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.     

Gd激光等离子体的双电子复合过程研究

在自旋-轨道劈裂阵模型下,通过类铜的内壳层激发组态计算了类镍Gd的双电子复合速率系数,其中考虑了共振和非共振辐射平衡跃迁对自电离能级的影响,而忽略了因碰撞跃迁引起的电子俘获,非共振辐射平衡跃迁在低电子温度条件下主要影响双电子复合过程;本文讨论了双电子复合系数及双电子伴线强度比随电子温度的变化.     

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.     

闪烁体荧光传输特性对ETOF探测器性能的影响

为了对BESⅢ端盖飞行时间探测器(ETOF)的测试结果给出合理的解释, 采用Monte Carlo模拟软件包Geant4, 对该探测器测量高能带电粒子的性能进行模拟研究. 详细探讨了当粒子击中ETOF模块不同位置时, 其闪烁体荧光传输特性与探测器模块输出信号之间的关联, 以及PMT输出信号甄别阈值的选取对闪烁探测器本征时间分辨的影响, 并寻找可能的改善时间分辨的方法. 为进一步提高ETOF的性能提供参考.     

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.     

一类随机环境中的随机游动

在Solomn的模型的基础上对一类随机环境中随机游动进行了讨论，并得出了一个常返性准则和一些极限性质。