Bin Zhou - Böcker

Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial markets, daily prices and models based upon low frequency price series data do not provide the level of accuracy required by traders and a growing number of risk managers. To improve results, more and more researchers and practitioners are turning to high frequency data. Nonlinear Modelling of High Frequency Financial Time Series presents the latest developments and views of leading international researchers and market practitioners, in modelling high frequency data in finance. Combining both nonlinear modelling and intraday data for financial markets, the editors provide a fascinating foray into this extremely popular discipline. This book evolves around four major themes. The first introductory section focuses on high frequency financial data. The second part examines the exact nature of the time series considered: several linearity tests are presented and applied and their modelling implications assessed. The third and fourth parts are dedicated to modelling and forecasting these financial time series.

Comprehensive resource detailing the technology of rigid-flexible coupling robots and their applications Rigid-Flexible Coupling Hoisting Robots: Modeling, Analysis, and Control introduces the configuration and optimization design, mechanics and fundamental mechanical issues, uncertainty analysis, trajectory planning, control, and applications of rigid-flexible coupling hoisting robots. The book also reviews kinematics and dynamics modeling as well as design methods to enhance overall performance including motion decoupling, reconfigurable design, and optimization design. A series of numerical simulations and specific experiments on real prototypes are included to help readers quickly grasp both theory and practical application. Summarizing the numerous achievements the authors have made in the field in recent years, Rigid-Flexible Coupling Hoisting Robots: Modeling, Analysis, and Control includes information on: Fundamental challenges including trajectory planning, tracking control, and force controlMulti-objective optimization design for workspace dexterity and stiffnessKinematic uncertainty analysis with random parameters, narrowly bounded uncertainty, and large-bounded uncertaintyDynamic uncertainty analysis with hybrid-random and interval parametersController design and platform developmentRigid-Flexible Coupling Hoisting Robots: Modeling, Analysis, and Control is an essential reference on the subject for researchers and engineers in the field as well as graduate students in related programs of study.

This book studies the stability analysis of continuous time delay-difference equations and their application in the predictor feedback control of input-delayed systems. Stability analysis for delay-difference equations is a central topic and is typically addressed through two methods: frequency-domain methods, which provide nonconservative conditions but are challenging for control synthesis; time-domain LKF methods, which are tractable but often conservative. This book analyzes the stability from both perspectives, deriving stability conditions via LMIs, characteristic equations, and spectral radius by using the KYP lemma, Jensen inequality, and the delay decomposition technique. It systematically investigates stability under various delay types (point, distributed, mixed delays) and Markovian switching and then applies the results to predictor feedback control. It is a useful resource for researchers, engineers, and graduate students in control, applied mathematics, and engineering.

This book provides a systematic approach to the design of predictor based controllers for (time-varying) linear systems with either (time-varying) input or state delays. Differently from those traditional predictor based controllers, which are infinite-dimensional static feedback laws and may cause difficulties in their practical implementation, this book develops a truncated predictor feedback (TPF) which involves only finite dimensional static state feedback.Features and topics:A novel approach referred to as truncated predictor feedback for the stabilization of (time-varying) time-delay systems in both the continuous-time setting and the discrete-time setting is built systematicallySemi-global and global stabilization problems of linear time-delay systems subject to either magnitude saturation or energy constraints are solved in a systematic mannerBoth stabilization of a single system and consensus of a group of systems (multi-agent systems) are treated in a unified manner by applying the truncated predictor feedback and predictor feedbackThe properties of the solutions to a class of parametric (differential and difference) Lyapunov matrix equations are presented in detailDetailed numerical examples and applications to the spacecraft rendezvous and formation flying problems are provided to demonstrate the usefulness of the presented theoretical resultsThis book can be a useful resource for the researchers, engineers, and graduate students in the fields of control, applied mathematics, mechanical engineering, electrical engineering, and aerospace engineering.

This book analyzes the influence of electric vehicles on microclimate and the indirect influence on power load from a unique perspective. It discusses different aspects of Vehicle-to-grid (V2G) technology, including large and small-scale charging infrastructures, and describes the effect on electricity price, voltage, frequency and other key V2G technologies. It introduces various aspects of the influence of electric vehicles on the power grids and the control strategies for achieving economic, safe and steady grid operation using V2G technologies. This book is suitable for senior undergraduates and postgraduates majoring in electrical, transportation, or environmental engineering, as well as other related professionals.

This book provides a systematic approach to the design of predictor based controllers for (time-varying) linear systems with either (time-varying) input or state delays. Differently from those traditional predictor based controllers, which are infinite-dimensional static feedback laws and may cause difficulties in their practical implementation, this book develops a truncated predictor feedback (TPF) which involves only finite dimensional static state feedback.Features and topics:A novel approach referred to as truncated predictor feedback for the stabilization of (time-varying) time-delay systems in both the continuous-time setting and the discrete-time setting is built systematicallySemi-global and global stabilization problems of linear time-delay systems subject to either magnitude saturation or energy constraints are solved in a systematic mannerBoth stabilization of a single system and consensus of a group of systems (multi-agent systems) are treated in a unified manner by applying the truncated predictor feedback and predictor feedbackThe properties of the solutions to a class of parametric (differential and difference) Lyapunov matrix equations are presented in detailDetailed numerical examples and applications to the spacecraft rendezvous and formation flying problems are provided to demonstrate the usefulness of the presented theoretical resultsThis book can be a useful resource for the researchers, engineers, and graduate students in the fields of control, applied mathematics, mechanical engineering, electrical engineering, and aerospace engineering.

This book analyzes the influence of electric vehicles on microclimate and the indirect influence on power load from a unique perspective.

This book presents novel design principles and technologies for dynamic isolation based on experimental studies. These approaches have now become the local standard in Beijing and are currently being promoted for use nationwide. Further, the book provides details of measures and guidelines for the design process. Departing from the traditional understanding that isolation wards should be designed with high negative pressure, airtight doors and fresh air, it establishes the basis for designing biological clean rooms, including isolation wards, using a simple and convenient scientific approach. This book is intended for designers, engineers, researchers, hospital management staff and graduate students in heating ventilation air conditioning (HVAC), air cleaning technologies and related areas.

This book presents novel design principles and technologies for dynamic isolation based on experimental studies. These approaches have now become the local standard in Beijing and are currently being promoted for use nationwide. Further, the book provides details of measures and guidelines for the design process. Departing from the traditional understanding that isolation wards should be designed with high negative pressure, airtight doors and fresh air, it establishes the basis for designing biological clean rooms, including isolation wards, using a simple and convenient scientific approach. This book is intended for designers, engineers, researchers, hospital management staff and graduate students in heating ventilation air conditioning (HVAC), air cleaning technologies and related areas.

This book, the first in a three-volume set, explains general relativity using the mathematical tool of differential geometry. The book consists of ten chapters, the first five of which introduce differential geometry, which is widely applicable even outside the field of relativity.