非线性时间序列的相空间重构技术研究

分析了混沌时间序列相空间重构中常用的C-C方法所存在的四点不足,提出了改进的C-C-2方法.该方法改进了时间序列关联积分的计算方法和参数,利用混沌序列周期N的概念,提出了通过寻找Scor(t)的第一个属于混沌序列周期N的局部极小峰值,来确定最优延迟时间窗口的判断方式;并只寻找平均ΔS2(t)的第一个极小值来确定最优时间延迟,所得结果更合适、稳定,而且将原算法的抗噪能力由30%提高到80%.     

PARX model for football match predictions

We propose an innovative approach to model and predict the outcome of football matches based on the Poisson autoregression with exogenous covariates (PARX) model recently proposed by Agosto, Cavaliere, Kristensen, and Rahbek (Journal of Empirical Finance, 2016, 38(B), 640–663). We show that this methodology is particularly suited to model the goal distribution of a football team and provides a good forecast performance that can be exploited to develop a profitable betting strategy. This paper improves the strand of literature on Poisson‐based models, by proposing a specification able to capture the main characteristics of goal distribution. The betting strategy is based on the idea that the odds proposed by the market do not reflect the true probability of the match because they may also incorporate the betting volumes or strategic price settings in order to exploit betters' biases. The out‐of‐sample performance of the PARX model is better than the reference approach by Dixon and Coles (Applied Statistics, 1997, 46(2), 265–280). We also evaluate our approach in a simple betting strategy, which is applied to English football Premier League data for the 2013–2014, 2014–2015, and 2015–2016 seasons. The results show that the return from the betting strategy is larger than 30% in most of the cases considered and may even exceed 100% if we consider an alternative strategy based on a predetermined threshold, which makes it possible to exploit the inefficiency of the betting market.     

求解一维理想磁流体方程的5阶紧凑CWENO中心迎风格式

通过结合求解双曲型守恒律的5阶紧凑CWENO格式和半离散中心迎风格式,推广应用于求解一维理想磁流体力学方程,得到计算一维理想磁流体力学方程的5阶紧凑CWENO中心迎风格式.     

ABAQUS二次开发在变形几何模型重构中的应用

为了实现变形几何模型的重构,通过在ABAQUS平台的Python脚本的二次开发,访问ABAQUS的结果输出数据库(ODB),读取ODB对象的数据,通过相应的计算获取建模需要的数据。在此基础上,编写脚本程序,重新构建出变形后的几何模型,并且实现了几何模型构建过程的可视化,从而为后续的多载荷分析奠定了基础,同时也为不规则几何模型的构建提供了一种新的思路。     

Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics

Interaction of capital market participants is a complicated dynamic process. A stochastic model is proposed to describe the dynamics to predict short‐term stock price behaviors. Independent compound Poisson processes are introduced to describe the occurrences of market orders, limit orders and cancellations of limit orders, respectively. Based on high‐frequency observations of the limit order book, the maximum empirical likelihood estimator (MELE) is applied to estimate the parameters of the compound Poisson processes. Moreover, an analytical formula is derived to compute the probability distribution of the first‐passage time of a compound Poisson process. Based on this formula, the conditional probability of a price increase and the conditional distribution of the duration until the first change in mid‐price are obtained. A novel approach of short‐term stock price prediction is proposed and this methodology works reasonably well in the data analysis. Copyright © 2016 John Wiley & Sons, Ltd.     

体育教学空间的概念、境遇及其重构

体育教学空间是富有生命气息和文化意义的人文构造,体现着师生共同的生存境遇和真实生活,其间蕴含着政治权力、社会关系、文化依存、心理活动等等因素.体育教学空间理应优于以课堂教学为主的其它学科的空间,但是,体育教学空间的复杂性将其置于更加难以把握的境地.重构体育教学空间的难点在于改变其间任何一个要素都将引起其它要素的变化.因此,只能从师生之间情感的互动交流中把握体育教学空间要素及其关系,构建"人化"体育教学空间旨在扭转体育教学中思想性的弱化和人文性的缺失.     

莱哈衣藻(Chlamydomonas reinhardtii Dangeard)细胞核仁纤维区的超微结构及三维重建

用改进的Ag—I法染示核仁纤维区,并用透射电镜进行观察,结果显示分裂间期时莱哈衣藻核仁纤维区为由细线样结构组成的索状结构;用电子计算机对衣藻核仁纤维区的超薄连续切片进行三维重组,其结果进一步显示核仁纤维区的索状结构是扭曲旋转绕成一团的。     

Individual Cranium Reconstruction with CAD/CAM

Treatment of cranium and maxilla defects using CAD/ CA M techniques has been under the way. This makes it possible to rehabilitate the defective skull, to protect the intracranial structure from damage and to give t he patient an individual implant with satisfying visual effect at same time. The general process of treatment are picking-up the shape information of defective skull from CT pictures of the patient, reconstructing 3-dimensional model of t he defect part, transforming the image data into manuf...     

论两类风险过程的破产概率

在含两个险种的离散时间风险模型的基础上引进两个不同的风险过程,比较这两个模型的破产概率,主要比较它们的Lundberg指数的大小.     

具有零Poisson括号的Virasoro生成元的多项式函数的另一个无穷集

本文借助于 Virasoro 代数的 Poisson 括号实现和 Caudrey-Dodd-Gibbon-S-Wada-Kotera 方程的正则结构之间的关系,构造了具有零 Poisson 括号的 Virasoro 生成元的多项式函数的一个新的无穷集.