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71.
72.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
73.
简要地介绍了中子俘获瞬发γ射线数据及其衰变纲图的评价方法技术、主要程序及其功能、数据评价流程、强度平衡检验,以及对A=1-44的稳定核素和A>190的部分稳定核素的热中子俘获瞬发γ射线数据及其衰变纲图评价的具体应用.The method of prompt γ-ray data evaluation for neutron capture and how to calculate the prompt γ-ray intensities of neutron capture have been briefly presented. The prompt γ-ray data of thermal-neutron capture of some stable nuclei for A=1-44 and A>190 have been evaluated. The ENSDF format has been adopted. The checks of intensity balance and format have been made. The examples are given to illustrate its application. 相似文献
74.
基于Karhunen-Loève变换和小波谱特征矢量量化的三维谱像数据压缩 总被引:1,自引:1,他引:0
提出了基于Karhunen Lo埁ve变换的小波谱特征矢量量化三维谱像数据压缩方法耍幔颍瑁酰睿澹?Lo埁ve变换 /小波变换 /小波谱特征矢量量化方法应用了Karhunen Lo埁ve变换的消除谱相关性优良性能 ,应用二维小波变换消除空间相关性 ,在小波变换域内应用二维集分割嵌入块编码和一维谱特征矢量量化对三维谱像数据压缩 ,获得较高的压缩性能。实验结果表明 :Karhunen Lo埁ve变换 /小波变换 /小波谱特征矢量量化编码比Karhunen Lo埁ve变换 /小波变换 /改进对块零树编码和Karhunen Lo埁ve变换 /小波变换 /快速矢量量化编码方法在同样压缩比条件下 ,峰值信噪比提高 2dB和 1dB以上 ,而速度提高了 1.5和 8倍 ,整体压缩性能有较大的提高 相似文献
75.
For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i=1,…,n, Anderson and Stephens (Biometrika 59 (1972) 613–621) proposed testing procedures based on the statistics Smax=maxu S(u) and Smin=minu S(u), where u is a unit vector and nS(u) is the sum of squares of u′zi's. In this paper, we also consider another test statistic Srange=Smax−Smin. We provide formulas for the P-values of Smax, Smin, Srange by approximating tail probabilities of the limiting null distributions by means of the tube method, an integral-geometric approach for evaluating tail probability of the maximum of a Gaussian random field. Monte Carlo simulations for examining the accuracy of the approximation and for the power comparison of the statistics are given. 相似文献
76.
Francis J. Narcowich Joseph D. Ward Holger Wendland. 《Mathematics of Computation》2005,74(250):743-763
In this paper we discuss Sobolev bounds on functions that vanish at scattered points in a bounded, Lipschitz domain that satisfies a uniform interior cone condition. The Sobolev spaces involved may have fractional as well as integer order. We then apply these results to obtain estimates for continuous and discrete least squares surface fits via radial basis functions (RBFs). These estimates include situations in which the target function does not belong to the native space of the RBF.
77.
Hiroshi Sakamoto 《Journal of Discrete Algorithms》2005,3(2-4):416-430
A linear-time approximation algorithm for the grammar-based compression is presented. This is an optimization problem to minimize the size of a context-free grammar deriving a given string. For each string of length n, the algorithm guarantees approximation ratio without suffix tree construction. 相似文献
78.
We study a system of quasilinear equations describing one-dimensional flow of a viscous compressible heat-conducting medium with a nonmonotone state function and mass force. The large-time behavior of solutions is considered for arbitrarily large initial data. In spite of possible nonuniqueness and discontinuity of the stationary solution, we prove L2-stabilization for the stress and heat flux as t → ∞ along with corresponding global energy estimates for them. The new method of proof utilizes a combination of energy type equalities for the stress and heat flux. Consequently, H1-stabilization of the velocity and temperature along with global estimates for their derivatives are valid as well. 相似文献
79.
K. Vinay Kumar Reddy B. Sreenivasa Reddy M. Sreenath Reddy Ch. Gopal Reddy P. Yadagiri Reddy K. Rama Reddy 《Radiation measurements》2003,36(1-6):419-423
Studies conducted by Atomic Minerals Directorate of Exploration and Research (AMD) of Hyderabad, India had established the presence of higher concentrations of uranium in Lambapur and Peddagattu areas of Nalgonda district, AP, India and it was estimated that it could be a viable source for commercial extraction. The envisaged extraction process involves dispersion of radioactive particulate matter into atmosphere. Environmental radioactive studies in and around proposed mining areas at this point of time will be extremely useful for establishing base line data before a large scale uranium extraction process comes into existence. To this end, Solid State Nuclear Track Detectors were installed to evaluate indoor radon and thoron concentration levels in the dwellings of the area. The geometric means of radon and thoron concentration levels were found to be (7.1±0.2)×101 and (6.7±0.3)×101 Bq/m3, respectively. Simultaneously, natural background radiation measurements were also made and these levels are found to vary from 770 to 3995 μGy/y in the spatial distribution. 相似文献
80.
本文描述并分析了一种适用于多信道VSAT卫星数据通信网的报文传输协议,特别是考虑了无线信道误码率对传输协议的影响,分析表明利用S-RE-ALOHA作为预订信道的多址方式及按报文占用数据信道方法可以减小报文传输延时并增加系统吞吐量。 相似文献