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.     

偶氮苯衍生物三阶非线性的四波混频研究

用皮秒Ｎｄ：ＹＡＧ激光器的倍频光（５３２ｎｍ）对具有离域π－共轭电子云结构的偶氮苯类样品材料作简并四波混频补给，测得三阶非线性电极化率ｘ＾（３）和它们的时间响应分别为１０＾－９ｅｓｕ和２０ｐｓ，并对影响ｘ＾（３）的瞬时光栅作用和ｘ＾（３）的响应时间人了讨论。     

相型同步启动时间的M／M／c排队系统

本文研究带有同步启动时间的Ｍ／Ｍ／ｃ系统，其中启动时间是相型变量，给出了稳态和等待时间分布等结果。     

Fluorescence anisotropy decay study of self-association of bacterial luciferase intermediates

The fluorescence dynamics parameters of the fluorescent transient flavin-luciferase species from the typesVibrio fischeri andPhotobacterium leiognathi are presented. The fluorescence anisotropy decay is a single exponential function for both types. The correlation time is 70 ns for theP. leiognathi fluorescent transient intermediate (2°C, aqueous buffer, pH 7.0), consistent with the rotational correlation time of the luciferase macromolecule (77 kD) to which the flavin fluorophore is rigidly attached. In contrast, for theV. fischeri species the observed correlation time for the anisotropy decay function is 133 ns. This suggests that protein self-association occurs in theV. fischeri case and this is confirmed by filtration, where the fluorescent transient fromV. fischeri does not pass through a 100,000 molecular weight cutoff membrane, whereas theP. leiognathi species does. The filtration method also demonstrates self-association in the luciferase peroxyflavin and photoflavin fromV. fischeri. A monomer-dimer equilibrium also explains the previously reported high correlation times for theV. harveyi luciferase-flavin species. It is proposed that the self-association competes with the lumazine protein interaction in the bioluminescence reaction.     

总延误问题顺时安排法的性能比

给定一组工件的加工时间与工期，要求确定这些工件在一台机器上的加．工排列，使相应的总延误达到最小，这就是总延误问题．该问题在近年已被证明是NP困难的．由Wilkermn和Irwin（1971），林勋（1983）等所研究的顺时安排法能得到相邻交换意义下的局部解．在本文中，我们进一步证明该算法能得到前移邻域意义下的局部解，并确定了该算法的性能比．     

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.     

Chain length effect on dynamical structure of poly (vinyl pyrrolidone)-polar solvent mixtures in dilute solution of dioxane studied by microwave dielectric relaxation measurement

Dielectric relaxation study of the binary mixtures of poly(vinyl pyrrolidone) (PVP) (Mw=24000, 40000 and 360000 g mol⁻¹) with ethyl alcohol (EA) and poly(ethylene glycol)s (PEGs) (Mw=200 and 400 g mol⁻¹) in dilute solutions of dioxane were carried out at 10.1 GHz and 35°C. The relaxation time of PVP-EA mixtures was interpreted by the consideration of a wait-and-switch model in the local structure of self-associated ethyl alcohol molecules and also the PVP chain length as a geometric constraint for the reorientational motion of ethyl alcohol molecules. The formation of complexes and effect of PVP chain length on the molecular dynamics, chain flexibility and stretching of PEG molecules in PVP-PEG mixtures were explored from the comparative values of dielectric relaxation time. Further, relaxation time values in dioxane and benzene solvent confirm the viscosity independent molecular dynamics in PVP-EA mixtures but the values vary significantly with the non-polar solvent environment.     

On superlinear convergence of quasi-Newton methods for nonsmooth equations

We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.     

大面积玻璃RPC模型与性能测试

介绍了可用于粒子探测的大面积玻璃高阻板探测器RPC(Resistive Plate Chamber).使用两块间隔2mm的普通浮法玻璃作为电极,其中充入流动的混合气体(氩气+异丁烷+F134A),工作高压约9600V;性能测试结果,其单室效率可达97%,时间分辨可达到1.8ns.     

Untersuchung des anisotropen Kriechverhaltens vorgeschädigter Werkstoffe am austenitischen Stahl X8 CrNiMoNb 16 16

Übersicht Ziel der Untersuchung ist es, den Einfluß von Kriechschädigung und Belastungsvorgeschichte auf das weitere Kriechverhalten nach einer Änderung der Belastungsrichtung zu bestimmen. Die ermittelten Kriechbruchzeiten werden stark von der Änderung der Belastungsrichtung beeinflußt. Dieses Verhalten wird mit einer tensoriell nichtlinearen Theorie erklärt, indem man den Einfluß der Vorschädigung mit einem zweistufigen Tensor darstellt.

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