互相关分析在近红外光谱预处理中的应用

采用互相关分析的光谱预处理方法与一元线性回归结合 ,利用近红外光谱法定量检测了苯和甲苯混合物溶液中苯的体积百分比含量 ;从理论和实验两个方面证明了在一定的条件下经过互相关变换后的光谱信号与目标物质浓度含量呈正比例关系 ,利用这个正比例关系建立一元线性回归方程可以定量检测混合物中目标物质的含量。并且深入探讨了互相关分析作为一种近红外光谱预测量方法的优缺点     

基于ARM Cortex-M3的声磁商品电子防盗系统设计

针对普通EAS系统存在抗干扰性能差、检测灵敏度低、检测范围小、误报率高等缺点,设计了一种基于ARM Cortex-M3的声磁EAS系统。本文介绍了声磁EAS系统的工作原理和硬件结构框图,分析了声磁标签信号在时域和频域上的特征,提出了FFT信号频谱分析、信号互相关、最小二乘法拟合直线求取斜率、计算信号峰值数及峰值方差运算等多种检测声磁标签信号的算法,并详细描述了系统软件算法的设计。实验验证,本系统具有抗干扰性能强、检测灵敏度高、检测范围宽、误报率低等特点。     

基于互相关的气泡速度的测量方法研究

通过对比互相关技术和多普勒技术的差别，从一个新的角度把互相关技术应用于尾流测速的研究中.实验中利用高速CCD相机拍摄模拟尾流图像.利用快速傅里叶变换实现互相关算法，为提高计算准确度采用高斯曲线拟合互相关函数的峰值并给出拟合公式，得到了亚像素级的运动速度.为标定互相关算法的准确度，文中采用图像平移的方法验证算法的可行性和可靠性.最后把算法应用于模拟尾流的实验中.该方法有望在舰船尾流速度信息的实时获取上起到重要的应用价值.     

Using Detrended Cross-Correlation Analysis in geophysical data

Detrended cross correlation analysis (DCCA) is used to identify and characterize correlated data obtained in drilled oil wells. The investigation is focused on different petro-physical measurements within the same well, and of the same measurement from two wells in the same oil field. The evaluation of cross correlation exponents indicates if scaling properties in two measurements are alike. The work considers also the values of cross correlated coefficients, which provide an assessment on the local correlation between measurements. The existence of several highly correlated events provides information on the continuity of geological structures, including partial and global dislocations of deposited layers.     

Nonlinear bivariate dependency of price-volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis

Nonlinear dependency between characteristic financial and commodity market quantities (variables) is crucially important, especially between trading volume and market price. Studies on nonlinear dependency between price and volume can provide practical insights into market trading characteristics, as well as the theoretical understanding of market dynamics. Actually, nonlinear dependency and its underlying dynamical mechanisms between price and volume can help researchers and technical analysts in understanding the market dynamics by integrating the market variables, instead of investigating them in the current literature. Therefore, for investigating nonlinear dependency of price-volume relationships in agricultural commodity futures markets in China and the US, we perform a new statistical test to detect cross-correlations and apply a new methodology called Multifractal Detrended Cross-Correlation Analysis (MF-DCCA), which is an efficient algorithm to analyze two spatially or temporally correlated time series. We discuss theoretically the relationship between the bivariate cross-correlation exponent and the generalized Hurst exponents for time series of respective variables. We also perform an empirical study and find that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the analyzed agricultural commodity futures markets.     

Correlations and cross-correlations in the Brazilian agrarian commodities and stocks

We investigate the auto-correlations and cross-correlations of the volatility time series in the Brazilian stock and commodity market, using the recently introduced Detrended Cross-Correlation Analysis. We find that the auto-correlations in stock volatilities are weaker than the auto-correlations in the commodity volatility series, contrary to earlier findings for the USA market where commodity volatility exponents were found to be lower than for stocks. We also find that the cross-correlations in the Brazilian stock and commodity market are stronger than what would be expected from simple combinations of auto-correlations of individual series, implying that there may be hidden factors that govern the behavior of the observed volatility series. This enhanced cross-correlation behavior is found in a considerable fraction of Brazilian stocks and agricultural commodities considered in the present work, suggesting that further studies should be directed into investigating these super-cross-correlations, and pinpointing the exogenous variables responsible for such behavior.