To overcome volatility clustering problems,an adaptive neuro-fuzzy inference system(ANFIS) is combined with a nonlinear generalized autoregressive conditional heteroscedasticity(NGARCH) model that is tuned by adaptive support vector regression(ASVR) so as to tackle the problem of time-varying conditional variance in residual errors.

On the basis of characteristic of price behavior in stock market,that is,three typical characteristics of the financial time series(fat tails,excess kurtosis,volatility clustering),intertemporal dependence models widely used internationally were verified,i.

Among multiple seismic attributes,the in-stantaneous amplitude,instantaneous frequency ,in-stantaneous phase and coherent data volume as well as waveform clustering can be basically de-fined as basi.

Implementation of MPI-based parallel wavecluster algorithm on Shuguang TC1700;

Mining Temporal Patterns of Stock Yield Sequences Based on Wave Cluster Method;

Projection pursuit dynamic cluster model and its application to evaluation of ecological quality of Sichuan province;

New model for projection pursuit dynamic cluster and its application to classifying natural grasslands;