The state space, reconstruction is the major important quantitative index for describing non-linear chaotic time series. Based on the work of many scholars, such as: AT. H. Packard, F. Takens, M. Casdagli, J. F. Gibso...The state space, reconstruction is the major important quantitative index for describing non-linear chaotic time series. Based on the work of many scholars, such as: AT. H. Packard, F. Takens, M. Casdagli, J. F. Gibson, CHEN Yu-shu et al, the state space was reconstructed using the method of Legendre coordinate. Several different scaling regimes for lag time tau were identified. The influence for state space reconstruction of lag time tau was discussed. The result tells us that is a good practical method for state space reconstruction.展开更多
A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akai...A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akaike's AIC criterion.Some numerical results of gyro drift models are obtained for analysis of gyro system. As the trend and irregular components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately.展开更多
Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. This method uses spatial correlation and temporal correlation simultaneously...Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. This method uses spatial correlation and temporal correlation simultaneously. Simulation results show that the improved local linear prediction method can effectively make multi-step and one-step prediction of chaotic time series and the multi-step prediction performance and one-step prediction accuracy of the improved local linear prediction method are superior to those of the traditional local linear prediction method.展开更多
Since time-course microarrav data are short but contain a large number of genes, most of statistical models should be extended so that they can handle such statistically irregular situations. We introduce biological s...Since time-course microarrav data are short but contain a large number of genes, most of statistical models should be extended so that they can handle such statistically irregular situations. We introduce biological state space models that are established as suitable computational models for constructing gene networks from microarray gene expression data. This chapter elucidates theory and methodology of our biological state space models together with some representative analyses including discovery of drug mode of action. Through the applications we show the whole strategy of biological state space model analysis involving experimental design of time-course data, model building and analysis of the estimated networks.展开更多
I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonpa...I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.展开更多
In this topic, a new. approach to the analysis of time-variation dynamics is proposed by use of Legendre series expansion and Legendre integral operator matrix. The theoretical basis for effective solution of time-var...In this topic, a new. approach to the analysis of time-variation dynamics is proposed by use of Legendre series expansion and Legendre integral operator matrix. The theoretical basis for effective solution of time-variation dynamics is therefore established, which is beneficial to further research of time-variation science.展开更多
Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuo...Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.展开更多
随着电网换相型高压直流输电(line commutated converter based high voltage direct current, LCC-HVDC)技术的广泛应用,交直流混联电力系统的交互稳定性问题日益突出。首先基于状态空间平均法建立了考虑非线性换相重叠动态过程的LCC...随着电网换相型高压直流输电(line commutated converter based high voltage direct current, LCC-HVDC)技术的广泛应用,交直流混联电力系统的交互稳定性问题日益突出。首先基于状态空间平均法建立了考虑非线性换相重叠动态过程的LCC换流器传递函数模型。为适应愈加复杂的直流输电系统建模,提出利用模块化思想分别建立LCC-HVDC各子系统小信号模型,并推导了能反映交直流系统和换流器之间电气耦合特性的接口矩阵实现子系统连接,从而模块化建立精确且易于扩展的计及控制链路延时和锁相环输出相位波动的双端LCC-HVDC系统改进小信号模型。最后分析了控制系统参数和控制链路延时对系统小干扰稳定性的影响以及失稳模态的主导因素,揭示了双端LCC-HVDC系统交直流混合谐振机理及送受端交互影响具体过程。研究结果可以为系统参数设计、谐振抑制措施提供理论基础。展开更多
基金the National Natural Science Foundation of China(19990510)
文摘The state space, reconstruction is the major important quantitative index for describing non-linear chaotic time series. Based on the work of many scholars, such as: AT. H. Packard, F. Takens, M. Casdagli, J. F. Gibson, CHEN Yu-shu et al, the state space was reconstructed using the method of Legendre coordinate. Several different scaling regimes for lag time tau were identified. The influence for state space reconstruction of lag time tau was discussed. The result tells us that is a good practical method for state space reconstruction.
文摘A state space aproach for modeling nonstationary time series is employed in analysing gyro transient process. Based on the concept of smoothness priors constraint, the overall model is using the Kalman filter and Akaike's AIC criterion.Some numerical results of gyro drift models are obtained for analysis of gyro system. As the trend and irregular components of the observed time series can be modeled simultaneously, it is statistically more accurate and efficient than that modeled separately.
文摘Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. This method uses spatial correlation and temporal correlation simultaneously. Simulation results show that the improved local linear prediction method can effectively make multi-step and one-step prediction of chaotic time series and the multi-step prediction performance and one-step prediction accuracy of the improved local linear prediction method are superior to those of the traditional local linear prediction method.
文摘Since time-course microarrav data are short but contain a large number of genes, most of statistical models should be extended so that they can handle such statistically irregular situations. We introduce biological state space models that are established as suitable computational models for constructing gene networks from microarray gene expression data. This chapter elucidates theory and methodology of our biological state space models together with some representative analyses including discovery of drug mode of action. Through the applications we show the whole strategy of biological state space model analysis involving experimental design of time-course data, model building and analysis of the estimated networks.
基金Supported by Biological & Biotechnology Research Council and the Engineering & Physical Science Research Council of the United Kingdom,and by the Research Grant Council of Hong Kong.
文摘I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.
文摘In this topic, a new. approach to the analysis of time-variation dynamics is proposed by use of Legendre series expansion and Legendre integral operator matrix. The theoretical basis for effective solution of time-variation dynamics is therefore established, which is beneficial to further research of time-variation science.
文摘Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.
文摘随着电网换相型高压直流输电(line commutated converter based high voltage direct current, LCC-HVDC)技术的广泛应用,交直流混联电力系统的交互稳定性问题日益突出。首先基于状态空间平均法建立了考虑非线性换相重叠动态过程的LCC换流器传递函数模型。为适应愈加复杂的直流输电系统建模,提出利用模块化思想分别建立LCC-HVDC各子系统小信号模型,并推导了能反映交直流系统和换流器之间电气耦合特性的接口矩阵实现子系统连接,从而模块化建立精确且易于扩展的计及控制链路延时和锁相环输出相位波动的双端LCC-HVDC系统改进小信号模型。最后分析了控制系统参数和控制链路延时对系统小干扰稳定性的影响以及失稳模态的主导因素,揭示了双端LCC-HVDC系统交直流混合谐振机理及送受端交互影响具体过程。研究结果可以为系统参数设计、谐振抑制措施提供理论基础。
