We investigate the stochastic asymptotical synchronization of chaotic Markovian jumping fuzzy cellular neural networks （MJFCNNs） with discrete, unbounded distributed delays, and the Wiener process based on sampled-d...We investigate the stochastic asymptotical synchronization of chaotic Markovian jumping fuzzy cellular neural networks （MJFCNNs） with discrete, unbounded distributed delays, and the Wiener process based on sampled-data control using the linear matrix inequality （LMI） approach. The Lyapunov–Krasovskii functional combined with the input delay approach as well as the free-weighting matrix approach is employed to derive several sufficient criteria in terms of LMIs to ensure that the delayed MJFCNNs with the Wiener process is stochastic asymptotical synchronous. Restrictions （e.g., time derivative is smaller than one） are removed to obtain a proposed sampled-data controller. Finally, a numerical example is provided to demonstrate the reliability of the derived results.展开更多
This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump tail risk in asset price with noisy high frequency data. We first propose the pre-averaging thresho...This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump tail risk in asset price with noisy high frequency data. We first propose the pre-averaging threshold approach to estimate the intraday jumps occurred, and then use the peaks-over-threshold (POT) method and generalized Pareto distribution (GPD) to model the intraday jump tail and further measure the jump tail risk. Finally, an empirical example further demonstrates the power of the proposed method to measure the jump tail risk under the effect of microstructure noise.展开更多
An analysis has been conducted of the multi-hierarchical structure and jump of temperature variation for the globe, China and Yunnan Province over the past 100 years using an auto-adaptive, multi-resolution data filte...An analysis has been conducted of the multi-hierarchical structure and jump of temperature variation for the globe, China and Yunnan Province over the past 100 years using an auto-adaptive, multi-resolution data filter set up in You, Lin and Deng (1997). The result is shown below in three aspects. (l1 The variation of global temperature in this period is marked by warming on a large scale and can be divided into three stages of being cold (prior to 1919), warm (between 1920 and 1978) and warmer (since 1 979). Well-defined jumps are with the variation in correspondence with the hierarchical evolution on such scale, occurring in 1920 and 1979 when there is the most substantial jump towards warming. For the evolution on smaller scales, however, the variation has shown more of alternations of cold and warm temperatures. The preceding hierarchical structure and warming jump are added with new ones. (2) The trend in which temperature varies is much the same for China and the Yunnan Province, but it is not consistent with that globally, the largest difference being that a weak period of cold temperature in 1955 - 1978 across the globe was suspended in 1979 when it jumped to a significant warming,while a period of very cold temperature in 1955 - 1986 in China and Yunnan was not followed by warming in similar extent until 1987. (3) Though there are consistent hierarchical structure and jumping features throughout the year in Yunnan, significant changes with season are also present and the most striking difference is that temperature tends to vary consistently with China in winter and spring but with the globe in summer and fall.展开更多
Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. ...Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. The analysis method of QENS spectra data is important to obtain parameters that can explain the structure of materials and the dynamics of water. In this paper, we present a revised jump-diffusion and rotation-diffusion model(rJRM) used for QENS spectra data analysis. By the rJRM, the QENS spectra from a pure magnesium-silicate-hydrate(MSH) sample are fitted well for the Q range from 0.3 ^(-1) to 1.9 ^(-1) and temperatures from 210 K up to 280 K. The fitted parameters can be divided into two kinds. The first kind describes the structure of the MSH sample, including the ratio of immobile water(or bound water) C and the confining radius of mobile water a_0. The second kind describes the dynamics of confined water in pores contained in the MSH sample, including the translational diffusion coefficient Dt, the average translational residence timeτ0, the rotational diffusion coefficient D_r, and the mean squared displacement(MSD) u^2. The r JRM is a new practical method suitable to fit QENS spectra from porous materials, where hydrogen atoms appear in both solid and liquid phases.展开更多
基金the Ministry of Science and Technology of India(Grant No.DST/Inspire Fellowship/2010/[293]/dt.18/03/2011)
文摘We investigate the stochastic asymptotical synchronization of chaotic Markovian jumping fuzzy cellular neural networks （MJFCNNs） with discrete, unbounded distributed delays, and the Wiener process based on sampled-data control using the linear matrix inequality （LMI） approach. The Lyapunov–Krasovskii functional combined with the input delay approach as well as the free-weighting matrix approach is employed to derive several sufficient criteria in terms of LMIs to ensure that the delayed MJFCNNs with the Wiener process is stochastic asymptotical synchronous. Restrictions （e.g., time derivative is smaller than one） are removed to obtain a proposed sampled-data controller. Finally, a numerical example is provided to demonstrate the reliability of the derived results.
文摘This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump tail risk in asset price with noisy high frequency data. We first propose the pre-averaging threshold approach to estimate the intraday jumps occurred, and then use the peaks-over-threshold (POT) method and generalized Pareto distribution (GPD) to model the intraday jump tail and further measure the jump tail risk. Finally, an empirical example further demonstrates the power of the proposed method to measure the jump tail risk under the effect of microstructure noise.
文摘An analysis has been conducted of the multi-hierarchical structure and jump of temperature variation for the globe, China and Yunnan Province over the past 100 years using an auto-adaptive, multi-resolution data filter set up in You, Lin and Deng (1997). The result is shown below in three aspects. (l1 The variation of global temperature in this period is marked by warming on a large scale and can be divided into three stages of being cold (prior to 1919), warm (between 1920 and 1978) and warmer (since 1 979). Well-defined jumps are with the variation in correspondence with the hierarchical evolution on such scale, occurring in 1920 and 1979 when there is the most substantial jump towards warming. For the evolution on smaller scales, however, the variation has shown more of alternations of cold and warm temperatures. The preceding hierarchical structure and warming jump are added with new ones. (2) The trend in which temperature varies is much the same for China and the Yunnan Province, but it is not consistent with that globally, the largest difference being that a weak period of cold temperature in 1955 - 1978 across the globe was suspended in 1979 when it jumped to a significant warming,while a period of very cold temperature in 1955 - 1986 in China and Yunnan was not followed by warming in similar extent until 1987. (3) Though there are consistent hierarchical structure and jumping features throughout the year in Yunnan, significant changes with season are also present and the most striking difference is that temperature tends to vary consistently with China in winter and spring but with the globe in summer and fall.
文摘Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. The analysis method of QENS spectra data is important to obtain parameters that can explain the structure of materials and the dynamics of water. In this paper, we present a revised jump-diffusion and rotation-diffusion model(rJRM) used for QENS spectra data analysis. By the rJRM, the QENS spectra from a pure magnesium-silicate-hydrate(MSH) sample are fitted well for the Q range from 0.3 ^(-1) to 1.9 ^(-1) and temperatures from 210 K up to 280 K. The fitted parameters can be divided into two kinds. The first kind describes the structure of the MSH sample, including the ratio of immobile water(or bound water) C and the confining radius of mobile water a_0. The second kind describes the dynamics of confined water in pores contained in the MSH sample, including the translational diffusion coefficient Dt, the average translational residence timeτ0, the rotational diffusion coefficient D_r, and the mean squared displacement(MSD) u^2. The r JRM is a new practical method suitable to fit QENS spectra from porous materials, where hydrogen atoms appear in both solid and liquid phases.
