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141.
Q.J. Zhu 《Journal of Mathematical Analysis and Applications》2007,326(1):708-720
Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated. 相似文献
142.
We analyze the critical length for design purposes of six-dimensional spaces invariant under translations and reflections
containing the functions 1, cos t and sin t. These spaces also contain the first degree polynomials as well as trigonometric and/or hyperbolic functions. We identify
the spaces whose critical length for design purposes is greater than 2π and find its maximum 4π. By a change of variables,
two biparametric families of spaces arise. We call shape preservation region to the set of admissible parameters in order
that the space has shape preserving representations for curves. We describe the shape preserving regions for both families.
To our friend Mariano Gasca on occasion of his 60th birthday
Research partially supported by the Spanish Research Grant MTM2006-03388, by Gobierno de Aragón and Fondo Social Europeo. 相似文献
143.
A scheme for vehicle density and velocity estimation in a stretch of highway based on a modified cell transmission model [C.
F. Daganzo, Transportation Research, Part B, 28B(4),269–287, 1994. Elsevier is presented. The scheme is intended for use with on-ramp metering control algorithms, providing
local knowledge of densities and velocities that is helpful to improve on-ramp metering control performance. Estimation of
density is obtained by nonlinear estimators, while velocity estimation is obtained by gradient algorithms. There is one density–velocity
estimator for free traffic flow and other for congested traffic flow. Both estimator schemes work in parallel. The final estimation
of density and velocity results from a convex combination of the predictions of the two estimators. This combination depends
on occupancy or density measurements at the boundaries of the stretch and is produced by a fuzzy inference system. Stability
and convergence of the density and velocity estimation scheme is proved by Lyapunov based techniques. Simulation results comparing
measured and estimated traffic data are presented. They confirm good performance of the estimators.
Research sponsored by grants UNAM PAPIIT IN110403 and CONACYT 47583. 相似文献
144.
J. M. Kumpula J. Saramäki K. Kaski J. Kertész 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,56(1):41-45
According to Fortunato and Barthélemy, modularity-based community detection
algorithms have a resolution threshold such that small communities in a large
network are invisible. Here we generalize their work and show that the q-state
Potts community detection method introduced by Reichardt and Bornholdt
also has a resolution threshold. The model contains a parameter by which this threshold can be tuned, but no a priori principle
is known to select the proper value.
Single global optimization criteria do not seem capable for detecting all
communities if their size distribution is broad. 相似文献
145.
We construct separation variables for the Kovalevskaya–Goryachev–Chaplygin gyrostat for arbitrary values of the parameters. We show that different separation variables can be constructed for the same integrable system if different integrals of motion are chosen. 相似文献
146.
Marta Gimnez-Pedrs Ali Aghmiz Carmen Claver Anna M. Masdeu-Bult Denis Sinou 《Journal of molecular catalysis. A, Chemical》2003,200(1-2):157-163
High linear alkenes (1-octene and 1-decene) have been hydroformylated using water-soluble rhodium complexes associated with sulfonated diphosphines in the presence of ionic surfactants or methanol. In all cases, the hydroformylation activities were higher than in experiments without additives. The selectivity in aldehydes was higher when we used cetyltrimethylammonium hydrogensulfate (CTAHSO4) as the surfactant or methanol as the co-solvent. 相似文献
147.
In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed
using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying
the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch.
Anal., 2007, to appear).
Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants.
In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott
et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified
adjoint process. A stochastic minimum principle is established. 相似文献
148.
Marco Merkli 《Journal of Mathematical Analysis and Applications》2007,327(1):376-399
Level shift operators describe the second-order displacement of eigenvalues under perturbation. They play a central role in resonance theory and ergodic theory of open quantum systems at positive temperatures. We exhibit intrinsic properties of level shift operators, properties which stem from the structure of open quantum systems at positive temperatures and which are common to all such systems. They determine the geometry of resonances bifurcating from eigenvalues of positive temperature Hamiltonians and they relate the Gibbs state, the kernel of level shift operators, and zero energy resonances. We show that degeneracy of energy levels of the small part of the open quantum system causes the Fermi Golden Rule Condition to be violated and we analyze ergodic properties of such systems. 相似文献
149.
电力市场中合同电量与竞争电量交易比例的研究 总被引:1,自引:0,他引:1
在单边开放的区域电力市场中,合理的合同电量与竞争电量交易比例是保证电力市场有效运行的一个重要环节。竞争电量所占的比例将主要取决于当前发电公司的市场行为。首先使用BP神经网络对电力需求弹性系数进行了预测,然后以长期电力市场均衡为目标函数,考虑贵州电网发电机组的可用容量与负荷预测的误差,以及贵州输电线路的可靠性诸因素,推导出合同电量与竞争电量交易比例,经过与南方区域电力市场目前运营规则规定的交易比例比较,该比例是合理的,可以规避电力市场价格波动等带来的风险。 相似文献
150.
In this paper a class of impulsive differential inclusions is investigated. The existence of solution bundle is proved. And we also construct a nonlinear semigroup of operators on cb(E) (closed-bounded subset of E) to describe the set of attainable states. 相似文献