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...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.展开更多
The multifractality of energy and thermal dissipation of fully developed intermittent turbulence is investigated in the urban canopy layer under unstable conditions by the singularity spectrum for the fractal dimensio...The multifractality of energy and thermal dissipation of fully developed intermittent turbulence is investigated in the urban canopy layer under unstable conditions by the singularity spectrum for the fractal dimensions of sets of singularities characterizing multifractals. In order to obtain high-order moment properties of smallscale turbulent dissipation in the inertial range, an ultrasonic anemometer with a high sampling frequency of 100 Hz was used. The authors found that the turbulent signal could be singular everywhere. Moreover, the singular exponents of energy and thermal dissipation rates are most frequently encountered at around 0.2, which is significantly smaller than the singular exponents for a wind tunnel at a moderate Reynolds number. The evidence indicates a higher intermittency of turbulence in the urban canopy layer at a high Reynolds number, which is demonstrated by the data with high temporal resolution. Furthermore, the temperature field is more intermittent than the velocity field. In addition, a large amount of samples could be used for verification of the results.展开更多
The multi-fractal ity over China are studied behaviors of relative humid using the multi-fractal de trended fluctuation analysis (DFA) method. Three multi fractal parameters (the spectrum width Aa, the asymmetry Aa...The multi-fractal ity over China are studied behaviors of relative humid using the multi-fractal de trended fluctuation analysis (DFA) method. Three multi fractal parameters (the spectrum width Aa, the asymmetry Aaas, and the long-range correlation exponent a0) of the singularity spectrum are introduced to quantify the multi-fractal behaviors. The results show that multi-frac tality exists in daily humidity records over most stations in China and is mainly due to the broad distribution of the probability density of the sequence values. Strong multi fractal behaviors over some stations in the Yunnan, Guangdong, and Inner Mongolia provinces are obvious. These behaviors are mainly caused by different long range correlations between large and small fluctuations. The asymmetry of the singularity of relative humidity records is weak, except for a small number of stations in the far east and west of China, where the singularity spec trum is left-skewed. Finally, the long-range correlations in North China are stronger than those in South China, which indicates better predictability in North China. By studying the parameters of the multi-fractal spectrum, various data of long-range power law correlations of the relative humidity records are obtained, which may pro vide theoretical support for climate prediction.展开更多
Background:Interpersonal coordination is an essential aspect of daily life,and crucial to performance in cooperative and competitive team sports.While empirical research has investigated interpersonal coordination usi...Background:Interpersonal coordination is an essential aspect of daily life,and crucial to performance in cooperative and competitive team sports.While empirical research has investigated interpersonal coordination using a wide variety of analytical tools and frameworks,to date very few studies have employed multifractal techniques to study the nature of interpersonal coordination across multiple spatiotemporal scales.In the present study we address this gap.Methods:We investigated the dynamics of a simple dyadic interpersonal coordination task where each participant manually controlled a virtual object in relation to that of his or her partner.We tested whether the resulting hand-movement time series exhibits multi-scale properties and whether those properties are associated with successful performance.Results:Using the formalism of multifractals,we show that the performance on the coordination task is strongly multi-scale,and that the multi-scale properties appear to arise from interaction-dominant dynamics.Further,we find that the measure of across-scale interactions,multifractal spectrum width,predicts successful performance at the level of the dyad.Conclusion:The results are discussed with respect to the implications of multifractals and interaction-dominance for understanding control in an interpersonal context.展开更多
False monitoring information is a major problem in process production system and several ineffective methods have been proposed to identify false monitoring information in the production system. In this paper, a new m...False monitoring information is a major problem in process production system and several ineffective methods have been proposed to identify false monitoring information in the production system. In this paper, a new method is proposed to identify false monitoring information based on system coupling analysis and collision detection from the perspective of data analysis. Coupling multifractal features are extracted to reflect the changes in coupling relationship by utilizing the multifractal detrended cross-correlation analysis (MF-DXA). Each monitoring variable in process production system has more than one coupled variable, which can be regarded as multi-source. To achieve low redundancy in features and uniform description of coupling relationship, the feature level information fusion is studied based on modified Mahalanobis Taguchi system (MTS). False alarms are identified when the coupling relationships among the coupled monitoring variables collide. Analysis results of coupled R?ssler and Henon datasets indicate the feasibility of this method for selecting the effective coupling feature and uniform description of coupling relationship. The compressor system case of Coal Chemical Ltd. Group is studied and false monitoring information is identified.展开更多
基金Project(13&ZD024)supported by the Major Program of the National Social Science Fund of ChinaProject(71073177)supported by the National Natural Science Foundation of China+3 种基金Project(CX2012B107)supported by the Graduate Student Innovation Project of Hunan Province,ChinaProject(13YJAZH149)supported by the Social Science Fund of Ministry of Education of ChinaProject(2011ZK2043)supported by the Key Program of the Soft Science Research Project of Hunan Province,ChinaProject(12JJ4077)supported by Natural Science Foundation of Hunan Province of China
文摘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.
基金supported by the National Natural Science Foundation of China(Grant Nos.11472272 and 91215302)the Special Fund for Meteorological Research in the Public Interest(Grant No.GYHY201206041)
文摘The multifractality of energy and thermal dissipation of fully developed intermittent turbulence is investigated in the urban canopy layer under unstable conditions by the singularity spectrum for the fractal dimensions of sets of singularities characterizing multifractals. In order to obtain high-order moment properties of smallscale turbulent dissipation in the inertial range, an ultrasonic anemometer with a high sampling frequency of 100 Hz was used. The authors found that the turbulent signal could be singular everywhere. Moreover, the singular exponents of energy and thermal dissipation rates are most frequently encountered at around 0.2, which is significantly smaller than the singular exponents for a wind tunnel at a moderate Reynolds number. The evidence indicates a higher intermittency of turbulence in the urban canopy layer at a high Reynolds number, which is demonstrated by the data with high temporal resolution. Furthermore, the temperature field is more intermittent than the velocity field. In addition, a large amount of samples could be used for verification of the results.
基金supported by the National Natural Science Foundation of China (40975027)
文摘The multi-fractal ity over China are studied behaviors of relative humid using the multi-fractal de trended fluctuation analysis (DFA) method. Three multi fractal parameters (the spectrum width Aa, the asymmetry Aaas, and the long-range correlation exponent a0) of the singularity spectrum are introduced to quantify the multi-fractal behaviors. The results show that multi-frac tality exists in daily humidity records over most stations in China and is mainly due to the broad distribution of the probability density of the sequence values. Strong multi fractal behaviors over some stations in the Yunnan, Guangdong, and Inner Mongolia provinces are obvious. These behaviors are mainly caused by different long range correlations between large and small fluctuations. The asymmetry of the singularity of relative humidity records is weak, except for a small number of stations in the far east and west of China, where the singularity spec trum is left-skewed. Finally, the long-range correlations in North China are stronger than those in South China, which indicates better predictability in North China. By studying the parameters of the multi-fractal spectrum, various data of long-range power law correlations of the relative humidity records are obtained, which may pro vide theoretical support for climate prediction.
文摘Background:Interpersonal coordination is an essential aspect of daily life,and crucial to performance in cooperative and competitive team sports.While empirical research has investigated interpersonal coordination using a wide variety of analytical tools and frameworks,to date very few studies have employed multifractal techniques to study the nature of interpersonal coordination across multiple spatiotemporal scales.In the present study we address this gap.Methods:We investigated the dynamics of a simple dyadic interpersonal coordination task where each participant manually controlled a virtual object in relation to that of his or her partner.We tested whether the resulting hand-movement time series exhibits multi-scale properties and whether those properties are associated with successful performance.Results:Using the formalism of multifractals,we show that the performance on the coordination task is strongly multi-scale,and that the multi-scale properties appear to arise from interaction-dominant dynamics.Further,we find that the measure of across-scale interactions,multifractal spectrum width,predicts successful performance at the level of the dyad.Conclusion:The results are discussed with respect to the implications of multifractals and interaction-dominance for understanding control in an interpersonal context.
基金supported by the National Natural Science Foundation of China (Grant No. 51375375)
文摘False monitoring information is a major problem in process production system and several ineffective methods have been proposed to identify false monitoring information in the production system. In this paper, a new method is proposed to identify false monitoring information based on system coupling analysis and collision detection from the perspective of data analysis. Coupling multifractal features are extracted to reflect the changes in coupling relationship by utilizing the multifractal detrended cross-correlation analysis (MF-DXA). Each monitoring variable in process production system has more than one coupled variable, which can be regarded as multi-source. To achieve low redundancy in features and uniform description of coupling relationship, the feature level information fusion is studied based on modified Mahalanobis Taguchi system (MTS). False alarms are identified when the coupling relationships among the coupled monitoring variables collide. Analysis results of coupled R?ssler and Henon datasets indicate the feasibility of this method for selecting the effective coupling feature and uniform description of coupling relationship. The compressor system case of Coal Chemical Ltd. Group is studied and false monitoring information is identified.