A strategy for multivariate calibration based on modified single-index signal regression: Capturing explicit non-linearity and improving prediction accuracy

In this paper, a modified single-index signal regression (mSISR) method is proposed to construct a nonlinear and practical model with high-accuracy. The mSISR method defines the optimal penalty tuning parameter in P-spline signal regression (PSR) as initial tuning parameter and chooses the number of cycles based on minimizing root mean squared error of cross-validation (RMSECV). mSISR is superior to single-index signal regression (SISR) in terms of accuracy, computation time and convergency. And it can provide the character of the non-linearity between spectra and responses in a more precise manner than SISR. Two spectra data sets from basic research experiments, including plant chlorophyll nondestructive measurement and human blood glucose noninvasive measurement, are employed to illustrate the advantages of mSISR. The results indicate that the mSISR method (i) obtains the smooth and helpful regression coefficient vector, (ii) explicitly exhibits the type and amount of the non-linearity, (iii) can take advantage of nonlinear features of the signals to improve prediction performance and (iv) has distinct adaptability for the complex spectra model by comparing with other calibration methods. It is validated that mSISR is a promising nonlinear modeling strategy for multivariate calibration.     

Some results on the dynamics and transition probabilities for non self-adjoint hamiltonians

We discuss systematically several possible inequivalent ways to describe the dynamics and the transition probabilities of a quantum system when its hamiltonian is not self-adjoint. In order to simplify the treatment, we mainly restrict our analysis to finite dimensional Hilbert spaces. In particular, we propose some experiments which could discriminate between the various possibilities considered in the paper. An example taken from the literature is discussed in detail.     

Analysis of polar peptides using a silica hydride column and high aqueous content mobile phases

The retention behavior of a set of polar peptides separated on a silica hydride stationary phase was examined with a capillary HPLC system coupled to ESI‐MS detection. The mobile phases consisted of formic acid or acetic acid/acetonitrile/water mixtures with the acetonitrile content ranging from 5 to 80% v/v. The effects on peptide retention of these two acidic buffer additives and their concentrations in the mobile phase were systematically investigated. Strong retention of the peptides on the silica hydride phase was observed with relatively high‐organic low‐aqueous mobile phases (i.e. under aqueous normal‐phase conditions). However, when low concentrations of acetic acid were employed as the buffer additive, strong retention of the peptides was also observed even when high aqueous content mobile phases were employed. This unique feature of the stationary phase therefore provides an opportunity for chromatographic analysis of polar peptides with water‐rich eluents, a feature usually not feasible with traditional RP sorbents, and thus under conditions more compatible with analytical green chemistry criteria. In addition, both isocratic and gradient elution procedures can be employed to optimize peptide separations with excellent reproducibility and resolution under these high aqueous mobile phase conditions with this silica hydride stationary phase.     

Separation of 1,3‐dimethylamylamine and other polar compounds in a dietary supplement formulation using aqueous normal phase chromatography with MS

Five ingredients (caffeine, l ‐arginine, creatine, β‐alanine, and 1,3‐dimethylamylamine) from a workout supplement were separated by HPLC with UV detection and LC–MS using an analytical column based on silica hydride operating in aqueous normal phase mode. While RP methods were observed to be inadequate for the analysis due to low retention, aqueous normal phase chromatography was able to readily retain and resolve the analytes. After method development on the HPLC–UV system, the conditions were successfully transferred to an LC–MS system for analysis. Based on calibration curve data, estimates of 63.5, 380.3, and 13.1 mg/serving (5.50 g) were obtained for creatine, l ‐arginine, and 1,3‐dimethylamylamine, respectively. Standard addition data results were compared to those of the calibration curve study, and the two values differed by less than 1% in the case of creatine. The conditions are suitable for further development as a reliable means of quantitating the analytes in workout supplement formulations.     

Determination of phenolic compounds and authentication of PDO Lambrusco wines by HPLC-DAD and chemometric techniques

This work proposes a fast and simple method for detection and quantification of phenolic compounds in PDO Lambrusco wines using HPLC-DAD and chemometric techniques. Samples belonging to three different varieties of Lambrusco (Grasparossa, Salamino and Sorbara) were analyzed to provide a methodology appropriate for routine analysis. Given the high complexity of the sample and the coelution among chromatographic peaks, the use of chemometric techniques to extract the information of the individual eluting compounds was needed. Multivariate curve resolution-alternating least squares (MCR-ALS) allowed the resolution of the chromatographic peaks obtained and the use of this information for the quantification of the phenolic analytes in the presence of interferences. Use of multiset analysis and local rank/selectivity information was proven to be crucial for the correct resolution and quantification of compounds. The quantitative data provided by MCR-ALS about the phenolic targets and additional compounds present in the samples analyzed provided wine composition profiles, which were afterwards used to distinguish among wine varieties. Principal component analysis applied to the wine profiles allowed characterizing the wines according to their varieties.     

Extension and application of multivariate curve resolution-alternating least squares to four-way quadrilinear data-obtained in the investigation of pollution patterns on Yamuna River,India—A case study

This study focuses on the development and extension of Multivariate Curve Resolution-Alternating Least Squares (MCR-ALS) to the analysis of four-way datasets. The proposed extension of the MCR-ALS method with non-negativity and the newly developed quadrilinear constraints can be exploited to summarize and manage huge multidimensional datasets and resolve their four way component profiles. In this study, its application is demonstrated by analyzing a four-way data set obtained in a long term environmental monitoring study (15 sampling sites × 9 variables × 12 months × 7 years) belonging to the Yamuna River, one of the most polluted rivers of India and the largest tributary of the Ganges river. MCR-ALS resolved pollution profiles described appropriately the major observed changes on pH, organic pollution, bacteriological pollution and temperature, along with their spatial and temporal distribution patterns for the studied stretch of Yamuna River. Results obtained by MCR-ALS have also been compared with those obtained by another multi-way method, PARAFAC. The methodology used in this study is completely general and it can be applied to other multi-way datasets.     

带连续变利率风险模型最终破产概率上界

考虑了带二元连续变利息力的Sparre Andersen风险模型.研究了积累值盈余过程的表达式与性质;在利率递增环境下,利用推广后的调节系数方程组与递归技术推导了最终破产概率的上界,结论表明得到的破产概率上界是更为一般的Lundberg指数上界.     

条件风险下的两基金分离定理

鉴于条件风险价值CVaR具有风险度量的合理性以及两基金分离定理对证券投资的重要意义,以CVaR作为风险度量研究两基金分离定理.在组合收益率服从正态分布的假设下,分别就投资组合含有或没有无风险资产的情形提出并证明了两基金分离定理;放开方差-协方差矩阵为非奇异这一通常假设,证明了CVaR风险度量下的两基金分离定理依然成立.     

Bifurcation analysis of a diffusive predator–prey system with a herd behavior and quadratic mortality

In this paper, a diffusive predator–prey system, in which the prey species exhibits herd behavior and the predator species with quadratic mortality, has been studied. The stability of positive constant equilibrium, Hopf bifurcations, and diffusion‐driven Turing instability are investigated under the Neumann boundary condition. The explicit condition for the occurrence of the diffusion‐driven Turing instability is derived, which is determined by the relationship of the diffusion rates of two species. The formulas determining the direction and the stability of Hopf bifurcations depending on the parameters of the system are derived. Finally, numerical simulations are carried out to verify and extend the theoretical results and show the existence of spatially homogeneous periodic solutions and nonconstant steady states. Copyright © 2014 John Wiley & Sons, Ltd.     

涉及复代数超曲面的全纯映射正规族

本文研究了涉及固定超曲面的全纯映照的正规性问题。利用Aladro 和Krantz对全纯映射族正规性的刻画和Shirosahi建立的一系列涉及一些特殊复代数超曲面的Picard 型定理,得到了全纯映射族的一些正规定则。