Long memory of price-volume correlation in metal futures market based on fractal features

An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price-volume correlation and a fittther proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market.

Track correlation algorithm based on CNN-LSTM for swarm targets

The rapid development of unmanned aerial vehicle(UAV) swarm, a new type of aerial threat target, has brought great pressure to the air defense early warning system. At present, most of the track correlation algorithms only use part of the target location, speed, and other information for correlation.In this paper, the artificial neural network method is used to establish the corresponding intelligent track correlation model and method according to the characteristics of swarm targets.Precisely, a route correlation method based on convolutional neural networks (CNN) and long short-term memory (LSTM)Neural network is designed. In this model, the CNN is used to extract the formation characteristics of UAV swarm and the spatial position characteristics of single UAV track in the formation,while the LSTM is used to extract the time characteristics of UAV swarm. Experimental results show that compared with the traditional algorithms, the algorithm based on CNN-LSTM neural network can make full use of multiple feature information of the target, and has better robustness and accuracy for swarm targets.

Preliminary research on the relationship between long-range correlations and predictability

By establishing the Markov model for a long-range correlated time series （LRCS） and analysing its evolutionary characteristics, this paper defines a physical effective correlation length （ECL） T, which reflects the predictability of the LRCS. It also finds that the ECL has a better power law relation with the long-range correlated exponent γ of the LRCS： T = Kexp（-γ/0.3） ＋ Y, （0 〈 γ〈 1） the predictability of the LRCS decays exponentially with the increase of γ It is then applied to a daily maximum temperature series （DMTS） recorded at 740 stations in China between the years 1960-2005 and calculates the ECL of the DMTS. The results show the remarkable regional distributive feature that the ECL is about 10-14 days in west, northwest and northern China, and about 5-10 days in east, southeast and southern China. Namely, the predictability of the DMTS is higher in central-west China than in east and southeast China. In addition, the ECL is reduced by 1-8 days in most areas of China after subtracting the seasonal oscillation signal of the DMTS from its original DMTS; however, it is only slightly altered when the decadal linear trend is removed from the original DMTS. Therefore, it is shown that seasonal oscillation is a significant component of daily maximum temperature evolution and may provide a basis for predicting daily maximum temperatures. Seasonal oscillation is also significant for guiding general weather predictions, as well as seasonal weather predictions.

Long-term Correlations and Extreme Wind Speed Estimations

In this paper, we use fluctuation analysis to study statistical correlations in wind speed time series. Each time series used here was recorded hourly over 40 years. The fluctuation functions of wind speed time series were found to scale with a universal exponent approximating to 0.7, which means that the wind speed time series are long-term correlated. In the classical method of extreme estimations, data are commonly assumed to be independent (without correlations). This assumption will lead to an overestimation if data are long-term correlated. We thus propose a simple method to improve extreme wind speed estimations based on correlation analysis. In our method, extreme wind speeds are obtained by simply scaling the mean return period in the classical method. The scaling ratio is an analytic function of the scaling exponent in the fluctuation analysis.

LONG-RANGE CORRELATIONS IN DNA SEQUENCES USING TWO-DIMENSIONAL DNA WALKS

The characterization of long-range correlations and fractal properties of DNA sequences has proved to be adifficult though rewarding task mainly due to the mosaic character of DNA consisting of many patches of various lengthswith different nucleotide constitutions.In this paper we investigate statistical correlations among different positions in DNAsequences using the two-dimensional DNA walk.The root-mean-square fluctuation F(l)is described by a power law.Theautocorrelation function C(l),which is used to measure the linear dependence and periodicity,exists a power law ofC(l)-l^(-μ).We also calculate the mean-square distance<R^2(l)>along the DNA chain,and it may be expressed as<R^2(l)>-l^(?)with 2>γ>1.Our investigations can provide some insights into long-range correlations in DNA sequences.

Characterizing Long-range Correlation Properties in Nucleotide Sequences

Using continuous wavelet transform as the analytical tool, the fractal characteristic of nucleotide sequences was studied. The fractal dimension of the exon and intron sequences for different species was calculated. We use the Mexican hat wavelet function as the mother wavelet and Hurst exponent to describe the long-range correlation. It is found that the Hurst exponent of intron sequence is larger than that of exon sequence for the same gene.

Long-range correlation analysis of urban traffic data

This paper investigates urban traffic data by analysing the long-range correlation with detrended fluctuation analysis. Through a large number of real data collected by the travel time detection system in Beijing, the variation of flow in different time periods and intersections is studied. According to the long-range correlation in different time scales, it mainly discuss the effect of intersection location in road net, people activity customs and special traffic controls on urban traffic flow. As demonstrated by obtained results, the urban traffic flow represents three-phase characters similar to highway traffic. Moreover, compared by the two groups of data obtained before and after the special traffic restrictions （vehicles with special numbered plates only run in a special workday） enforcement, it indicates that the rules not only reduce the flow but also avoid irregular fluctuation.

Repeat Sequences and Base Correlations in Human Y Chromosome Palindromes

On the basis of information theory and statistical methods, we use mutual information, n- tuple entropy and conditional entropy, combined with biological characteristics, to analyze the long range correlation and short range correlation in human Y chromosome palindromes. The magnitude distribution of the long range correlation which can be reflected by the mutual information is PS〉PSa〉PSb （P5a and P5b are the sequences that replace solely Alu repeats and all interspersed repeats with random uneorrelated sequences in human Y chromosome palindrome 5, respectively）; and the magnitude distribution of the short range correlation which can be reflected by the n-tuple entropy and the conditional entropy is PS〉P5a〉PSb〉random uncorrelated sequence. In other words, when the Alu repeats and all interspersed repeats replace with random uneorrelated sequence, the long range and short range correlation decrease gradually. However, the random nncorrelated sequence has no correlation. This research indicates that more repeat sequences result in stronger correlation between bases in human Y chromosome. The analyses may be helpful to understand the special structures of human Y chromosome palindromes profoundly.

Long-range angular correlation in dissipative reaction of ^(27)Al+^(27)Al

Angular correlation of excitation functions in dissipative heavy ion collision 27Al+27Al has been measured. The incident beam energies ranged from 114MeV to 127MeV in steps of 200keV. The angular analysis region was continuous from 50°to 90°in the center of mass system. An angular coherent width, at least 4n° was obtained. This long-range angular correlation could not be interpreted in the framework of the standard statistical reaction theory with state of equilibrium or near equilibrium, maybe it reveals the formation of a new kind of dissipative structure in the reaction of 27Al+27AI with the state that is far from equilibrium.

Fast acquisition of L2C CL codes based on combination of hyper codes and averaging correlation

This paper provides a direct and fast acquisition algorithm of civilian long length（CL） codes in the L2 civil（L2C） signal. The proposed algorithm simultaneously reduces the number of fast Fourier transformation（FFT） correlation through hyper code technique and the amount of points in every FFT correlation by using an averaging correlation method. To validate the proposed acquisition performance, the paper applies this algorithm to the real L2C signal collected by the global positioning system（GPS） L2C intermediate frequency（IF） signal sampler—SIS100L2C. The acquisition results show that the proposed modified algorithm can acquire the code phase accurately with less calculation and its acquisition performance is better than the single hyper code method.

Clinical Characteristics of 5 Chinese LQTS Families and Phenotype-genotype Correlation

Summary: In order to assess the clinical manifestations and electrocardiogram (ECG) characteristics of Chinese long QT syndrome (LQTS) patients and describe the phenotype-genotype correlation, the subjects from 5 congenital LQTS families underwent clinical detailed examination including resting body surface ECG. QT interval and transmural dispersion of repolarization (TDR) were manually measured. Five families were genotyped by linkage analysis (polymerase chain reacting-short tandem repeat, PCR-STR). The phenotype-genotype correlation was analyzed. Four families were LQT2, 1 family was LQT3. Twenty-eight gene carriers were (14 males and 14 females) identified from 5 families. The mean QTc and TDRc were 0.56±0.04 s (range 0.42 to 0.63) and 0.16±0.04 s (range 0.09 to 0.24) respectively. 35.7 % (10/28) had normal to borderline QTc (≤ 0.460 s). There was significant difference in QTc and TDRc between the patients with symptomatic LQTS and those with asymptomatic LQTS, and there was significant difference in TDRc between the asymptomatic patients and normal people also. A history of cardiac events was present in 50 % (14/28), including 9 with syncope, 2 with sudden death (SD) and occurred in the absence of β-blocker. Three SDs occurred prior to the diagnosis of LQTS and had no ECG record. Two out of 5 SDs (40 %) occurred as the first symptom. Typical LQT2 T wave pattern were found in 40 % (6/15) of all affected members. The appearing-normal T wave was found in one LQT3 family. Low penetrance of QTc and symptoms resulted in diagnostic challenge. ECG patterns and repolarization parameters may be used to predict the genotype in most families. Genetic test is very important for identification of gene carriers.

Electronic properties of one-dimensional systems with long-range correlated binary potentials

We study numerically the electronic properties of one-dimensional systems with long-range correlated binary potentials. The potentials are mapped from binary sequences with a power-law power spectrum over the entire frequency range, which is characterized by correlation exponent β. We find the localization length ζ increases withβ. At system sizes N →∞, there are no extended states. However, there exists a transition at a threshold ζ. Whenβ 〉 βc, we obtain ζ 〉 0. On the other hand, at finite system sizes, ζ≥ N may happen at certain β, which makes the system ＂metallic＂, and the upper-bound system size N＊ （β） is given.

Wind Pressure Characteristics at Windward Side of Long-Span Cantilevered Roof by Wind Tunnel Test

A rigid mode of long-span cantilevered roof was tested in wind tunnel. By analyzing the relation between wind angle and wind pressure coefficient and the relation between wind angle and wind shape factor, we found that 90° is the most disadvantageous wind angle. Furthermore, the fluctuation of wind pressure at the windward edge was reflected by power spectrum density （PSD） and coherence function. The correlation coefficients of measuring points on outer and inner surfaces verifys that the largest lift force was produced at 90°.

Long-range Dependence Characteristics of Forest Biological Disasters in China against the Background of Climate Change

Forest biological disasters(FBD) seriously impact energy flow and material cycling in forest ecosystems,while the underlying causes of FBD are complex. These disasters involve large areas and cause tremendous losses. As a result,the occurrence of FBDs in China( CFBD) threatens the country's ability to realize its strategic target of increasing both forested area(40 million ha) and forest volume(1.3 billion m^3) from 2005 to 2020. Collectively,China has officially named this effort to increase forest area and volume the "Two Increases" as national goals related to forestry. Based on Hurst index analysis from fractal theory,we analyzed the time series of the occurrence area and related data of FBDs from 1950 to 2007 to quantitatively determine the patterns of the macro occurrence of FBDs in China. Results indicates that,the time series of( CFBD) areas is fractal( self-affinity fractal dimension D = 1. 3548),the fluctuation of( CFBD) areas is positively correlated( auto-correlation coefficient C = 0. 2170),and the occurrence of the time series of( CFBD) is long-range dependent( Hurst index H =0. 6416),showing considerably strong trend of increases in FBDC area. Three different methods were further carried out on the original time series,and its two surrogate series generated by function surrogate in library t series,and function Surrogate Data in library in Wavelet software R,so as to analyze the reliability of Hurst indexes. The results showed that the Hurst indices calculated using different estimation methods were greater than 0. 5,ranging from 0. 64 to 0. 97,which indicated that the change of occurrence area data of FBDs was positively autocorrelated.The long-range dependence in forest biological disasters in China is obvious,and the spatial extent of FBDs tended to increase during this study period indicating this trend should be expected to persistent and worsen in the future.

LncRNA ZEB1-AS1和LncRNA SOX2OT在糖尿病肾病患者中的表达及与肾功能的相关性研究

目的探究长链非编码RNA锌指E盒结合同源盒蛋白1反义链1(LncRNA ZEB1-AS1)和长链非编码RNA性别决定相关基因簇2重叠转录本(LncRNA SOX2OT)在糖尿病肾病(DN)患者中的表达及与肾功能的相关性。方法选取于2021年11月—2023年12月在武汉大学人民医院肾内科收治的DN患者106例为DN组,并根据24 h尿蛋白定量(24 h Upro)水平分为正常蛋白尿亚组43例(<30 mg)、微量蛋白尿亚组39例(30~<300 mg)、大量蛋白尿亚组24例(≥300 mg),另选取同期医院单纯糖尿病患者106例作对照组,检测患者血清LncRNA ZEB1-AS1、LncRNA SOX2OT水平;Pearson法分析LncRNA ZEB1-AS1和LncRNA SOX2OT与肾功能指标的相关性;Logistic分析影响DN患者肾功能损伤的因素。结果DN组血清LncRNA ZEB1-AS1、LncRNA SOX2OT水平低于对照组(t=11.471、10.257,P均<0.001)。血清LncRNA ZEB1-AS1、LncRNA SOX2OT比较,正常尿蛋白亚组>微量尿蛋白亚组>大量尿蛋白亚组(F=58.720、117.722,P均<0.001),BUN、SCr、UA水平比较,正常尿蛋白亚组<微量尿蛋白亚组<大量尿蛋白亚组,差异均有统计学意义(F=122.493、595.589、53.178,P均<0.001);LncRNA ZEB1-AS1、LncRNA SOX2OT分别与BUN、SCr、UA呈负相关(r=-0.487、-0.498、-0.521,-0.527、-0.515、-0.534,P均<0.001);Logistic回归分析显示,糖尿病病程长及高BUN、SCr、UA水平是影响DN患者肾功能损伤的危险因素[OR(95%CI)=1.672(1.128~2.479)、2.839(1.534~5.253)、2.754(1.512~5.017)、2.693(1.464~4.954)],高LncRNA ZEB1-AS1、LncRNA SOX2OT是保护因素[OR(95%CI)=0.875(0.798~0.959)、0.898(0.832~0.969)]。结论血清LncRNA ZEB1-AS1、LncRNA SOX2OT水平与DN患者肾功能有关,可能是评估DN患者肾功能的潜在指标。

乳腺癌组织lncRNA CASC2、miR-532-3p表达水平与患者术后5年内生存的相关性

目的探究乳腺癌(BC)组织长链非编码RNA癌易感性候选基因2(lncRNA CASC2)、微小RNA-532-3p(miR-532-3p)表达与患者术后5年内生存的相关性。方法选择2015年1月—2018年6月大同市第五人民医院普通外科收治BC患者127例,术中收集BC组织及癌旁正常组织,荧光定量PCR法检测BC组织和癌旁正常组织中lncRNA CASC2、miR-532-3p表达;对BC患者术后进行为期5年的随访,记录患者5年内生存和死亡情况。比较癌旁正常组织和BC组织lncRNA CASC2及miR-532-3p表达,BC组织中lncRNA CASC2和miR-532-3p表达在不同临床病理特征中的差异,生存组和死亡组临床病理特征和BC组织中lncRNA CASC2及miR-532-3p表达的差异。分析BC组织lncRNA CASC2、miR-532-3p表达的相关性;BC组织中lncRNA CASC2和miR-532-3p表达与术后5年内生存的关系;影响BC患者术后5年内生存的因素;lncRNA CASC2、miR-532-3p对BC患者术后5年内生存的预测价值。结果BC组织中lncRNA CASC2表达水平低于癌旁正常组织,miR-532-3p表达水平高于癌旁正常组织(t/P=38.239/<0.001,49.406/<0.001);肿瘤直径≥2 cm、TNM分期Ⅲ期、肿瘤低分化、淋巴结转移者比例lncRNA CASC2低表达组高于高表达组,而miR-532-3p低表达组低于高表达组(lncRNA CASC2:χ^(2)/P=17.361/<0.001、17.052/<0.001、14.694/<0.001、13.173/<0.001;miR-532-3p:χ^(2)/P=10.733/0.001、9.813/0.002、10.134/0.001、7.444/0.006);127例BC患者术后随访5年,生存99例(生存组),死亡28例(死亡组),肿瘤直径≥2 cm、TNM分期Ⅲ期、肿瘤低分化、淋巴结转移者比例及miR-532-3p表达水平死亡组高于生存组,而lncRNA CASC2表达水平死亡组低于生存组[χ^(2)(t)/P=5.211/0.022、27.149/<0.001、27.990/<0.001、4.590/0.032、19.155/<0.001、10.818/<0.001];BC组织中lncRNA CASC2与miR-532-3p表达呈负相关(r/P=-0.561/<0.001);lncRNA CASC2高表达组BC患者术后5年内总生存率为89.23%(58/65),高于lncRNA CASC2低表达组66.13%(41/62)(χ^(2)/P=9.854/0.002);miR-532-3p高表达组BC患者术后5年内总生存率为65.57%(40/61),低于miR-532-3p低表达组89.39%(59/66)(χ^(2)/P=10.466/0.001);肿瘤直径≥2 cm、TNM分期Ⅲ期、肿瘤低分化、有淋巴结转移、lncRNA CASC2低表达、miR-532-3p高表达均是影响BC患者术后5年内生存的独立危险因素[HR(95%CI)=2.255(1.192~4.263)、2.143(1.252~3.666)、3.089(1.386~6.887)、2.219(1.223~4.026)、2.606(1.174~5.788)、2.855(1.592~5.120)];lncRNA CASC2、miR-532-3p及二者联合预测BC患者术后5年内生存的AUC分别为0.840、0.852、0.908,二者联合预测的AUC大于lncRNA CASC2、miR-532-3p各自单独预测的AUC(Z/P=2.246/0.025、2.033/0.042)。结论BC组织中lncRNA CASC2表达下调,miR-532-3p表达上调,且术后5年内死亡的BC患者较存活患者变化更显著,二者表达与临床病理特征相关,对预测BC患者术后5年内生存情况价值较高。

渤海湾盆地沾化凹陷古近系沙三下亚段旋回地层学分析及地层划分

湖相细粒沉积多具有连续性,能记录和保存显著的天文旋回信号,是进行天文旋回分析的理想地层。通过对渤海湾盆地沾化凹陷重点井沙三下亚段自然伽马数据进行MTM频谱分析和FFT进化谐波分析,建立了“浮动”天文年代标尺,并在单井上进行了天文旋回地层划分及连井地层对比,为全区搭建了地层格架。研究结果表明:(1)渤海湾盆地沾化凹陷沙三下亚段记录了显著的天文旋回信号,匹配出最优沉积速率为9.0×103cm/Ma;由长偏心率、短偏心率、斜率和岁差周期产生的旋回地层厚度分别为42.3 m,9.0 m,2.4~4.7 m和1.3~1.9 m;(2)沙三下亚段比较稳定的记录了6个长偏心率旋回、25个短偏心率旋回,可将短偏心率曲线作为地层划分依据来进行高精度地层对比。(3)运用天文旋回理论进行岩相发育规律、岩相空间配置关系的预测,可为湖盆沉积中心页岩油气地质“甜点”的精细勘探提供依据。

飞蛾扑火优化的尺度比例感知空间长期跟踪器

针对无人机长期跟踪过程中尺度变换导致目标丢失和跟踪精度低的问题,提出了一种基于飞蛾扑火优化(moth-flame optimization,MFO)的尺度比例感知空间长期跟踪器。首先,设计了高斯初始化以代替飞蛾扑火优化算法的随机初始化策略,降低优化算法在跟踪过程中的计算复杂度,减少算力浪费;其次,结合快速梯度直方图特征,构建了改进的飞蛾扑火优化跟踪器;然后,为了解决无人机航拍长期跟踪中目标尺度变化的问题,设计了一种自适应尺度变换的判别尺度空间跟踪(discriminative scale space tracking,DSST)算法,进一步提出了一种尺度比例感知空间跟踪器,解决了尺度滤波器中因长宽比固定而导致的跟踪漂移;同时,分析了滤波器响应峰值在各背景下的变化情况,提出了一种能反映环境变化下跟踪置信度的指标,并通过置信度将MFO优化跟踪框架与尺度比例感知空间跟踪器相结合,解决了尺度变化与长期跟踪目标丢失的问题;最后,在无人机长期跟踪数据集上开展了性能验证。结果表明:提出的算法可有效防止漂移现象的发生,提升跟踪效率;与目前跟踪领域中12种同类文献算法进行对比可知,提出的算法精度较高,满足实时性,能够有效解决无人机长期跟踪下的尺度变化及目标丢失等问题。

采用局部-全局区域重检测机制的无人机长期跟踪算法

为解决基础跟踪器面对遮挡和移出视野等长期跟踪场景时易出现跟踪失败等问题,提出了一种基于局部-全局区域重检测的无人机长期跟踪算法。设计了基础滤波器,将高置信度样本与其结合,并融入自适应时空正则化,解决了滤波器退化问题,提高了模型鲁棒性以及复杂场景下的性能;优化了滤波器更新策略,通过评价跟踪结果进行自适应更新;设计快速尺度滤波器,解决了跟踪过程中的尺度变化问题;设计了局部-全局区域重检测机制,跟踪失败时启动重检测器恢复跟踪目标,先完成局部区域重检测,若恢复跟踪失败,再利用全局区域重检测器继续恢复目标跟踪状态。实验结果表明:所提算法在UAV20L数据集上的精确度和准确率分别可达0.724和0.621,与基于时空正则化相关滤波器的跟踪算法(STRCF)相比分别提升了25.9%和20.6%,与同类主流算法相比,跟踪效果得到提升,证明了算法的有效性。

中国金融机构的短期风险传染及长期关联因素动态结构分解——基于DCC-MIDAS模型的证据

探究机构间过度关联是防控系统性风险大面积爆发的关键,但金融机构间不可避免地存在长期关联,同时金融危机会触发机构间短期的风险传染。采用DCC-MIDAS模型,借助动态条件相关系数分解法,在统一框架下研究关联的长期和短期特征。通过短期关联的时变性和持续差异以及长期关联的敏感因素分析,探究中国金融体系在两个结构变化阶段,机构间风险传染范围、持续性以及金融机构间长期关联的宏观和微观特征。研究发现,机构间的冲击传染具有暂时性,随着中国金融机构的多元化,其传染幅度和持续性均有所下降。机构间的规模、杠杆差异能降低机构间的长期关联并间接降低冲击传染幅度,随着中国金融机构市场化程度的增强,长期关联受到市场因素影响程度增加。建议将机构差异化作为风险控制策略的参考因素,并检测和调控市场指标对关联程度的影响,防止机构形成过高的长期关联,以控制未来冲击中可能造成的风险传染。