Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

求幂级数收敛半径的方法

指出了文 [1 ]中一个考研题的错误解法 ,并给出求幂级数收敛半径的几种方法     

书籍扫描图像畸变参数自动计算方法的研究

为实现书籍扫描图像的畸变自动校正,提出用多项式来描述各像素的理论灰度g(zi)与页面上对应点到扫描仪工作平面距离zi二者之间的关系。为确立该多项式,在畸变参数已知条件下扫描一幅图像,根据已知畸变参数求出zi,即可按最小二乘法原理由各像素灰度的实际值求出多项式的各个系数。实验证明,采用4阶多项式已能满足一般要求,并求出了各系数。对任意扫描图像,自动计算畸变参数的方法为:首先利用扫描图像上页边空白处各像素的灰度,对畸变参数进行估计,并求出zi的估计值;然后代入所确立的多项式,可求得g(zi);通过调整各畸变参数的估计值,直到g(zi)与gi最为接近,即得最佳畸变参数。用于图像校正实验,获得了较好的校正效果,最大误差由不校正时的41%下降到了6.9%。这使得无需用户测量并输入有关畸变参数即可进行自动校正。     

响应矩阵分析方法在BEPC储存环上的应用

由于储存环中各种元件误差的存在, 机器的实际运行模式与设计模式有一定的偏差. 目前广泛开展的响应矩阵方法研究, 可以分析出磁铁元件以及束流位置测量元件的误差, 使束流基本参数得到校正. 介绍了用响应矩阵分析方法, 在BEPC储存环上进行的局部轨道校正的实验研究, 以及BEPC储存环束流参数校正的模拟研究.     

无限维s空间内无条件发散级数的Dvoretzky—Hanani定理

本文推广了Ｄｖｏｒｅｔｚｋｙ－Ｈａｎａｎｉ定理于无限维Ｓ空间。     

Density Correlations in the Two-Dimensional Coulomb Gas

We consider a two-dimensional Coulomb gas of positive and negative pointlike unit charges interacting via a logarithmic potential. The density (rather than the charge) correlation functions are studied. In the bulk, the form-factor theory of an equivalent sine-Gordon model is used to determine the density correlation length. At the surface of a rectilinear plain wall, the universality of the asymptotic behavior of the density correlations is suggested. A scaling analysis implies a local form of the compressibility sum rule near a hard wall. A symmetry of the Coulomb system with respect to the Möbius conformal transformation, which induces a gravitational source acting on the particle density, is established. Among the consequences, a universal term of the finite-size expansion of the grand potential is derived exactly for a disk geometry of the confining domain.     

金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.     

Universal Overconvergence of Polynomial Expansions of Harmonic Functions

For each compact subset K of ^N let (K) denote the space of functions that are harmonic on some neighbourhood of K. The space (K) is equipped with the topology of uniform convergence on K. Let Ω be an open subset of ^N such that 0Ω and ^N\Ω is connected. It is shown that there exists a series ∑H_n, where H_n is a homogeneous harmonic polynomial of degree n on ^N, such that (i) ∑H_n converges on some ball of centre 0 to a function that is continuous on Ω and harmonic on Ω, (ii) the partial sums of ∑H_n are dense in (K) for every compact subset K of ^N\Ω with connected complement. Some refinements are given and our results are compared with an analogous theorem concerning overconvergence of power series.     

Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid

Aliasing effects are investigated for spherical random fields sampled on a finite grid. Using the spherical harmonics expansion, it is shown that for a band-limited spherical random field its trend and spectrum can be uniquely reconstructed from the sampled field if the sampling points are judiciously designed. Analytical expressions are also obtained for aliasing errors in the trend and the spectrum when the field is not band-limited.     

用最小电离的质子刻度铅–闪烁光纤夹层电磁量能器

研究利用最小电离的质子和已知能量的电子来刻度铅–闪烁光纤夹层电磁量能器.对最小电离粒子输出响应进行光纤衰减修正后,利用最小电离质子的输出响应对量能器测量单元进行标定,然后对不同入射能量的电子事例进行能量重建,重建能量与入射能量有很好的线性关系.本文还对最小电离的质子与μ子对量能器测量单元的输出响应进行了比较,发现二者在误差范围内是一致的.