In large loop transient electromagnetic method(TEM),the late time apparent resistivity formula cannot truly reflect the geoelectric model,thus it needs to define the all-time apparent resistivity with the position inf...In large loop transient electromagnetic method(TEM),the late time apparent resistivity formula cannot truly reflect the geoelectric model,thus it needs to define the all-time apparent resistivity with the position information of measuring point.Utilizing very fast simulated annealing(VFSA) to fit the theoretical electromagnetic force(EMF) and measured EMF could obtain the all-time apparent resistivity of the measuring points in rectangular transmitting loop.The selective cope of initial model of VFSA could be confirmed by taking the late time apparent resistivity of transient electromagnetic method as the prior information.For verifying the correctness,the all-time apparent resistivities of the geoelectric models were calculated by VFSA and dichotomy,respectively.The results indicate that the relative differences of apparent resistivities calculated by these two methods are within 3%.The change of measuring point position has little influence on the tracing pattern of all-time apparent resistivity.The first branch of the curve of all-time apparent resistivity is close to the resistivity of the first layer medium and the last branch is close to the resistivity of the last layer medium,which proves the correctness of the arithmetics proposed.展开更多
Feature selection is always an important issue in the visual SLAM (simultaneous location and mapping) literature. Considering that the location estimation can be improved by tracking features with larger value of vi...Feature selection is always an important issue in the visual SLAM (simultaneous location and mapping) literature. Considering that the location estimation can be improved by tracking features with larger value of visible time, a new feature selection method based on motion estimation is proposed. First, a k-step iteration algorithm is presented for visible time estimation using an affme motion model; then a delayed feature detection method is introduced for efficiently detecting features with the maximum visible time. As a means of validation for the proposed method, both simulation and real data experiments are carded out. Results show that the proposed method can improve both the estimation performance and the computational performance compared with the existing random feature selection method.展开更多
High precision position control and high speed control of the robot manipulators are fundamental and important control problems. The effectiveness of finite-time P-PI control was confirmed by end-effector position con...High precision position control and high speed control of the robot manipulators are fundamental and important control problems. The effectiveness of finite-time P-PI control was confirmed by end-effector position control of robot manipulators. However, parameter tuning method has not been proposed to finite-time P-PI control. In this paper, we propose a settling time design method and a parameter tuning method for the finite-time P-PI control. The effectiveness of the proposed parameter tuning method is confirmed by experiments of end-effcctor position control of a robot manipulator.展开更多
Differently from the general online social network(OSN),locationbased mobile social network(LMSN),which seamlessly integrates mobile computing and social computing technologies,has unique characteristics of temporal,s...Differently from the general online social network(OSN),locationbased mobile social network(LMSN),which seamlessly integrates mobile computing and social computing technologies,has unique characteristics of temporal,spatial and social correlation.Recommending friends instantly based on current location of users in the real world has become increasingly popular in LMSN.However,the existing friend recommendation methods based on topological structures of a social network or non-topological information such as similar user profiles cannot well address the instant making friends in the real world.In this article,we analyze users' check-in behavior in a real LMSN site named Gowalla.According to this analysis,we present an approach of recommending friends instantly for LMSN users by considering the real-time physical location proximity,offline behavior similarity and friendship network information in the virtual community simultaneously.This approach effectively bridges the gap between the offline behavior of users in the real world and online friendship network information in the virtual community.Finally,we use the real user check-in dataset of Gowalla to verify the effectiveness of our approach.展开更多
Existing optimization methodologies for intersection operations assumes a fixed geometric design, however the geometry and operational system should be simultaneously optimized to produce the best performance. Signali...Existing optimization methodologies for intersection operations assumes a fixed geometric design, however the geometry and operational system should be simultaneously optimized to produce the best performance. Signalized crosswalks are complex and critical pedestrian facilities. Their geometry and configuration directly affect the safety, cycle length and resulting delays for all users. As crosswalks become wider or they are placed further upstream, the cycle length will increase due to the all-red time requirement, which deteriorates the overall mobility levels of signalized intersections. In contrast, when crosswalk width decreases, the required minimum pedestrian crossing time increases due to the bi-directional pedestrian flow effects, which leads to longer cycle length. Furthermore, existing manuals and guidelines do not offer any specification for the required crosswalk width under various pedestrian demand conditions. This study aims to propose new criteria for designing crosswalk width at signalized intersections, which can optimize the performance from the viewpoint of vehicular traffic and pedestrians. The proposed methodology considers pedestrian demand and its characteristics (such as bi-directional flow effects), vehicle demand and the geometric characteristics of the intersection The concept of optimized crosswalk width is proposed and demonstrated through a case study. Moreover, a comprehensive discussion regarding the merits and drawbacks of existing strategies on positioning crosswalks is presented. It was found that at signalized intersections, which are characterized by low pedestrian and high vehicle demands, crosswalk width of 2 meters is appropriate to minimize cycle length and resulting delays for all users including pedestrians.展开更多
Price volatility in stock market brings potential profile positions to the traders. How to predict the direction of the stock market or stock price becomes the primary job for traders' trading model. We are looking f...Price volatility in stock market brings potential profile positions to the traders. How to predict the direction of the stock market or stock price becomes the primary job for traders' trading model. We are looking for the direction of the market in a given timeframe. High-frequency traders will consider the potential profile-out position in millisecond level. Long-term holder will look into month time scale. For most of average traders, the ideal timeframe will be on daily base. In this paper, for a non-news trading day, the author will introduce statistics method to predict the stock prices and bid-ask spread for day trading.展开更多
The threshold GARCH(TGARCH)models have been very useful for analyzing asymmetric volatilities arising from financial time series.Most research on TGARCH has been directed to the stationary case.This paper studies the ...The threshold GARCH(TGARCH)models have been very useful for analyzing asymmetric volatilities arising from financial time series.Most research on TGARCH has been directed to the stationary case.This paper studies the estimation of non-stationary first order TGARCH models.Restricted normal mixture quasi-maximum likelihood estimation(NM-QMLE)for non-stationary TGARCH models is proposed in the sense that we estimate the other parameters with any fixed location parameter.We show that the proposed estimators(except location parameter)are consistent and asymptotically normal under mild regular conditions.The impact of relative leptokursis and skewness of the innovations’distribution and quasi-likelihood distributions on the asymptotic efficiency has been discussed.Numerical results lend further support to our theoretical results.Finally,an illustrated real example is presented.展开更多
基金Projects(40804027,41074085) supported by the National Natural Science Foundation of ChinaProject(09JJ3048) supported by the Natural Science Foundation of Hunan Province,ChinaProject(200805331082) supported by the Research Fund for the Doctoral Program of Higher Education,China
文摘In large loop transient electromagnetic method(TEM),the late time apparent resistivity formula cannot truly reflect the geoelectric model,thus it needs to define the all-time apparent resistivity with the position information of measuring point.Utilizing very fast simulated annealing(VFSA) to fit the theoretical electromagnetic force(EMF) and measured EMF could obtain the all-time apparent resistivity of the measuring points in rectangular transmitting loop.The selective cope of initial model of VFSA could be confirmed by taking the late time apparent resistivity of transient electromagnetic method as the prior information.For verifying the correctness,the all-time apparent resistivities of the geoelectric models were calculated by VFSA and dichotomy,respectively.The results indicate that the relative differences of apparent resistivities calculated by these two methods are within 3%.The change of measuring point position has little influence on the tracing pattern of all-time apparent resistivity.The first branch of the curve of all-time apparent resistivity is close to the resistivity of the first layer medium and the last branch is close to the resistivity of the last layer medium,which proves the correctness of the arithmetics proposed.
文摘Feature selection is always an important issue in the visual SLAM (simultaneous location and mapping) literature. Considering that the location estimation can be improved by tracking features with larger value of visible time, a new feature selection method based on motion estimation is proposed. First, a k-step iteration algorithm is presented for visible time estimation using an affme motion model; then a delayed feature detection method is introduced for efficiently detecting features with the maximum visible time. As a means of validation for the proposed method, both simulation and real data experiments are carded out. Results show that the proposed method can improve both the estimation performance and the computational performance compared with the existing random feature selection method.
文摘High precision position control and high speed control of the robot manipulators are fundamental and important control problems. The effectiveness of finite-time P-PI control was confirmed by end-effector position control of robot manipulators. However, parameter tuning method has not been proposed to finite-time P-PI control. In this paper, we propose a settling time design method and a parameter tuning method for the finite-time P-PI control. The effectiveness of the proposed parameter tuning method is confirmed by experiments of end-effcctor position control of a robot manipulator.
基金National Key Basic Research Program of China (973 Program) under Grant No.2012CB315802 and No.2013CB329102.National Natural Science Foundation of China under Grant No.61171102 and No.61132001.New generation broadband wireless mobile communication network Key Projects for Science and Technology Development under Grant No.2011ZX03002-002-01,Beijing Nova Program under Grant No.2008B50 and Beijing Higher Education Young Elite Teacher Project under Grant No.YETP0478
文摘Differently from the general online social network(OSN),locationbased mobile social network(LMSN),which seamlessly integrates mobile computing and social computing technologies,has unique characteristics of temporal,spatial and social correlation.Recommending friends instantly based on current location of users in the real world has become increasingly popular in LMSN.However,the existing friend recommendation methods based on topological structures of a social network or non-topological information such as similar user profiles cannot well address the instant making friends in the real world.In this article,we analyze users' check-in behavior in a real LMSN site named Gowalla.According to this analysis,we present an approach of recommending friends instantly for LMSN users by considering the real-time physical location proximity,offline behavior similarity and friendship network information in the virtual community simultaneously.This approach effectively bridges the gap between the offline behavior of users in the real world and online friendship network information in the virtual community.Finally,we use the real user check-in dataset of Gowalla to verify the effectiveness of our approach.
文摘Existing optimization methodologies for intersection operations assumes a fixed geometric design, however the geometry and operational system should be simultaneously optimized to produce the best performance. Signalized crosswalks are complex and critical pedestrian facilities. Their geometry and configuration directly affect the safety, cycle length and resulting delays for all users. As crosswalks become wider or they are placed further upstream, the cycle length will increase due to the all-red time requirement, which deteriorates the overall mobility levels of signalized intersections. In contrast, when crosswalk width decreases, the required minimum pedestrian crossing time increases due to the bi-directional pedestrian flow effects, which leads to longer cycle length. Furthermore, existing manuals and guidelines do not offer any specification for the required crosswalk width under various pedestrian demand conditions. This study aims to propose new criteria for designing crosswalk width at signalized intersections, which can optimize the performance from the viewpoint of vehicular traffic and pedestrians. The proposed methodology considers pedestrian demand and its characteristics (such as bi-directional flow effects), vehicle demand and the geometric characteristics of the intersection The concept of optimized crosswalk width is proposed and demonstrated through a case study. Moreover, a comprehensive discussion regarding the merits and drawbacks of existing strategies on positioning crosswalks is presented. It was found that at signalized intersections, which are characterized by low pedestrian and high vehicle demands, crosswalk width of 2 meters is appropriate to minimize cycle length and resulting delays for all users including pedestrians.
文摘Price volatility in stock market brings potential profile positions to the traders. How to predict the direction of the stock market or stock price becomes the primary job for traders' trading model. We are looking for the direction of the market in a given timeframe. High-frequency traders will consider the potential profile-out position in millisecond level. Long-term holder will look into month time scale. For most of average traders, the ideal timeframe will be on daily base. In this paper, for a non-news trading day, the author will introduce statistics method to predict the stock prices and bid-ask spread for day trading.
基金supported by National Natural Science Foundation of China (Grant No.11101448)the Program for New Century Excellent Talents in University+3 种基金the Program for Young Talents of Beijing (Grant No.YETP0955)the Program for National Statistics Science Research Plan (Grant No.2013LY015)the "Project 211" of the Central University of Finance and Economicsthe Central University of Finance Young Scholar Innovation Fund
文摘The threshold GARCH(TGARCH)models have been very useful for analyzing asymmetric volatilities arising from financial time series.Most research on TGARCH has been directed to the stationary case.This paper studies the estimation of non-stationary first order TGARCH models.Restricted normal mixture quasi-maximum likelihood estimation(NM-QMLE)for non-stationary TGARCH models is proposed in the sense that we estimate the other parameters with any fixed location parameter.We show that the proposed estimators(except location parameter)are consistent and asymptotically normal under mild regular conditions.The impact of relative leptokursis and skewness of the innovations’distribution and quasi-likelihood distributions on the asymptotic efficiency has been discussed.Numerical results lend further support to our theoretical results.Finally,an illustrated real example is presented.