This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on r...This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on rough path theory that allows us to construct pathwise rough path estimators from both continuous and discrete observations of a single path.Our approach is particularly suitable for high-frequency data.To formulate the parameter estimators,we introduce a theory of pathwise Itôintegrals with respect to fractional Brownian motion.By establishing the regularity of fractional Ornstein-Uhlenbeck processes and analyzing the long-term behavior of the associated Lévy area processes,we demonstrate that our estimators are strongly consistent and pathwise stable.Our findings offer a new perspective on estimating the drift parameter matrix for fractional Ornstein-Uhlenbeck processes in multi-dimensional settings,and may have practical implications for fields including finance,economics,and engineering.展开更多
The purpose of this study is to describe an economical approach to an existing adaptive localization technique and its implementation in the proper orthogonal decomposition-based ensemble four-dimensional variational ...The purpose of this study is to describe an economical approach to an existing adaptive localization technique and its implementation in the proper orthogonal decomposition-based ensemble four-dimensional variational assimilation method(PODEn4DVar). Owing to the applications of the sparse processing and EOF decomposition techniques, the computational costs of this proposed sparse flow-adaptive moderation(SFAM) localization scheme are significantly reduced. The effectiveness of PODEn4 DVar with SFAM localization is demonstrated by using the Lorenz-96 model in comparison with the Smoothed ENsemble Correlations Raised to a Power(SENCORP) and static localization schemes, separately. The performance of PODEn4 DVar with SFAM localization shows a moderate improvement over the schemes with SENCORP and static localization, with low computational costs under the imperfect model.展开更多
Two- dimensional Fourier transform profilometry (2 -D FTP) for data acquisition of fabric surface shapes isproposed. Phase unwrapping technique based on digitalweighted filter and reliability mask are employed. Ex-per...Two- dimensional Fourier transform profilometry (2 -D FTP) for data acquisition of fabric surface shapes isproposed. Phase unwrapping technique based on digitalweighted filter and reliability mask are employed. Ex-perimentai results of shape measurement for several fab-ric appearances are given. From the measured results, itis shown that this method can make up for not only thedisadvantage of the gray level image analysis which isonly suitable for simple structure and solid - pattern fab-ric, but also the low speed and high cost of laser dotscanning technique.展开更多
The Integrated-skill pedagogy can be applied in college EFL teaching.A college intensive reading for non-English majors teaching plan which is based on the Integrated-skill pedagogy is listed and analyzed with some cu...The Integrated-skill pedagogy can be applied in college EFL teaching.A college intensive reading for non-English majors teaching plan which is based on the Integrated-skill pedagogy is listed and analyzed with some current perspectives.Further research is needed to perfect this pedagogy in that it exposes EFL learners to authentic context and challenges them to communicate naturally in the language.展开更多
基金supported by Shanghai Artificial Intelligence Laboratory.
文摘This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on rough path theory that allows us to construct pathwise rough path estimators from both continuous and discrete observations of a single path.Our approach is particularly suitable for high-frequency data.To formulate the parameter estimators,we introduce a theory of pathwise Itôintegrals with respect to fractional Brownian motion.By establishing the regularity of fractional Ornstein-Uhlenbeck processes and analyzing the long-term behavior of the associated Lévy area processes,we demonstrate that our estimators are strongly consistent and pathwise stable.Our findings offer a new perspective on estimating the drift parameter matrix for fractional Ornstein-Uhlenbeck processes in multi-dimensional settings,and may have practical implications for fields including finance,economics,and engineering.
基金partially supported by the National High Technology Research and Development Program of China (Grant No. 2013AA122002)the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KZCX2EW-QN207)the Special Fund for Meteorological Scientific Research in the Public Interest (Grant No. GYHY201306045)
文摘The purpose of this study is to describe an economical approach to an existing adaptive localization technique and its implementation in the proper orthogonal decomposition-based ensemble four-dimensional variational assimilation method(PODEn4DVar). Owing to the applications of the sparse processing and EOF decomposition techniques, the computational costs of this proposed sparse flow-adaptive moderation(SFAM) localization scheme are significantly reduced. The effectiveness of PODEn4 DVar with SFAM localization is demonstrated by using the Lorenz-96 model in comparison with the Smoothed ENsemble Correlations Raised to a Power(SENCORP) and static localization schemes, separately. The performance of PODEn4 DVar with SFAM localization shows a moderate improvement over the schemes with SENCORP and static localization, with low computational costs under the imperfect model.
文摘Two- dimensional Fourier transform profilometry (2 -D FTP) for data acquisition of fabric surface shapes isproposed. Phase unwrapping technique based on digitalweighted filter and reliability mask are employed. Ex-perimentai results of shape measurement for several fab-ric appearances are given. From the measured results, itis shown that this method can make up for not only thedisadvantage of the gray level image analysis which isonly suitable for simple structure and solid - pattern fab-ric, but also the low speed and high cost of laser dotscanning technique.
文摘The Integrated-skill pedagogy can be applied in college EFL teaching.A college intensive reading for non-English majors teaching plan which is based on the Integrated-skill pedagogy is listed and analyzed with some current perspectives.Further research is needed to perfect this pedagogy in that it exposes EFL learners to authentic context and challenges them to communicate naturally in the language.
