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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 series.The 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 established.In the developed long-memory pattern,both of the short term and long-term influences contained in IvTS can be included.As an application of the proposed models,interval-valued form of WTI crude oil futures price series is predicted.Compared 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

Effect of metal fractions on rice grain metal uptake and biological parameters in mica mines waste contaminated soils

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Journal of Environmental Sciences 2024年第2期136卷 313-324页

作者： Saibal Ghosh Sandip Mondal Jajati Mandal Abhishek Mukherjee Pradip Bhattacharyya Agricultural and Ecological research Unit Indian Statistical InstituteGiridihJharkhand 815301India School of Science Engineering&EnvironmentUniversity of SalfordManchester M54WTUK

Heavy metals from mica waste not only deteriorate the soil quality but also results in the uptake of metals in the crop.The present investigation was conducted to evaluate the effects of different fractions of metals on the uptake in rice,soil microbial and biochemical properties in mica waste-contaminated soils of Jharkhand,India.From each active mine,soil samples were randomly collected at distances of100 m(zone 3).Sequential metal extraction was used to determine the fractions of different metals(nickel(Ni),cadmium(Cd),chromium(Cr)and lead(Pb))including water-soluble(Ws)and exchangeable metals(Ex),carbonate-bound metals(CBD),Fe/Mn oxide(OXD)bound metals,organically bound metals(ORG),and residues(RS).The Ni,Cr,Cd and Pb in rice grain were 0.83±0.41,0.41±0.19,0.21±0.14 and 0.17±0.08 mg/kg respectively.From the variable importance plot of the random forest(RF)algorithm,the Ws fraction of Ni,Cr and Cd and Ex fraction of Pb was the most important predictor for rice grain metal content.Further,the partial dependence plots(PDP)give us an insight into the role of the two most important metal fractions on rice grain metal content.The microbial and enzyme activity was significantly and negatively correlated with Ws and Ex metal fractions,indicating that water-soluble and exchangeable fractions exert a strong inhibitory effect on the soil microbiological parameters and enzyme activities.

关键词： Metal fractions Microbial parameters Mica waste soil Soil enzymes Rice Random forest

Cognitive impairment in cerebral small vessel disease induced by hypertension

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Neural Regeneration research 2024年第7期19卷 1454-1462页

作者： Weipeng Wei Denglei Ma Lin Li Lan Zhang Department of Pharmacy Xuanwu Hospital of Capital Medical UniversityBeijingChina Beijing Geriatric Medical research center Beijing Engineering Research Center for Nervous System DrugsNational Center for Neurological DisordersNational Clinical Research Center for Geriatric DiseasesBeijingChina

Hypertension is a primary risk factor for the progression of cognitive impairment caused by cerebral small vessel disease,the most common cerebrovascular disease.Howeve r,the causal relationship between hypertension and cerebral small vessel disease remains unclear.Hypertension has substantial negative impacts on brain health and is recognized as a risk factor for cerebrovascular disease.Chronic hypertension and lifestyle factors are associated with risks for stro ke and dementia,and cerebral small vessel disease can cause dementia and stroke.Hypertension is the main driver of cerebral small vessel disease,which changes the structure and function of cerebral vessels via various mechanisms and leads to lacunar infarction,leukoaraiosis,white matter lesions,and intracerebral hemorrhage,ultimately res ulting in cognitive decline and demonstrating that the brain is the to rget organ of hypertension.This review updates our understanding of the pathogenesis of hypertensioninduced cerebral small vessel disease and the res ulting changes in brain structure and function and declines in cognitive ability.We also discuss drugs to treat cerebral small vessel disease and cognitive impairment.

关键词： blood-brain barrier cerebral small vessel disease cognitive impairment dementia endothelial dysfunction enlarged perivascular space hypertension lacunar infarction neuroinflammation treatment white matter high signal intensity

Synthesis of boron nitride nanorod and its performance as a metalfree catalyst for oxidative desulfurization of diesel fuel

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Chinese Journal of Chemical Engineering 2024年第4期68卷 120-132页

作者： Tanaz Ghanadi Gholamreza Moradi Alimorad Rashidi Catalyst research center Faculty of Chemical and Petroleum EngineeringRazi UniversityKermanshahIran Nanotechnology research center Research Institute of Petroleum Industry(RIPI)TehranIran

In order to reduce the sulfur compounds in diesel fuel,boron nitride(BN)has been used as a novel metal efree catalyst in the present research.This nanocatalyst was synthesized via template-free approach followed by heating treatment at 900℃in nitrogen atmosphere that the characteristics of the sample were identified by the X-ray diffraction,Fourier-transform infrared spectroscopy,Raman spectroscopy,field emission scanning electron microscopy,transmission electron microscopy,atomic force microscopy,and N2 adsorptionedesorption isotherms.The results of structural and morphological analysis represented that BN has been successfully synthesized.The efficacy of the main operating parameters on the process was studied by using response surface methodology based on the BoxeBehnken design method.The prepared catalyst showed high efficiency in oxidative desulfurization of diesel fuel with initial sulfur content of 8040 mg·kg^(-1)S.From statistical analysis,a significant quadratic model was obtained to predict the sulfur removal as a function of efficient parameters.The maximum efficiency of 72.4%was achieved under optimized conditions at oxidant/sulfur molar ratio of 10.2,temperature of 71℃,reaction time of 113 min,and catalyst dosage of 0.36 g.Also,the reusability of the BN was studied,and the result showed little reduction in activity of the catalyst after 10 times regeneration.Moreover,a plausible mechanism was proposed for oxidation of sulfur compounds on the surface of the catalyst.The present study shows that BN materials can be selected as promising metal-free catalysts for desulfurization process.

关键词： Desulfurization Boron nitride(BN)nanostructure Experimental design BoxeBehnken

Recent progress in functional modification and crosslinking of bioprosthetic heart valves

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Regenerative Biomaterials 2024年第1期3卷 1-16页

作者： Cheng Zheng Li Yang Yunbing Wang National Engineering research center for Biomaterials Sichuan UniversityChengdu 610064China

Valvular heart disease(VHD),clinically manifested as stenosis and regurgitation of native heart valve,is one of the most prevalent cardiovascular diseases with high mortality.Heart valve replacement surgery has been recognized as golden standard for the treatment of VHD.Owing to the clinical application of transcatheter heart valve replacement technic and the excellent hemodynamic performance of bioprosthetic heart valves(BHVs),implantation of BHVs has been increasing over recent years and gradually became the preferred choice for the treatment of VHD.However,BHVs might fail within 10-15 years due to structural valvular degeneration(SVD),which was greatly associated with drawbacks of glutaraldehyde crosslinked BHVs,including cytotoxicity,calcification,component degradation,mechanical failure,thrombosis and immune response.To prolong the service life of BHVs,much effort has been devoted to overcoming the drawbacks of BHVs and reducing the risk of SVD.In this review,we summarized and analyzed the research and progress on:(i)modification strategies based on glutaraldehyde crosslinked BHVs and(ii)nonglutaraldehyde crosslinking strategies for BHVs.

关键词： bioprosthetic heart valves modification crosslinking anticalcification antithrombosis

On-surface synthesis and characterization of polyynic carbon chains

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National Science Review 2024年第3期11卷 192-199页

作者： Wenze Gao Wei Zheng Luye Sun Faming Kang Zheng Zhou Wei Xu Interdisciplinary Materials research center School of Materials Science and Engineering Tongji University

Carbyne, an elusive sp-hybridized linear carbon allotrope, has fascinated chemists and physicists for decades. Due to its high chemical reactivity and extreme instability, carbyne was much less explored in contrast to the sp2-hybridized carbon allotropes such as graphene. Herein, we report the on-surface synthesis of polyynic carbon chains by demetallization of organometallic polyynes on the Au（111） surface;the longest one observed consists of ～60 alkyne units（120 carbon atoms）. The polyynic structure of carbon chains with alternating triple and single bonds was unambiguously revealed by bond-resolved atomic force microscopy. Moreover, an atomically precise polyyne, C14, was successfully produced via tip-induced dehalogenation and ring-opening of the decachloroanthracene molecule(C14Cl10) on a bilayer NaCl/Au（111） surface at 4.7 K, and a band gap of 5.8 eV was measured by scanning tunnelling spectroscopy,in a good agreement with the theoretical HOMO–LUMO gap（5.48 eV）.

关键词： polyyne scanning probe microscopy carbon allotrope on-surface synthesis organometallic polyyne

Comparative analysis between single-train passing and double-train intersection in a tunnel

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Journal of Zhejiang University-Science A(Applied Physics & Engineering) 2024年第5期25卷 429-442页

作者： Jianming DU Qian FANG Xuan ZHANG Hualao WANG Bridge and Tunnel research center Research Institute of Highway Ministry of TransportBejing 100088China Tunnel and Underground Engineering research center of Ministry of Education Beijing Jiaotong UniversityBeijing 00044China

Aerodynamic pressure significantly impacts the scientific evaluation of tunnel service performance.The aerodynamic pressure of two trains running in a double-track tunnel is considerably more complicated than that of a single train.We used the numerical method to investigate the difference in aerodynamic pressure between a single train and two trains running in a double-track tunnel.First,the numerical method was verified by comparing the results of numerical simulation and on-site monitoring.Then,the characteristics of aerodynamic pressure were studied.Finally,the influence of various train-tunnel factors on the characteristics of aerodynamic pressure was investigated.The results show that the aerodynamic pressure variation can be divided into stage I:irregular pressure fluctuations before the train tail leaves the tunnel exit,and stage II:periodic pressure declines after the train tail leaves the tunnel exit.In addition,the aerodynamic pressure simultaneously jumps positively or drops negatively for a single train or two trains running in double-track tunnel scenarios.The pressure amplitude in the two-train case is higher than that for a single train.The maximum positive peak pressure difference(P_(STP))and maximum negative peak pressure difference(P_(STN))increase as train speed rises to the power from 2.256 to 2.930 in stage I.The P_(STP) and P_(STN) first increase and then decrease with the increase of tunnel length in stage I.The P_(STP) and P_(STN) increase as the blockage ratio rises to the power from 2.032 to 2.798 in stages I and II.

关键词： Railway tunnel Aerodynamic effect Pressure characteristic Train speed Tunnel length Blockage ratio

Chromosome-level genome assembly of the Asian citrus psyllid,Diaphorina citri

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Insect Science 2024年第1期31卷 13-27页

作者： Shuang Lei Shi-Jiang Yu Qi Pan Li-Li Ding Si-Chen Li Lu-Yan Cheng Shu-Qi Wang Bing-Hai Lou Jun He Cui-Yun Lei Lin Cong Hao-Qiang Liu Xue-Feng Wang Chun Ran Citrus research Institute Southwest University/Chinese Academy of Agricultural SciencesNational Engineering Research Center for CitrusChongqingChina

Diaphorina citri is a global citrus pest.As a vector insect,it can transmit the causative agents of citrus huanglongbing,causing irreversible losses to the citrus industry.The acquisition of genomic information can provide a molecular genetic basis for effective control of D.citri.Here,the DNBSEQ™,Oxford Nanopore Technologies,and Hi-C technologies are applied to generate a high-quality chromosome-level genome of D.citri.The genome size of D.citri was 523.78 Mb with a scaffold N50 of 47.05 Mb distributed on 13 chromosomes.A total of 250.64 Mb(47.85%)repeat sequences and 24048 protein-coding genes were predicted.Genome resequencing of female and male individuals indicated that the sex chromosome system of D.citri is XO.Phylogenetic analysis demonstrated that D.citri and Pachypsylla venusta,which separated from their most recent common ancestor about 336.62 million years ago,were the most closely related.Additionally,we identified genes potentially involved in detoxification metabolism,pathogen transmission,and honeydew secretion for further investigation.The high-quality genome provides an important reference for developing effective management strategies of D.citri.

关键词： Asian citrus psyllid chromosome-level genome comparative genomics cytochrome P450 detoxification Huanglongbing

Cholesterol-induced deformation of the gramicidin A channel inhibiting potassium ion binding and transport

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Chinese Physics B 2024年第5期33卷 696-702页

作者：肖盼曹宇朱瑾梁清 center for statistical and Theoretical Condensed Matter Physics & Department of Physics Zhejiang Normal UniversityJinhua 321004China Zhejiang Institute of Photoelectronics & Zhejiang Institute for Advanced Light Source Zhejiang Normal UniversityJinhua 321004China

Gramicidin A(gA)is a kind of antibiotic peptide produced by bacillus brevis and it can dimerize across lipid bilayers to form a monovalent cation channel.In this work,we investigate the impact of cholesterol in the lipid bilayer on the binding of potassium ions with the gA channel and the transport of the ions across the channel.The results indicate that cholesterol can significantly influence the conformational stability of the gA channel and cause the channel deformation which inhibits the potassium ion binding with the channel and transport across the channel.The work provides some molecular insights into understanding of influence of lipids on the activity of gA channel in both model membranes and plasma membranes of intact cells.

关键词： gramicidin A lipid bilayer molecular dynamics interaction