Stock Index Prediction Based on Time Series Decomposition and Hybrid Model

The stock index is an important indicator to measure stock market fluctuation, with a guiding role for investors’ decision-making, thus being the object of much research. However, the stock market is affected by uncertainty and volatility, making accurate prediction a challenging task. We propose a new stock index forecasting model based on time series decomposition and a hybrid model. Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) decomposes the stock index into a series of Intrinsic Mode Functions (IMFs) with different feature scales and trend term. The Augmented Dickey Fuller (ADF) method judges the stability of each IMFs and trend term. The Autoregressive Moving Average (ARMA) model is used on stationary time series, and a Long Short-Term Memory (LSTM) model extracts abstract features of unstable time series. The predicted results of each time sequence are reconstructed to obtain the final predicted value. Experiments are conducted on four stock index time series, and the results show that the prediction of the proposed model is closer to the real value than that of seven reference models, and has a good quantitative investment reference value.     

Optical and static dielectric study of a terminally fluorinated liquid crystalline compound

Optical and static dielectric studies on a terminally fluorinated liquid crystalline compound have been carried out. Measurements of temperature variation of refractive indices of the compound are done by using thin prism method. A four-parameter model is validated by fitting the experimentally measured values of refractive indices, birefringence and average refractive indices of the compound with the theoretical ones. Refractive index and density data are utilized for determination of orientational order parameter. The temperature variation of dielectric permittivities of the compound are measured by a LCR meter.     

紫外光固化阳离子复合胶粘剂的制备与表征

以三芳基六氟磷酸硫鎓盐为引发剂,钛酸四异丙酯(TIP)为无机前驱体,3,4-环氧环己基甲基3,4-环氧环己基甲酸酯为单体,制备了含TiO2纳米结构的紫外光固化阳离子复合胶粘剂。通过原子力显微镜对复合胶粘剂形貌进行表征,研究了TIP含量对胶粘剂折射率和光透过率的影响。结果表明：TiO2无机相均匀地分散在胶粘剂的聚合物基体中,平均粒径约为20 nm;随着体系中TIP质量分数的变化,复合胶粘剂折射率为1.510 3~1.540 9可调;胶粘剂的光透过率随TIP质量分数增加略有减低,但当TIP含量高达40%时,光透过率维持在90%左右。     

Modal attenuation in metal-clad graded-index slab optical waveguides

The paper presents the influence of refractive profile shape on the distribution of modal attenuation in planar metal-clad optical waveguide structures. A calculation method has been presented in which we applied the Snyder–Love expression on modal attenuation coefficients and matrix method 4 × 4 for the analysis of planar waveguides. The obtained results are almost identical with the exact results for refractive profiles: the parabolic, exponential, Gaussian and linear ones. It has been demonstrated that the applied calculation method can be used in waveguides of any profiles of the refractive index.     

电离层与卫星通信

利用电子流体动力学方程和麦克斯韦方程组推导了等离子体的特征频率、折射率，并讨论了电磁波在等离子体中传播的基本条件，从而得出了卫星通信的基本电磁学条件．     

Desorption induced by hot electrons: wave packet calculation of CO on Cu surfaces

A quantum mechanical photodesorption model, valid for metallic substrates and sub-picosecond laser pulses, is presented. It takes into consideration the photodesorption coordinate and models the metal hot-electron mediated desorption by a three electronic states: an ionic state of the adsorbate and two effective states representing the continuum of the metal. This multiple-state picture allows the sharing of the flow of energy injected by the laser between the adsorbate and the substrate. For the first time, the present modeling introduces the hot electrons of the metal through an optical potential based on the kinetic model developed earlier by the authors. This potential, and the resulting desorption yield, depend on the laser fluence. For CO on Cu(1 0 0) or Cu(1 1 1), the results are in fair agreement with the experimental findings.     

用频谱分析法测量声光驻波调制器的调制度

从调制的基本概念出发，指出声光驻波调制器件为宽带频率调制型。讨论了调制度概念的成立条件和适用范围。理论上求出其成立条件为ｖ＜０．９（ｖ＝２πＬ△ｕ／λ为衍射光强Ｉ（θ，ｔ）中的自变量）。鉴于一般驻波型声光器件都是含有一定的行波成份，但行波声场和驻波声场在拉曼－奈斯衍射范围内衍射角均遵从ｓｉｎθｍｉ＝土ｍλ／，故两者在空间上是无法分开的。文中给出了从频域上测量调制度Ｍ的一种新方法。并给出了零级和一般衍射光的测量值。     

The nonidealness index of rank-ideal matrices

A polyhedron is integral if all its extreme points have 0, 1 components and in this case the matrix M is called ideal. When Q has fractional extreme points, there are different ways of classifying how far M is away from being ideal, through the polyhedral structure of Q. In this sense, Argiroffo, Bianchi and Nasini (2006) [1] defined a nonidealness index analogous to an imperfection index due to Gerke and McDiarmid (2001) [10].In this work we determine the nonidealness index of rank-ideal matrices (introduced by the authors (2008)). It is known that evaluating this index is NP-hard for any matrix. We provide a tractable way of evaluating it for most circulant matrices, whose blockers are a particular class of rank-ideal matrices, thereby following similar lines as done for the imperfection ratio of webs due to Coulonges, Pêcher and Wagler (2009) [7].Finally, exploiting the properties of this nonidealness index, we identify the facets of the set covering polyhedron of circulant matrices, having maximum strength with respect to the linear relaxation, according to a measure defined by Goemans (1995) [9].     

New Algorithm for Computing LQ Suboptimal Output Feedback Gains of Decentralized Control Systems

In this paper, the problem of computing the suboptimal output feedback gains of decentralized control systems is investigated. First, the problem is formulated. Then, the gradient matrices based on the index function are derived and a new algorithm is established based on some nice properties. This algorithm shows that a suboptimal gain can be computed by solving several ordinary differential equations (ODEs). In order to find an initial condition for the ODEs, an algorithm for finding a stabilizing output feedback gain is exploited, and the convergence of this algorithm is discussed. Finally, an example is given to illustrate the proposed algorithm.     

Deviant Vocal Fold Vibration as Observed During Videokymography: The Effect on Voice Quality

Videokymographic images of deviant or irregular vocal fold vibration, including diplophonia, the transition from falsetto to modal voice, irregular vibration onset and offset, and phonation following partial laryngectomy were compared with the synchronously recorded acoustic speech signals. A clear relation was shown between videokymographic image sequences and acoustic speech signals, and the effect of irregular or incomplete vocal fold vibration patterns was recognized in the amount of perceived breathiness and roughness and by the harmonics-to-noise ratio in the speech signal. Mechanisms causing roughness are the presence of mucus, phase differences between the left and right vocal fold, and short-term frequency and amplitude modulation. It can be concluded that the use of simultaneously recorded videokymographic image sequences and speech signals contributes to the understanding of the effect of irregular vocal fold vibration on voice quality.