Traditional microstructure scale parameters have difficulty describing the structure and distribution of a roughmaterial’s surface morphology comprehensively and quantitatively. This study constructs hydrophilic and ...Traditional microstructure scale parameters have difficulty describing the structure and distribution of a roughmaterial’s surface morphology comprehensively and quantitatively. This study constructs hydrophilic and underwateroleophobic surfaces based on polyvinylidene fluoride (PVDF) using a chemical modification method, and the fractaldimension and multifractal spectrum are used to quantitatively characterize the microscopic morphology. A new contactangle prediction model for underwater oleophobic surfaces is established. The results show that the fractal dimension ofthe PVDF surface first increases and then decreases with the reaction time. The uniformity characterized by the multifractalspectrum was generally consistent with scanning electron microscope observations. The contact angle of water droplets onthe PVDF surface is negatively correlated with the fractal dimension, and oil droplets in water are positively correlated.When the fractal dimension is 2.0975, the new contact angle prediction model has higher prediction accuracy. Themaximum and minimum relative deviations of the contact angle between the theoretical and measured data are 18.20%and 0.72%, respectively. For water ring transportation, the larger the fractal dimension and spectral width of the materialsurface, the smaller the absolute value of the spectral difference, the stronger the hydrophilic and oleophobic properties, andthe better the water ring transportation stability.展开更多
A number of fractal/multifractal methods are introduced for quantifying the mineral deposit spectrum which include a number-size model, grade-tonnage model, power spectrum model, multifractal model and an eigenvalue s...A number of fractal/multifractal methods are introduced for quantifying the mineral deposit spectrum which include a number-size model, grade-tonnage model, power spectrum model, multifractal model and an eigenvalue spectrum model. The first two models characterize mineral deposits spectra based on relationships among the measures of mineral deposits. These include the number of deposits, size of deposits, concentration and volume of mineral deposits. The last three methods that deal with the spatial-temporal spectra of mineral deposit studies are all expected to be popularized in near future. A case study of hydrothermal gold deposits from the Abitibi area, a world-class mineral district, is used to demonstrate the principle as well as the applications of methods proposed in this paper. It has been shown that fractal and multifractal models are generally applicable to modeling of mineral deposits and occurrences. Clusters of mineral deposits were identified by several methods including the power spectral analysis, singularity analysis and the eigenvalue analysis. These clusters contain most of the known mineral deposits in the Timmins and Kirkland Lake camps.展开更多
Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitabl...Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitable for describing the multipliers on the small time scales. A new statistical distribution-symmetric Pareto distribution is introduced. It is applied instead of Gaussian for the multipliers on those scales. Based on that, the algorithm is updated so that symmetric pareto distribution and Gaussian distribution are used to model video traffic but on different time scales. The simulation results demonstrate that the algorithm could model video traffic more accurately.展开更多
This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The margin...This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.展开更多
We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M...We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.展开更多
Previous multifractal spectrum theories can only reflect that an object is multifractal and few explicit expressions of f(α) can be obtained for the practical application of nonlinearity measure. In this paper, an an...Previous multifractal spectrum theories can only reflect that an object is multifractal and few explicit expressions of f(α) can be obtained for the practical application of nonlinearity measure. In this paper, an analytical model for multifractal systems is developed by combining and improving the Jake model, Tyler fractal model and Gompertz curve, which allows one to obtain explicit expressions of a multifractal spectrum. The results show that the model can deal with many classical multifractal examples well, such as soil particle-size distributions, non-standard Sierpinski carpet and three-piece-fractal market price oscillations. Applied to the soil physics, the model can effectively predict the cumulative mass of particles across the entire range of soil textural classes.展开更多
Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar patter...Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar pattern can be derived by application of the multiplicative cascade model used to any small subarea on the pattern. In other experiments, the original, self-similar pattern is distorted by superimposing a 2-dimensional trend pattern and by mixing it with a constant concentration value model. It is investigated how such distortions change the multifractal spectrum estimated by means of the 3-step method of moments. Discrete and continuous frequency distribution models are derived for patterns that satisfy the model of De Wijs. These simulated patterns satisfy a discrete frequency distribution model that as upper bound has a continuous frequency distribution to which it approaches in form when the subdivisions of the multiplicative cascade model are repeated indefinitely. This limiting distribution is lognormal in the center and has Pareto tails. Potentially, this approach has important implications in mineral and oil resource evaluation.展开更多
Multifractal spectrum, autocorrelation/semivariogram and power spectrum are three dif- ferent functions characterizing a field or measure from different aspects. These functions are interre- lated in such that the aut...Multifractal spectrum, autocorrelation/semivariogram and power spectrum are three dif- ferent functions characterizing a field or measure from different aspects. These functions are interre- lated in such that the autocorrelation/semivariogram and power spectrum are related to the low order statistical moments (0 to 2 nd) which may determine the local multifractality (τ ″(1)) of a multifractal measure. A better understanding of the interrelationships among these three functions is important because, on one hand, the multifractal modelling characterizes a multifractal measure in a more de- tailed manner since it involves moments of all orders. On the other hand, the commonly used semivariogram and power spectrum functions can be used as alternatives to study the dominant mul- tifractal properties around the mean measure. Moreover, semivariogram and power-spectrum func- tions provide spatial and spectral information, which is highly valued in geological applications. A new fractal relation found between area and power-spectrum will be useful for investigation of new meth- ods of spatial-spectral analysis for pattern recognition, anomaly separation, classification, etc. These results have been demonstrated with the case study of modelling gamma ray spectrometer data from the mineral district, southwestern Nova Scotia, Canada. The results have shown that the values of uranium (U), thorium (Th) and potassium (K) may possess monofractal properties whereas the ratios of these values show high multifractality. The values of the ratios U/K and U/Th show relatively large variances and may provide more information for distinguishing the distinct phases of the granites, country rocks as well as possible gold mineralization-associated regional hydrothermal alteration zones. In addition, the power spectra for U, Th, K, U/Th and U/K consistently show two distinct power-law relationships for two ranges of wave number 12≤ω ≤160 km and 0≤ω ≤12 km. These properties might provide useful thresholds for separating the power-spectrum values into two types of patterns to reflect different influences of possible geological processes such as hydrothermal altera- tion in the study area.展开更多
We investigate the effect of valence space nucleons on the multifractal analysis(MFA)and spectral analysis of calcium and titanium isotopes.The multifractality of wavefunctions is characterized by its associated singu...We investigate the effect of valence space nucleons on the multifractal analysis(MFA)and spectral analysis of calcium and titanium isotopes.The multifractality of wavefunctions is characterized by its associated singularity spectrum f(α)and generalized dimension Dq.The random matrix theory(RMT)has been employed in the study of properties of the distribution of energy levels.In particular,we find that the number of nucleons and two-body residual interactions particularly affect the singularity and energy level spectra.展开更多
This paper concerns with a Markov-switching predator-prey model with Allee effect for preys.The conditions under which extinction of predator and prey populations occur have been established.Sufficient conditions are ...This paper concerns with a Markov-switching predator-prey model with Allee effect for preys.The conditions under which extinction of predator and prey populations occur have been established.Sufficient conditions are also given for persistence and global attractivity in mean.In addition,stability in the distribution of the system under con-sideration is derived under some assumptions.Finally,numerical simulations are carried out to illustrate theoretical results.展开更多
通过分析树型多重分形结构的相关性发现,多重分形可以把非平稳且具有长相关(LRD)和分形特性的网络流量序列转化为可用短相关(SRD)模型表示的序列组。利用多重分形这种将时间序列分解为多层的能力,提出了一种结合多重分形的FIR神经网络...通过分析树型多重分形结构的相关性发现,多重分形可以把非平稳且具有长相关(LRD)和分形特性的网络流量序列转化为可用短相关(SRD)模型表示的序列组。利用多重分形这种将时间序列分解为多层的能力,提出了一种结合多重分形的FIR神经网络流量预测模型(MF-FIR,multifractal FIR network)。MF-FIR合理地利用了流量序列的LRD信息,具有很好的多步预测性能,可以满足通信系统在线预测的要求。展开更多
基金the Natural Science Basic Research Program of Shaanxi(Program No.2023-JC-YB-351)the Scientific Research Program Funded by the Shaanxi Provincial Education Department(Program No.20JS118)the Xi’an Shiyou University Graduate Innovation and Practice Ability Training Plan(YCS21212097,YCS21212092).
文摘Traditional microstructure scale parameters have difficulty describing the structure and distribution of a roughmaterial’s surface morphology comprehensively and quantitatively. This study constructs hydrophilic and underwateroleophobic surfaces based on polyvinylidene fluoride (PVDF) using a chemical modification method, and the fractaldimension and multifractal spectrum are used to quantitatively characterize the microscopic morphology. A new contactangle prediction model for underwater oleophobic surfaces is established. The results show that the fractal dimension ofthe PVDF surface first increases and then decreases with the reaction time. The uniformity characterized by the multifractalspectrum was generally consistent with scanning electron microscope observations. The contact angle of water droplets onthe PVDF surface is negatively correlated with the fractal dimension, and oil droplets in water are positively correlated.When the fractal dimension is 2.0975, the new contact angle prediction model has higher prediction accuracy. Themaximum and minimum relative deviations of the contact angle between the theoretical and measured data are 18.20%and 0.72%, respectively. For water ring transportation, the larger the fractal dimension and spectral width of the materialsurface, the smaller the absolute value of the spectral difference, the stronger the hydrophilic and oleophobic properties, andthe better the water ring transportation stability.
文摘A number of fractal/multifractal methods are introduced for quantifying the mineral deposit spectrum which include a number-size model, grade-tonnage model, power spectrum model, multifractal model and an eigenvalue spectrum model. The first two models characterize mineral deposits spectra based on relationships among the measures of mineral deposits. These include the number of deposits, size of deposits, concentration and volume of mineral deposits. The last three methods that deal with the spatial-temporal spectra of mineral deposit studies are all expected to be popularized in near future. A case study of hydrothermal gold deposits from the Abitibi area, a world-class mineral district, is used to demonstrate the principle as well as the applications of methods proposed in this paper. It has been shown that fractal and multifractal models are generally applicable to modeling of mineral deposits and occurrences. Clusters of mineral deposits were identified by several methods including the power spectral analysis, singularity analysis and the eigenvalue analysis. These clusters contain most of the known mineral deposits in the Timmins and Kirkland Lake camps.
文摘Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitable for describing the multipliers on the small time scales. A new statistical distribution-symmetric Pareto distribution is introduced. It is applied instead of Gaussian for the multipliers on those scales. Based on that, the algorithm is updated so that symmetric pareto distribution and Gaussian distribution are used to model video traffic but on different time scales. The simulation results demonstrate that the algorithm could model video traffic more accurately.
文摘This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.
基金Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry
文摘We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.
文摘Previous multifractal spectrum theories can only reflect that an object is multifractal and few explicit expressions of f(α) can be obtained for the practical application of nonlinearity measure. In this paper, an analytical model for multifractal systems is developed by combining and improving the Jake model, Tyler fractal model and Gompertz curve, which allows one to obtain explicit expressions of a multifractal spectrum. The results show that the model can deal with many classical multifractal examples well, such as soil particle-size distributions, non-standard Sierpinski carpet and three-piece-fractal market price oscillations. Applied to the soil physics, the model can effectively predict the cumulative mass of particles across the entire range of soil textural classes.
文摘Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar pattern can be derived by application of the multiplicative cascade model used to any small subarea on the pattern. In other experiments, the original, self-similar pattern is distorted by superimposing a 2-dimensional trend pattern and by mixing it with a constant concentration value model. It is investigated how such distortions change the multifractal spectrum estimated by means of the 3-step method of moments. Discrete and continuous frequency distribution models are derived for patterns that satisfy the model of De Wijs. These simulated patterns satisfy a discrete frequency distribution model that as upper bound has a continuous frequency distribution to which it approaches in form when the subdivisions of the multiplicative cascade model are repeated indefinitely. This limiting distribution is lognormal in the center and has Pareto tails. Potentially, this approach has important implications in mineral and oil resource evaluation.
文摘Multifractal spectrum, autocorrelation/semivariogram and power spectrum are three dif- ferent functions characterizing a field or measure from different aspects. These functions are interre- lated in such that the autocorrelation/semivariogram and power spectrum are related to the low order statistical moments (0 to 2 nd) which may determine the local multifractality (τ ″(1)) of a multifractal measure. A better understanding of the interrelationships among these three functions is important because, on one hand, the multifractal modelling characterizes a multifractal measure in a more de- tailed manner since it involves moments of all orders. On the other hand, the commonly used semivariogram and power spectrum functions can be used as alternatives to study the dominant mul- tifractal properties around the mean measure. Moreover, semivariogram and power-spectrum func- tions provide spatial and spectral information, which is highly valued in geological applications. A new fractal relation found between area and power-spectrum will be useful for investigation of new meth- ods of spatial-spectral analysis for pattern recognition, anomaly separation, classification, etc. These results have been demonstrated with the case study of modelling gamma ray spectrometer data from the mineral district, southwestern Nova Scotia, Canada. The results have shown that the values of uranium (U), thorium (Th) and potassium (K) may possess monofractal properties whereas the ratios of these values show high multifractality. The values of the ratios U/K and U/Th show relatively large variances and may provide more information for distinguishing the distinct phases of the granites, country rocks as well as possible gold mineralization-associated regional hydrothermal alteration zones. In addition, the power spectra for U, Th, K, U/Th and U/K consistently show two distinct power-law relationships for two ranges of wave number 12≤ω ≤160 km and 0≤ω ≤12 km. These properties might provide useful thresholds for separating the power-spectrum values into two types of patterns to reflect different influences of possible geological processes such as hydrothermal altera- tion in the study area.
文摘We investigate the effect of valence space nucleons on the multifractal analysis(MFA)and spectral analysis of calcium and titanium isotopes.The multifractality of wavefunctions is characterized by its associated singularity spectrum f(α)and generalized dimension Dq.The random matrix theory(RMT)has been employed in the study of properties of the distribution of energy levels.In particular,we find that the number of nucleons and two-body residual interactions particularly affect the singularity and energy level spectra.
基金National Science Foundation of China(11771104)Pro-gram for Chang Jiang Scholars and Innovative Research Team in University(IRT-16R16)the Innovation Research for the postgraduates of Guangzhou University under Grant No.2018GDJC-DO2.
文摘This paper concerns with a Markov-switching predator-prey model with Allee effect for preys.The conditions under which extinction of predator and prey populations occur have been established.Sufficient conditions are also given for persistence and global attractivity in mean.In addition,stability in the distribution of the system under con-sideration is derived under some assumptions.Finally,numerical simulations are carried out to illustrate theoretical results.
文摘通过分析树型多重分形结构的相关性发现,多重分形可以把非平稳且具有长相关(LRD)和分形特性的网络流量序列转化为可用短相关(SRD)模型表示的序列组。利用多重分形这种将时间序列分解为多层的能力,提出了一种结合多重分形的FIR神经网络流量预测模型(MF-FIR,multifractal FIR network)。MF-FIR合理地利用了流量序列的LRD信息,具有很好的多步预测性能,可以满足通信系统在线预测的要求。