电子商务中人类活动的标度行为实证研究

应用去趋势波动分析法,对电子商务中人类网上购物行为进行研究,首次探讨了人类浏览及购买行为时间序列(数量波动)标度律.首先,研究发现人类网上购物行为呈现出明显的周期性,其时间序列的概率密度函数具有显著的双模态特征.其次,利用傅里叶变换方法分析浏览以及购买行为时间序列的功率谱,发现其演化过程不同于无关联的泊松过程.最后,基于功率谱过滤周期性趋势的影响,对去除周期趋势后的浏览和购买行为时间序列进行去趋势波动分析,发现其标度行为表明其具有较强的长程关联特性,且平均标度值近似为1,表明其具有自组织临界性.实证研究结果与其他领域如因特网交通流和金融市场价格波动的标度行为相似,有助于理解人类活动如何影响电子商务系统演化和提高在线商务活动效率,对分析电子商务中人类行为活动的机制和预测其波动趋势具有重要的启示作用.     

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.     

Scaling Behaviour and Memory in Heart Rate of Healthy Human

We investigate a set of complex heart rate time series from healthy human in different behaviour states with the detrended fluctuation analysis and diffusion entropy （DE） method. It is proposed that the scaling properties are influenced by behaviour states. The memory detected by DE exhibits an approximately same pattern after a detrending procedure. Both of them demonstrate the long-range strong correlations in heart rate. These findings may be helpful to understand the underlying dynamical evolution process in the heart rate control system, as well as to model the cardiac dynamic process.     

Determination of the migration of 8 benzophenones in food contact materials and products by HPLC-MS / MSEI北大核心CSCD

建立了高效液相色谱-串联质谱法测定食品接触材料及制品中8种二苯甲酮类物质迁移量的方法。样品经过食品模拟物浸泡后,水、4%乙酸、10%乙醇、20%乙醇、50%乙醇模拟物直接进样,95%乙醇模拟物用水按照1:4比例稀释后进样,橄榄油和异辛烷模拟物用甲醇-水混合溶液萃取后进样。采用C₁₈柱分离,用甲醇-0.1%甲酸水溶液为流动相梯度洗脱,质谱采用正离子多反应监测（MRM）模式运行。本方法在8种食品模拟物中的定量限为0.01～0.20 mg/kg;在0.04～0.80 mg/kg, 0.2～2.0 mg/kg, 0.6～3.0 mg/kg线性范围内相关系数良好（R≥0.9958）;加标实验结果显示相对标准偏差（RSD）为0.61%～7.8%。该方法可用于食品接触材料及制品中二苯甲酮类物质迁移量的测定。     

基于自规避随机游走的节点排序算法

评估复杂网络系统的节点重要性有助于提升其系统抗毁性和结构稳定性. 目前, 定量节点重要性的排序算法通常基于网络结构的中心性指标如度数、介数、紧密度、特征向量等. 然而, 这些算法需要以知晓网络结构的全局信息为前提, 很难在大规模网络中实际应用. 基于自规避随机游走的思想, 提出一种结合网络结构局域信息和标签扩散的节点排序算法. 该算法综合考虑了节点的直接邻居数量及与其他节点之间的拓扑关系, 能够表征其在复杂网络系统中的结构影响力和重要性. 基于三个典型的实际网络, 通过对极大连通系数、网络谱距离数、节点连边数和脆弱系数等评估指标的实验对比, 结果表明提出的算法显著优于现有的依据局域信息的节点排序算法.     

基于AP算法的Internet自治系统层紧凑路由研究

提出了一种基于AP算法的Internet自治系统层紧凑路由算法.用r近邻的负距离表示节点对的相似度,得到网络的相似度矩阵.基于相似度矩阵,利用AP算法对网络进行划分,得到每个聚类簇的基点.在聚类后的网络上进行紧凑路由.通过对Internet自治系统层网络拓扑数据进行大量实验,确定了AP算法中偏好参数的取值范围,并分析了...     

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.     

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.     

异质自适应网络中的核心-边缘结构及其对疾病传播的抑制作用

节点属性异质自适应网络中疾病传播的研究表明节点属性异质性可以很大程度上增大传播阈值, 并且自组织形成一个更鲁棒的度异质网络结构. 本文从数值模拟方面研究鲁棒的度分布异质结构的自组织形成过程, 分析发现核心-边缘结构的形成才是导致传播阈值增大的根本原因. 鉴于此, 提出一种重连策略, 能够促进核心-边缘结构的形成, 从而达到增大传播阈值的目的. 这不仅有助于深入认识节点属性异质自适应网络中的流行病传播过程, 而且为疾病传播控制策略的提出提供了新思路.