相似文献   

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空间目标可见光散射特性与可视条件研究   总被引:1,自引:0,他引:1  
采用椭偏法和总体积分散射法分别测量和计算了空间目标包层材料和太阳能板的材料参数,以及相应的双向反射分布函数。并根据此参数对空间简单体目标可见光谱散射特性进行了理论计算和实验校模。结合目标的几何建模和轨道理论,利用Modtran大气传输模型计算了不同时刻的背景辐射,以及在不同地面观测站观测时空间目标的亮度变化以及背景辐射的影响,并分析了目标的可视条件。计算表明,清晨或傍晚,背景辐射小于空间目标的散射,是观测的最佳时段。  相似文献   

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Mapping time series into a visibility graph network, the characteristics of the gold price time series and return temporal series, and the mechanism underlying the gold price fluctuation have been explored from the perspective of complex network theory. The network degree distribution characters, which change from power law to exponent law when the series was shuffled from original sequence, and the average path length characters, which change from L∼lnNLlnN into lnL∼lnNlnLlnN as the sequence was shuffled, demonstrate that price series and return series are both long-rang dependent fractal series. The relations of Hurst exponent to the power-law exponent of degree distribution demonstrate that the logarithmic price series is a fractal Brownian series and the logarithmic return series is a fractal Gaussian series. Power-law exponents of degree distribution in a time window changing with window moving demonstrates that a logarithmic gold price series is a multifractal series. The Power-law average clustering coefficient demonstrates that the gold price visibility graph is a hierarchy network. The hierarchy character, in light of the correspondence of graph to price fluctuation, means that gold price fluctuation is a hierarchy structure, which appears to be in agreement with Elliot’s experiential Wave Theory on stock price fluctuation, and the local-rule growth theory of a hierarchy network means that the hierarchy structure of gold price fluctuation originates from persistent, short term factors, such as short term speculation.  相似文献   

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刘鑫  郭金川  彭翔  牛憨笨 《中国物理》2007,16(6):1632-1636
This paper gives theoretical analysis of visibility of fringes, which is influenced by distances, temporal and spatial coherence of source, in hard x-ray differential phase-contrast imaging with microfocus x-ray source. According to the character of longitudinal periodicity of the interferogram, the setup is insensitive to mechanical drift and vibrations. The effect of temporal coherence of x-ray source is investigated and its related bandwidth is derived. Based on the theory of partially coherent light, it shows that the requirement for the spatial coherence of x-ray source is not strict and can be met by the general microfocus x-ray tube for x-ray differential phase-contrast imaging.  相似文献   

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X射线衍射增强成像技术可以精确得到样品内部结构的折射角信息, 对提高轻元素物质的成像衬度有着重要的意义. 本文对楔型和圆形两种模型样品进行了DEI实验的研究, 对3种不同能量的X射线均精确得到了样品的折射角信息, 与理论计算值吻合的很好. 利用边界可见度(Edge Visibility)对楔形样品进行了定量的分析. 结果表明, 对于特定折射角的界面, 能精确计算其最佳可见度的位置, 并与实验结果吻合的较好. 最后对一块实际医学肿瘤样品边界处的可见度进行了定量的研究, 讨论了获得最佳成像衬度的条件.  相似文献   

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