相关实验视频

Updated: Sep 10, 2025

Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach
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Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach

Published on: July 3, 2020

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用多层线性响应模型对时间序列中的极端波动进行建模和生成

Yusuke Naritomi1, Tetsuya Takaishi2, Takanori Adachi1

  • 1Graduate School of Management, Tokyo Metropolitan University, 18F Marunouchi Eiraku Building, 1-4-1 Marunouchi, Chiyoda-ku, Tokyo 100-0005, Japan.

Entropy (Basel, Switzerland)
|August 28, 2025
PubMed
概括

一个新的多层线性响应模型 (MLRM) 产生具有异常动态的时间序列数据,模仿COVID-19流行病等现实事件. 这种可解释的模型捕捉了金融市场中观察到的沉重的特征和极端波动.

关键词:
不正常的动态复杂的系统数据生成极端的波动金融时间序列重尾分布线性响应理论统计物理综合数据

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Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
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Transient and Steady-state Response

In control systems, test signals are essential for evaluating performance under various conditions. The ramp function is effective for systems undergoing gradual changes, while the step function is suitable for assessing systems facing sudden disturbances. For systems subjected to shock inputs, the impulse function is the most appropriate test signal.
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Linear time-invariant Systems01:23

Linear time-invariant Systems

A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
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Linear Approximation in Frequency Domain01:26

Linear Approximation in Frequency Domain

Linear systems are characterized by two main properties: superposition and homogeneity. Superposition allows the response to multiple inputs to be the sum of the responses to each individual input. Homogeneity ensures that scaling an input by a scalar results in the response being scaled by the same scalar.
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Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving

Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
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Types of Responses of Series RLC Circuits

A second-order differential equation characterizes a source-free series RLC circuit, marking its distinct mathematical representation. The complete solution of this equation is a blend of two unique solutions, each linked to the circuit's roots expressed in terms of the damping factor and resonant frequency.
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