Detecting traffic anomalies is essential for diagnosing attacks. HighSp eed Backbone Net works （HSBN） require Traffic Anomaly Detection Systems （TADS） which are accurate （high detec tion and low false positive ra...Detecting traffic anomalies is essential for diagnosing attacks. HighSp eed Backbone Net works （HSBN） require Traffic Anomaly Detection Systems （TADS） which are accurate （high detec tion and low false positive rates） and efficient. The proposed approach utilizes entropy as traffic distributions metric over some traffic dimensions. An efficient algorithm, having low computational and space complexity, is used to estimate entro py. Entropy values over all dimensions are展开更多
Andersen and Jordan （1968） aimed to measure efficiency of monetary and fiscal actions on real GDP by employing a time-series model which was called as St. Louis Model afterwards. Although the model is performed in m...Andersen and Jordan （1968） aimed to measure efficiency of monetary and fiscal actions on real GDP by employing a time-series model which was called as St. Louis Model afterwards. Although the model is performed in many countries similarly, the results differ from each other in accordance with the economic structure of relevant country In this regard, the aim of this paper is to investigate the effectiveness of monetary and fiscal policies on real activity and to find out causal relationship among questioned variables using OLS and causality methodologies in Turkish economy over the period 1998：1-2010： IV. Empirical findings indicate that only monetary policy has a significant positive effect on economic activity in the short run, Nonetheless, neither monetary nor fiscal policy has significant impact on real output in the long run. Causality analysis shows that there exists a unidirectional causality running from real output and money stock to government expenditures. Moreover, not surprisingly, it is also found that crisis experiences of Turkey in sample period have highly adverse impact on real activity. Causality analysis suggests us considering government expenditures as explained variable instead of real output. Hence, it can be concluded that St. Louis Model total spending equation is not applicable for Turkish economy during 1998-2010 periods展开更多
A time-series similarity measurement method based on wavelet and matrix transform was proposed,and its anti-noise ability,sensitivity and accuracy were discussed. The time-series sequences were compressed into wavelet...A time-series similarity measurement method based on wavelet and matrix transform was proposed,and its anti-noise ability,sensitivity and accuracy were discussed. The time-series sequences were compressed into wavelet subspace,and sample feature vector and orthogonal basics of sample time-series sequences were obtained by K-L transform. Then the inner product transform was carried out to project analyzed time-series sequence into orthogonal basics to gain analyzed feature vectors. The similarity was calculated between sample feature vector and analyzed feature vector by the Euclid distance. Taking fault wave of power electronic devices for example,the experimental results show that the proposed method has low dimension of feature vector,the anti-noise ability of proposed method is 30 times as large as that of plain wavelet method,the sensitivity of proposed method is 1/3 as large as that of plain wavelet method,and the accuracy of proposed method is higher than that of the wavelet singular value decomposition method. The proposed method can be applied in similarity matching and indexing for lager time series databases.展开更多
The vibration of an elastic beam experiencing vortex-induced vibration is numerically analyzed employing a wake-oscillator model. The influence of the excited mode, the initial velocity, the shedding pulsation and the...The vibration of an elastic beam experiencing vortex-induced vibration is numerically analyzed employing a wake-oscillator model. The influence of the excited mode, the initial velocity, the shedding pulsation and the mass ratio on the energy transfer among modes and the vibration amplitude is determined. Multiple frequencies are detected, and the power spectral density of the beam tip time series is used to calculate the dominant frequency.展开更多
For earthquake and tsunami early warning and emergency response,the earthquake epicenter and magnitude should be determined rapidly and correctly.Using high-rate GPS observations,we can readily obtain precise and high...For earthquake and tsunami early warning and emergency response,the earthquake epicenter and magnitude should be determined rapidly and correctly.Using high-rate GPS observations,we can readily obtain precise and high resolution displacement time series and the seismic waveforms during the earthquake.In this paper,a new algorithm is proposed for estimating the earthquake epicenter and magnitude with the seismic waveforms derived from high-rate GPS data during the earthquake.A case study of the 2008 Wenchuan earthquake is conducted from 1 Hz GPS data and the epicenter and magnitude are determined.Compared with the results issued by the China Seismological Bureau,the estimation error of the epicenter and the magnitude is about 12 km and 0.1 magnitude unit,respectively.It has shown that high-rate GPS could be a new tool feasible for estimating the earthquake epicenter and magnitude,independent of or combined with seismometers.展开更多
Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is con...Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.展开更多
One remarkable feature of wavelet decomposition is that the waveletcoefficients are localized, and any singularity in the input signals can only affect the waveletcoefficients at the point near the singularity. The lo...One remarkable feature of wavelet decomposition is that the waveletcoefficients are localized, and any singularity in the input signals can only affect the waveletcoefficients at the point near the singularity. The localized property of the wavelet coefficientsallows us to identify the singularities in the input signals by studying the wavelet coefficients atdifferent resolution levels. This paper considers wavelet-based approaches for the detection ofoutliers in time series. Outliers are high-frequency phenomena which are associated with the waveletcoefficients with large absolute values at different resolution levels. On the basis of thefirst-level wavelet coefficients, this paper presents a diagnostic to identify outliers in a timeseries. Under the null hypothesis that there is no outlier, the proposed diagnostic is distributedas a χ_1~2. Empirical examples are presented to demonstrate the application of the proposeddiagnostic.展开更多
Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it...Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.展开更多
基金supported by the National High-Tech Research and Development Plan of China under Grant No.2011AA010702
文摘Detecting traffic anomalies is essential for diagnosing attacks. HighSp eed Backbone Net works （HSBN） require Traffic Anomaly Detection Systems （TADS） which are accurate （high detec tion and low false positive rates） and efficient. The proposed approach utilizes entropy as traffic distributions metric over some traffic dimensions. An efficient algorithm, having low computational and space complexity, is used to estimate entro py. Entropy values over all dimensions are
文摘Andersen and Jordan （1968） aimed to measure efficiency of monetary and fiscal actions on real GDP by employing a time-series model which was called as St. Louis Model afterwards. Although the model is performed in many countries similarly, the results differ from each other in accordance with the economic structure of relevant country In this regard, the aim of this paper is to investigate the effectiveness of monetary and fiscal policies on real activity and to find out causal relationship among questioned variables using OLS and causality methodologies in Turkish economy over the period 1998：1-2010： IV. Empirical findings indicate that only monetary policy has a significant positive effect on economic activity in the short run, Nonetheless, neither monetary nor fiscal policy has significant impact on real output in the long run. Causality analysis shows that there exists a unidirectional causality running from real output and money stock to government expenditures. Moreover, not surprisingly, it is also found that crisis experiences of Turkey in sample period have highly adverse impact on real activity. Causality analysis suggests us considering government expenditures as explained variable instead of real output. Hence, it can be concluded that St. Louis Model total spending equation is not applicable for Turkish economy during 1998-2010 periods
基金Projects(60634020, 60904077, 60874069) supported by the National Natural Science Foundation of ChinaProject(JC200903180555A) supported by the Foundation Project of Shenzhen City Science and Technology Plan of China
文摘A time-series similarity measurement method based on wavelet and matrix transform was proposed,and its anti-noise ability,sensitivity and accuracy were discussed. The time-series sequences were compressed into wavelet subspace,and sample feature vector and orthogonal basics of sample time-series sequences were obtained by K-L transform. Then the inner product transform was carried out to project analyzed time-series sequence into orthogonal basics to gain analyzed feature vectors. The similarity was calculated between sample feature vector and analyzed feature vector by the Euclid distance. Taking fault wave of power electronic devices for example,the experimental results show that the proposed method has low dimension of feature vector,the anti-noise ability of proposed method is 30 times as large as that of plain wavelet method,the sensitivity of proposed method is 1/3 as large as that of plain wavelet method,and the accuracy of proposed method is higher than that of the wavelet singular value decomposition method. The proposed method can be applied in similarity matching and indexing for lager time series databases.
文摘The vibration of an elastic beam experiencing vortex-induced vibration is numerically analyzed employing a wake-oscillator model. The influence of the excited mode, the initial velocity, the shedding pulsation and the mass ratio on the energy transfer among modes and the vibration amplitude is determined. Multiple frequencies are detected, and the power spectral density of the beam tip time series is used to calculate the dominant frequency.
基金supported by the National Natural Science Foundation of China (Grant Nos. 41104024, 41231174 & 41274049)
文摘For earthquake and tsunami early warning and emergency response,the earthquake epicenter and magnitude should be determined rapidly and correctly.Using high-rate GPS observations,we can readily obtain precise and high resolution displacement time series and the seismic waveforms during the earthquake.In this paper,a new algorithm is proposed for estimating the earthquake epicenter and magnitude with the seismic waveforms derived from high-rate GPS data during the earthquake.A case study of the 2008 Wenchuan earthquake is conducted from 1 Hz GPS data and the epicenter and magnitude are determined.Compared with the results issued by the China Seismological Bureau,the estimation error of the epicenter and the magnitude is about 12 km and 0.1 magnitude unit,respectively.It has shown that high-rate GPS could be a new tool feasible for estimating the earthquake epicenter and magnitude,independent of or combined with seismometers.
基金CHEN Min's work is supported by Grant No. 70221001 and No. 70331001 from NNSFC and Grant No. KZCX2-SW-118 from CAS.
文摘Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.
基金This research is supportea by the National Natural Science Foundation of China (79800012,70171001)
文摘One remarkable feature of wavelet decomposition is that the waveletcoefficients are localized, and any singularity in the input signals can only affect the waveletcoefficients at the point near the singularity. The localized property of the wavelet coefficientsallows us to identify the singularities in the input signals by studying the wavelet coefficients atdifferent resolution levels. This paper considers wavelet-based approaches for the detection ofoutliers in time series. Outliers are high-frequency phenomena which are associated with the waveletcoefficients with large absolute values at different resolution levels. On the basis of thefirst-level wavelet coefficients, this paper presents a diagnostic to identify outliers in a timeseries. Under the null hypothesis that there is no outlier, the proposed diagnostic is distributedas a χ_1~2. Empirical examples are presented to demonstrate the application of the proposeddiagnostic.
基金supported by the National Natural Science Foundation of China (Grant Nos.40574012 and 40676039)National Basic Research Program of China(Grant No. 2008CB425701)+1 种基金National High-tech R& D Program of China(Grant No. 2010AA012402)K. C. Wong Magna Fund in Ningbo University
文摘Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.
