Rules extraction in short memory time series using genetic algorithms

Data mining is performed using genetic algorithm on artificially generated time series data with short memory. The extraction of rules from a training set and the subsequent testing of these rules provide a basis for the predictions on the test set. The artificial time series are generated using the inverse whitening transformation, and the correlation function has an exponential form with given time constant indicative of short memory. A vector quantization technique is employed to classify the daily rate of return of this artificial time series into four categories. A simple genetic algorithm based on a fixed format of rules is introduced to do the forecasting. Comparing to the benchmark tests with random walk and random guess, genetic algorithms yield substantially better prediction rates, between 50% to 60%. This is an improvement compared with the 47% for random walk prediction and 25% for random guessing method. Received 29 August 2000     

Microwave backscattering by nonspherical ice particles at 5.6 GHz using second-order perturbation series

Scattering of microwaves by an ensemble of nonspherical ice particles is studied using a scattering model based on a second-order perturbation series at 5.6 GHz (C-band). Particle shapes are defined using a Gaussian random sphere geometry. Particle inhomogeneity is taken into account using three different effective-medium approximations: Maxwell–Garnett, Bruggeman, and Coherent Potential mixing rules. By systematically varying particle size, liquid water content, Gaussian shape parameters, and internal structure, it is found that liquid water content is the most important factor for the co-polarized backscattering; the shape is relatively unimportant. For depolarized backscattering, the shape is of fundamental importance, although the other factors are significant too. Surprisingly, the type of nonsphericity is found to be important for depolarization even for scatterers that are in the Rayleigh region: elongated targets depolarize clearly stronger than more irregular shapes. This finding seems not to be strongly size dependent, at least for size parameters from 0.0059 to 0.47, and indicates that the accurate modeling of shape is important for polarization quantities even in the Rayleigh region.     

利用函数级数展开法求解Paul阱中射频源的倍频效应

采用函数级数展开法精确求解了在非理想射频源、考虑二次谐波Mathieu方程的解,得到了一些有意义的物理结果.     

Stable Recovery of Analytic Functions using Basic Hypergeometric Series

Two stable sampling formulas for reconstructing analytic functions from exponentially spaced samples are considered. Criterion for selecting regularization parameter and error estimates are obtained.     

利用变压器研究两个互感线圈的串并联

利用变压器研究了两个互感线圈串并联的等效电感。     

Neumann—Bessel级数的核函数的渐近表示及其Fejer和的类逼近

先给出Neumann-Bessel级数的核函数的精确的渐近表示,然后讨论该级数的部分和的收敛速度及其Fejer和的类逼近问题,从中说明了对于非三角级数也能得到相应三角级数中类逼近的精密结果。     

An analytic and application to state space reconstruction about chaotic time series

The state space reconstruction is the major important quantitative index for describing non-linear chaotic time series. Based on the work of many scholars, such as: N.H.Packard, F.Takens, M. Casdagli, J.F.Gibson, CHEN Yu-shu et al, the state space was reconstructed using the method of Legendre coordinate. Several different scaling regimes for lag time τ were identified. The influence for state space reconstruction of lag time τ was discussed. The result tells us that is a good practical method for state space reconstruction.     

Shift operator generated by trigonometric systems

We study the isometric operator generated by a trigonometric system. This operator is used in problems with directional derivatives and in theory of the Fourier series. We prove that this isometric operator is a pure shift and present application of this fact to the inverse problem of magnetoresistense. Translated fromMatematicheskie Zametki, Vol. 67, No. 4, pp. 539–548, April, 2000.     

Right closure of martingale sequences in the sense of theA-integral

In this paper new sufficient (necessary and sufficient for martingales of special form) conditions for the martingale closure from the right in the sense of theA-integral are given. These results follow from the theorem about passing to the limit under theA-integral. The theorem is established using the criterion for transposing iterated limits with respect to the base. It is shown that the sufficient conditions thus obtained are stronger than those previously known. Translated fromMatematicheskie Zametki, Vol.68, No. 1, pp. 98–104, July, 2000.     

Low Voltage EDXS and Elements of the First Transition Series

 Use of the L-lines in connection with the elements of the first transition series entails a lot of problems. The corresponding X-ray peaks are composed of contributions of a group of several lines. Because of the incompletely filled 3d-shells, the intensity ratios of the lines and thus the overall peak shapes of the X-ray peaks vary with the type of bonding of the respective element. A special problem posed is that of high energy satellites, which could be strongly absorbed even by use of low electron energies. Crucial for reliable quantitative results is a careful choice of reference spectra for peak deconvolution and peak fit. Nevertheless, with appropriate care results with an accuracy of around 10–15 wt% relative may be obtained. This has been tested by performing quantitative analysis on a haematite and magnetite specimen by use of the Fe-L lines.