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
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 (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.
