非线性时间序列数据中的关联维提取

本文将混沌方法引入具有非线性时间序列的降雨量分析。首先对有关混沌及关联维的概念作简单介绍,在确定降雨量数据具有混沌特征后,对其进行关联维提取,得到颇具意义的结果。     

Networks Emerging from the Competition of Pullulation and Decrepitude

In real-world network evolution, the aging effect is universal. We propose a microscopic model for aging networks,which suggests that the activity of a vertex is the result of the competition of two factors: pullulatlon and decrepitude. By incorporating the pullulation factor into previous models of aging networks, both the global and individual aging effect curves in our model are single peaked, which agrees with the empirical data well. This model can generate networks with scale-free degree distribution, large clustering coefficient and small average distance when the decrepitude intensity is small and the network size not very large. The results of our model show that pullulation may be one of the most important factors affecting the structure and function of aging networks and should not be neglected at all.     

双光束干涉产生的动态散斑

本文推导出双光束干涉情况下产生的动态散斑场的时间空间相关函数,并且利用光子相关技术进行实验验证,得到与理论完全符合的结果。 关键词：     

显微拉曼光谱在珍珠鉴定中的应用

本文用显微拉曼对三种珍珠 (天然海水珍珠、人工养殖海水珍珠、人工养殖淡水珍珠 )做了测试与分析。结果表明 :虽然主峰相同 ,然而这三种珍珠的拉曼谱有不可置疑的差别。另外 ,珍珠粉和整粒珍珠也有明显差异。测试中还发现 ,与拉曼谱同时记录到的光荧光谱也是有关珍珠的宝贵信息。因此 ,显微拉曼光谱仪记录到的材料振动谱和荧光谱为珍珠的分析研究及日常鉴定提供了可靠的信息资料。     

双光束干涉法测量固体表面移动速度

用氦镉激光器发出的激光束通过马赫一陈德干涉仪分束为交叉角较小的两束光,让两束光会聚照射在透明的粗糙毛玻璃上。设两束光夹角为2θ,两束光夹角平分线垂直于毛玻璃平面,毛玻璃平面以速度v沿自身平     

Empirical Study on the Volatility of the Hang-Seng Index

We study the statistical properties of volatility of price fluctuation for the Hang-Seng index in the Hong Kong stock market, they are measured by locally averaging over a time window T, the absolute value of price change over a short time interval Δt. The data include minute-by-minute records of the Hang-Seng index from 3 January 1994 to 28 May 1997. We find that the cumulative distribution of the volatility is consistent with the asymptotic power-law behaviour, characterized by the power exponent μ= 2.12 ± 0.04, different from that found in the previous studies as μ≈3. The volatility distribution remains the same asymptotic power-law behaviour for the time scales from T = 10 rain to T - 80 rain. Furthermore, we investigate the volatility correlations by using the power spectrum analysis and detrended fluctuation analysis. Both the methods show a long-range power-law decay with the exponent α=0.636±0.002.     

基于遗传算法的RBF网络及应用

本文采用遗传算法优化了RBF神经网络,讨论了用一种新颖的方式对RBF进行编码,提出了以权重为因子的适应度函数.将优化后的RBF神经网络用于泛函逼近和对新疆雅马渡站的年径流量进行预测,证明其有效性.     

Note on Two-Phase Phenomena in Financial Markets

The two-phase behaviour in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. We investigate the bifurcation phenomenon in Hang-Sang index. It is observed that the bifurcation phenomenon in financial index is not universal, but specific under certain conditions. For Hang-Sang index and randomly generated time series, the phenomenon just emerges when the power-law exponent of absolute increment distribution is between 1 and 2 with appropriate period. Simulations on a randomly generated time series suggest the bifurcation phenomenon itself is subject to the statistics of absolute increment, thus it may not be able to reflect essential financial behaviours. However, even under the same distribution of absolute increment, the range where bifurcation phenomenon occurs is fax different from real market to artificial data, which may reflect certain market information.     

Multifractal Analysis of Human Heartbeat in Sleep

We study the dynamical properties of heart rate variability （HRV） in sleep by analysing the scaling behaviour with the multifractal detrended fluctuation analysis method. It is well known that heart rate is regulated by the interaction of two branches of the autonomic nervous system： the parasympathetic and sympathetic nervous systems. By investigating the multifractal properties of light, deep, rapid-eye-movement （REM） sleep and wake stages, we firstly find an increasing multifractal behaviour during REM sleep which may be caused by augmented sympathetic activities relative to non-REM sleep. In addition, the investigation of long-range correlations of HRV in sleep with second order detrended fluctuation analysis presents irregular phenomena. These findings may be helpful to understand the underlying regulating mechanism of heart rate by autonomic nervous system during wake-sleep transitions.