Detection of correlation characteristics between financial time series based on multi-resolution analysis

Interactions between financial time series are complex and changeable in both time and frequency domains. To reveal the evolution characteristics of the time-varying relations between bivariate time series from a multi-resolution perspective, this study introduces an approach combining wavelet analysis and complex networks. In addition, to reduce the influence the phase lag between the time series has on the correlations, we propose dynamic time-warping (DTW) correlation coefficients to reflect the correlation degree between bivariate time series. Unlike previous studies that symbolized the time series only based on the correlation strength, the second-level symbol is set according to the correlation length during the coarse-graining process. This study presents a novel method to analyze bivariate time series and provides more information for investors and decision makers when investing in the stock market. We choose the closing prices of two stocks in China’s market as the sample and explore the evolutionary behavior of correlation modes from different resolutions. Furthermore, we perform experiments to discover the critical correlation modes between the bull market and the bear market on the high-resolution scale, the clustering effect during the financial crisis on the middle-resolution scale, and the potential pseudo period on the low-resolution scale. The experimental results exactly match reality, which provides powerful evidence to prove that our method is effective in financial time series analysis.     

我国煤矿生产事故统计及安全生产措施

我国煤矿生产事故频发,顶板垮落、瓦斯爆炸、机电事故、突水、矿井火灾、放炮等隐患时刻影响着煤矿安全生产,当前矿井开采以井下开采为主,井下开采存在技术要求高、开采难度大的问题,导致煤矿事故发生数和死亡人数相对其他行业居于首位。因此,为了深入研究煤矿事故发生原因和规律,统计了近10 a我国煤矿事故数据,找出当前矿山开采存在的各种安全问题,针对存在的问题提出解决措施,对预防及应对煤矿安全问题具有重要意义。     

Pull out of FRP reinforcement from masonry pillars: Experimental and numerical results

In this paper, debonding phenomena between carbon fiber reinforced polymer (CFRP) strips and masonry support were investigated on the basis of single-lap shear tests, considering different dimensions of the bond length. To capture the post-peak response of the CFRP–masonry joint, the slip between the support and the reinforcement strip was controlled using a clip gauge positioned at the end of the reinforcement. The tests were simulated by means of a finite element model able to capture the post-peak snap-back behavior due to the failure process. The numerical model is based on zero-thickness interface elements and on a proper non-linear cohesive law. The comparison between experimental and numerical results was performed in terms of overall response, measured by both the machine stroke and the clip gauge positioned at the free end of the reinforcement. The cases of effective bond length greater and lesser than the minimum anchorage length, suggested by the CNR Italian recommendation, were considered.     

Profile of Triacylglycerols,Phenols, and Vitamin E of Manjari Medika Grape Seed Oil and Cake: Introducing a Novel Indian Variety

The aim of the study is to investigate the biochemical composition of grapeseed oil and cake from an unexplored Indian grape‐juice cultivar, Manjari Medika (MM). The composition of oil and residual seed cake is evaluated using various chromatographic and spectroscopic techniques. The findings demonstrate that the vitamin E content of MM‐seed oil (1.15–1.35 g kg^?1) is distinctively higher than the Codex standard, suggesting its superior quality as an edible oil. The predominant triacylglycerols include trilinolein (LLL, 43%), dilinoleoyl‐stearylglycerol (LSL, 19%), and dilinoleoyl‐palmitoylglycerol (LLP, 11%), which are earlier recognized as natural antioxidants. The seed‐cake is rich in polyphenols including acylated anthocyanins (e.g., pelargonidin‐3‐O‐coumaroyl glucoside) and certain other flavonoids (e.g., catechin). The profile of phytonutrients in MM seed‐oil and cake is significantly superior to its seeded female parent and two other widely cultivated wine‐grape varieties. In brief, the studied by‐products of this new grape‐juice cultivar can be an important source of high‐value ingredients for use in food supplements, nutraceuticals, and functional foods. Practical applications: This study reports the phytochemical profile of the seed‐oil and seed cake derived from a newly developed grape variety, Manjari Medika. High contents of selective antioxidants: lipids, vitamin E, and phenols in the seed‐oil and cake with health benefits suggest their potential for use in nutraceutical and functional foods. These byproducts can be utilised as ingredients of functional foods and nutraceuticals (e.g., grape seed oil capsule) and also as raw materials in food supply chains (e.g., for production of grape cookies or cake). MM can also be utilized as a colorant in the food industry.     

Application of Vis–NIR hyperspectral imaging in classification between fresh and frozen-thawed pork Longissimus Dorsi muscles

Fresh and frozen-thawed (F-T) pork meats were classified by Vis–NIR hyperspectral imaging. Eight optimal wavelengths (624, 673, 460, 588, 583, 448, 552 and 609 nm) were selected by successive projections algorithm (SPA). The first three principal components (PCs) obtained by principal component analysis (PCA) accounted for over 99.98% of variance. Gray-level-gradient co-occurrence matrix (GLGCM) was applied to extract 45 textural features from the PC images. The correct classification rate (CCR) was employed to evaluate the performance of the partial least squares-discriminate analysis (PLS-DA) models, by using (A) the reflected spectra at full wavelengths and (B) those at the optimal wavelengths, (C) the extracted textures based on the PC images, and (D) the fused variables combining spectra at the optimal wavelengths and textures. The results showed that the best CCR of 97.73% was achieved by applying (D), confirming the high potential of textures for fresh and F-T meat discrimination.     

基于最小维修的石化安全设备区间截尾寿命数据分析

在石化安全关键设备寿命截尾数据的可靠性评估过程中，为避免传统可靠性评估方法未考虑维修对故障间隔时间的影响，以及中值填充法误差较大的缺点，本文提出了一种逆变换区间截尾数据填充方法。首先，在可修系统基于最小维修的假设下，通过非齐次泊松过程描述系统的故障趋势，利用逆变换填充得到监测区间的缺失数据；随后根据蒙特卡罗期望最大化算法，获得填充数据的参数估计值。通过蜡油加氢装置紧急泄压阀的案例分析，该算法能够很好地融合已有数据，得到的形状参数估计值偏差与中值填充法相比缩小4%以上，从而验证了该算法的有效性；这有助于安全关键设备的定量化完整性管理，保障石化装置平稳运行。     

Challenges in the CO2 emissions of the Turkish power sector: Evidence from a two-level decomposition approach

Decarbonization of the energy system is urgent to avert the disruptions in the climate. Considering its share, the low carbon transition of the power sector is pivotal. Growing electricity demand poses unique challenges for Turkey to enact deep decarbonization. It is vital to uncover the contributing causes of emissions to provide strategic oversight for carbon management activities. This study investigates key drivers of CO₂ emissions from the power sector using the Logarithmic Mean Divisia Index decomposition method. While efficiency improvement contributes to sustainable yet minor mitigation, changes in the fossil-fuel share indicate a cycling but significant overall impact.     

带有蓄热型直接冷凝式加热板的空气源热泵系统性能研究

针对现有的空气源热泵冬季供热系统，提出了一种使用新型蓄热型直接冷凝式加热板（RHP）的空气源热泵供热系统，并测试了RHP的热性能和系统的运行特性，同时分析了系统的效率和经济性。实验结果表明，在39℃的冷凝温度下，RHP的热容量高达1044 W，RHP的蓄热量大于1000 kJ。在室外空气温度为8℃时，系统COP高达3.7。此外，对于20 m²的居住房间而言，该系统的供暖初始投资成本和总运行成本分别为3174.7 CNY和510.7 CNY，在居住建筑冬季供暖领域具有较大的竞争力。     

基于降噪时序深度学习网络的风电功率短期预测方法

利用风电场历史功率数据预测未来一段时间内的风功率,对保障电网安全稳定运行具有重要的意义。本文提出一种基于奇异谱分析SSA(singular spectrum analysis)和长短时记忆LSTM(long-short term memory net⁃work)网络的时序特征预测框架用于短期风功率的预测。首先通过SSA对历史风功率原始数据进行降噪处理,然后经过数据转换之后,以LSTM网络为基础进行预测模型的训练,最后通过某风电场提供的两个风机的历史功率数据进行验证。实验结果表明,奇异谱分析对风电场的历史数据具有良好的降噪性,SSA+LSTM模型在测试数据上取得了较好的预测性能,能够有效进行短期风功率的预测。     

膨胀剂对约束条件下UHPC早期抗裂性能影响的试验研究

超高性能混凝土(UHPC)在钢桥面铺装结构中由于铺装材料受到钢板、栓钉等的约束,加上材料本身水胶比小,更易收缩,早期容易承受拉应力导致开裂。通过在拌和过程中添加膨胀剂可以起到减小收缩的作用,但该方法对于约束条件下的UHPC铺装的早期抗裂性能提升是否有促进作用,仍需通过更多试验进行合理评估和深入研究。通过圆环法对3组不同配方的UHPC在均匀约束条件下的早期抗裂性能进行定量测试,并将试验数据进行回归分析和计算,得到了各组的平均应力发展速率,进而评估了各组的开裂风险等级。试验结果表明,通过在UHPC中加入适量膨胀剂,可使其最终收缩应力减小,并可降低其收缩应力发展速率,进一步降低其在约束条件下的开裂风险。