Zero correlation window (ZCW) or zero correlation zone (ZCZ) sequence can be used in quasi-synchronous code division multiple access (QS-CDMA) system to eliminate multiple access and multipath interferences. How...Zero correlation window (ZCW) or zero correlation zone (ZCZ) sequence can be used in quasi-synchronous code division multiple access (QS-CDMA) system to eliminate multiple access and multipath interferences. However, as the length of ZCW or ZCZ increases, fewer sequences are available. Recently, a new concept, sequence set with group-wise zero correlation window is introduced, which can increase the number of available sequences for a QS-CDMA system. In this article, a new method for generating sequence set with group-wise zero correlation window is presented. This method is based on a Hadamard matrix of size N×N and a pair of Hadamard matrices of size M×M. Compared with previous methods, the proposed sequence set has a group-wise zero correlation window for both periodic and aperiodic cross-correlation functions.展开更多
This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin,Ethereum,Monero,Dash,Ripple,and Litecoin.We apply nonlinear Granger causality and rolling window wavel...This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin,Ethereum,Monero,Dash,Ripple,and Litecoin.We apply nonlinear Granger causality and rolling window wavelet correlation(RWCC)to 15 min-data.Empirical RWCC results indicate mostly positive co-movements and long-term memory between the cryptocurrencies,especially between Bitcoin,Ethereum,and Monero.The nonlinear Granger causality tests reveal dual causation between most of the cryptocurrency pairs.We advance evidence to improve portfolio risk assessment,and hedging strategies.展开更多
Generalized two-dimensional correlation spectroscopy (2DCOS) and its derivate technique, perturbation correlation moving window (PCMW), have found great potential in studying a series of physico-chemical phenomena...Generalized two-dimensional correlation spectroscopy (2DCOS) and its derivate technique, perturbation correlation moving window (PCMW), have found great potential in studying a series of physico-chemical phenomena in stimuli-responsive polymeric systems. By spreading peaks along a second dimension, 2DCOS can significantly enhance spectral resolution and discern the sequence of group dynamics applicable to various external perturbation-induced spectroscopic changes, especially in infrared (IR), near-infrared (NIR) and Raman spectroscopy. On the basis of 2DCOS synchronous power spectra changing, PCMW proves to be a powerful tool to monitor complicated spectral variations and to find transition points and ranges. This article reviews the recent work of our research group in the application of 2DCOS and PCMW in thermoresponsive polymers, mainly focused on liquid crystalline polymers and lower critical solution temperature (LCST)-type polymers. Details of group motions and chain conformational changes upon temperature perturbation can thus be elucidated at the molecular level, which contribute to the understanding of their phase transition nature.展开更多
基金supported by the National Natural Science Foundation of China(60272026,60872061)the PhD Programs Foundation of Ministry of Education of China(20060216010)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,Ministry of Education of China
文摘Zero correlation window (ZCW) or zero correlation zone (ZCZ) sequence can be used in quasi-synchronous code division multiple access (QS-CDMA) system to eliminate multiple access and multipath interferences. However, as the length of ZCW or ZCZ increases, fewer sequences are available. Recently, a new concept, sequence set with group-wise zero correlation window is introduced, which can increase the number of available sequences for a QS-CDMA system. In this article, a new method for generating sequence set with group-wise zero correlation window is presented. This method is based on a Hadamard matrix of size N×N and a pair of Hadamard matrices of size M×M. Compared with previous methods, the proposed sequence set has a group-wise zero correlation window for both periodic and aperiodic cross-correlation functions.
文摘This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin,Ethereum,Monero,Dash,Ripple,and Litecoin.We apply nonlinear Granger causality and rolling window wavelet correlation(RWCC)to 15 min-data.Empirical RWCC results indicate mostly positive co-movements and long-term memory between the cryptocurrencies,especially between Bitcoin,Ethereum,and Monero.The nonlinear Granger causality tests reveal dual causation between most of the cryptocurrency pairs.We advance evidence to improve portfolio risk assessment,and hedging strategies.
基金financially supported by the National Natural Science Foundation of China(Nos.21274030,51473038 and 21604024)the Natural Science Foundation of Shanghai(No.17ZR1440400)+1 种基金the Open Project of State Key Laboratory of Chemical Engineering(No.SKL-Ch E-16C02)“Chenguang Plan”
文摘Generalized two-dimensional correlation spectroscopy (2DCOS) and its derivate technique, perturbation correlation moving window (PCMW), have found great potential in studying a series of physico-chemical phenomena in stimuli-responsive polymeric systems. By spreading peaks along a second dimension, 2DCOS can significantly enhance spectral resolution and discern the sequence of group dynamics applicable to various external perturbation-induced spectroscopic changes, especially in infrared (IR), near-infrared (NIR) and Raman spectroscopy. On the basis of 2DCOS synchronous power spectra changing, PCMW proves to be a powerful tool to monitor complicated spectral variations and to find transition points and ranges. This article reviews the recent work of our research group in the application of 2DCOS and PCMW in thermoresponsive polymers, mainly focused on liquid crystalline polymers and lower critical solution temperature (LCST)-type polymers. Details of group motions and chain conformational changes upon temperature perturbation can thus be elucidated at the molecular level, which contribute to the understanding of their phase transition nature.