基于函数型自适应聚类的股票收益波动模式比较

股票收益波动具有典型的连续函数特征,将其纳入连续动态函数范畴分析,能够挖掘现有离散分析方法不能揭示的深层次信息。本文基于连续动态函数视角研究上证50指数样本股票收益波动的类别模式和时段特征:首先由实际离散观测数据信息自行驱动,重构隐含在其中的本征收益波动函数;进一步,利用函数型主成分正交分解收益函数波动的主趋势,在无核心信息损失的主成分降维基础上,引入自适应权重聚类分析客观划分股票收益函数波动的模式类别;最后,利用函数型方差分析检验不同类别收益函数之间波动差异的显著性和稳健性,并基于波动函数周期性时段划分、图形展示和可视化剖析每一类别收益函数在不同时段波动的势能转化规律。研究发现:上证综指股票收益波动的主导趋势可以分解为四个子模式,50只股票存在五类显著的波动模式类别,并且五类波动模式的特征差异主要体现在本次研究区间的初始阶段。本文拓展了股票收益波动模式分类和差异因素分析的研究视角,能够为金融监管部门管理策略的制定和证券市场的投资组合配置提供实证支持。国家自然科学基金“函数型数据的自适应分类预测方法及其在金融高频预测中的应用”(71701201);;教育部人文社会科学基金“金融市场的函数型数据挖掘方法与应用研究”(15YJCZH162);;2016年度全国统计科学研究项目“函数型数据自适应聚类分析的方法与应用研究”(2016LY13)的阶段性研究成果;;江苏省自然科学基金青年项目“金融高频数据的函数型自适应分类预测方法研究”(BK20170268);;中国博士后科学基金项目“函数型数据挖掘理论、方法与应用”(2015M571839);;中央高校基本科研业务费专项基金“基于函数型数据分析的大数据挖掘方法及其经济管理应用”(..

Remarks on the Efficiency of Principal Component Cluster Analysis

本文针对经典聚类分析和普通主成分聚类分析极端情形下的失效问题展开讨论,通过定义客观赋权的主成分距离为分类统计量,并以实证检验取得良好效果为依据,有效地解决了主成分聚类分析在极端情形下所不能揭示的问题。A discussion about the invalidations of canonical cluster analysis and ordinary principal component cluster analysis under extreme situations is presented in this paper,by defining an objective weighted principal component distance as classification statistic,this paper solves the problems effectively which can't be revealed by principal component cluster analysis under extreme situations,and the empirical test proves its validation.国家社会科学基金项目“金融高频数据挖掘方法及应用研究”(11BTJ001)资

Static Analysis of China's Regional Innovation Capability——Based on Adaptive Weighting Principal Component Cluster Model

本文在对经典聚类模型和现有改进聚类模型优点与不足剖析的基础上,通过定义客观加权主成分距离为分类统计量,提出了一种自适应赋权的主成分聚类模型。与现有同类方法相比,新模型克服了指标之间的高度共线性,能够对指标重要性的客观差异进行自适应赋权,每一步都有充分的理论保证其必要性、合理性.应用加权主成分聚类对中国区域创新能力进行集团划分,分类结果的可解释性明显提高,统计检验效果显著,所得的结论对了解和推动中国区域创新能力发展具有借鉴意义。Based on summation of advantages and defects of classical cluster models and existed improved cluster models,this paper puts forward an adaptive weighting principal component cluster model by defining objective weighted principal component distance as classification statistic.Compared with existed similar methods,the new model not only solves high colinearity among variables,but also weights adaptively according to their objective importance,so the new model deserves sufficient theoretical basis for its necessity and rationality at every stages.At last this paper applies weighted principal component cluster model on the division of China's regional innovation capability,and gets highly improved explanation results as well as significant statistical test.Meanwhile the conclusion provides significant reference to understand and promote China's regional innovation capability.国家社会科学基金项目(编号:11BTJ001); 国家自然科学基金青年项目(编号:710201139); 全国统计科学研究计划重大项目(编号:2012LD001

Synthesis and structural analysis of 2-mercaptonicotinic acid oxovanadium(Ⅴ)

目的合成新型有机羧酸氧钒配合物——2-巯基烟酸氧钒(V)配合物。方法以V2O5、2-巯基烟酸等为原料,采用水热法制备,以热重分析法、红外光谱、紫外光谱、原子吸收光谱和质谱对其结构进行初步确证。结果合成产物为淡黄色结晶,其红外光谱图上有3 093--2 879、1 566、1 683、1 446、881 CM-1等多处特征吸收峰,紫外吸收光谱在350 nM出现强的π→πx吸收,配合物元素分析数据、结构参数与计算值相符合。结论所合成的配合物为目标配合物。Objective To synthesize and identify 2-mercaptonicotinic acid oxovanadium(Ⅴ) complex.Methods 2-mercaptonicotinic acid oxovanadium(Ⅴ) complex were synthesized with the hydrothermal method.Its chemical structure was determined by thermogravimetric analysis,IR,UV and atomic absorption spectra.Results Pale yellow crystals of 2-mercaptonicotinic acid oxovanadium(Ⅴ) complex were obtained with characteristic absorption peaks at 3 093-2 879、1 566、1 683、1 446、881 cm-1 in IR,and along with strong π→π× absorption at 350 nm in UV.The complex′s elemental analysis and structural data were identical with calculated results.The crystals had special morphometry through preliminary study,and its diagrammatic sketch of crystal structure was simulated.Conclusions 2-mercaptonicotinic acid oxovanadium(Ⅴ) complex were synthesized successfully

Research into Classification of China's Regional Innovation Capability Based on Classification of Extended Clustering Model

为了对中国创新能力科学划分以深层次挖掘区域之间创新能力的有机联系,笔者在剖析现有层级划分方法优点与不足的基础上进行模型拓展,应用拓展的聚类模型对我国的区域创新能力进行静态与动态分类,并对分类结果的显著性进行检验。对比分析不同地区创新发展模式发现,创新能力东强西弱的阶梯分布格局仍存在,必须分集团而不是整齐划一的制定和实施创新政策。In order to classify China's innovation capability and mine the deep organic connection among regions' innovation capability,the authors extend models based on the advantages and defects of the summation of existed classification methods,and apply improved clustering models to classify China's regional innovation capability both dynamically and statically.Making significance tests and comparing innovation development mode of different regions,the authors find that there still exists the innovation step distribution advanced in the east and weak in the west.Accordingly,innovation policy should be made and implemented separately rather than uniformly.国家社会科学基金项目(11BTJ001); 国家自然科学基金青年项目(710201139); 全国统计科学研究计划重大项目(2012LD001

Research of Clustering Analysis for Functional Data Based on Adaptive Weighting

基于有限维离散数据的传统聚类分析并不能直接用于函数型数据的分类挖掘。本文针对函数型数据的稀疏性和无穷维特殊性展开讨论,在综合剖析现有函数型聚类方法优势与不足的基础上,依据聚类指标的信息量差异重构加权主成分距离为函数相似性测度,提出了一种函数型数据的自适应权重聚类分析。相对同类函数型聚类算法,新方法的核心优势在于:(1)自适应赋权的距离函数体现了聚类指标分类效率的差异,并且有充分的理论基础保证其必要性和客观合理性;(2)基于有限维离散数据的聚类实现了无限维连续函数的聚类,能够显著降低计算成本。实证检验表明,新方法的分类正确率明显提高,能够有效解决传统聚类算法极端情形下的失效问题,有着复杂函数型数据分类问题下的灵活性和普遍适用性。Traditional clustering analysis for finite dimensional discrete data cannot be generalized directly to functional data classification.Focusing on sparsity and infinite dimension of functional data,under thorough comparison on advantages and defects of existed functional clustering methods,this paper proposed an adaptive weighting functional clustering analysis by reconstructing weighted principal component distance as functional similarity according to variables' information difference.Contrast to existed functional clustering methods,the core advantages of new method are:(1) The adaptive weighted distance statistics fully reflect the different classification efficiency of clustering variables,and having sufficient theoretical basis to ensure its necessity and rationality;(2) The clustering of infinite dimensional continuous function is realized by clustering of finite dimensional discrete data,owning an advantage of significantly reducing computation cost.Empirical test results reveal the new method improved classification accuracy,so it deserve flexibility and universal adaptability to complex functional data classification for its effective capability of solving problems under extreme situations which is invalid by traditional functional data clustering analysis.国家社会科学基金重大项目(13&ZD148); 教育部新世纪优秀人才支持计划(NCET-12-0955); 国家自然科学基金项目(71071153

Seasonal Variation of Soil Water Content and Water Use Efficiency in the Water-Wind Erosion Crisscross Region of the Loess Plateau

通过建立径流小区对黄土高原水蚀风蚀交错区3种典型植被措施下水量平衡进行定位观测研究,分析3种植被措施对土壤水分的季节变化与水分利用效率的影响。结果表明,整个生长季节内3种植被措施下土壤表层5cm温度显著低于空气温度;土壤表层0-6cm水分季节性波动受到降雨的强烈影响。3种植被措施对剖面土壤水分季节变化产生显著影响,5-7月份为土壤水分消耗期,8-10月份为土壤水分补偿期。土壤垂直剖面含水量从表层到深层表现为先增加后减小再增加的趋势。3种植被措施对相同地形部位土壤水分所造成的差异不同,同一植被的土壤水分在不同地形部位也有差异。坡耕地(当年种植绿豆)径流系数为0.238,显著高于撂荒地与苜蓿地。3种植被措施下生物产量、水分利用效率均达到显著差异水平(p<0.05)。紫花苜蓿水分利用效率分别是绿豆、绿豆籽粒水分利用效率的1.9倍和8.3倍。坡耕地退耕还草或者建设人工植被等措施增强了对径流的拦蓄作用,具有较好的水土保持效应,同时提高了植物水分利用效率

Numerical investigation of multi-tube pulse detonation engine with common nozzle

采用基元反应模型和显式迎风TVD差分格式数值模拟方法，研究共用尾喷管多管脉冲爆震发动机（Pulse Detonation Engine，简称PDE）各爆震管之间相互影响。采用点隐算法解决化学反应引起的刚性问题，模拟了共用尾喷管内的流场，以及爆震波退化为激波遇到尾喷管收敛斜面反射及反射波向爆震管上游传播的过程。研究结果为多管PDE的共用尾喷管设计提供了理论基础

基于形态分形与滑动窗威布尔拟合的岸桥减速箱退化特征在线提取

针对起升机构齿轮箱的退化特征提取问题，提出一种基于数学形态分形维数与滑动窗威布尔拟合的退化特征在线提取方法。首先，按照分析周期计算振动能量谱的形态分形维数，形成分形演化曲线；设置滑动窗口宽度与步长，对窗口内的分形序列进行三参数威布尔拟合，以模型的尺度参数作为性能退化特征指标；采用工业现场监测的起升机构齿轮箱全寿命数据作为基础，验证了该方法的有效性。结果表明，数学形态分形维数能够刻画振动能量谱的分形复杂度，威布尔分布的尺度参数能够平滑地反映分形曲线的性能退化趋势，为进一步解决在线健康状态评估问题奠定理论方法基础