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
Computer forensics and identification for traditional Chinese painting arts have caught the attention of various fields. Rice paper＇s feature extraction and analysis methods are of high significance for the rice pape...Computer forensics and identification for traditional Chinese painting arts have caught the attention of various fields. Rice paper＇s feature extraction and analysis methods are of high significance for the rice paper is an important carrier of traditional Chinese painting arts. In this paper, rice paper＇s morphological feature analysis is done using multi spectral imaging technology. The multispectral imaging system is utilized to acquire rice paper＇s spectral images in different wave- length channels, and then those spectral images are measured using texture parameter statistics to acquire sensitive bands for rice paper＇s feature. The mathematical morphology and grayscale statistical principle are utilized to establish a rice paper＇s morphological feature analytical model which is used to acquire rice paper＇ s one-dimensional vector. For the purpose of eval- uating these feature vectors＇ accuracy, they are entered into the support vector machine（SVM） classifier for detection and classification. The results show that the rice paper＇s feature is out loud in the spectral band 550 nm, and the average classifi- cation accuracy of feature vectors output from the analytical model is 96 %. The results indicate that the rice paper＇s feature analytical model can extract most of rice paper＇s features with accuracy and efficiency.展开更多
This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and po...This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and position of peaks and craters.In order to detect those two types of structures,a series of horizontal planes are applied to truncate the joint PDF with contour lines generated.Starting with the analysis of contour lines in a single plane,shape characteristics of the peak and the crater can be reflected on the contour lines in the aspects of gradient direction and inclusion relationship.Aided by the properties of PDF,the information about gradient direction and inclusion relationship of contour lines can be obtained simultaneously if the contour tree is built.According to the contour tree,the contour lines can be classified as two groups.Then the corresponding relation between contour lines in different planes is discussed.Based on the corresponding relation,clustering analysis about contour lines belonging to the same group but having different heights is performed.Two sets of contour lines are finally obtained as the simplest expression of geometrical characteristics of a joint PDF.They can be used to obtain the number and position of each peak and crater.Three oscillators of different types are chosen to test this method,which shows that this method can pave the way for numerical calculation about the stochastic P-bifurcation of multi-dimensional systems.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University-Industry-Science Partnership Project of Guangdong Province and Ministry of Education,China(No.2012B091000155)Strategic Emerging Industries Project of Guangdong Province(No.2011912027)
文摘Computer forensics and identification for traditional Chinese painting arts have caught the attention of various fields. Rice paper＇s feature extraction and analysis methods are of high significance for the rice paper is an important carrier of traditional Chinese painting arts. In this paper, rice paper＇s morphological feature analysis is done using multi spectral imaging technology. The multispectral imaging system is utilized to acquire rice paper＇s spectral images in different wave- length channels, and then those spectral images are measured using texture parameter statistics to acquire sensitive bands for rice paper＇s feature. The mathematical morphology and grayscale statistical principle are utilized to establish a rice paper＇s morphological feature analytical model which is used to acquire rice paper＇ s one-dimensional vector. For the purpose of eval- uating these feature vectors＇ accuracy, they are entered into the support vector machine（SVM） classifier for detection and classification. The results show that the rice paper＇s feature is out loud in the spectral band 550 nm, and the average classifi- cation accuracy of feature vectors output from the analytical model is 96 %. The results indicate that the rice paper＇s feature analytical model can extract most of rice paper＇s features with accuracy and efficiency.
基金supported by the National Program on Key Basic Research Project(Grant No.2014CB046805)National Natural Science Foundation of China(Grant No.11372211).
文摘This paper presents a method for extracting geometrical features of the joint probability density function(PDF)of two-dimensional systems based on its contour lines,with particular interests given to the number and position of peaks and craters.In order to detect those two types of structures,a series of horizontal planes are applied to truncate the joint PDF with contour lines generated.Starting with the analysis of contour lines in a single plane,shape characteristics of the peak and the crater can be reflected on the contour lines in the aspects of gradient direction and inclusion relationship.Aided by the properties of PDF,the information about gradient direction and inclusion relationship of contour lines can be obtained simultaneously if the contour tree is built.According to the contour tree,the contour lines can be classified as two groups.Then the corresponding relation between contour lines in different planes is discussed.Based on the corresponding relation,clustering analysis about contour lines belonging to the same group but having different heights is performed.Two sets of contour lines are finally obtained as the simplest expression of geometrical characteristics of a joint PDF.They can be used to obtain the number and position of each peak and crater.Three oscillators of different types are chosen to test this method,which shows that this method can pave the way for numerical calculation about the stochastic P-bifurcation of multi-dimensional systems.
