稀疏VAR在股票收益率研究的应用

向量自回归模型(VAR)广泛应用在对时间相依的多元时间序列建模中,但在高维数据建模中,自回归的系数膨胀可能导致噪音估计、不稳定的预测、解释上的困难等问题。在实际应用中,序列的真实模型往往具有稀疏性,因此运用稀疏VAR模型对高维时间序列进行建模,不仅可以解决高维数据带来的上述困难,也有利于寻找高维数据内在的真实模型。本文以10家公司的股票收益率为研究对象,采用3种不同的稀疏估计方法,不但分析了股票收益率之间的动态关系,而且通过实证分析展示了稀疏估计的优势。     

Analysis of random laser scattering pulse signals with lognormal distribution

The statistical distribution of natural phenomena is of great significance in studying the laws of nature. In order to study the statistical characteristics of a random pulse signal, a random process model is proposed theoretically for better studying of the random law of measured results. Moreover, a simple random pulse signal generation and testing system is designed for studying the counting distributions of three typical objects including particles suspended in the air, standard particles, and background noise. Both normal and lognormal distribution fittings are used for analyzing the experimental results and testified by chi-square distribution fit test and correlation coefficient for comparison. In addition, the statistical laws of three typical objects and the relations between them are discussed in detail. The relation is also the non-integral dimension fractal relation of statistical distributions of different random laser scattering pulse signal groups.     

不确定需求下故障共享单车回收周期性车辆路径问题研究

为了及时有效地回收城市道路网络中的故障共享单车,对分散于路网边上的故障单车进行聚类形成收集点,考虑聚类收集点上回收需求呈现的不确定性特征,建立以行驶总距离最小为目标的回收周期性车辆路径选择模型.采用基约束鲁棒优化方法,利用有界区间对不确定的回收量进行描述,引入扰动系数和控制系数调节模型的鲁棒性和适应性.针对模型设计近似...     

国产中红外光纤的研制及其应用研究

中红外光纤与红外光谱仪联用能够用于原位、远距离和在体的无创检测。对国产中红外光纤进行改装 ,对光纤的导光性能和用于测定进行研究。采用新的设计 ,研制出单根裸光纤可减少能量损耗 ,使得光谱信噪比提高。对水、乙醇体系以及肿瘤样品进行了光谱测定 ,得到了比较好的结果 ,表明国产光纤可以用于一般样品及生物样品的检测。     

基于地形图像特征与模糊决策的海底地形可导航性分析方法

基于多波束测深数据和图像匹配技术的水下地形辅助导航方法需要对实施区域的地形可导航性进行评估,其中的地形独特性计算需要提取图像特征,并利用各特征参数进行综合评判。地形图像的直方图包含实际地理区域的起伏程度信息,通过定义直方图复杂度对此信息进行了有效提取。均方根对比度和拉普拉斯模方和分别侧重描述了地形整体和局部的变化程度,图像的二维熵从信息论的角度反映了地理区域包含的信息量。此外,依据单一特征参数对于待评价地形的可导航性进行排名,其结果存在不一致性,利用模糊综合评判对各参数的信息进行了有效综合。通过实测多波束地形数据仿真分析,基于图像纹理特征的地形匹配方法,在模糊评判结果最优的地形区域能够将匹配误差限制在2 m以内,结果验证了该可导航性分析方法的有效性。     

锐钛矿二氧化钛体相缺陷的准粒子能带结构

Quasiparticle band structures of the defective anatase TiO₂ bulk with O vacancy, Ti interstitial and H interstitial are investigated by the GW method within many-body Green''s function theory. The computed direct band gap of the perfect anatase bulk is 4.3 eV, far larger than the experimental optical absorption edge (3.2 eV). We found that this can be ascribed to the inherent defects in anatase which drag the conduction band (CB) edge down. The occupied band-gap states induced by these defects locate close to the CB edge, excluding the possible contribution of these bulk defects to the deep band-gap state below CB as observed in experiments.     

Observational Study of Annual Variations of the Surface Energy Balance Components at Zhongshan Station of Antarctica in 1990

From February 1990 to January 1991, the measurement experiment was carried out at Zhongshan station, East Antarctica. In the experiment, measurements of the surface radiative fluxes and wind, temperature and humidity profiles in the lowest 32 m in the atmosphere boundary layer were made throughout the year. The regime of the surface energy balance was analysed based on the observed data. The conclusion was derived that in warm season (from Nov. to Feb.), large amounts of energy are absorbed by the surface and then transported to the atmosphere in the form of sensible and latent heat, while in cold season (from Mar. to Oct.) continually radiative cooling of the surface occurs.     

在中学开展宇宙线研究研讨会在北京召开

<正>2019年1月10日,在中学开展宇宙线研究研讨会在北京召开。会议由《现代物理知识》编辑部和中国教育学会高中教育专业委员会主办,北京市东直门中学协办。会上中科院高能所所长王贻芳院士欢迎大家的到来,感谢各位承担起科普工作的社会责任。《现代物理知识》张闯主编介绍了《现代物理知识》杂志及开展的相关活动。中国     

Relationship Between Electron Transport or Proton Transduction and ATP Synthesis in Fusion Membranes in Light

The phosphorylation coupling factors of the chloroplast thylakoid membranes were plucked off to form deficient membranes which were combined with crista membranes to form a fusion system. This membranes reconstituted ATP synthesis activity in light. However, the △pH in the reaction medium was not observed.This paper is a report on some of the results obtained recently in connection with the problem. Various examinations and measurements were used and this phenomenon was repeated. Through the reconstituted system, (thylakoid membranes combined with crista membranes) the kinetic proton changes were studied. It proved that the photophosphorylation activity of this system increased with the increase of the quantity of the combined crista membranes to which, however, the △pH in medium, the effects of 9-AA fluorescence quenching, and the absorption change of neutral red in the membrane pockets were inversely proportional. For this phenomenon, analyses and discussions on the relationship between electron tra     

阶梯复合形光声池声-流特性计算与评估

为了提高光声池的检测性能,提出并分析了一种阶梯复合形光声池.以传统圆柱共振型光声池为基准模型,通过对比解析与模拟计算结果,验证了所采用模拟方法的可靠性,基于模拟方法求解并获得了阶梯腔半径、阶梯腔长度和阶梯腔数量对阶梯复合形光声池声-流特性的影响规律.结果表明:减小阶梯复合形光声池中阶梯腔半径,光声信号相对增强,阶梯腔长...