Dynamic wavelet neural network model for forecasting returns of SHFE copper futures price

Session C8: P13Appropriate forecasting of commodity futures price returns is of crucial importance to achieve hedging effectiveness against the returns volatility risk. This paper presents a nonparametric dynamic recurrent wavelet neural network model for forecasting returns of Shanghai Futures Exchange (SHFE) copper futures price. The proposed model employs a wavelet basis function as the activation function for hidden-layer neurons of the neural network. The aim of this arrangement is to incorporate the fractal properties discovered in futures price return series. In the wavelet transform domain, fractal self-similarity information of the returns series over a certain time scale can be extracted. Input variables are analyzed and selected to facilitate effective forecasting. Statistical indices such as normal mean square error (NMSE) are adopted to evaluate forecasting performance of the proposed model. The forecasted result shows that dynamic wavelet neural network has good prediction properties compared with traditional linear statistical model such as ARIMA and other neural network forecasting models.published_or_final_versionThe 7th International Conference on Digital Enterprise Technology (DET 2011), Athens, Greece, 28-30 September 2011. In Proceedings of the 7th DET, 2011, p. 109-11

Single grain (LRE)-Ba-Cu-O superconductors fabricated by top seeded melt growth in air

We have recently reported a practical processing method for the fabrication in air of large, single grain (LRE)-Ba-Cu-O [where LRE Nd, Sm, Eu and Gd] bulk superconductors that exhibit high Tc and high Jc. The process is based initially on the development of a new type of generic seed crystal that can promote effectively the epitaxial nucleation of any (RE)-Ba-Cu-O system and, secondly, by suppressing the formation of (LRE)/Ba solid solution in a controlled manner within large LRE-Ba-Cu-O grains processed in air. In this paper we investigate the degree of homogeneity of large grain Sm-Ba-Cu-O superconductors fabricated by this novel process. The technique offers a significant degree of freedom in terms of processing parameters and reproducibility in the growth of oriented single grains in air and yields bulk samples with significantly improved superconducting and field-trapping properties compared to those processed by conventional top seeded melt growth (TSMG)

Growth rate of YBCO-Ag superconducting single grains

The large scale use of (RE)Ba₂Cu₃O₇ bulk superconductors, where RE=Y, Gd, Sm, is, in part, limited by the relatively poor mechanical properties of these inherently brittle ceramic materials. It is reported that alloying of (RE)Ba₂Cu₃O₇ with silver enables a significant improvement in the mechanical strength of bulk, single grain samples without any detrimental effect on their superconducting properties. However, due to the complexity and number of inter-related variables involved in the top seeded melt growth (TSMG) process, the growth of large single grains is difficult and the addition of silver makes it even more difficult to achieve successful growth reliably. The key processing variables in the TSMG process include the times and temperatures of the stages within the heating profile, which can be derived from the growth rate during the growth process. To date, the growth rate of the YBa₂Cu₃O₇-Ag system has not been reported in detail and it is this lacuna that we have sought to address. In this work we measure the growth rate of the YBCO-Ag system using a method based on continuous cooling and isothermal holding (CCIH). We have determined the growth rate by measuring the side length of the crystallised region for a number of samples for specified isothermal hold temperatures and periods. This has enabled the growth rate to be modelled and from this an optimized heating profile for the successful growth of YBCO-Ag single grains to be derived

Flux Dynamics and Thermal Behavior of a GdBaCuO Bulk Magnetized by Single- and Double-Pulse Techniques Using a Split-Type Coil

We have investigated the trapped field properties of a GdBaCuO disk bulk during single- and double- pulsed field magnetization (PFM) using a split-type coil for various pulse sequences for the first time. It is well known that the multi-PFM technique using a solenoid-type coil and the single-PFM technique using a split-type coil are effective to enhance the trapped field due to a lower tem-perature rise. However, it was found, in this work, that the trapped field by double-PFM using the split-type coil was not en-hanced in spite of lower temperature rise. We analyzed the mag-netizing process using two parameters, the “magnetic flux pene-tration ratio”, Rin, and the “magnetic flux residual ratio”, Rout, for various pulse sequences for the split-type and solenoid-type coils. The Rin value was decreased by the double-PFM for both coils, and the Rout value was improved only by the double-PFM using the solenoid-type coil. As a result, the trapped field for single-PFM using the split-type coil, which has a higher Rin, reduced af-ter the double-PFM due to a decrease of Rin and no enhancement of Rout. These results are in clear contrast to those using the sole-noid-type coil

Comparison of the superconducting properties of Y-Ba-Cu-O and Y-Ba-Cu-O-Ag bulk superconductors

The widespread use of RE-Ba-Cu-O [(RE)BCO] bulk superconductors, where RE=Y, Gd or Sm, in practical applications requires large single grains that exhibit uniform superconducting properties. Until recently, however, it was difficult to grow successfully YBCO-Ag bulk materials in the required single grain form, due primarily to the relative complexity of the top seeded melt growth process (TSMG) and the introduction of an alloying element (Ag) to the precursor composition. In most cases, alloying elements are used to improve the mechanical properties of the bulk superconductor whilst, at the same time, aim to cause minimal detrimental effect on the superconducting properties of the fully processed sample. In this work we investigate the effect of the addition of silver to YBCO on the superconducting properties of the bulk single grain, including trapped field, T c and J c , and on the sample microstructure

Microstructural evolution in multiseeded YBCO bulk samples grown by the TSMG process

Superconducting single-grain YBCO bulk samples with the ability to trap high magnetic fields can be grown using the top-seeded melt-growth process. Multiseeding techniques have the potential to enable larger diameter bulks to be grown, but the performance of these materials is not yet comparable to the single-seeded bulks. Here we carry out detailed three-dimensional microstructural characterisation on a multiseeded sample grown with the seeds aligned in the 0°-0° geometry using high resolution microanalysis techniques. Chemical and structural variations have been correlated with the trapped field distribution in three separate slices of the sample. The top slice of the sample shows four peaks in trapped field, indicating that the current flows in four separate loops rather than in one large loop within the sample. This has been explained by the build-up in insulating Y-211 particles where the growth fronts from the two seeds meet, forming a barrier to current flow, as well as the low Y-211 content (and hence low $J_c$) of the large $c$-axis growth sector.Engineering and Physical Sciences Research Council (Grant ID: EP/K02910X/1

The measurement of skeletal muscle with multi-parameters by sonography

2004-2005 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Isometric contraction of skeletal muscle with multiple parameters

2006-2007 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Different origins of visible luminescence in ZnO nanostructures fabricated by the chemical and evaporation methods

Zinc oxide nanostructures were fabricated using chemical and thermal evaporation methods. Scanning electron microscopy (SEM), x-ray diffraction, photoluminescence, and electron paramagnetic resonance (EPR) spectroscopy were used to study the properties of fabricated nanostructures. The nanostructures fabricated by evaporationg methods exhibited green PL from surface centers. The results show that the luminescence in the visible region has different peak positions in samples prepared by chemical and evaporation methods.published_or_final_versio