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The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient(More)
What are the features of the correlation structure of price indices? To answer this question, 5 types of price indices, including 195 specific price indices from 2003 to 2011, were selected as sample data. To build a weighted network of price indices each price index is represented by a vertex, and a positive correlation between two price indices is(More)
There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts(More)
Wind energy is considered a clear and sustainable substitution for fossil fuel, and the stock index of the wind energy industry is closely related to the oil price fluctuation. Their relationship is characterized by multiscale and time-varying features based on a variety of stakeholders who have different objectives within various time horizons, which makes(More)
Sparse decomposition—orthogonal matching pursuit is applied to array signal processing field, and a new method for multi parameters estimation of wideband Chirp signals based on orthogonal matching pursuit decomposition is presented. At first, according to wideband Chirp signal geometry, we establish the over-complete dictionary and do OMP(More)
How to keep up with the tendency of the literature and grasp the key-points of them from the holistic perspective rapidly is a new challenge both for the literature research and text mining. Most of current theories and tools are directed at finding one paper or a small amount of sample, not gaining a rapid understanding of the hot-keywords of all the(More)
—In this paper, the signal model and expression in time domain of DS-UWB signal are introduced, and an approach using eigen-analysis of correlation matrix for DS-UWB signal is proposed to blindly estimate the PN sequence and several parameters in low SNR DS-UWB signal. Compared with the previous methods, both synchronization and PN sequence estimation can(More)
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