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统计物理学在证券市场多重分形特性研究中的应用 被引量:2
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作者 都国雄 宁宣熙 《数理统计与管理》 CSSCI 北大核心 2008年第1期176-183,共8页
自经济物理学这一新的交叉学科诞生以来,许多从事物理学研究的学者将物理学的知识应用于经济学和金融学领域,取得了许多可喜的研究成果.本文深入分析了我国上海证券市场价格波动的多重分形特性,将序参量的概念引入金融工程领域,刨新性... 自经济物理学这一新的交叉学科诞生以来,许多从事物理学研究的学者将物理学的知识应用于经济学和金融学领域,取得了许多可喜的研究成果.本文深入分析了我国上海证券市场价格波动的多重分形特性,将序参量的概念引入金融工程领域,刨新性地提出了将广义维数D_q和广义赫斯特指数h(q)作为序参量,并初步分析了其所遵循的变化规律.这为探索证券市场价格波动的微观动力学规律、顶测股市风险提供了实证基础和理论基础. 展开更多
关键词 证券市场 多重分形特性 序参量 统计物理学
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粗粒土颗粒破碎多重分形特性研究 被引量:1
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作者 张新民 《长江科学院院报》 CSCD 北大核心 2020年第5期120-126,共7页
粗粒土的颗粒破碎影响其强度、刚度和变形,故引入分形理论量化破碎程度。依据粒度分形曲线存在折线性,阐释界限粒组含义,提出以界限粒径为限,分段概化土体多重分形特征,计算其多重分形维数D(r),总结D(r)增量变化规律,建立增量计算模型,... 粗粒土的颗粒破碎影响其强度、刚度和变形,故引入分形理论量化破碎程度。依据粒度分形曲线存在折线性,阐释界限粒组含义,提出以界限粒径为限,分段概化土体多重分形特征,计算其多重分形维数D(r),总结D(r)增量变化规律,建立增量计算模型,量化颗粒破碎程度。理论及试验分析表明:等效替代缩尺方法减小D(r),对界限粒径影响不显著,缩尺前后颗粒分形特性保持一致;不同尺寸颗粒破碎概率不同,粗粒段破碎概率高于细粒段破碎概率。细粒段D(r)增量随干密度的增加先缓慢增大后急剧增大,随围压增大而减小,其增量与干密度及围压为指数函数关系;粗粒段D(r)增量随干密度增加先增大后减小,其增量与干密度及围压呈高次非线性规律。据此建立考虑干密度及围压影响的D(r)增量模型,用MatLab作多元非线性回归分析求解系数,对比模型值与试验值分布规律,分析其残差置信度。研究结果表明模型结构合理,可为评价粗粒土多重分形特性及量化颗粒破碎效应提供一种简便有效的方法,可提高粗粒土工程应用科学性及可靠程度。 展开更多
关键词 粗粒土 颗粒破碎 多重分形特性 界限粒组 粒度分形曲线
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网络数据流量分形判别方法的研究
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作者 刘艳 《电脑知识与技术(过刊)》 2010年第11X期8985-8986,共2页
基于网络流量具有多重分形的性能,此文针对H觟lder指数法、粗粒化法、奇异谱法三种网络流量判别法进行了研究。利用这三种方法来检验真实网络流量数据,实验结果表明这三种方法对网络流量多重分形特性可以有效的辨别。
关键词 网络流量 H觟lder指数法 粗粒化法 奇异谱法 多重分形特性
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Multifractal Characteristics of Intermittent Turbulence in the Urban Canopy Layer 被引量:1
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作者 XU Jing-Jing HU Fei 《Atmospheric and Oceanic Science Letters》 CSCD 2015年第2期72-77,共6页
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
关键词 urban canopy layer intermittent turbulence turbulent dissipation MULTIFRACTALITY singularity spectrum
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Multi-scale interactions in interpersonal coordination
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作者 Tehran J.Davis Thomas R.Brooks James A.Dixon 《Journal of Sport and Health Science》 SCIE 2016年第1期25-34,共10页
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
关键词 Component-dominant dynamics Interaction-dominant dynamics Interpersonal coordination Multifractal Time series analysis
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Joint Multifractal Analysis of Scaling Relationships Between Soil Water-Retention Parameters and Soil Texture 被引量:2
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作者 WANG Zheng-Ying SHU Qiao-Sheng +2 位作者 XIE Li-Ya LIU Zuo-Xin B. C. SI 《Pedosphere》 SCIE CAS CSCD 2011年第3期373-379,共7页
Soil water-retention characteristics at measurement scales are generally different from those at application scales, and there is scale disparity between them and soil physical properties. The relationships between tw... Soil water-retention characteristics at measurement scales are generally different from those at application scales, and there is scale disparity between them and soil physical properties. The relationships between two water-retention parameters, the scaling parameter related to the inverse of the air-entry pressure (avG, cm- 1) and the curve shape factor related to soil pore-size distribution (n) of the van Genuchten water-retention equation, and soil texture (sand, silt, and clay contents) were examined at multiple scales. One hundred twenty-eight undisturbed soil samples were collected from a 640-m transect located in Fuxin, China. Soil water-retention curves were measured and the van Genuchten parameters were obtained by curve fitting. The relationships between the two parameters and soil texture at the observed scale and at multiple scales were evaluated using Pearson correlation and joint multifractal analyses, respectively. The results of Pearson correlation analysis showed that the parameter c^vG was significantly correlated with sand, silt, and clay contents at the observed scale. Joint multifractal analyses, however, indicated that the parameter ~vG was not correlated with silt and sand contents at multiple scales. The parameter n was positively correlated with clay content at multiple scales. Sand content was significantly correlated with the parameter n at the observed scale but not at multiple scales. Clay contents were strongly correlated to both water-retention parameters because clay content was relatively low in the soil studied, indicating that water retention was dominated by clay content in the field of this study at all scales. These suggested that multiple-scale analyses were necessary to fully grasp the spatial variability of soil water-retention characteristics. 展开更多
关键词 clay content multiple-scale analysis sand content silt content van Genuchten parameters
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