Nonlinear time series models GARCH and Extreme value theory are employed to explore the relationship between the volatility and exreme value of stock returns.Given the pass information,we assume the innovation follows...Nonlinear time series models GARCH and Extreme value theory are employed to explore the relationship between the volatility and exreme value of stock returns.Given the pass information,we assume the innovation follows the conditional t-distribution and generalized error distribution,then we fit ARMA models to the retum level and GARCH,EGARCH and TGARCH models to the volatility of the rerurn.Finally we obtain the tails indices for the innovation and the returns by using the statistical extreme value method,and the statistical results show that the tail indices of returns coincide with the one of innovations for the EGARCH models.展开更多
The zero_failure data research is a new field in the recent years, but it is required urgently in practical projects, so the work has more theory and practical values. In this paper, for zero_failure data (t i,n i...The zero_failure data research is a new field in the recent years, but it is required urgently in practical projects, so the work has more theory and practical values. In this paper, for zero_failure data (t i,n i) at moment t i , if the prior distribution of the failure probability p i=p{T【t i} is quasi_exponential distribution, the author gives the p i Bayesian estimation and hierarchical Bayesian estimation and the reliability under zero_failure date condition is also obtained.展开更多
The tailing soils were from 10 mining areas in Hunan Province. To predict the potential impact of tailings on nearby environments, the characteristics such as the pH value, loss on ignition, cation exchange capacity, ...The tailing soils were from 10 mining areas in Hunan Province. To predict the potential impact of tailings on nearby environments, the characteristics such as the pH value, loss on ignition, cation exchange capacity, and the concentration and speciation of heavy metals in the tailings were investigated. Based on these characteristics, the pollution index and danger index were calculated so as to evaluate the priorities of remediation. The results show that the concentrations of Pb, Cd, Cu and Zn exceed the tolerable levels of the phytotoxicity in the most tailings. The large proportion of heavy metals exists in the form of residual fraction in most tailings, followed by sulfides/organic and Fe/Mn oxide fractions, and a little in the exchangeable and carbonate fraction. The calculated pollution indices for the tailing samples range from 1.41 to 83.42, which indicates that all the tailings contain heavy metals at a level that causes toxicity to the ecosystem. The danger indices for the tailing samples range from 0.06 to 387.00. The highest value of the danger indices is that of Yongzhou sample, reaching 387.00; the lowest one is that of Xikuangshan sample, only 0.06. Considering the results of pollution index and danger index in combination, the priority of remediation is determined to be Yongzhou, Baoshan, Xiangtan and Lengshuijiang.展开更多
The acute （15 minutes-4 hours） effects of exposure to the inhaled DEE （diesel exhaust emitted） on blood parameters of Guinea pigs Cavia porcellus were assessed via CBC （complete blood count） as an indicator usin...The acute （15 minutes-4 hours） effects of exposure to the inhaled DEE （diesel exhaust emitted） on blood parameters of Guinea pigs Cavia porcellus were assessed via CBC （complete blood count） as an indicator using an automated blood analyzer machines （Cell DYN 1700）. The results showed significant changes in some parameters in comparison with control animals started as early as 15 minutes and intensified by the continuous exposure time, leading to significant increase （p 〈 0.05） in the number of both WBC （white blood cells）, PLT （blood platelets） and decrease in numbers of RBC （red blood corpuscles） while hemoglobin percentages （Hb%） showed an insignificant （p 〉 0.05） fluctuating rhythm. The percentages of both Neutrophil and Lymphocyt recorded a significant increase （p 〈 0.05） 1 hour post-exposure to the DEE while other WBCs showed less changes. It is concluded that blood components are so sensitive to DEE and do respond quicker to inhaled pollutants via changes in some components of WBC% but decrease in RBC% and the likelihood of blood clotting due to increase in blood platelets. These results indicate the acute toxic risks of the exposure to DEE of mechanics and technicians who work in vicinity of DEE sources or/and spend most daily hours in semi closed areas.展开更多
This paper is a further investigation of large deviations for sums of random variables Sn=i=1∑n Xi and S（t）=i=1∑N（t）Xi,（t≥0）, where {X_n,n≥1） are independent identically distribution and non-negative random...This paper is a further investigation of large deviations for sums of random variables Sn=i=1∑n Xi and S（t）=i=1∑N（t）Xi,（t≥0）, where {X_n,n≥1） are independent identically distribution and non-negative random variables, and {N（t）,t≥0} is a counting process of non-negative integer-valued random variables, independent of {X_n,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables.展开更多
Flux-rope/TCR events near the magnetotail lunar orbit （-67RE 〈 GSM X＊ 〈 -39RE） were studied using magnetic-field and plasma data measured by THEMIS B and C between January 2011 and March 2012. The aberrant coordi...Flux-rope/TCR events near the magnetotail lunar orbit （-67RE 〈 GSM X＊ 〈 -39RE） were studied using magnetic-field and plasma data measured by THEMIS B and C between January 2011 and March 2012. The aberrant coordinate GSM＊, where the X＊ axis is rotated 4° relative to GSM-X, was used to count the occurrence rate. The number ratio of earthward to tailward events was about 3：5. Moreover, the event occurrence rate distribution showed a clear dawn-dusk asymmetry distribution, with dusk-side events accounting for 57.98%. A superposed epoch analysis of the flux-rope events showed that earthward events had a shorter duration in the leading than in the trailing part. Earthward events also displayed a lower temperature and a lower flow speed than tailward events. We studied the relationship between the event occurrence rate and geomagnetic activity level even further. The occurrence rate of tailward flux-rope/TCR events increases with increasing AE-index, whereas earthward events occur mainly in the relatively quiet period of geomagnetic activity （AE - 100-300 nT）. Flux-rope/TCR events identi- fied within a 10 mm time frame were treated as belonging to a single reconnection event. By comparing the occurrence rates of earthward and tailward events along X＊, we estimated the most likely location of the near-Earth reconnection site as X＊ = -36RE.展开更多
In the present study,we developed a novel high-performance liquid chromatography-diode array detection(HPLC-DAD)method for the simultaneous determination and fingerprinting of 15 components in Salvia przewalskii.The m...In the present study,we developed a novel high-performance liquid chromatography-diode array detection(HPLC-DAD)method for the simultaneous determination and fingerprinting of 15 components in Salvia przewalskii.The method had good linearity,precision,stability and recovery.Chromatographic fingerprints were determined by HPLC-DAD using rosmarinic acid peaks as references,and 17 common peaks were selected.The similarity indexes calculated based on similarity system theory of the 10 samples were higher than 0.948,indicating good correlation among the common peaks.The chromatograms distinguished S.przewalskii from Salvia miltiorrhiza and identified the origins of S.przewalskii.These results suggested that the proposed method was suitable for S.przewalskii quality control.展开更多
文摘Nonlinear time series models GARCH and Extreme value theory are employed to explore the relationship between the volatility and exreme value of stock returns.Given the pass information,we assume the innovation follows the conditional t-distribution and generalized error distribution,then we fit ARMA models to the retum level and GARCH,EGARCH and TGARCH models to the volatility of the rerurn.Finally we obtain the tails indices for the innovation and the returns by using the statistical extreme value method,and the statistical results show that the tail indices of returns coincide with the one of innovations for the EGARCH models.
文摘The zero_failure data research is a new field in the recent years, but it is required urgently in practical projects, so the work has more theory and practical values. In this paper, for zero_failure data (t i,n i) at moment t i , if the prior distribution of the failure probability p i=p{T【t i} is quasi_exponential distribution, the author gives the p i Bayesian estimation and hierarchical Bayesian estimation and the reliability under zero_failure date condition is also obtained.
基金Project (2001AA644020) supported by the National"863"High Technology Research and Development Program of China
文摘The tailing soils were from 10 mining areas in Hunan Province. To predict the potential impact of tailings on nearby environments, the characteristics such as the pH value, loss on ignition, cation exchange capacity, and the concentration and speciation of heavy metals in the tailings were investigated. Based on these characteristics, the pollution index and danger index were calculated so as to evaluate the priorities of remediation. The results show that the concentrations of Pb, Cd, Cu and Zn exceed the tolerable levels of the phytotoxicity in the most tailings. The large proportion of heavy metals exists in the form of residual fraction in most tailings, followed by sulfides/organic and Fe/Mn oxide fractions, and a little in the exchangeable and carbonate fraction. The calculated pollution indices for the tailing samples range from 1.41 to 83.42, which indicates that all the tailings contain heavy metals at a level that causes toxicity to the ecosystem. The danger indices for the tailing samples range from 0.06 to 387.00. The highest value of the danger indices is that of Yongzhou sample, reaching 387.00; the lowest one is that of Xikuangshan sample, only 0.06. Considering the results of pollution index and danger index in combination, the priority of remediation is determined to be Yongzhou, Baoshan, Xiangtan and Lengshuijiang.
文摘The acute （15 minutes-4 hours） effects of exposure to the inhaled DEE （diesel exhaust emitted） on blood parameters of Guinea pigs Cavia porcellus were assessed via CBC （complete blood count） as an indicator using an automated blood analyzer machines （Cell DYN 1700）. The results showed significant changes in some parameters in comparison with control animals started as early as 15 minutes and intensified by the continuous exposure time, leading to significant increase （p 〈 0.05） in the number of both WBC （white blood cells）, PLT （blood platelets） and decrease in numbers of RBC （red blood corpuscles） while hemoglobin percentages （Hb%） showed an insignificant （p 〉 0.05） fluctuating rhythm. The percentages of both Neutrophil and Lymphocyt recorded a significant increase （p 〈 0.05） 1 hour post-exposure to the DEE while other WBCs showed less changes. It is concluded that blood components are so sensitive to DEE and do respond quicker to inhaled pollutants via changes in some components of WBC% but decrease in RBC% and the likelihood of blood clotting due to increase in blood platelets. These results indicate the acute toxic risks of the exposure to DEE of mechanics and technicians who work in vicinity of DEE sources or/and spend most daily hours in semi closed areas.
文摘This paper is a further investigation of large deviations for sums of random variables Sn=i=1∑n Xi and S（t）=i=1∑N（t）Xi,（t≥0）, where {X_n,n≥1） are independent identically distribution and non-negative random variables, and {N（t）,t≥0} is a counting process of non-negative integer-valued random variables, independent of {X_n,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables.
基金supported by the Scientific Research Foundation of Shandong Province Outstanding Young Scientist Award(Grant Nos.2013BSE27132&BS2013HZ001)the Research Fund for the Doctoral Program of Higher Education of China(Grant No.20130131120073)the National Natural Science Foundation of China(Grant Nos.41304129,41322031&41574157)
文摘Flux-rope/TCR events near the magnetotail lunar orbit （-67RE 〈 GSM X＊ 〈 -39RE） were studied using magnetic-field and plasma data measured by THEMIS B and C between January 2011 and March 2012. The aberrant coordinate GSM＊, where the X＊ axis is rotated 4° relative to GSM-X, was used to count the occurrence rate. The number ratio of earthward to tailward events was about 3：5. Moreover, the event occurrence rate distribution showed a clear dawn-dusk asymmetry distribution, with dusk-side events accounting for 57.98%. A superposed epoch analysis of the flux-rope events showed that earthward events had a shorter duration in the leading than in the trailing part. Earthward events also displayed a lower temperature and a lower flow speed than tailward events. We studied the relationship between the event occurrence rate and geomagnetic activity level even further. The occurrence rate of tailward flux-rope/TCR events increases with increasing AE-index, whereas earthward events occur mainly in the relatively quiet period of geomagnetic activity （AE - 100-300 nT）. Flux-rope/TCR events identi- fied within a 10 mm time frame were treated as belonging to a single reconnection event. By comparing the occurrence rates of earthward and tailward events along X＊, we estimated the most likely location of the near-Earth reconnection site as X＊ = -36RE.
基金The Program of Chinese Herbal Medicines Breeding Research of Sichuan(Grant No.2016NYZ0036-3-3)the Program of Sichuan Science and Technology Conditional Platform Construction(Grant No.2018TJPT0013)
文摘In the present study,we developed a novel high-performance liquid chromatography-diode array detection(HPLC-DAD)method for the simultaneous determination and fingerprinting of 15 components in Salvia przewalskii.The method had good linearity,precision,stability and recovery.Chromatographic fingerprints were determined by HPLC-DAD using rosmarinic acid peaks as references,and 17 common peaks were selected.The similarity indexes calculated based on similarity system theory of the 10 samples were higher than 0.948,indicating good correlation among the common peaks.The chromatograms distinguished S.przewalskii from Salvia miltiorrhiza and identified the origins of S.przewalskii.These results suggested that the proposed method was suitable for S.przewalskii quality control.
