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Exploring Long-Memory Process in the Prediction of Interval-Valued Financial Time Series and Its Application

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Journal of Systems Science & Complexity 2024年第2期37卷 759-775页

作者： shen Tingting tao Zhifu CHEN Huayou School of Economics Anhui UniversityHefei 230601China Center for Financial and Statistical Research Anhui UniversityHefei 230061China Stony Brook Institute at Anhui University Anhui UniversityHefei 230601China Center for Applied Mathematics Anhui UniversityHefei 230601China

Long-memory process has been widely studied in classical financial time series analysis,which has merely been reported in the field of interval-valued financial time *** aim of this paper is to explore long-memory process in the prediction of interval-valued time series(IvTS).To model the long-memory process,two novel interval-valued time series prediction models named as interval-valued vector autoregressive fractionally integrated moving average(IV-VARFIMA)and ARFIMAX-FIGARCH were *** the developed long-memory pattern,both of the short term and long-term influences contained in IvTS can be *** an application of the proposed models,interval-valued form of WTI crude oil futures price series is *** to current IvTS prediction models,IV-VARFIMA and ARFIMAX-FIGARCH can provide better in-sample and out-of-sample forecasts.

关键词： ARFIMAX-FIGARCH interval-valued time series IV-VARFIMA long-memory process WTI crude oil futures price

不同内固定系统治疗股骨转子间骨折的力学稳定性

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中国组织工程研究 2025年第9期29卷 1783-1788页

作者：陈曦汤涛陈铜兵李青张文常州市第一人民医院江苏省常州市213003 苏州大学附属第三医院江苏省常州市213003 苏州大学苏州医学院骨科研究所江苏省苏州市215006

背景:股骨转子间骨折的骨折类型和固定方式多样,各固定系统间的力学稳定性相差较大。使用有限元分析方法对各固定系统开展生物力学研究具有科学的临床意义。目的:通过有限元方法对比分析多种内固定应用于股骨A031-A2.1型转子间骨折的力... 详细信息

背景:股骨转子间骨折的骨折类型和固定方式多样,各固定系统间的力学稳定性相差较大。使用有限元分析方法对各固定系统开展生物力学研究具有科学的临床意义。目的:通过有限元方法对比分析多种内固定应用于股骨A031-A2.1型转子间骨折的力学稳定性。方法:在已验证有效性的股骨有限元模型基础上,对模型进行必要的切割,造模成股骨A031-A2.1型转子间骨折,模拟临床手术方法置入不同的内固定系统,分别建立股骨近端防旋髓内钉、动力髋螺钉、经皮加压钢板和股骨近端锁定钢板固定模型。约束4组模型股骨远端下所有节点,在股骨头上施加700,1400和2100N的压缩载荷,通过计算分析,观察各组模型的等效应力分布和压缩刚度,比较各组模型之间的力学稳定性。结果与结论:①通过计算分析,对比各组模型的变形量计算压缩刚度后,在各级载荷作用下,各组模型上压缩刚度呈现的趋势:生理组>股骨近端防旋髓内钉组>股骨近端锁定钢板组>经皮加压钢板组>动力髋螺钉组;完整的生理组模型的压缩刚度明显高于所有的手术组模型;②观察应力指标,因存在应力遮挡效应,致使各固定组的应力峰值均高于生理组,最大峰值均集中分布于各内固定上;其中股骨近端防旋髓内钉固定组应力峰值最小,动力髋螺钉固定组应力最高,应力分布趋势呈现:生理组<股骨近端防旋髓内钉固定组<经皮加压钢板固定组<股骨近端锁定钢板固定组<动力髋螺钉固定组;③分布于骨质模型的应力,因内固定置入位置不同呈现不同的分布结果;④提示对于股骨转子间骨折,各种内固定均能起到有效的固定,结合有限元分析结果得出股骨近端防旋髓内钉组是较好的一种内固定选择,呈现变形量小、应力峰值低,应力分布均匀的特性;经皮加压钢板组和股骨近端锁定钢板组的力学效果优良,固定效果接近股骨近端防旋髓内钉固定;动力髋螺钉固定效果欠佳,同比于其他内固定,其力学稳定性较差。

关键词：股骨转子间骨折内固定系统力学稳定性有限元分析等效应力压缩刚度

Flexible and Accurate Frequency Estimation for Complex Sinusoid Signal by Interpolation Using DFT Samples

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Chinese Journal of Electronics 2018年第1期27卷 109-114页

作者： XIANG Jinzhi CUI Wei shen qing School of Information and Electronics Beijing Institute of Technology

A flexible and accurate frequency estimator is first proposed for frequency estimation of a complex sinusoid weighted with a rectangular window function in additive white Gaussian noise. This proposed frequency estimator can be operated in the application of an arbitrary length discrete Fourier transform where the original input data is padded with any zeroes, which makes it more flexible in practice. The proposed frequency estimator utilizes the maximum sample value and its two adjacent samples in the frequency domain to perform the fine frequency estimation with unbiased results obtained. Then a modified frequency estimator is proposed to estimate the frequency when the complex sinusoid signal is weighted with different nonrectangular window functions. Although the modified frequency estimator is nonanalytic and biased, it can still improve the estimation performance for certain applications. Simulation results demonstrate that both of the proposed frequency estimators are effective to achieve the high frequency estimation accuracy. And the root mean square errors of the proposed frequency estimators approach the Cramer-Rao bound when the signal-to-noise ratio is large enough to make the coarse frequency estimation work effectively.

关键词： Frequency estimation Complex sinusoid DFT interpolation Zero-padding

Sparse Reconstruction Method for DOA Estimation Based on Dynamic Dictionary and Negative Exponent Penalty

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Chinese Journal of Electronics 2018年第2期27卷 386-392页

作者： QIAN Tong CUI Wei shen qing School of Information and Electronic Beijing Institute of Technology

This paper proposes a novel sparse representation method for direction of arrival estimation based on dynamic dictionary and negative exponent penalty. The dynamic dictionary can eliminate the off-grid effect and the negative exponent penalty is capable of strengthening the sparse constraint to improve the performance. The basis is regarded as a part of the optimal target and the cross iteration is utilized to jointly update the dictionary and sparse support in this method. Based on the propositions of the penalty function, the penalty function is designed to replace of 1 norm because of its unbiasedness and stronger sparse constraint. The regularization parameter is simplified as a constant due to pre-white process, which greatly extends the application range of the proposed method. The simulation results show that the proposed method can efficiently reduce the off-grid effect and the over-complete rate of the original dictionary. Compared with the conventional sparse representation methods, it has better performance and lower computation complexity.

关键词： Direction of arrival(DOA) Sparse reconstruction Dynamic dictionary Penalty function

Self-assembly and pH-Responsive Properties of Poly(L-glutamic acid-r-Lleucine) and Poly(L-glutamic acid-r-L-leucine)-b-Polysarcosine

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Chinese Journal of Polymer Science 2015年第8期33卷 1186-1195页

作者： Ce Tian 凌君 You-qing shen MOE Key Laboratory of Macromolecular Synthesis and Functionalization Department of Polymer Science and EngineeringZhejiang University Department of Chemical and Biological Engineering Zhejiang University

Polypeptides and polypeptoids were widely used as biomedical materials because of their good biocompatibility. In this work we reported a series of pH-responsive copolypeptides and polypeptide-polypeptoid block copolymers, i.e. random copolymers of L-glutamic acid （Glu） with L-leucine （Leu） [poly（Glu-r-Leu）s], as well as their block copolymers with polysarcosine （polySar）. Well-defined poly（Glu-r-Leu）s with predictable compositions and molecular weights were synthesized by ring opening polymerization of corresponding N-carboxyanhydride monomers. We investigated the relationship between hydrophilicity-hydrophobicity transition and copolymer composition. With increasing Leu fraction, both the pH value of cloud point and the micellar size increased. Poly（Glu-r-Leu） with 60% Leu exhibited a cloud point at the pH of 5.0 to 6.0 the same as that in endosome and lysosome. Poly（Glu-r-Leu）-b-polySars assembled in phosphate buffer and performed pH-responsive morphology change from orbicular micelles at high pH to worm-like micelles at low pH. They were potential pH-responsive carriers for drug and gene delivery to enhance cargo release in cellules.

关键词： α-Amino acid NCA Random/block copolypeptide pH-Responsive Hydrophilicity-hydrophobicity transition.

The family of topological phases in condensed matter

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National Science Review 2014年第1期1卷 49-59页

作者： Shun-qing shen Department of Physics The University of Hong Kong

he discovery of topological insulators and superconductors is an important advance in condensed mater *** phases relect global properties of the quantum states in materials,and the boundary states are the characteristic of the *** phases constitute a new branch in condensed mater *** a historic development is briely introduced,and the known family of phases in condensed mater are summarized.

关键词： topological insulator quantum spin Hall efect quantum Hall efect topological superconductor Dirac equation

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基于纸基微芯片的样本前处理方法研究进展

分析测试学报 2025年第1期44卷 91-98页

作者：马亚星顾梦杰李旭东沈先涛华中科技大学同济医学院公共卫生学院湖北武汉430030

纸基微芯片(μPADs)是一种以纸质材料为基底的简易、便携式检测平台,在临床诊断、食品质量控制和环境监测等领域显示出极大的应用前景。作为快速检测平台,纸基微芯片除了需要对目标物进行快速定量,还要完成样本的前处理过程。科学家近... 详细信息

纸基微芯片(μPADs)是一种以纸质材料为基底的简易、便携式检测平台,在临床诊断、食品质量控制和环境监测等领域显示出极大的应用前景。作为快速检测平台,纸基微芯片除了需要对目标物进行快速定量,还要完成样本的前处理过程。科学家近年来开发了多种基于纸基微芯片的样本前处理方法,用于不同样本中目标物的分析。由于纸基具有强兼容性能,增强纸基芯片的样本前处理功能并将其与各种快速检测方法联用,能极大地扩展纸基微芯片的应用领域。该文对纸基微芯片的自驱动以及纸基微芯片自驱动与外驱动相结合的样本前处理方法进行了总结,概述了纸基微芯片在目标分析物提取、富集等前处理方面的研究进展,探讨了各种纸基微芯片前处理方法的优点和局限性。另外还展望了纸基微芯片的发展方向—除了不断提高样品前处理能力来扩展其在样本制备中的应用,还需要开发商业化的纸基微芯片来满足各类行业的检测需求。

关键词：快速分析纸基微芯片分离驱动前处理

Genetic algorithm for pareto optimum-based route selection

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Journal of Systems Engineering and Electronics 2007年第2期18卷 360-368页

作者： Cui Xunxue Li Qin tao qing New Star Research Inst. of Applied Technology Hefei 230031 P. R. China Jiangsu Key Lab of Computer Information Processing Technology Soochow Univ. Suzhou 215006 P. R. China

A quality of service （QoS） or constraint-based routing selection needs to find a path subject to multiple constraints through a network. The problem of finding such a path is known as the multi-constrained path （MCP） problem, and has been proven to be NP-complete that cannot be exactly solved in a polynomial time. The NPC problem is converted into a multiobjective optimization problem with constraints to be solved with a genetic algorithm. Based on the Pareto optimum, a constrained routing computation method is proposed to generate a set of nondominated optimal routes with the genetic algorithm mechanism. The convergence and time complexity of the novel algorithm is analyzed. Experimental results show that multiobjective evolution is highly responsive and competent for the Pareto optimum-based route selection. When this method is applied to a MPLS and metropolitan-area network, it will be capable of optimizing the transmission performance.

关键词： Route selection Multiobjective optimization Pareto optimum Multi-constrained path Genetic algorithm.

Complex liver retransplantation to treat graft loss due to long-term biliary tract complication after liver transplantation: A case report

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World Journal of Clinical Cases 2020年第3期8卷 568-576页

作者： Jiang Li qing-Jun Guo Wen-tao Jiang Hong Zheng Zhong-Yang shen Department of Liver Transplant Tianjin First Central Hospital

BACKGROUND Loss of graft function after liver transplantation(LT) inevitably requires liver retransplant. Retransplantation of the liver(Re LT) remains controversial because of inferior outcomes compared with the primary orthotopic LT(OLT).Meanwhile, if accompanied by vascular complications such as arterial and portal vein(PV) stenosis or thrombosis, it will increase difficulties of surgery. We hereby introduce our center’s experience in Re LT through a complicated case of *** SUMMARY We report a patient who suffered from hepatitis B-associated cirrhosis and underwent LT in December 2012. Early postoperative recovery was *** months after LT, the patient’s bilirubin increased significantly and he was diagnosed with an ischemic-type biliary lesion caused by hepatic artery occlusion. The patient underwent percutaneous transhepatic cholangial drainage and repeatedly replaced intrahepatic biliary drainage tube regularly for 5 *** patient developed progressive deterioration of liver function and underwent liver re-transplant in January 2019. The operation was performed in a classic OLT manner without venous bypass. Both the hepatic artery and PV were occluded and could not be used for anastomosis. The donor PV was anastomosed with the recipient’s left renal vein. The donor hepatic artery was connected to the recipient’s abdominal aorta. The bile duct reconstruction was performed in an end-to-end manner. The postoperative process was very uneventful and the patient was discharged 1 mo after *** With the development of surgical techniques, portal thrombosis and arterial occlusion are no longer contraindications for ReLT.

关键词： Liver retransplantation Biliary tract complication Ischemic type biliary lesion Portal vein thrombosis Arterial occlusion Graft liver failure Case report