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Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

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Chaos 2017年第6期27卷 063111-063111页

作者： Wei, Yun-Lan Yu, Zu-Guo Zou, Hai-Long Anh, Vo Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Xiangtan Hunan 411105 China School of Mathematical Sciences Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia

A new method-multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)-is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series. © 2017 Author(s).

关键词： CORRELATION (Statistics) STOCK price indexes REGRESSION analysis TIME series analysis COEFFICIENTS (Statistics)

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Fast numerical method based on compressive sensing for electromagnetic back scattering from one-dimensional rough surface with wide incidence

Fast numerical method based on compressive sensing for elect...

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Progress in Electromagnetic Research Symposium (PIERS)

作者： Y. Y. Pang A. Q. Wang T. Q. Liao Key Laboratory of Intelligent Computing & Signal Processing Anhui University Hefei China

ISBN: (纸本)9781509060948

The fast numerical method based on compressive sensing (CS) technology is introduced to calculate the electromagnetic (EM) scattering from a perfectly electrical conducting (PEC) rough surface. A new incident source with lower dimension is firstly obtained by employing the product of the measurement matrix and the voltage vector of the traditional method of moment (MOM). And then the measurements of the induced current vector are computed by solving the integral equation under the new incident source. Finally, the original induced currents on the rough surface are recovered by the Stagewise orthogonal matching Pursuit (StOMP) algorithm. Hence, the new method can greatly reduce the number of unknowns of the full MOM analysis. Good agreements between the CS and the exact results obtained by the MOM are exhibited. And the CS technology costs less time than the MOM.

关键词： Rough surfaces Surface roughness Method of moments Surface impedance Surface waves Electromagnetic scattering

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A theoretical analysis of second and third harmonic generation in metal nanospheres

A theoretical analysis of second and third harmonic generati...

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Progress in Electromagnetic Research Symposium (PIERS)

作者： Yaguang Zhang Zhixiang Huang Key Laboratory of intelligent Computing & Signal Processing Anhui University Hefei China

ISBN: (纸本)9781509060948

Using classical electrodynamics, a theoretical analysis of second and third harmonic generation (SHG and THG) by spherical metal clusters is presented. Based on the anharmonic oscillator model for the displacement of the surface charge, the sources of the radiation generated in second and third harmonic are determined by using the approximation of the second and third power of the linear surface charge. Then the higher harmonic electric fields are determined by matching the electric fields inside and outside the sphere. Angular dependence of the intensities and the degree of polarization are studied. Detailed results of the SHG and THG are presented. The particle size sensitivity of Mie-scattering is increased by nonlinearity.

关键词： Harmonic analysis Optical surface waves Power system harmonics Iron Electromagnetics Frequency conversion

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Fast numerical simulations of electromagnetic scattering from one-dimensional rough surface over a frequency band

Fast numerical simulations of electromagnetic scattering fro...

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Progress in Electromagnetic Research Symposium (PIERS)

作者： R. Bao A. Q. Wang Z. X. Huang Key Laboratory of Intelligent Computing & Signal Processing Anhui University Hefei China

ISBN: (纸本)9781509060948

To fast calculate the backscattering coefficient from a one-dimensional rough surface over a frequency band, the asymptotic waveform evaluation (AWE) technique is introduced in this paper. The tapered plane wave is chosen as the incident wave to avoid the artificial edge diffraction due to the finite length of the simulated rough surface. The Pierson-Moskowitz (PM) spectrum ocean rough surface is applied to simulate the realistic rough surface. Good agreements between the AWE and the exact results obtained by the method of moment (MoM) are exhibited. And the AWE is more effective in computing time over a frequency band.

关键词： Rough surfaces Surface roughness Sea surface Method of moments Surface waves Backscatter Surface impedance

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Identification of pre-microRNAs by characterizing their sequence order evolution information and secondary structure graphs

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BMC bioinformatics 2018年第SUPPL 19期19卷 521页

作者： Yuanlin Ma Zuguo Yu Guosheng Han Jinyan Li Vo Anh Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Hunan 411105 China. Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Hunan 411105 China. yuzuguo@***. School of Electrical Engineering and Computer Science Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia. yuzuguo@***. Advanced Analytics Institute Faculty of Engineering & IT University of Technology Sydney P.O Box 123 Broadway NSW 2007 Australia. School of Mathematical Sciences Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia.

BACKGROUND:Distinction between pre-microRNAs (precursor microRNAs) and length-similar pseudo pre-microRNAs can reveal more about the regulatory mechanism of RNA biological processes. Machine learning techniques have been widely applied to deal with this challenging problem. However, most of them mainly focus on secondary structure information of pre-microRNAs, while ignoring sequence-order information and sequence evolution information. RESULTS:We use new features for the machine learning algorithms to improve the classification performance by characterizing both sequence order evolution information and secondary structure graphs. We developed three steps to extract these features of pre-microRNAs. We first extract features from PSI-BLAST profiles and Hilbert-Huang transforms, which contain rich sequence evolution information and sequence-order information respectively. We then obtain properties of small molecular networks of pre-microRNAs, which contain refined secondary structure information. These structural features are carefully generated so that they can depict both global and local characteristics of pre-microRNAs. In total, our feature space covers 591 features. The maximum relevance and minimum redundancy (mRMR) feature selection method is adopted before support vector machine (SVM) is applied as our classifier. The constructed classification model is named MicroRNA -NHPred. The performance of MicroRNA -NHPred is high and stable, which is better than that of those state-of-the-art methods, achieving an accuracy of up to 94.83% on same benchmark datasets. CONCLUSIONS:The high prediction accuracy achieved by our proposed method is attributed to the design of a comprehensive feature set on the sequences and secondary structures, which are capable of characterizing the sequence evolution information and sequence-order information, and global and local information of pre-microRNAs secondary structures. MicroRNA -NHPred is a valuable method for pre-microRNAs iden

关键词： Hibert-Huang transform Network PSI-BLAST profiles Pre-microRNA SVM mRMR

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A System for Diagnosis of Wheat Leaf Diseases Based on Android Smartphone

A System for Diagnosis of Wheat Leaf Diseases Based on Andro...

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International Symposium on Optoelectronic Technology and Application 2016(OTA 2016)——Conf.13 Environmental Monitoring and Safety Testing Technology

作者： Xinhua Xie Dong Liang Dongyan Zhang Linsheng Huang Xiangqian Zhang Key Laboratory of Intelligent Computing & Signal processing Ministry of EducationAnhui University School of Electronic and Information Engineering of Anhui University

Owing to the shortages of inconvenience, expensive and high professional requirements etc. for conventional recognition devices of wheat leaf diseases, it does not satisfy the requirements of uploadin

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Kernelized Cross-Modal Hashing for Multimedia Retrieval

Kernelized Cross-Modal Hashing for Multimedia Retrieval

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World Congress on intelligent Control and Automation

作者： Shoubiao Tan Lingyu Hu Anqi Wang-Xu Jun Tang Zhaohong Jia Key Laboratory of Intelligent Computing & Signal Processing Ministry of Education Anhui University School of Electronics and Information Engineering Anhui University

ISBN: (纸本)9781467384155

Cross-modal hashing has received more and more attention because of its fast query speed and low storage cost. In this paper, we propose a flexible yet simple cross-modal hashing method to deal with the problem of cross-modal retrieval. The proposed method consists of two steps. In the first phase, we use a kernel canonical correlation analysis method named Anchor kernel canonical correlation analysis (AKCCA) to map data from different modalities into a common kernel space. In the second phase, we use the method named Supervised Hashing with Kernels (KSH) to learn hashing functions bit by bit. These two useful ingredients are combined seamlessly to achieve promising results. Experimental results on a benchmark dataset demonstrate that our method performs better than several state-of-the-art methods.

关键词： Cross-modal hashing Seeds second phase multivariate analysis Kernel

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Block-Based Projection Matrix Design for Compressed Sensing

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Chinese Journal of Electronics 2016年第3期25卷 551-555页

作者： LI Zhetao XIE Jingxiong ZHU Gengming PENG Xin XIE Yanrong CHOI Youngjune The College of Information Engineering Xiangtan University School of Computer National University of Defense Technology Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education Xiangtan University School of Computer Science and Engineering Hunan University of Science and Technology College of Information and Communication Engineering Hunan Institute of Science and Technology Department of Information and Computer Engineering Ajou University

The objective of optimizing a projection matrix is to decrease the mutual coherence between a projection matrix and a basis matrix. In this paper, a novel block-based method is proposed to design a projection matrix in compressed sensing. Here, the projection matrix is divided into two blocks. The relationship between the two blocks was obtained by reasoning and proving. Theoretical analysis demonstrates that the mutual coherence between the whole projection matrix and the whole basis matrix keeps as good as the mutual coherence between the block matrix and blocked basis matrix. Experimental results show that the proposed method obtains better performance compared to existing methods.

关键词： Compressed sensing Projection matrix Block optimization Mutual coherence

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A throughput aware with collision-free MAC for wireless LANs

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Science China(Information Sciences) 2016年第2期59卷 240-242页

作者： Tingrui PEI Yafeng DENG Zhetao LI Gengming ZHU Gaofeng PAN Youngjune CHOI Hiroo SEKIYA College of Information Engineering Xiangtan University Key Laboratory of Intelligent Computing & Information Processing of Ministry of Education Xiangtan University School of Computer Science & Engineering Hunan University of Science and Technology School of Electronic and Information Engineering Southwest University Department of Information and Computer Engineering Ajou University Graduate School of Advanced Integration Science Chiba University

Dear editor,The Carrier Sense Multiple Access with Collision Avoidance(CSMA/CA)hybrid with the resource reservation approach from Time Division Multiple Address(TDMA)has been emerged as a promising method to solve collision problems in wireless LANs[1–6].In the hybrid method,a TDMA circle contains multiple slots for nodes to contend for the ***,it allows a

关键词： MAC CSCF free TDMA A throughput aware with collision-free MAC for wireless LANs

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Study on the Nonlocal Surface Plasmon Resonance Properties of Au Nanotubes

Study on the Nonlocal Surface Plasmon Resonance Properties o...

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Progress in Electromagnetic Research Symposium

作者： Lihua Wang Zhixiang Huang Kaikun Niu Ruo Sun Xianliang Wu Key Laboratory of Intelligent Computing and Signal Processing Anhui University Anhui Institute of Metrology

ISBN: (纸本)9781509060948

The optical properties of nanostructures with nonlocal effects is analysied by the finite element method method. The nonlocal effects can be described by a spatially nonlocal dielectric function with Drude model plus two Lorentz pole oscillator dielectric model. The optical properties of Au nanotubes with different radii, distance of junctions, can be determined by tuning the corresponding parameters to obtain the remarkable nonlocal effects, which should be taken into consideration in real optical device design. Our results can be used as a reference in design of realistic sub-wavelength devices.

关键词： Gold Plasmons Nanotubes Biomedical optical imaging Mathematical model Optical scattering

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