The effect of a market factor on information flow between stocks using the minimal spanning tree

We empirically investigated the effects of market factors on the information flow created from N(N−1)/2 linkage relationships among stocks. We also examined the possibility of employing the minimal spanning tree (MST) method, which is capable of reducing the number of links to N−1. We determined that market factors carry important information value regarding information flow among stocks. Moreover, the information flow among stocks showed time-varying properties according to the changes in market status. In particular, we noted that the information flow increased dramatically during periods of market crises. Finally, we confirmed, via the MST method, that the information flow among stocks could be assessed effectively with the reduced linkage relationships among all links among stocks from the perspective of the overall market.     

基于Contourlet域HMT模型的声纳图像去噪

声纳图像预处理是声纳图像目标识别与跟踪的前提;声纳图像对比度低,特性信息弱,为此,提出Contourlet域HMT模型(CT-HMT)的声纳图像去噪算法。Contourlet域中,不同方向间子带系数的相关性体现于DFB分解中,相邻尺度间父节点对应的4个子节点分布在2个可分离的方向子带上,父、子节点状态"持续性"采用Markov模型建模,尺度内Contourlet系数的"聚集性"采用混合高斯模型建模;最后,用贝叶斯准则估计无噪图像的Contourlet系数,实现声纳图像去噪。实验结果从视觉效果和定量分析两方面验证表明,本文算法能有效地抑制噪声,提取声纳图像的弱特征信息,较好地保全了图像的边缘和轮廓信息。     

The Structure of Typical Clusters in Large Sparse Random Configurations

The initial purpose of this work is to provide a probabilistic explanation of recent results on a version of Smoluchowski’s coagulation equations in which the number of aggregations is limited. The latter models the deterministic evolution of concentrations of particles in a medium where particles coalesce pairwise as time passes and each particle can only perform a given number of aggregations. Under appropriate assumptions, the concentrations of particles converge as time tends to infinity to some measure which bears a striking resemblance with the distribution of the total population of a Galton-Watson process started from two ancestors. Roughly speaking, the configuration model is a stochastic construction which aims at producing a typical graph on a set of vertices with pre-described degrees. Specifically, one attaches to each vertex a certain number of stubs, and then join pairwise the stubs uniformly at random to create edges between vertices. In this work, we use the configuration model as the stochastic counterpart of Smoluchowski’s coagulation equations with limited aggregations. We establish a hydrodynamical type limit theorem for the empirical measure of the shapes of clusters in the configuration model when the number of vertices tends to ∞. The limit is given in terms of the distribution of a Galton-Watson process started with two ancestors.     

A Note on Cactus Trees: Variational vs. Recursive Approach

In this article we deal with the variational approach to cactus trees (Husimi trees) and the more common recursive approach, that are in principle equivalent for finite systems. We discuss in detail the conditions under which the two methods are equivalent also in the analysis of infinite (self-similar) cactus trees, usually investigated to the purpose of approximating ordinary lattice systems. Such issue is hardly ever considered in the literature. We show (on significant test models) that the phase diagram and the thermodynamic quantities computed by the variational method, when they deviates from the exact bulk properties of the cactus system, generally provide a better approximation to the behavior of a corresponding ordinary system. Generalizing a property proved by Kikuchi, we also show that the numerical algorithm usually employed to perform the free energy minimization in the variational approach is always convergent.     

An improved partial SPIHT with classified weighted rate-distortion optimization for interferential multispectral image compression

Based on the property analysis of interferential multispectral images, a novel compression algorithm of partial set partitioning in hierarchical trees (SPIHT) with classified weighted rate-distortion optimization is presented.After wavelet decomposition, partial SPIHT is applied to each zero tree independently by adaptively selecting one of three coding modes according to the probability of the significant coefficients in each bitplane.Meanwhile the interferential multispectral image is partitioned into two kinds of regions in terms of luminous intensity, and the rate-distortion slopes of zero trees are then lifted with classified weights according to their distortion contribution to the constructed spectrum.Finally a global ratedistortion optimization truncation is performed.Compared with the conventional methods, the proposed algorithm not only improves the performance in spatial domain but also reduces the distortion in spectral domain.     

论大学物理实验体系建设与教学改革

传统的物理实验是按普通物理、电子线路和近代物理等内容进行划分，这种体系突出了学科的系统性，但忽视了学科之间的兼容互补性，各学科相互独立，限制了学生跨学科思维能力和创新能力的培养，建立现代物理实验教学新体系是大学物理实验教学改革的必然趋势．新的物理实验体系应依照训练层次，划分为引导性实验、基本实验、综合性实验、设计性实验、研究性实验．并需要注重时代性和先进性，改革和更新大学物理实验教学内容，改革实验教学与管理模式，形成新的运行机制，从而达到学生素质和能力的提高．     

面向成本-收益好的无标度耦合网络构建方法

较大平均路径长度的网络会带来较大的网络延迟, 难以支持时间敏感业务与应用. 通过增加连接可以降低源和目的节点之间的跳数, 进而降低网络平均延迟, 使得更加快速地传播信息, 但是增加连接的同时也增加了网络构建成本. 分层网络是研究网络耦合的一个有效方法, 但目前网络构建过程中将每层网络分别处理并认为每层网络之间没有强相关性. 本文提出了一种面向成本-收益的无标度网络动态构建方法. 此方法将网络分为多层, 基于连续论在高层网络中添加连接, 使得网络演化为无标度网络. 此连续过程包括节点度增加过程和局部网络半径增长两个连续过程, 在增加连接的过程中引入表征网络构建成本和收益的成本-收益指标. 模拟结果表明引入成本-收益指标的无标度耦合网络构建方法能够在合理范围内有效降低网络平均路径长度, 提升网络性能, 并且本文给出了耦合网络的动态业务性能, 通过调整高层网络避免网络拥塞.     

无人机健康诊断知识库建立研究

针对无人机健康诊断系统的设计,研究了健康诊断专家知识库的建立方法。介绍了基于规则的专家知识库的含义及其对无人机设计的要求,阐述了故障树与故障模式判据表的形成方法。故障树分析基于故障因果逻辑,逐层找出故障事件的原因,保证专家知识逻辑上的完备性。故障模式判据表将抽象的专家知识具体化为多个能够在工程上应用的要素。提出了一种故障树分析与故障判据规则相结合的建立健康诊断专家知识库的方法。从某型大气数据系统的组成及原理出发,以大气数据系统真空速失效为顶事件,构造了故障树和故障模式判据表。结果表明,结合故障树和故障模式判据表格构造的专家知识库清晰、简洁,具有很高的工程实用价值,能够应用于无人机健康诊断系统的设计。     

基于Linux的薄壁管材冲孔自动化生产线设计

为了开发一种结构简单、控制灵活的冲压自动化装置,文中简述了一种基于Linux下的冲孔自动化生产线,用于薄壁管材的冲孔。设计了以ARM为主控制器,CPLD为协处理器的方式来作为整个生产系统的控制核心。建立了气缸驱动系统和冲压机械手,机械手通过伺服电机的驱动完成取料和旋转,在与冲床的相互配合下完成冲孔要求。构造了生产线系统的故障树,利用定量分析结合定性分析的方式对故障进行分析,采用电容式触摸屏通过界面向操作人员发送故障提示,大大减少了设备停机时间。实验结果表明该系统完全能满足生产要求,稳定可靠,操作便捷,响应速度快。     

PLC梯形图转化为多操作数逻辑指令的设计与实现

针对每一个操作数有一个操作码的PLC逻辑指令,设计了一个操作码可带多个操作数,操作数附加“辅助符号位”的新型PLC逻辑指令,避免在执行逻辑指令过程中有多少个操作数需要译码多少次的状况。研究这种新指令语句的数据结构和梯形图的数据结构,应用这两种数据结构研究梯形图转化成新指令表的转化算法。对梯形图采用按梯级顺序递归扫描方法构造二叉树结构,然后对二叉树进行后序遍历得到一个中间结果指令表,对中间结果指令表经过逻辑关系的分析与同类型逻辑关系操作数的合并处理得到最终的指令表。通过对串并联结构梯形图的转换测试,其新指令语句的转化结果正确。