SCARA平面关节机器人通用运动控制器设计

“PC＋运动控制器”控制机器人技术的研究已成为自动化领域的热点，并得到了较大的发展。在“PC＋运动控制器”机器人控制方式中，运动控制器是影响机器人性能的关键部件之一，本文介绍了四自由度SCARA（平面关节机器人）运动控制器的设计，对机器人的关节控制器的硬件电路设计和控制软件设计作了详细的阐述。     

Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant

In this paper, we describe two computational methods for calculating the cumulative distribution function and the upper quantiles of the maximal difference between a Brownian bridge and its concave majorant. The first method has two different variants that are both based on a Monte Carlo approach, whereas the second uses the Gaver–Stehfest (GS) algorithm for the numerical inversion of the Laplace transform. If the former method is straightforward to implement, it is very much outperformed by the GS algorithm, which provides a very accurate approximation of the cumulative distribution as well as its upper quantiles. Our numerical work has a direct application in statistics: the maximal difference between a Brownian bridge and its concave majorant arises in connection with a nonparametric test for monotonicity of a density or regression curve on [0,1]. Our results can be used to construct very accurate rejection region for this test at a given asymptotic level.     

Fractional Lévy stable motion time-changed by gamma subordinator

Abstract

In this paper a new stochastic process is introduced by subordinating fractional Lévy stable motion (FLSM) with gamma process. This new process incorporates stochastic volatility in the parent process FLSM. Fractional order moments, tail asymptotic, codifference and persistence of signs long-range dependence of the new process are discussed. A step-by-step procedure for simulations of sample trajectories and estimation of the parameters of the introduced process are given. Our study complements and generalizes the results available on variance-gamma process and fractional Laplace motion in various directions, which are well studied processes in literature.     

Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

The problem of estimating an unknown change-point in the mean vector or covariance matrix of a sequence of independent multivariate Gaussian random variables is considered. Adapting the estimation methodology that Hinkley pursued for the case of abrupt changes, we develop theory for deriving the asymptotic distribution of the maximum likelihood estimator of the change-point when the amount of change is a function of the sample size and goes to zero in a smooth fashion as the sample size goes to infinity, yielding a contiguous change-point model. Simulations have been performed to illustrate the closeness of the asymptotic distribution with the empirical distribution, and to evaluate its robustness to departures from normality for reasonable sample sizes as well as parameter changes. Finally, we apply the methodology to estimate the change-point in the daily log-returns data of BLS (BellSouth) and VZ (Verizon) from NYSE.     

Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus

Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of the adjusted quadratic variation for a sub-fractional Brownian motion. We apply our results to construct strongly consistent statistical estimators for the self-similarity of sub-fractional Brownian motion.     

Local Fourier tests for structural change based on residuals

We propose a structural change test based on the recursive residuals with the local Fourier series estimators. The statistical properties of the proposed test are derived and the empirical properties are shown via simulation. We also consider other structural change tests based on CUSUM, MOSUM, moving estimates (ME), and empirical distribution functions with the recursive residuals and the ordinary residuals. Empirical powers are calculated in various structural change models for the comparison of those tests. These structural change tests are applied to South Korea's gross domestic product (GDP), South Korean Won to US Dollar currency exchange rates, and South Korea's Okun's law.     

近代中国邮政职工(1896-1949)研究综述

近代中国邮政职工是邮政事业的执行者和运行主体,在邮政发展的进程中起到了至关重要的作用?目前,对近代中国邮政职工的研究比较薄弱,其研究成果大多集中于邮政职工的管理?邮政职工运动?邮政职工团体组织?邮政职工抗日斗争等方面,在研究跨度?研究深度和研究广度等方面都存在一定的缺憾和不足,尚存较大的发展空间?可通过拓展研究内容,深入挖掘和运用档案?报刊?电子数据库等资料,不断丰富研究方法,将近代中国邮政职工的研究推向更高层次?     

The local fractional bootstrap

We introduce a bootstrap procedure for high‐frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our new resampling method, the local fractional bootstrap, relies on simulating an auxiliary fractional Brownian motion that mimics the fine properties of high‐frequency differences of the Brownian semistationary process under the null hypothesis. We prove the first‐order validity of the bootstrap method, and in simulations, we observe that the bootstrap‐based hypothesis test provides considerable finite‐sample improvements over an existing test that is based on a central limit theorem. This is important when studying the roughness properties of time series data. We illustrate this by applying the bootstrap method to two empirical data sets: We assess the roughness of a time series of high‐frequency asset prices and we test the validity of Kolmogorov's scaling law in atmospheric turbulence data.     

股票价格遵循分数Ornstein-Uhlenback过程的期权定价模型

本文从股价收益的时变性和波动的长记忆性两个方面考虑,建立了分数O-U过程;接着在分数风险中性测度下,利用分数情形下的Girsanov定理获得了分数O-U过程的唯一等价测度;进而采用拟鞅(quasi-martingale)定价方法,得到了分数市场环境中的期权定价模型,使得布朗运动和O-U过程驱动的期权定价模型均成为其特例;最后用算例,验证了长记忆参数H是期权定价中不可忽略的因素.     

一种基于运动估计的隔行/逐行转换算法

针对从隔行扫描的电视场图像获得高质量的逐行扫描帧图像,提出了一种从隔行扫描到逐行扫描的转换算法。该算法通过在隔行/逐行转换中引入运动估计技术,找出相邻两场图像间的运动矢量,然后在场间行内插值时进行图像调整来消除由于图像错位引起的运动模糊,生成具有高垂直分辨率的逐行图像。算法中针对这一特定应用场合,设计了一种运动估计方法。