时间序列数据分析与预处理

时间序列分析中常常遇到的一个问题是如何有效地过滤噪音和约简数据。本文通过修改传统的离散的傅立叶变换来过滤噪音和进行数据的约简，并尽可能保留原始时间序列的全局变化趋势。为检验该方法的有效性，本文同时提出一个新颖的数据分类算法MCC，并用该算法对股票回报率的变化进行预测，实验结果显示，用MCC算法在预处理后的数据上进行预测，其预测的命中率达到63．68％，而在原始数据上进行预测，其预测的命中率只有48．98％。显然，通过对原始数据进行噪音过滤有效地改善了预测的精度。另外，数据的约简也提高了预测算法的效率。     

Junction points in singular optimal control

Optimal control trajectories which contain both non-singular and singular subarcs have been known for almost 40 years. Points where these two types of subarc are joined are known as junction points. Necessary and sufficient conditions for the optimality of these so-called partially singular trajectories are well-known. Necessary conditions for optimality at junction points have also been found. However, for many years the status of McDanell's Conjecture has been unknown. One part of the Conjecture was proved false in 1987 but the remaining part has been hard to prove or disprove. There has been much evidence that the whole of the Conjecture is false in general, although it is true in several special cases. This paper presents a counterexample for the remaining part of McDanell's Conjecture. A minimum of nine equations and two inequalities had to be satisfied at the junction in order for the counterexample to be constructed. The resulting system is of third order and the problem is of Lagrange type.     

Investigation of the Equivalence of National Dew-Point Temperature Realizations in the ?50?°C to +?20?°C Range

In the field of humidity quantities, the first CIPM key comparison, CCT-K6 is at its end. The corresponding European regional key comparison, EUROMET.T-K6, was completed in early 2008, about 4?years after the starting initial measurements in the project. In total, 24 NMIs from different countries took part in the comparison. This number includes 22 EURAMET countries, and Russia and South Africa. The comparison covered the dew-point temperature range from ?50?°C to +20?°C. It was carried out in three parallel loops, each with two chilled mirror hygrometers as transfer standards in each loop. The comparison scheme was designed to ensure high quality results with evenly spread workload for the participants. It is shown that the standard uncertainty due to the long-term instability was smaller than 0.008?°C in all loops. The standard uncertainties due to links between the loops were found to be smaller than 0.025?°C at ?50?°C and 0.010?°C elsewhere. Conclusions on the equivalence of the dew-point temperature standards are drawn on the basis of calculated bilateral degrees of equivalence and deviations from the EURAMET comparison reference values (ERV). Taking into account 16 different primary dew-point realizations and 8 secondary realizations, the results demonstrate the equivalence of a large number of laboratories at an uncertainty level that is better than achieved in other multilateral comparisons so far in the humidity field.     

Shock-Wave Attenuation and Energy-Dissipation Potential of Granular Materials

The propagation of uniaxial-stress planar shocks in granular materials is analyzed using a conventional shock-physics approach. Within this approach, both compression shocks and decompression waves are treated as (stress, specific volume, particle velocity, mass-based internal energy density, temperature, and mass-based entropy density) propagating discontinuities. In addition, the granular material is considered as being a continuum (i.e., no mesoscale features like grains, voids, and their agglomerates are considered). However, while the granular material is treated as a (smeared-out) continuum, it is recognized that it contains a solid constituent (parent matter), and that the structurodynamic properties (i.e., Equations of State (EOS) and Hugoniot relations) of the granular material are related to its parent matter. Three characteristic shock loading regimes of granular material are considered and, in each case, an analysis is carried out to elucidate shock attenuation and energy dissipation processes. In addition, an attempt is made to identify a metric (a combination of the material parameters) which quantifies the intrinsic ability of a granular material to attenuate a shock and dissipate the energy carried by the shock. Toward that end, the response of a typical granular material to a flat-topped compressive stress pulse is analyzed in each of the three shock loading regimes.     

Selecting and assessing challenge problems

Abstract

Organisations conducting research programs often focus the work of their scientists and technologists on challenge problems (CPs). These challenges are designed to ensure that progress is measurable and relevant to the goals of the program sponsor. Generating and selecting pertinent CPs is difficult, as is assessing their value. We describe a method of generating and selecting CPs and its application in a highly collaborative, multi-organisation research program. Thirty-eight biologists, chemists, mathematicians and computer scientists across academic, commercial and government organisations generated and ranked their top choices from among 12 richly described candidate challenge problems. A ranked-choice voting formula was applied. Five CPs were highly scored; the remaining seven were distributed across a lower range of scores. The program sponsor subsequently directed researchers to address six CPs, including the elected five. Analysis of the rationales that participants offered for their CP rankings revealed four domain-independent dimensions of value: capability, speed, impact and synergy. These dimensions of value can help managers of interdisciplinary research programs systematically select a portfolio of CPs that will efficiently apply utilise resources towards program goals and facilitate measurement of scientific progress.     

Vitamin C Enhances Vitamin E Status and Reduces Oxidative Stress Indicators in Sea Bass Larvae Fed High DHA Microdiets

Docosahexaenoic acid (DHA) is an essential fatty acid necessary for many biochemical, cellular and physiological functions in fish. However, high dietary levels of DHA increase free radical injury in sea bass (Dicentrarchus labrax) larvae muscle, even when vitamin E (α-tocopherol, α-TOH) is increased. Therefore, the inclusion of other nutrients with complementary antioxidant functions, such as vitamin C (ascorbic acid, vitC), could further contribute to prevent these lesions. The objective of the present study was to determine the effect of vitC inclusion (3,600?mg/kg) in high DHA (5?% DW) and α-TOH (3,000?mg/kg) microdiets (diets 5/3,000 and 5/3,000?+?vitC) in comparison to a control diet (1?% DHA DW and 1,500?mg/kg of α-TOH; diet 1/1,500) on sea bass larvae growth, survival, whole body biochemical composition and thiobarbituric acid reactive substances (TBARS) content, muscle morphology, skeletal deformities and antioxidant enzymes, insulin-like growth factors (IGFs) and myosin expression (MyHC). Larvae fed diet 1/1,500 showed the best performance in terms of total length, incidence of muscular lesions and ossification degree. IGFs gene expression was elevated in 5/3,000 diet larvae, suggesting an increased muscle mitogenesis that was confirmed by the increase in the mRNA copies of MyHC. vitC effectively controlled oxidative damages in muscle, increased α-TOH larval contents and reduced TBARS content and the occurrence of skull deformities. The results of the present study showed the antioxidant synergism between vitamins E and C when high contents of DHA are included in sea bass larvae diets.     

Unpacking the temporal advantage of distributing complex visual displays

Spatial arrangement of information can have large effects on problem solving. Although such effects have been observed in various domains (e.g., instruction and interface designs), little is known about the cognitive processing mechanisms underlying these effects, nor its applicability to complex visual problem solving. In three experiments, we showed that the impact of spatial arrangement of information on problem solving time can be surprisingly large for complex real world tasks. It was also found that the effect can be caused by large increases in slow, external information searches (Experiment 1), that the spatial arrangement itself is the critical factor and the effect is domain-general (Experiment 2a), and that the underlying mechanism can involve micro-strategy selection for information encoding in a response to differing information access cost (Experiment 2b). Overall, these studies show a large slowdown effect (i.e., approximately 30%) that stacking information produces over spatially distributed information, and multiple paths by which this effect can be produced.     

Forensically Robust Detection of the Presence of Morpholine in Apples—Proof of Principle

Morpholine is a precursor of carcinogenic nitrosamines and although the possibility of their formation in the human stomach after ingestion of morpholine-treated apples is reported as highly unlikely morpholine has not been authorised as a food additive in the EU. Methods for its detection are required since it is permitted in other jurisdictions and may be present on food through direct treatment of fruit with waxes containing the compound, through steam treatment during processing or from packaging. Methods using derivatising agents with the inclusion of UV chromophores such as dansyl chloride yield good separation and high sensitivity but with mass spectrometric fragment ions predominantly originated from the derivatising group rather than the morpholine moiety. An amine acetylation derivatisation method is proposed from which fragment ions originating from the morpholine group are detected using widely available GC–MS. With full validation, a forensically robust confirmation of the presence of morpholine via its N-acetyl derivative is possible in support of regulatory analysis.