Bayesian estimation of the Hurst parameter of fractional Brownian motion

The primary purpose of this study was to find Bayesian estimates for the Hurst dimension of a Fractional Brownian motion with a Beta prior when the process is observed at discrete times. Overestimation is observed though the overestimation is less severe as real H goes up. In addition, the estimated H decreases as Beta parameters go up given an Alpha value. In contrast, the estimated H increases as Alpha parameters go up given a Beta value. For the real-world data, the 2011 daily Taiwan stock index was used and the estimated Hurst index was 0.21.     

A second order approximation to taguchps online control procedure

In this paper, a second order approximation of the average loss function for on-line control procedure is developed under a Brownian motion model. The approximation depends on whether the ratio of the adjustment cost to the inspection cost is small or large. Both cases are dealt with. Simple formulae for the optimal parameters are given for both cases. These approximations are shown to be better than the ones given by Taguchi et al.(1989) and Adams and WoodaU(1989).     

Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters

Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effectively modeled by a fractional Brownian motion indexed by a Hurst parameter, a regularity level, and a scaling parameter σ², an energy level. This article discusses estimation of a scaling parameter σ² when a Hurst parameter is known. To estimate σ², we propose three approaches based on maximum likelihood estimation, moment-matching, and concentration inequalities, respectively, and discuss the theoretical characteristics of the estimators and optimal-filtering guidelines. We also justify the improvement of the estimation of σ² when a Hurst parameter is known. Using the three approaches and a parametric bootstrap methodology in a simulation study, we compare the confidence intervals of σ² in terms of their lengths, coverage rates, and computational complexity and discuss empirical attributes of the tested approaches. We found that the approach based on maximum likelihood estimation was optimal in terms of efficiency and accuracy, but computationally expensive. The moment-matching approach was found to be not only comparably efficient and accurate but also computationally fast and robust to deviations from the fractional Brownian motion model.     

Maximum likelihood drift estimation for a threshold diffusion

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold diffusion is called drifted oscillating Brownian motion. For this continuously observed diffusion, the maximum likelihood estimator coincides with a quasi-likelihood estimator with constant diffusion term. We show that this estimator is the limit, as observations become dense in time, of the (quasi)-maximum likelihood estimator based on discrete observations. In long time, the asymptotic behaviors of the positive and negative occupation times rule the ones of the estimators. Differently from most known results of the literature, we do not restrict ourselves to the ergodic framework: indeed, depending on the signs of the drift, the process may be ergodic, transient, or null recurrent. For each regime, we establish whether or not the estimators are consistent; if they are, we prove the convergence in long time of the properly rescaled difference of the estimators towards a normal or mixed normal distribution. These theoretical results are backed by numerical simulations.     

直线电机抽油泵流场数值研究

将直线电机置于井下,直接驱动柱塞泵举升原油,有利于提高系统效率和节能。根据直线电机抽油泵结构,结合柱塞和阀球运动模型,运用动网格技术和自编程UDF模块对Fluent进行二次开发,实现了柱塞和阀球运动与流场的耦合求解。可以确定泵筒内任意计算时刻流场状态,揭示了柱塞往复运动过程中泵筒内部流场演化、阀球运动和流场特性。计算结果与实验结果吻合较好,为研究新型抽油泵提供了参考和依据。     

当代中国电影中的跨国空间与全球想象

在全球化时代,电影中的空间往往超越了原初意义上的空间所指,而形成全球想象。当代中国电影中的跨国空间,既体现在电影文本的运作上,又与电影的制作方式密不可分。在电影文本的意义上,具有跨地区、跨国界意义的多重城市/国家空间的建构给观众提供了异国想象和全球想象,想象的主体性以及与此相关的想象的共同体的构建成为一个引人关注的话题。而在电影制作的意义上,异国拍摄以及跨地区、跨国界的创作班底组合与明星组合,也成为中国电影表达全球想象的重要方式。     

On the Benefit of Inventory‐Based Dynamic Pricing Strategies

We study the optimal pricing and replenishment decisions in an inventory system with a price‐sensitive demand, focusing on the benefit of the inventory‐based dynamic pricing strategy. We find that demand variability impacts the benefit of dynamic pricing not only through the magnitude of the variability but also through its functional form (e.g., whether it is additive, multiplicative, or others). We provide an approach to quantify the profit improvement of dynamic pricing over static pricing without having to solve the dynamic pricing problem. We also demonstrate that dynamic pricing is most effective when it is jointly optimized with inventory replenishment decisions, and that its advantage can be mostly realized by using one or two price changes over a replenishment cycle.     

功能性动作筛查在学前教育专业学生体质健康中的应用

为了探究FMS功能性动作筛查在学前教育专业学生中的应用效果,根据七个功能性动作筛查的结果,设计有针对性的 方案进行干预,使技术动作规范合理,以提升动作质量,改善身体机能,促进体质健康水平的提高。采用实验测试法、数理统计 法等对学前教育专业学生进行功能性动作筛查,以闽江师专20级大一新生学前教育1班41名女学生为筛查对象。发现在 FMS功能性动作筛查中,学前教育专业女大学生在功能性筛查总体得分偏低,表现在身体稳定性和灵活性两方面较弱,经过为 期16周有针对性运动干预手段,学生的身体稳定性和灵活性得到显著改善,学生的体质健康水平也得到明显提升。建议在体 育锻炼中,应多增加提高身体灵活性和稳定性为主的锻炼方法和手段。     

Embodied viewing and Degas’s Little Dancer Aged Fourteen: a multi-disciplinary experiment in eye-tracking and motion capture

ABSTRACT

This paper presents a cross-disciplinary project based on an experiment in eye-tracking and motion capture (Sainsbury’s Centre for Visual Arts), which aimed to study viewers’ movements around an iconic sculpture: Edgar Degas’s Little Dancer Aged Fourteen. The experiment studies how viewers respond to this three-dimensional artwork not only by looking at it but also through their own bodily reactions to it, such as by unconsciously mimicking a represented attitude or gesture. We compared two groups of viewers: classically trained dancers and non-dancers. Our hypothesis was that the skills and embodied experiences of the dancers would alter the ways in which they engage bodily with the work compared to the non-dancers. Our underlying research question was: how are vision and the body interlinked in esthetic and kinesthetic experience? This paper does not give results, which are forthcoming. It focuses on methodology and provides a commentary on the design and development of the interdisciplinary collaboration behind the project. It explores an interdisciplinary collaboration that bridges the humanities and experimental sciences and asks how being confronted with unfamiliar methodologies forces researchers in a given field to critically self-examine the limits and presuppositions of their practices.