Covariance Estimation Using High-Frequency Data： An Analysis of Nord Pool Electricity Forward Data

The modeling of volatility and correlation is important in order to calculate hedge ratios, value at risk estimates, CAPM （Capital Asset Pricing Model betas）, derivate pricing and risk management in general. Recent access to intra-daily high-frequency data for two of the most liquid contracts at the Nord Pool exchange has made it possible to apply new and promising methods for analyzing volatility and correlation. The concepts of realized volatility and realized correlation are applied, and this study statistically describes the distribution （both distributional properties and temporal dependencies） of electricity forward data from 2005 to 2009. The main findings show that the logarithmic realized volatility is approximately normally distributed, while realized correlation seems not to be. Further, realized volatility and realized correlation have a long-memory feature. There also seems to be a high correlation between realized correlation and volatilities and positive relations between trading volume and realized volatility and between trading volume and realized correlation. These results are to a large extent consistent with earlier studies of stylized facts of other financial and commodity markets.

Kinematic deformation and intensity assessment of the 2021 Maduo M_(S)7.4 earthquake in Qinghai revealed by high-frequency GNSS

Rapid acquisition of the kinematic deformation field and seismic intensity distribution of large earthquakes is crucial for postseismic emergency rescue,disaster assessment,and future seismic risk research.The advancement of GNSS observation and data processing makes it play an important role in this field,especially the high-frequency GNSS.We used the differential positioning method to calculate the 1 HZ GNSS data from 98 sites within 1000 km of the M_(S)7.4 Maduo earthquake epicenter.The kinematic deformation field and the distribution of the seismic intensity by using the peak ground velocity derived from displacement waveforms were obtained.The results show that:1)Horizontal coseismic response deformation levels ranging from 25 mm to 301 mm can be observed within a 1000 km radius from the epicenter.Coseismic response deformation on the east and west sides shows bilateral asymmetry,which markedly differs from the symmetry presented by surface rupture.2)The seismic intensity obtained through high-frequency GNSS and field investigations exhibits good consistency of the scope and orientation in the high seismic intensity area,although the former is generally slightly smaller than the latter.3)There may exist obstacles on the eastern side of the seismogenic fault.The Maduo earthquake induced a certain tectonic stress loading effect on the western Kunlun Pass-Jiangcuo fault(KPJF)and Maqin-Maqu segment,resulting in higher seismic risk in the future.

The relationship between the high-frequency performance of supercapacitors and the type of doped nitrogen in the carbon electrode

Nitrogen doping has been widely used to improve the performance of carbon electrodes in supercapacitors,particularly in terms of their high-frequency response.However,the charge storage and electrolyte ion response mechanisms of different nitrogen dopants at high frequencies are still unclear.In this study,melamine foam carbons with different configurations of surfacedoped N were formed by gradient carbonization,and the effects of the configurations on the high-frequency response behavior of the supercapacitors were analyzed.Using a combination of experiments and first-principle calculations,we found that pyrrolic N,characterized by a higher adsorption energy,increases the charge storage capacity of the electrode at high frequencies.On the other hand,graphitic N,with a lower adsorption energy,increases the speed of ion response.We propose the use of adsorption energy as a practical descriptor for electrode/electrolyte design in high-frequency applications,offering a more universal approach for improving the performance of N-doped carbon materials in supercapacitors.

Dynamic Response of Foundations during Startup of High-Frequency Tunnel Equipment

The specialized equipment utilized in long-line tunnel engineering is evolving towards large-scale,multifunctional,and complex orientations.The vibration caused by the high-frequency units during regular operation is supported by the foundation of the units,and the magnitude of vibration and the operating frequency fluctuate in different engineering contexts,leading to variations in the dynamic response of the foundation.The high-frequency units yield significantly diverse outcomes under different startup conditions and times,resulting in failure to meet operational requirements,influencing the normal function of the tunnel,and causing harm to the foundation structure,personnel,and property in severe cases.This article formulates a finite element numerical computation model for solid elements using three-dimensional elastic body theory and integrates field measurements to substantiate and ascertain the crucial parameter configurations of the finite element model.By proposing a comprehensive startup timing function for high-frequency dynamic machines under different startup conditions,simulating the frequency andmagnitude variations during the startup process,and suggesting functions for changes in frequency and magnitude,a simulated startup schedule function for high-frequency machines is created through coupling.Taking into account the selection of the transient dynamic analysis step length,the dynamic response results for the lower dynamic foundation during its fundamental frequency crossing process are obtained.The validation checks if the structural magnitude surpasses the safety threshold during the critical phase of unit startup traversing the structural resonance region.The design recommendations for high-frequency units’dynamic foundations are provided,taking into account the startup process of the machine and ensuring the safe operation of the tunnel.

Review of the Analysis and Suppression for High-frequency Oscillations of the Grid-connected Wind Power Generation System

High-frequency oscillation(HFO)of gridconnected wind power generation systems(WPGS)is one of the most critical issues in recent years that threaten the safe access of WPGS to the grid.Ensuring the WPGS can damp HFO is becoming more and more vital for the development of wind power.The HFO phenomenon of wind turbines under different scenarios usually has different mechanisms.Hence,engineers need to acquire the working mechanisms of the different HFO damping technologies and select the appropriate one to ensure the effective implementation of oscillation damping in practical engineering.This paper introduces the general assumptions of WPGS when analyzing HFO,systematically summarizes the reasons for the occurrence of HFO in different scenarios,deeply analyses the key points and difficulties of HFO damping under different scenarios,and then compares the technical performances of various types of HFO suppression methods to provide adequate references for engineers in the application of technology.Finally,this paper discusses possible future research difficulties in the problem of HFO,as well as the possible future trends in the demand for HFO damping.

Efficient activation of the Co/SBA-15catalyst by high-frequency AC-DBD plasma thermal effects for toluene removal

Dielectric barrier discharge(DBD)plasma excited by a high-frequency alternating-current(AC)power supply is widely employed for the degradation of volatile organic compounds(VOCs).However,the thermal effect generated during the discharge process leads to energy waste and low energy utilization efficiency.In this work,an innovative DBD thermally-conducted catalysis(DBD-TCC)system,integrating high-frequency AC-DBD plasma and its generated thermal effects to activate the Co/SBA-15 catalyst,was employed for toluene removal.Specifically,Co/SBA-15 catalysts are closely positioned to the ground electrode of the plasma zone and can be heated and activated by the thermal effect when the voltage exceeds 10 k V.At12.4 k V,the temperature in the catalyst zone reached 261℃ in the DBD-TCC system,resulting in an increase in toluene degradation efficiency of 17%,CO_(2)selectivity of 21.2%,and energy efficiency of 27%,respectively,compared to the DBD system alone.In contrast,the DBD thermally-unconducted catalysis(DBD-TUC)system fails to enhance toluene degradation due to insufficient heat absorption and catalytic activation,highlighting the crucial role of AC-DBD generated heat in the activation of the catalyst.Furthermore,the degradation pathway and mechanism of toluene in the DBD-TCC system were hypothesized.This work is expected to provide an energy-efficient approach for high-frequency AC-DBD plasma removal of VOCs.

Effects of unilateral superimposed high-frequency jet ventilation on porcine hemodynamics and gas exchange during one-lung flooding

BACKGROUND Superimposed high-frequency jet ventilation(SHFJV)is suitable for respiratory motion reduction and essential for effective lung tumor ablation.Fluid filling of the target lung wing one-lung flooding(OLF)is necessary for therapeutic ultrasound applications.However,whether unilateral SHFJV allows adequate hemodynamics and gas exchange is unclear.AIM To compared SHFJV with pressure-controlled ventilation(PCV)during OLF by assessing hemodynamics and gas exchange in different animal positions.METHODS SHFJV or PCV was used alternatingly to ventilate the non-flooded lungs of the 12 anesthetized pigs during OLF.The animal positions were changed from left lateral position to supine position(SP)to right lateral position(RLP)every 30 min.In each position,ventilation was maintained for 15 min in both modalities.Hemodynamic variables and arterial blood gas levels were repeatedly measured.RESULTS Unilateral SHFJV led to lower carbon dioxide removal than PCV without abnormally elevated carbon dioxide levels.SHFJV slightly decreased oxygenation in SP and RLP compared with PCV;the lowest values of PaO_(2) and PaO_(2)/FiO_(2) ratio were found in SP[13.0;interquartile range(IQR):12.6-5.6 and 32.5(IQR:31.5-38.9)kPa].Conversely,during SHFJV,the shunt fraction was higher in all animal positions(highest in the RLP:0.30).CONCLUSION In porcine model,unilateral SHFJV may provide adequate ventilation in different animal positions during OLF.Lower oxygenation and CO_(2) removal rates compared to PCV did not lead to hypoxia or hypercapnia.SHFJV can be safely used for lung tumor ablation to minimize ventilation-induced lung motion.

Therapeutic efficacy of methylprednisolone sodium succinate via diverse administration routes for mid-to high-frequency sudden sensorineural hearing loss

BACKGROUND Sudden sensorineural hearing loss(SSNHL),characterized by a rapid and unexplained loss of hearing,particularly at moderate to high frequencies,presents a significant clinical challenge.The therapeutic use of methylprednisolone sodium succinate(MPSS)via different administration routes,in combination with conventional medications,remains a topic of interest.AIM To compare the therapeutic efficacy of MPSS administered via different routes in combination with conventional drugs for the treatment of mid-to high-frequency SSNHL.METHODS The medical records of 109 patients with mid-to high-frequency SSNHL were analyzed.The patients were divided into three groups based on the route of administration:Group A[intratympanic(IT)injection of MPSS combined with mecobalamin and Ginkgo biloba leaf extract injection],Group B(intravenous injection of MPSS combined with mecobalamin and Ginkgo biloba leaf extract injection),and Group C(single IT injection of MPSS).The intervention effects were compared and analyzed.RESULTS The posttreatment auditory thresholds in Group A(21.23±3.34)were significantly lower than those in Groups B(28.52±3.36)and C(30.23±4.21;P<0.05).Group A also exhibited a significantly greater speech recognition rate(92.23±5.34)than Groups B and C.The disappearance time of tinnitus,time to hearing recovery,and disappearance time of vertigo in Group A were significantly shorter than those in Groups B and C(P<0.05).The total effective rate in Group A(97.56%)was significantly greater than that in Groups B and C(77.14%and 78.79%,χ^(2)=7.898,P=0.019).Moreover,the incidence of adverse reactions in Groups A and C was significantly lower than that in Group B(4.88%,3.03%vs 2.57%,χ^(2)=11.443,P=0.003),and the recurrence rate in Group A was significantly lower than that in Groups B and C(2.44%vs 20.00%vs 21.21%,χ^(2)=7.120,P=0.028).CONCLUSION IT injection of MPSS combined with conventional treatment demonstrates superior efficacy and safety compared to systemic administration via intravenous infusion and a single IT injection of MPSS.This approach effectively improves patients'hearing and reduces the risk of disease recurrence.

M-estimation for Periodic GARCH Model with High-frequency Data

This paper studies an M-estimator of a proxy periodic GARCH （p, q） scaling model and establishes its consistency and asymptotic normality. Simulation studies are carried out to assess the performance of the estimator. The numerical results show that our M-estimator is more efficient and robust than other estimators without the use of high-frequency data.

基于re3data的中英科学数据仓储平台对比研究

以re3data为数据获取源,选取中英两国406个科学数据仓储为研究对象,从分布特征、责任类型、仓储许可、技术标准及质量标准等5个方面、11个指标对两国科学数据仓储的建设情况进行对比分析,试图为我国数据仓储的可持续发展提出建议:广泛联结国内外异质机构,推进多学科领域的交流与合作,有效扩充仓储许可权限与类型,优化技术标准的应用现况,提高元数据使用的灵活性。

High-frequency compensation for seismic data based on adaptive generalized S transform

The low-pass fi ltering eff ect of the Earth results in the absorption and attenuation of the high-frequency components of seismic signals by the stratum during propagation.Hence,seismic data have low resolution.Considering the limitations of traditional high-frequency compensation methods,this paper presents a new method based on adaptive generalized S transform.This method is based on the study of frequency spectrum attenuation law of seismic signals,and the Gauss window function of adaptive generalized S transform is used to fi t the attenuation trend of seismic signals to seek the optimal Gauss window function.The amplitude spectrum compensation function constructed using the optimal Gauss window function is used to modify the time-frequency spectrum of the adaptive generalized S transform of seismic signals and reconstruct seismic signals to compensate for high-frequency attenuation.Practical data processing results show that the method can compensate for the high-frequency components that are absorbed and attenuated by the stratum,thereby eff ectively improving the resolution and quality of seismic data.

Radio-frequency measurements of energetic-electron-driven emissions using high-frequency magnetic probe on XuanLong-50 spherical torus

A high-frequency magnetic probe is designed and developed on the XuanL ong-50(EXL-50)spherical torus to measure high-frequency magnetic field fluctuation.The magnetic loop,radio filters,radio-frequency limiter,and data acquisition system of the probe are comprehensively examined.The fluctuation data from the EXL-50 plasma are analyzed in the time–frequency domain using fast Fourier transforms.Moreover,distinct high-frequency instabilities are detected using this diagnostic system.In particular,significant frequency chirping is observed,which is consistent with the bumpon-tail drive instability predicted using the Berk–Breizman model.

Data Secure Storage Mechanism for IIoT Based on Blockchain

With the development of Industry 4.0 and big data technology,the Industrial Internet of Things(IIoT)is hampered by inherent issues such as privacy,security,and fault tolerance,which pose certain challenges to the rapid development of IIoT.Blockchain technology has immutability,decentralization,and autonomy,which can greatly improve the inherent defects of the IIoT.In the traditional blockchain,data is stored in a Merkle tree.As data continues to grow,the scale of proofs used to validate it grows,threatening the efficiency,security,and reliability of blockchain-based IIoT.Accordingly,this paper first analyzes the inefficiency of the traditional blockchain structure in verifying the integrity and correctness of data.To solve this problem,a new Vector Commitment(VC)structure,Partition Vector Commitment(PVC),is proposed by improving the traditional VC structure.Secondly,this paper uses PVC instead of the Merkle tree to store big data generated by IIoT.PVC can improve the efficiency of traditional VC in the process of commitment and opening.Finally,this paper uses PVC to build a blockchain-based IIoT data security storage mechanism and carries out a comparative analysis of experiments.This mechanism can greatly reduce communication loss and maximize the rational use of storage space,which is of great significance for maintaining the security and stability of blockchain-based IIoT.

Hadoop-based secure storage solution for big data in cloud computing environment

In order to address the problems of the single encryption algorithm,such as low encryption efficiency and unreliable metadata for static data storage of big data platforms in the cloud computing environment,we propose a Hadoop based big data secure storage scheme.Firstly,in order to disperse the NameNode service from a single server to multiple servers,we combine HDFS federation and HDFS high-availability mechanisms,and use the Zookeeper distributed coordination mechanism to coordinate each node to achieve dual-channel storage.Then,we improve the ECC encryption algorithm for the encryption of ordinary data,and adopt a homomorphic encryption algorithm to encrypt data that needs to be calculated.To accelerate the encryption,we adopt the dualthread encryption mode.Finally,the HDFS control module is designed to combine the encryption algorithm with the storage model.Experimental results show that the proposed solution solves the problem of a single point of failure of metadata,performs well in terms of metadata reliability,and can realize the fault tolerance of the server.The improved encryption algorithm integrates the dual-channel storage mode,and the encryption storage efficiency improves by 27.6% on average.

Defect Detection Model Using Time Series Data Augmentation and Transformation

Time-series data provide important information in many fields,and their processing and analysis have been the focus of much research.However,detecting anomalies is very difficult due to data imbalance,temporal dependence,and noise.Therefore,methodologies for data augmentation and conversion of time series data into images for analysis have been studied.This paper proposes a fault detection model that uses time series data augmentation and transformation to address the problems of data imbalance,temporal dependence,and robustness to noise.The method of data augmentation is set as the addition of noise.It involves adding Gaussian noise,with the noise level set to 0.002,to maximize the generalization performance of the model.In addition,we use the Markov Transition Field(MTF)method to effectively visualize the dynamic transitions of the data while converting the time series data into images.It enables the identification of patterns in time series data and assists in capturing the sequential dependencies of the data.For anomaly detection,the PatchCore model is applied to show excellent performance,and the detected anomaly areas are represented as heat maps.It allows for the detection of anomalies,and by applying an anomaly map to the original image,it is possible to capture the areas where anomalies occur.The performance evaluation shows that both F1-score and Accuracy are high when time series data is converted to images.Additionally,when processed as images rather than as time series data,there was a significant reduction in both the size of the data and the training time.The proposed method can provide an important springboard for research in the field of anomaly detection using time series data.Besides,it helps solve problems such as analyzing complex patterns in data lightweight.

Tuning magneto-dielectric properties of Co_(2)Z ferrites via Gd doping for high-frequency applications

Magneto-dielectric properties of Co_(2)Z ferrite materials are tuned via Gd doping for applications in high-frequency antennas and filters in the present work.Ba_(3)Co_(2)Fe_(24-x)Gd_(x)O_(41)(x=0.00,0.05,0.10,0.15,and 0.20)materials are successfully prepared by using solid-state method at 925℃for 4 h with 2.5-wt%Bi_(2)O_(3)sintering aids.The content of Gd^(3+)ion can affect micromorphology,grain size,bulk density,and magneto-dielectric properties of the ferrite.With Gd^(3+)ion content increasing,saturation magnetization(Ms)first increases and then decreases.The maximum value of Ms is 44.86 emu/g at x=0.15.Additionally,sites occupied by Gd^(3+)ions can change magnetic anisotropy constant of the ferrite.Magnetocrystalline anisotropy constant(K_1)is derived from initial magnetization curve,and found to be related to spin-orbit coupling and intersublattice interactions between metal ions.The real part of magnetic permeability(μ′)and real part of dielectric permittivity(ε′)are measured in a frequency range of 10 MHz-1 GHz.When x=0.15,material has excellent magneto-dielectric properties(μ′≈12.2 andε′≈17.61),low magnetic loss(tanδμ≈0.03 at 500 MHz),and dielectric loss(tanδε≈0.04 at 500 MHz).The results show that Gd-doped Co_(2)Z ferrite has broad application prospects in multilayer filters and high-frequency antennas.

Enhanced prediction of anisotropic deformation behavior using machine learning with data augmentation

Mg alloys possess an inherent plastic anisotropy owing to the selective activation of deformation mechanisms depending on the loading condition.This characteristic results in a diverse range of flow curves that vary with a deformation condition.This study proposes a novel approach for accurately predicting an anisotropic deformation behavior of wrought Mg alloys using machine learning(ML)with data augmentation.The developed model combines four key strategies from data science:learning the entire flow curves,generative adversarial networks(GAN),algorithm-driven hyperparameter tuning,and gated recurrent unit(GRU)architecture.The proposed model,namely GAN-aided GRU,was extensively evaluated for various predictive scenarios,such as interpolation,extrapolation,and a limited dataset size.The model exhibited significant predictability and improved generalizability for estimating the anisotropic compressive behavior of ZK60 Mg alloys under 11 annealing conditions and for three loading directions.The GAN-aided GRU results were superior to those of previous ML models and constitutive equations.The superior performance was attributed to hyperparameter optimization,GAN-based data augmentation,and the inherent predictivity of the GRU for extrapolation.As a first attempt to employ ML techniques other than artificial neural networks,this study proposes a novel perspective on predicting the anisotropic deformation behaviors of wrought Mg alloys.

Reliability evaluation of IGBT power module on electric vehicle using big data

There are challenges to the reliability evaluation for insulated gate bipolar transistors(IGBT)on electric vehicles,such as junction temperature measurement,computational and storage resources.In this paper,a junction temperature estimation approach based on neural network without additional cost is proposed and the lifetime calculation for IGBT using electric vehicle big data is performed.The direct current(DC)voltage,operation current,switching frequency,negative thermal coefficient thermistor(NTC)temperature and IGBT lifetime are inputs.And the junction temperature(T_(j))is output.With the rain flow counting method,the classified irregular temperatures are brought into the life model for the failure cycles.The fatigue accumulation method is then used to calculate the IGBT lifetime.To solve the limited computational and storage resources of electric vehicle controllers,the operation of IGBT lifetime calculation is running on a big data platform.The lifetime is then transmitted wirelessly to electric vehicles as input for neural network.Thus the junction temperature of IGBT under long-term operating conditions can be accurately estimated.A test platform of the motor controller combined with the vehicle big data server is built for the IGBT accelerated aging test.Subsequently,the IGBT lifetime predictions are derived from the junction temperature estimation by the neural network method and the thermal network method.The experiment shows that the lifetime prediction based on a neural network with big data demonstrates a higher accuracy than that of the thermal network,which improves the reliability evaluation of system.

Detection of Turbulence Anomalies Using a Symbolic Classifier Algorithm in Airborne Quick Access Record(QAR)Data Analysis

As the risks associated with air turbulence are intensified by climate change and the growth of the aviation industry,it has become imperative to monitor and mitigate these threats to ensure civil aviation safety.The eddy dissipation rate(EDR)has been established as the standard metric for quantifying turbulence in civil aviation.This study aims to explore a universally applicable symbolic classification approach based on genetic programming to detect turbulence anomalies using quick access recorder(QAR)data.The detection of atmospheric turbulence is approached as an anomaly detection problem.Comparative evaluations demonstrate that this approach performs on par with direct EDR calculation methods in identifying turbulence events.Moreover,comparisons with alternative machine learning techniques indicate that the proposed technique is the optimal methodology currently available.In summary,the use of symbolic classification via genetic programming enables accurate turbulence detection from QAR data,comparable to that with established EDR approaches and surpassing that achieved with machine learning algorithms.This finding highlights the potential of integrating symbolic classifiers into turbulence monitoring systems to enhance civil aviation safety amidst rising environmental and operational hazards.

Spatiotemporal deformation characteristics of Outang landslide and identification of triggering factors using data mining

Since the impoundment of Three Gorges Reservoir(TGR)in 2003,numerous slopes have experienced noticeable movement or destabilization owing to reservoir level changes and seasonal rainfall.One case is the Outang landslide,a large-scale and active landslide,on the south bank of the Yangtze River.The latest monitoring data and site investigations available are analyzed to establish spatial and temporal landslide deformation characteristics.Data mining technology,including the two-step clustering and Apriori algorithm,is then used to identify the dominant triggers of landslide movement.In the data mining process,the two-step clustering method clusters the candidate triggers and displacement rate into several groups,and the Apriori algorithm generates correlation criteria for the cause-and-effect.The analysis considers multiple locations of the landslide and incorporates two types of time scales:longterm deformation on a monthly basis and short-term deformation on a daily basis.This analysis shows that the deformations of the Outang landslide are driven by both rainfall and reservoir water while its deformation varies spatiotemporally mainly due to the difference in local responses to hydrological factors.The data mining results reveal different dominant triggering factors depending on the monitoring frequency:the monthly and bi-monthly cumulative rainfall control the monthly deformation,and the 10-d cumulative rainfall and the 5-d cumulative drop of water level in the reservoir dominate the daily deformation of the landslide.It is concluded that the spatiotemporal deformation pattern and data mining rules associated with precipitation and reservoir water level have the potential to be broadly implemented for improving landslide prevention and control in the dam reservoirs and other landslideprone areas.