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THE LONG TIME BEHAVIOR OF THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS WITH LINEAR SELF-REPELLING DRIFT
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作者 夏晓宇 闫理坦 杨晴 《Acta Mathematica Scientia》 SCIE CSCD 2024年第2期671-685,共15页
Let B^(H) be a fractional Brownian motion with Hurst index 1/2≤H<1.In this paper,we consider the equation(called the Ornstein-Uhlenbeck process with a linear self-repelling drift)dX_(t)^(H)=dB_(t)^(H)+σ X_(t)^(H)... Let B^(H) be a fractional Brownian motion with Hurst index 1/2≤H<1.In this paper,we consider the equation(called the Ornstein-Uhlenbeck process with a linear self-repelling drift)dX_(t)^(H)=dB_(t)^(H)+σ X_(t)^(H)dt+vdt-θ(∫_(0)^(t)(X_(t)^(H)-X_(s)^(H))ds)dt,whereθ<0,σ,v∈ℝ.The process is an analogue of self-attracting diffusion(Cranston,Le Jan.Math Ann,1995,303:87–93).Our main aim is to study the large time behaviors of the process.We show that the solution X^(H)diverges to infinity as t tends to infinity,and obtain the speed at which the process X^(H)diverges to infinity. 展开更多
关键词 fractional Brownian motion stochastic difference equations rate of convergence ASYMPTOTIC
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Set-Membership Filtering Approach to Dynamic Event-Triggered Fault Estimation for a Class of Nonlinear Time-Varying Complex Networks
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作者 Xiaoting Du Lei Zou Maiying Zhong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第3期638-648,共11页
The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered ... The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator. 展开更多
关键词 Dynamic event-triggered mechanism(DETM) fault estimation nonlinear time-varying complex networks set-member-ship filtering unknown input observer
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3D Road Network Modeling and Road Structure Recognition in Internet of Vehicles
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作者 Dun Cao Jia Ru +3 位作者 Jian Qin Amr Tolba Jin Wang Min Zhu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第2期1365-1384,共20页
Internet of Vehicles (IoV) is a new system that enables individual vehicles to connect with nearby vehicles,people, transportation infrastructure, and networks, thereby realizing amore intelligent and efficient transp... Internet of Vehicles (IoV) is a new system that enables individual vehicles to connect with nearby vehicles,people, transportation infrastructure, and networks, thereby realizing amore intelligent and efficient transportationsystem. The movement of vehicles and the three-dimensional (3D) nature of the road network cause the topologicalstructure of IoV to have the high space and time complexity.Network modeling and structure recognition for 3Droads can benefit the description of topological changes for IoV. This paper proposes a 3Dgeneral roadmodel basedon discrete points of roads obtained from GIS. First, the constraints imposed by 3D roads on moving vehicles areanalyzed. Then the effects of road curvature radius (Ra), longitudinal slope (Slo), and length (Len) on speed andacceleration are studied. Finally, a general 3D road network model based on road section features is established.This paper also presents intersection and road section recognition methods based on the structural features ofthe 3D road network model and the road features. Real GIS data from a specific region of Beijing is adopted tocreate the simulation scenario, and the simulation results validate the general 3D road network model and therecognitionmethod. Therefore, thiswork makes contributions to the field of intelligent transportation by providinga comprehensive approach tomodeling the 3Droad network and its topological changes in achieving efficient trafficflowand improved road safety. 展开更多
关键词 Internet of vehicles road networks 3D road model structure recognition GIS
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Intelligent Small Sample Defect Detection of Concrete Surface Using Novel Deep Learning Integrating Improved YOLOv5
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作者 Yongming Han Lei Wang +1 位作者 Youqing Wang Zhiqiang Geng 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第2期545-547,共3页
Dear Editor,This letter presents an intelligent small sample defect detection of concrete surface using novel deep learning integrating the improved YOLOv5 based on the Wasserstein GAN(WGAN)enhancement algorithm.The p... Dear Editor,This letter presents an intelligent small sample defect detection of concrete surface using novel deep learning integrating the improved YOLOv5 based on the Wasserstein GAN(WGAN)enhancement algorithm.The proposed method is capable of producing top-notch data sets to address the issues of insufficient samples and substandard quality. 展开更多
关键词 CONCRETE integrating ALGORITHM
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The first mitogenome of Lauraceae(Cinnamomum chekiangense)
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作者 Changwei Bi Ning Sun +3 位作者 Fuchuan Han Kewang Xu Yong Yang David K.Ferguson 《Plant Diversity》 SCIE CAS CSCD 2024年第1期144-148,共5页
There are three distinct genetic systems in higher plants,the dominant nuclear genome and the semi-autonomous organelle genomes(plastids and mitochondria).In contrast to the conserved plastid genome(plastome),the plan... There are three distinct genetic systems in higher plants,the dominant nuclear genome and the semi-autonomous organelle genomes(plastids and mitochondria).In contrast to the conserved plastid genome(plastome),the plant mitochondrial genome(mitogenome)is characterized by an intriguing“evolutionary paradox”distinguished by a remarkably low mutation rate but with a significantly high rearrangement rate(Palmer and Herbon,1988;Lai et al.,2022). 展开更多
关键词 AUTONOMOUS distinguished Palmer
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Automatic Quality Inspection of Bakery Products Based on Shape and Color Information 被引量:2
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作者 Babar Khan Fang Han +1 位作者 Zhijie Wang Ather Iqbal 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2017年第5期88-96,共9页
An automatic intelligent system for the colour and texture inspection of bakery products is proposed.In this system,advance classification technique featuring Support Vector Machine and biologically inspired HMAX base... An automatic intelligent system for the colour and texture inspection of bakery products is proposed.In this system,advance classification technique featuring Support Vector Machine and biologically inspired HMAX based shape descriptor integrated with biologically plausible RGB Opponent-Colour-Channel Descriptor is used to classify bakery products to their respective classes based on the shape and based on their colour referring to different baking durations. The results of this paper are compared with other methods for the automatic bakery products inspection. It is discovered that biologically inspired computer vision models performs accurately and efficiently as compared to the computer vision models which are not biologically plausible,in the bakery products quality inspection. It is also discovered that the One Versus One SVM and Directed Acyclic Graph SVM acquired the maximum accurate classification rate. The proposed method acquired classification accuracy of 95% and 100% for the biscuit shape and biscuit colour recognition,respectively. The proposed method is also consistently stable and invariant. This shows that the biologically inspired computer vision models have the capability to replace existing inspection methods as more reliable and accurate alternative. 展开更多
关键词 BAKERY products quality inspection computer VISION HMAX OPPONENT COLOR channel RGB COLOR DESCRIPTOR Support VECTOR Machine (SVM)
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Effects of evacuation assistant's leading behavior on the evacuation efficiency: Information transmission approach 被引量:1
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作者 王晓璐 郭玮 郑小平 《Chinese Physics B》 SCIE EI CAS CSCD 2015年第7期169-177,共9页
Evacuation assistants are expected to spread the escape route information and lead evacuees toward the exit as quickly as possible. Their leading behavior influences the evacuees' movement directly, which is confi... Evacuation assistants are expected to spread the escape route information and lead evacuees toward the exit as quickly as possible. Their leading behavior influences the evacuees' movement directly, which is confirmed to be a decisive factor of the evacuation efficiency. The transmission process of escape information and its function on the evacuees' movement are accurately presented by the proposed extended dynamic communication field model. For evacuation assistants and eevacuees, their sensitivity parameter of static floor field(SFF), kL S, and kS, are fully discussed. The simulation results e indicate that the appropriate kL Sis associated with the maximum kSof evacuees. The optimal combinations of kL Sand e kSwere found to reach the highest evacuation efficiency. There also exists an optimal value for evacuation assistants' information transmission radius. 展开更多
关键词 信息传递途径 疏散 助剂 磁场灵敏度 逃生路线 领导行为 领域模型 传输过程
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pLoc-mGpos: Incorporate Key Gene Ontology Information into General PseAAC for Predicting Subcellular Localization of Gram-Positive Bacterial Proteins 被引量:3
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作者 Xuan Xiao Xiang Cheng +2 位作者 Shengchao Su Qi Mao Kuo-Chen Chou 《Natural Science》 2017年第9期330-349,共20页
The basic unit in life is cell.?It contains many protein molecules located at its different organelles. The growth and reproduction of a cell as well as most of its other biological functions are performed via these p... The basic unit in life is cell.?It contains many protein molecules located at its different organelles. The growth and reproduction of a cell as well as most of its other biological functions are performed via these proteins. But proteins in different organelles or subcellular locations have different functions. Facing?the avalanche of protein sequences generated in the postgenomic age, we are challenged to develop high throughput tools for identifying the subcellular localization of proteins based on their sequence information alone. Although considerable efforts have been made in this regard, the problem is far apart from being solved yet. Most existing methods can be used to deal with single-location proteins only. Actually, proteins with multi-locations may have some special biological functions that are particularly important for drug targets. Using the ML-GKR (Multi-Label Gaussian Kernel Regression) method,?we developed a new predictor called “pLoc-mGpos” by in-depth extracting the key information from GO (Gene Ontology) into the Chou’s general PseAAC (Pseudo Amino Acid Composition)?for predicting the subcellular localization of Gram-positive bacterial proteins with both single and multiple location sites. Rigorous cross-validation on a same stringent benchmark dataset indicated that the proposed pLoc-mGpos predictor is remarkably superior to “iLoc-Gpos”, the state-of-the-art predictor for the same purpose.?To maximize the convenience of most experimental scientists, a user-friendly web-server for the new powerful predictor has been established at http://www.jci-bioinfo.cn/pLoc-mGpos/, by which users can easily get their desired results without the need to go through the complicated mathematics involved. 展开更多
关键词 Multi-Target Drugs Gene ONTOLOGY Chou’s GENERAL PseAAC ML-GKR Chou’s Metrics
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Platform technology of Web services-oriented DCS data exchanging 被引量:1
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作者 JIN Qi-bing ZHAO Da-li SHAO Wei-long 《通讯和计算机(中英文版)》 2008年第5期56-60,共5页
关键词 WEB服务器 DCS 数据交换 平台技术
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Large-scale computational screening of metal–organic frameworks for D_(2)/H_(2) separation 被引量:1
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作者 Fei Wang Zhiyuan Bi +1 位作者 Lifeng Ding Qingyuan Yang 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2023年第2期323-330,共8页
Deuterium(D_(2)) is one of the important fuel sources that power nuclear fusion reactors. The existing D_(2)/H_(2) separation technologies that obtain high-purity D_(2) are cost-intensive. Recent research has shown th... Deuterium(D_(2)) is one of the important fuel sources that power nuclear fusion reactors. The existing D_(2)/H_(2) separation technologies that obtain high-purity D_(2) are cost-intensive. Recent research has shown that metal-organic frameworks(MOFs) are of good potential for D_(2)/H_(2) separation application. In this work, a high-throughput computational screening of 12020 computation-ready experimental MOFs is carried out to determine the best MOFs for hydrogen isotope separation application. Meanwhile, the detailed structure-performance correlation is systematically investigated with the aid of machine learning. The results indicate that the ideal D_(2)/H_(2) adsorption selectivity calculated based on Henry coefficient is strongly correlated with the 1/ΔAD feature descriptor;that is, inverse of the adsorbility difference of the two adsorbates. Meanwhile, the machine learning(ML) results show that the prediction accuracy of all the four ML methods is significantly improved after the addition of this feature descriptor. In addition, the ML results based on extreme gradient boosting model also revealed that the 1/ΔAD descriptor has the highest relative importance compared to other commonly-used descriptors. To further explore the effect of hydrogen isotope separation in binary mixture, 1548 MOFs with ideal adsorption selectivity greater than 1.5 are simulated at equimolar conditions. The structure-performance relationship shows that high adsorption selectivity MOFs generally have smaller pore size(0.3-0.5 nm) and lower surface area. Among the top 200 performers, the materials mainly have the sql, pcu, cds, hxl, and ins topologies.Finally, three MOFs with high D_(2)/H_(2) selectivity and good D_(2) uptake are identified as the best candidates,of all which had one-dimensional channel pore. The findings obtained in this work may be helpful for the identification of potentially promising candidates for hydrogen isotope separation. 展开更多
关键词 Metal–organic frameworks Computational screening Hydrogen isotope separation
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Development Method of Wireless Application Based on Wireless Makeup Language and Web Database Technology
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作者 张利 邵世煌 +1 位作者 王建 尹美华 《Journal of Donghua University(English Edition)》 EI CAS 2002年第4期128-131,共4页
Wireless technology is a new emerging delivery networks and development scheme of wireless internet is given widely attention currently. In order to make international visitors to surge education website at any time, ... Wireless technology is a new emerging delivery networks and development scheme of wireless internet is given widely attention currently. In order to make international visitors to surge education website at any time, anywhere by mobile handsets. The communication method of web database, such as CGI, ISAPI, JDBC and so on have been aralyzed and a new Active Server Page &Wireless Makeup Language (ASP-WML) based approach is presented. The dynamical refreshment of the homepage of wireless website and the automatic query of main information have been realized. At last, the wireless website of Dong Hua University is taken as an example to testify the possibility of wireless website design which is mentioned above. 展开更多
关键词 WEB databases WIRELESS application ASP-WML Dynamic SERVICES
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Development of Intelligent Garment Coordination and Virtual Try-on System for Fashion Retailing with RFID Technology
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作者 曾献辉 丁永生 邵世煌 《Journal of Donghua University(English Edition)》 EI CAS 2010年第2期127-130,共4页
Improving customer experience has become a more and more important role in enhancing customer service in fashion retailing business. In this study,a kind of intelligent garment coordination and try-on system for fashi... Improving customer experience has become a more and more important role in enhancing customer service in fashion retailing business. In this study,a kind of intelligent garment coordination and try-on system for fashion retailing was proposed. Radio Frequency Identification (RFID) technology was used to identify customer and garment item automatically. The intelligent procedure for garment coordination recommendation using Artificial Neural Network (ANN) was developed to imitate fashion designers' decision-making on garment coordination. Virtual try-on algorithm based on the customer's 2D image was accomplished using image-warping technique. The system architecture and the software framework were also described. The results show that the system is a practical and useful application for fashion retailers. 展开更多
关键词 虚拟企图 服装协作 零卖的时尚 收音机频率鉴定(RFID ) 人工的神经网络(ANN )
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Optimizing Fully Convolutional Encoder-Decoder Network for Segmentation of Diabetic Eye Disease
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作者 Abdul Qadir Khan Guangmin Sun +2 位作者 Yu Li Anas Bilal Malik Abdul Manan 《Computers, Materials & Continua》 SCIE EI 2023年第11期2481-2504,共24页
In the emerging field of image segmentation,Fully Convolutional Networks(FCNs)have recently become prominent.However,their effectiveness is intimately linked with the correct selection and fine-tuning of hyperparamete... In the emerging field of image segmentation,Fully Convolutional Networks(FCNs)have recently become prominent.However,their effectiveness is intimately linked with the correct selection and fine-tuning of hyperparameters,which can often be a cumbersome manual task.The main aim of this study is to propose a more efficient,less labour-intensive approach to hyperparameter optimization in FCNs for segmenting fundus images.To this end,our research introduces a hyperparameter-optimized Fully Convolutional Encoder-Decoder Network(FCEDN).The optimization is handled by a novel Genetic Grey Wolf Optimization(G-GWO)algorithm.This algorithm employs the Genetic Algorithm(GA)to generate a diverse set of initial positions.It leverages Grey Wolf Optimization(GWO)to fine-tune these positions within the discrete search space.Testing on the Indian Diabetic Retinopathy Image Dataset(IDRiD),Diabetic Retinopathy,Hypertension,Age-related macular degeneration and Glacuoma ImageS(DR-HAGIS),and Ocular Disease Intelligent Recognition(ODIR)datasets showed that the G-GWO method outperformed four other variants of GWO,GA,and PSO-based hyperparameter optimization techniques.The proposed model achieved impressive segmentation results,with accuracy rates of 98.5%for IDRiD,98.7%for DR-HAGIS,and 98.4%,98.8%,and 98.5%for different sub-datasets within ODIR.These results suggest that the proposed hyperparameter-optimized FCEDN model,driven by the G-GWO algorithm,is more efficient than recent deep-learning models for image segmentation tasks.It thereby presents the potential for increased automation and accuracy in the segmentation of fundus images,mitigating the need for extensive manual hyperparameter adjustments. 展开更多
关键词 Diabetic eye disease image segmentation deep learning artificial intelligence grey wolf optimization FCN CNN
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Reinforced temperature control of a reactive double dividing-wall distillation column
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作者 Wei Qin Lijing Zang +5 位作者 Kejin Huang Haisheng Chen Yang Yuan Xing Qian Liang Zhang Shaofeng Wang 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2023年第2期288-295,共8页
The mass and thermal coupling makes the control of the reactive double dividing-wall distillation column(R-DDWDC) an especially challenging issue with a highly interactive nature. With reference to the separation of a... The mass and thermal coupling makes the control of the reactive double dividing-wall distillation column(R-DDWDC) an especially challenging issue with a highly interactive nature. With reference to the separation of an ideal endothermic quaternary reversible reaction with the most unfavorable ranking of relative volatilities(A + B ■ C + D with α_(A)>α_(C)>α_(D)>α_(B)), the operation rationality of the R-DDWDC is studied in this contribution. The four-point single temperature control system leads to great steady-state discrepancies in the compositions of products C and D and the reason stems essentially from the failure in keeping strictly the stoichiometric ratio between reactants A and B. A temperature plus temperature cascade control scheme is then employed to reinforce the stoichiometric ratio control and helps to secure a substantial abatement in the steady-state discrepancies. A temperature difference plus temperature cascade control scheme is finally synthesized and leads even to better performance than the most effective double temperature difference control scheme. These outcomes reveal not only the operation feasibility of the R-DDWDC but also the general significance of the proposed temperature difference plus temperature cascade control scheme to the inferential control of any other complicated distillation columns. 展开更多
关键词 Reactive double dividing-wall distillation column Temperature control Temperature plus temperature cascade control Temperature difference plus temperature cascade control Process operation
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Cross-efficiency DEA model-based evaluation of allocative efficiency of rural information resources in Jiangsu Province, China
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作者 Jiannong ZHOU Aidong PENG +1 位作者 Jing CUI Shuiqing HUANG 《Chinese Journal of Library and Information Science》 2012年第2期33-44,共12页
Purpose:This paper aims to compare and rank the allocative efficiency of information resources in rural areas by taking 13 rural areas in Jiangsu Province,China as the research sample.Design/methodology/approach:We de... Purpose:This paper aims to compare and rank the allocative efficiency of information resources in rural areas by taking 13 rural areas in Jiangsu Province,China as the research sample.Design/methodology/approach:We designed input and output indicators for allocation of rural information resources and conducted the quantitative evaluation of allocative efficiency of rural information resources based on cross-efficiency model in combination with the classical CCR model in data envelopment analysis(DEA).Findings:Cross-efficiency DEA model can be used for our research with the objective to evaluate quantitatively and objectively whether the allocation of information resources in various rural areas is reasonable and whether the output is commensurate with the input.Research limitations:We have to give up using some indicators because of limited data availability.There is a need to further improve the cross-efficiency DEA model because it cannot identify the specific factors influencing the efficiency of decision-making units(DMUs).Practical implications:The evaluation results will help us understand the present allocative efficiency levels of information resources in various rural areas so as to provide a decisionmaking basis for formulation of the policies aimed at promoting the circulation of information resources in rural areas.Originality/value:Little or no research has been published about the allocative efficiency of rural information resources.The value of this research lies in its focus on studying rural informatization from the perspective of allocative efficiency of rural information resources and in the application of cross-efficiency DEA model to evaluate allocative efficiency of rural information resources as well. 展开更多
关键词 RURAL INFORMATION RESOURCES DATA envelopment analy
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Assembly and analysis of the Populus deltoides mitochondrial genome:the first report of a multicircular mitochondrial conformation for the genus Populus
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作者 Yanshu Qu Pengyan Zhou +2 位作者 Chunfa Tong Changwei Bi Li’an Xu 《Journal of Forestry Research》 SCIE CAS CSCD 2023年第3期717-733,共17页
Genomics research of Populus deltoides,an important timber species that is widely planted worldwide,is an important part of poplar breeding.Currently,the nuclear and chloroplast genome of P.deltoides have been sequenc... Genomics research of Populus deltoides,an important timber species that is widely planted worldwide,is an important part of poplar breeding.Currently,the nuclear and chloroplast genome of P.deltoides have been sequenced,but its mitochondrial genome(mitogenome)has not been reported.To further explore the evolution and phylogeny of P.deltoides,the mitogenome of P.deltoides I-69 was assembled using reads from Nanopore and Illumina sequencing platforms and found to consist of 802,637 bp and three circular chromosomes(336,205,280,841,and 185,591 bp)containing 58 genes(34 protein-coding genes,21 tRNA genes,and 3 rRNA genes).RNA analysis in combination with several species showed signifi cantly fewer RNA editingsites in the mitogenomes of poplar and other angiosperms than in gymnosperms.Sequence transfer analysis showed extensive mitogenome rearrangements in Populus species,and with evolution from lower to higher plants,tRNA transfer from chloroplasts to mitochondria became increasingly frequent.In a phylogenetic analysis,the evolutionary status of P.deltoides was determined,and the section Populus was supported.Our results based on the fi rst report of a multicircular conformation of the Populus mitogenome provide a basis for further study of the evolution and genetics of P.deltoides and other Populus species and for breeding programs. 展开更多
关键词 Mitochondrial genome Multi-circular Populus deltoids Comparative genomics PHYLOGENY
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Distributed Secure State Estimation of Multi-Agent Systems Under Homologous Sensor Attacks
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作者 Yukun Shi Youqing Wang Jianyong Tuo 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第1期67-77,共11页
This paper addresses the problem of distributed secure state estimation for multi-agent systems under homologous sensor attacks.Two types of secure Luenberger-like distributed observers are proposed to estimate the sy... This paper addresses the problem of distributed secure state estimation for multi-agent systems under homologous sensor attacks.Two types of secure Luenberger-like distributed observers are proposed to estimate the system state and attack signal simultaneously.Specifically,the proposed two observers are applicable to deal with the cases in the presence and absence of time delays during network communication.It is also shown that the proposed observers can ensure the attack estimations from different agents asymptotically converge to the same value.Sufficient conditions for guaranteeing the asymptotic convergence of the estimation errors are derived.Simulation examples are finally provided to demonstrate the effectiveness of the proposed results. 展开更多
关键词 Consensus-based Luenberger-like observer distributed secure state estimation homologous signal
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Path Planning of UAV by Combing Improved Ant Colony System and Dynamic Window Algorithm
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作者 徐海芹 邢浩翔 刘洋 《Journal of Donghua University(English Edition)》 CAS 2023年第6期676-683,共8页
A fusion algorithm is proposed to enhance the search speed of an ant colony system(ACS)for the global path planning and overcome the challenges of the local path planning in an unmanned aerial vehicle(UAV).The ACS sea... A fusion algorithm is proposed to enhance the search speed of an ant colony system(ACS)for the global path planning and overcome the challenges of the local path planning in an unmanned aerial vehicle(UAV).The ACS search efficiency is enhanced by adopting a 16-direction 24-neighborhood search way,a safety grid search way,and an elite hybrid strategy to accelerate global convergence.Quadratic planning is performed using the moving average(MA)method.The fusion algorithm incorporates a dynamic window approach(DWA)to deal with the local path planning,sets a retracement mechanism,and adjusts the evaluation function accordingly.Experimental results in two environments demonstrate that the improved ant colony system(IACS)achieves superior planning efficiency.Additionally,the optimized dynamic window approach(ODWA)demonstrates its ability to handle multiple dynamic situations.Overall,the fusion optimization algorithm can accomplish the mixed path planning effectively. 展开更多
关键词 ant colony system(ACS) dynamic window approach(DWA) path planning dynamic obstacle
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Optimal Quota-Share and Excess-of-Loss Reinsurance and Investment with Heston’s Stochastic Volatility Model
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作者 伊浩然 舒慧生 单元闯 《Journal of Donghua University(English Edition)》 CAS 2023年第1期59-67,共9页
An optimal quota-share and excess-of-loss reinsurance and investment problem is studied for an insurer who is allowed to invest in a risk-free asset and a risky asset.Especially the price process of the risky asset is... An optimal quota-share and excess-of-loss reinsurance and investment problem is studied for an insurer who is allowed to invest in a risk-free asset and a risky asset.Especially the price process of the risky asset is governed by Heston's stochastic volatility(SV)model.With the objective of maximizing the expected index utility of the terminal wealth of the insurance company,by using the classical tools of stochastic optimal control,the explicit expressions for optimal strategies and optimal value functions are derived.An interesting conclusion is found that it is better to buy one reinsurance than two under the assumption of this paper.Moreover,some numerical simulations and sensitivity analysis are provided. 展开更多
关键词 optimal reinsurance optimal investment quota-share and excess-of-loss reinsurance stochastic volatility(SV)model exponential utility function
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Analysis of Social Media Impact on Stock Price Movements Using Machine Learning Anomaly Detection
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作者 Richard Cruz Johnson Kinyua Charles Mutigwe 《Intelligent Automation & Soft Computing》 SCIE 2023年第6期3405-3423,共19页
The massive increase in the volume of data generated by individuals on social media microblog platforms such as Twitter and Reddit every day offers researchers unique opportunities to analyze financial markets from ne... The massive increase in the volume of data generated by individuals on social media microblog platforms such as Twitter and Reddit every day offers researchers unique opportunities to analyze financial markets from new perspec-tives.The meme stock mania of 2021 brought together stock traders and investors that were also active on social media.This mania was in good part driven by retail investors’discussions on investment strategies that occurred on social media plat-forms such as Reddit during the COVID-19 lockdowns.The stock trades by these retail investors were then executed using services like Robinhood.In this paper,machine learning models are used to try and predict the stock price movements of two meme stocks:GameStop($GME)and AMC Entertainment($AMC).Two sentiment metrics of the daily social media discussions about these stocks on Red-dit are generated and used together with 85 other fundamental and technical indi-cators as the feature set for the machine learning models.It is demonstrated that through the use of a carefully chosen mix of a meme stock’s fundamental indica-tors,technical indicators,and social media sentiment scores,it is possible to pre-dict the stocks’next-day closing prices.Also,using an anomaly detection model,and the daily Reddit discussions about a meme stock,it was possible to identify potential market manipulators. 展开更多
关键词 Machine learning deep learning anomaly detection Reddit r/walstreetbets meme stocks
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