scholarly journals A new approach to identifying the local structure of multidimensional chaotic time series

2021 ◽  
Vol 2142 (1) ◽  
pp. 012011
Author(s):  
A V Makshanov ◽  
A E Zhuravlev ◽  
L N Tyndykar

Abstract The paper is devoted to the solution of the problems of mathematical supply of decision making during multichannel monitoring of large-scaled systems. The work also deals with space-time dynamics of multidimensional time series of different origins. Highly dynamical chaotic processes whose fine structure cannot be revealed by standard spectral methods are regarded. Technologies for dimension reduction based on data matrix representation on the first singular basis and multiple regression in projections’ space are developed.

2018 ◽  
Vol 7 (2) ◽  
pp. 139-150 ◽  
Author(s):  
Adekunlé Akim Salami ◽  
Ayité Sénah Akoda Ajavon ◽  
Mawugno Koffi Kodjo ◽  
Seydou Ouedraogo ◽  
Koffi-Sa Bédja

In this article, we introduced a new approach based on graphical method (GPM), maximum likelihood method (MLM), energy pattern factor method (EPFM), empirical method of Justus (EMJ), empirical method of Lysen (EML) and moment method (MOM) using the even or odd classes of wind speed series distribution histogram with 1 m/s as bin size to estimate the Weibull parameters. This new approach is compared on the basis of the resulting mean wind speed and its standard deviation using seven reliable statistical indicators (RPE, RMSE, MAPE, MABE, R2, RRMSE and IA). The results indicate that this new approach is adequate to estimate Weibull parameters and can outperform GPM, MLM, EPF, EMJ, EML and MOM which uses all wind speed time series data collected for one period. The study has also found a linear relationship between the Weibull parameters K and C estimated by MLM, EPFM, EMJ, EML and MOM using odd or even class wind speed time series and those obtained by applying these methods to all class (both even and odd bins) wind speed time series. Another interesting feature of this approach is the data size reduction which eventually leads to a reduced processing time.Article History: Received February 16th 2018; Received in revised form May 5th 2018; Accepted May 27th 2018; Available onlineHow to Cite This Article: Salami, A.A., Ajavon, A.S.A., Kodjo, M.K. , Ouedraogo, S. and Bédja, K. (2018) The Use of Odd and Even Class Wind Speed Time Series of Distribution Histogram to Estimate Weibull Parameters. Int. Journal of Renewable Energy Development 7(2), 139-150.https://doi.org/10.14710/ijred.7.2.139-150


2019 ◽  
Vol 15 (2) ◽  
pp. 647-659 ◽  
Author(s):  
Zahra Moeini Najafabadi ◽  
Mehdi Bijari ◽  
Mehdi Khashei

Purpose This study aims to make investment decisions in stock markets using forecasting-Markowitz based decision-making approaches. Design/methodology/approach The authors’ approach offers the use of time series prediction methods including autoregressive, autoregressive moving average and artificial neural network, rather than calculating the expected rate of return based on distribution. Findings The results show that using time series prediction methods has a significant effect on improving investment decisions and the performance of the investments. Originality/value In this study, in contrast to previous studies, the alteration in the Markowitz model started with the investment expected rate of return. For this purpose, instead of considering the distribution of returns and determining the expected returns, time series prediction methods were used to calculate the future return of each asset. Then, the results of different time series methods replaced the expected returns in the Markowitz model. Finally, the overall performance of the method, as well as the performance of each of the prediction methods used, was examined in relation to nine stock market indices.


2021 ◽  
Vol 115 ◽  
pp. 107917
Author(s):  
Ángel Carmona-Poyato ◽  
Nicolás Luis Fernández-Garcia ◽  
Francisco José Madrid-Cuevas ◽  
Antonio Manuel Durán-Rosal

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1315
Author(s):  
Takafumi Miyanaga

X-ray absorption fine structure (XAFS) is a powerful technique used to analyze a local electronic structure, local atomic structure, and structural dynamics. In this review, I present examples of XAFS that apply to the local structure and dynamics of functional materials: (1) structure phase transition in perovskite PbTiO3 and magnetic FeRhPd alloys; (2) nano-scaled fluctuations related to their magnetic properties in Ni–Mn alloys and Fe/Cr thin films; and (3) the Debye–Waller factors related to the chemical reactivity for catalysis in polyanions and ligand exchange reaction. This study shows that the local structure and dynamics are related to the characteristic function of the materials.


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