中文
Published date:2014-03-14    Provided by:数学系
Pengjian Shang
  Personal Information
Title :

 Professor

Position :  
Tel:  86 010 51684410
E-mail:  pjshang@bjtu.edu.cn
Present Address:  School of Science, Beijing Jiaotong University,No 3. Shangyuancun, Haidian District, Beijing, P.R.China, 100044
  Education
•      1990—1993 D.S. Application Mathematics, Wuhan University, Wuhan, China
•     1987—1990 M.S. Application Mathematics, Central China Normal University, Wuhan. China
•  
    1981—1985 B.S. Application Mathematics, Henan Normal University, Xinxiang, China
  Research Interest
        Applied Statistics;Fractal;Non-linear dynamics; Chaos; Time series
  Funding

1. The National High Technology Research Development Program of China (863 Program) (2011AA110306).

2. The China National Science (60772036; 61071142; 61371130).

3. The Beijing National Science ( 4122059)
  Major Publication
 2014

[1]Wenbin Shi, Pengjian Shang,Jing Wang, Aijing Lin,Multiscale multifractal detrended cross-correlation analysis of financial time series,Physica A 403 (2014) 35–44

[2]Guan Du,Pengjian Shang, Xiaojun Zhao,Multiscale Detrended Fluctuation Analysis of Traffic Index Series,Fluctuation and Noise Letters,Vol.13, No.1,2014,1450001 (12 pages)

 

2013

[1]XUEJIAO WANG, PENGJIAN SHANG, JINGJING HUANG and GUOCHEN FENG,Data discretization for the transfer entropy in financial market,Fluctuation and Noise Letters,Vol. 12, No. 4 (2013)1350019 (15 pages)

[2]Jianan Xia,Pengjian Shang,JingWang,Estimation of local scale exponents for heartbeat time series based on DFA, Nonlinear Dyn (2013) 74:1183–1190

[3]Yi Yin, Pengjian Shang,Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial markets, Physica A 392 (2013) 6442–6457

[4]Xiaojun Zhao,Pengjian Shang, and Jing Wang,Measuring information interactions on the ordinal pattern of stock time series, Physical Review E 87, 022805 (2013) 1-9

[5]JING WANG,PENGJIAN SHANG and WEIJIE GE, Multiscale entropy analysis of traffic time series, International Journal of Modern Physics C, 24 (2013) 1350006.

[6]Xiaojun Zhao, Pengjian Shang and Jingjing Huang, Continuous detrended cross-correlation analysis on generalized Weierstrass function, European Physical Journal B(2013) 86:58.

[7]Xiaojun Zhao, Pengjian Shang and Jingjing Huang,Permutation complexity and dependence measures of time series, EPL, 102 (2013) 40005

[8] W.B. Shi, P.J. Shang, Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets, Nonlinear Dynamics, 2013, 71:539-554.

[9]Jing Kang,Pengjian Shang,Information flow and cross-correlation of Chinese stock markets based on transfer entropy and DCCA,Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications & Algorithms 20 (2013) 577-589

 

2012

[1]      J. Wang†, P.J. Shang*, W.J. Ge, Multifractal cross-correlation analysis based on statistical moments, Fractals, 2012, 20(3-4):271-279.

[2]      G.L. Liao†, P.J. Shang*, Scaling and complexity-entropy analysis in discriminating traffic dynamics, Fractals, 2012, 20:233-243.

[3]      J.N. Xia†, P.J. Shang*, Multiscale entropy analysis of financial time series, Fluctuation and Noise Letters, 2012, 11(4):1250033.

[4]      J.J. Huang†, P.J. Shang*, X.J. Zhao, Multifractal diffusion entropy analysis on stock volatility in financial markets, Physica A, 2012, 391: 5739–5745.

[5]      A.J. Lin†, P.J. Shang*, X.J. Zhao, The cross-correlations of stock markets based on DCCA and time-delay DCCA, Nonlinear Dynamics, 2012, 67: 425–435.

[6]      C.F Xue†, P.J. Shang*, J. Wang, Multifractal detrended cross-correlation analysis of BVP model time series, Nonlinear Dynamics, 2013, 69:263-273.

[7]      A.J. Lin†, P.J. Shang*, G.C. Feng, B. Zhong, Application of EMD combined with MKNN approach in financial time series forecasting, Fluctuation and Noise Letters, 2012, 11(2): 1250018.

[8]      X.J. Zhao†, P.J. Shang*, C. Zhao, J. Wang, R. Tao, Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition, Chaos, Solitons and Fractals, 2012, 45: 166–173.

[9]      Y.C. Chen†, P.J. Shang*, Information flow analysis between traffic flow time series based on the transfer entropy, Journal of Theoretical and Applied Information Technology, 2012, 44(2):185-188. )

[10]  B. Zhong, P.P. Yuan, P.J. Shang, Multifractal analysis on Fibonacci series based on the multifractal detrended fluctuation analysis, Proceedings of International Conference on Engineering and Business Management, 2012, 5: 3780-3783.

 

2011

[1]      K.Q. Dong†, P.J. Shang*, A.J. Lin, Chaotic SVD method for minimizing the effect of seasonal trends in detrended cross-correlation analysis, Dynamics of Continuous, Discrete and Impulsive Systems Series B, 2011, 18:261-277.

[2]      X.J. Zhao†, P.J. Shang*, Multifractal detrended cross-correlation analysis of chinese stock markets based on time delay, Fractals, 2011, 19:329–338.

[3]      J. Wang†, P.J. Shang*, A new traffic speed forecasting method based on bi-pattern recognition, Fluctuation and Noise Letters, 2011, 10: 59–75.

[4]      X.J. Zhao†, P.J. Shang*, A.J. Lin, G. Chen, Multifractal Fourier detrended cross-correlation analysis of traffic signals, Physica A, 2011, 390: 3670–3678.

[5]      A.J. Lin†, P.J. Shang*, Minimizing periodic trends by applying laplace transform, Fractals, 2011, 19: 203–211.

[6]      A.J. Lin†, P.J. Shang*, H. Ma, The orthogonal V-system detrended fluctuation analysis, Fluctuation and Noise Letters, 2011, 10: 189–206.

[7]      J. Song†, P.J. Shang*, Effect of linear and nonlinear filters on multifractal detrended cross-correlation analysis, Fractals, 2011, 19(4): 1–11.

[8]      黄静静†*, 商朋见, 王爱文, 二次半定规划的原始对偶预估校正内点算法, 北京交通大学学报, 2011, 35(6):136-141.

[9]      J.J. Huang*†, P.J. Shang, A new Bi-objective optimization model for the traffic guidance and control coordination, Journal of Computational Information Systems, 2011, 7(5):1744-1752.

 

2010

[1]      P.J. Shang*, K.Q. Dong, Empirical mode decomposition and correlation properties of traffic fluctuation, Fluctuation and Noise Letters, 2010, 9(2):167-178.

[2]      P.J. Shang*, K.Q. Dong, Modeling cross-correlations of traffic flow, International Journal of Bifurcation and Chaos, 2010, 20(1):1-6.

[3]      J.H. Yue, X.J. Zhao*, P.J. Shang, Effect of trends on detrended fluctuation analysis of precipitation series, Mathematical Problems in Engineering, 2010, 2010:1-15.

[4]      X.J. Zhao†, P.J. Shang, Y.L. Pang, Power law and stretched exponential effects of extreme events in chinese stock markets, Fluctuation and Noise Letters, 2010, 9(2):203-217.

[5]      A.J. Lin†, P.J. Shang*, B-spline detrended fluctuation analysis for minimizing the effect of trends, Dynamics of Continuous, Discrete and Impulsive Systems Series B, 2010, 17:387-396.

[6]      K.Q. Dong†, P.J. Shang*, Do self-similar sets with positive Lebesgue measure contain an interval, Applied Mathematics Letters, 2010, 23(2):207-211.

[7]      N. Xu†, P.J. Shang*, S. Kamae, Modeling traffic flow correlation using DFA and DCCA, Nonlinear Dynamics , 2010, 61(1-2):207-216.

[8]      K.Q. Dong†*, P.J. Shang, H. Zhang, The multi-dependent hurst exponent in traffic time series, International Conference on Information Technology for Manufacturing Systems, 2010, 346-351.

[9]      J.H. Yue, P.J. Shang, K.Q. Dong*, Time-dependent hurst exponent in traffic time series, 中国科技论文在线, 2010, 2010:744-746.

[10]  J.H. Yue, K.Q. Dong*, P.J. Shang, Empirical mode decomposition of traffic time series, 中国科技论文在线, 2010, 2010:741-743.

[11]  董科强†*, 商朋见, 除趋势交叉波动分析函数的统计特征, 北京交通大学学报, 2010, 34(6):64-67.

[12]  庞宇磊†*, 薛晓朕, 商朋见, 改进的消除波动趋势分析法, 科学技术与工程, 2010, 10(3): 634-642.

 

2009

[1]      P.J. Shang*, N. Xu, S. Kamae, Chaotic analysis of time series in the sediment transport phenomenon, Chaos Solitons and Fractals, 2009, 41(1):368-379.

[2]      P.J. Shang*, A.J. Lin, L. Liu, Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis   Shang, Physica A, 2009, 388(5):720-726.

[3]      P.J. Shang*, T. Li, Multifractal characteristics of palmprint and its extracted algorithm, Applied Mathematical Modeling, 2009, 33(12):4378-4387.

[4]      N. Xu†, P.J. Shang*, S. Kamae, Minimizing the effect of exponential trends in detrended fluctuation analysis, Chaos Solitons and Fractals, 2009, 41(1):311-316.

[5]      J.H. Yue, K.Q. Dong, P.J. Shang*, Phase space prediction of traffic time series, Journal of Computational Information Systems, 2009, 5(4):1257-1265.

[6]      许娜†*, 商朋见, 于建玲, 胡广生, 袁广才, 侦测股市时间序列相关性的三种方法, 数学的实践与认识, 2009, 39(5):13-18.

[7]      许娜†*, 商朋见, 探测气温时间序列的复杂性特征分析方法, 中国科技论文在线, 2009, 2(13):1350-1355.

[8]      J. Yu*, D. Liu, P. Shang, Z. Wang, J. Guan, Detecting the Type of Multi-fractality in Traffic Time Series,ICCTP 2009: Critical Issues in Transportation Systems Planning, Development, and Management,1624-1630

 

2008

[1]      P.J. Shang, Y.B. Lu, S. Kamae, Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis, Chaos Solitons and Fractals, 2008, 36:82-90.

[2]      J.Z. Guan, P.J. Shang, J. Liu, J. Yu, Dynamic analysis and forecast of traffic conditions of urban expressways, Proceedings of the 6th International Conference on Traffic and Transportation Studies Congress 2008: Traffic and Transportation Studies ICTTS 2008, 322:843-851. 

[3]      许娜†, 商朋见, 胡广生, 气温变化时间序列的复杂性分析, 北京交通大学学报, 2008, 32(3):98-101. (EI)

[4]      于建玲†, 商朋见, 关积珍, 空间重构方法在短时交通流预测中的应用, 2008第四届中国智能交通年会论文集, 2008, 166-172.

 

2007

[1]      P.J. Shang, M. Wang, S. Kamae, Fractal nature of highway traffic data, Computers and Mathematics with Applications, 2007, 54:107-116. 

[2]      P.J. Shang, J.S. Shen, Multi-fractal analysis of highway traffic data, Chinese Physics, 2007, 16:365-3737. 

[3]      B.J. Zang, P.J. Shang, Multifractal analysis of the Yellow River flows, Chinese Physics, 2007, 16:565-569. 

[4]      X. Li, P.J. Shang, Multifractal classification of road traffic flows, Chaos Solitons and Fractals, 2007, 31:1089-1094. 

[5]      T. Li†, P.J. Shang, A multifractal approach to palmprint recognition, Acta Physica Sinica, 2007, 56:4393-4400. 

[6]      李彤†, 商朋见, 多重分形在掌纹识别中的研究, 物理学报, 2007, 56(8):4393-4400.

[7]      袁平平†, 于建玲, 商朋见, 股市时间序列的多重分形消除趋势分析, 北京交通大学学报, 2007, 31(6):69-72.

 

2006

[1]      P.J. Shang, X.W. Li, S. Kamae, Nonlinear analysis of traffic time series at different temporal scales, Physics Letters A, 2006, 357:314-318.

[2]      P.J. Shang, Y.B. Lu, S. Kamae, The application of Hölder exponent to traffic congestion warning, Physica A, 2006, 370:769-776. 

[3]      胡广生†, 臧保将, 商朋见, 股市时间序列的非线性分析, 北京交通大学学报, 2006, 30(6): 60-64.

[4]      商朋见, 于建玲, 探测交通时间序列长相关性的多重分形消除趋势波动分析方法, 中国科技论文在线, 2006, 2(1):123-128.

[5]      于建玲†, 臧保将, 商朋见, 股市时间序列的多重分形分析, 北京交通大学学报, 2006, 30(6):69-72.

[6]      P.J. Shang, X.W. Li, S. Kamae, Chaotic analysis of traffic time series, Chaos Solitons and Fractals, 2005, 25:121-128. 

[7]      P.J. Shang, S. Kamae, Fractal nature of time series in the sediment transport phenomenon, Chaos Solitons and Fractals, 2005, 26:997-1007.

[8]      臧保将†, 商朋见, 孙玉朋, 齐次自相似集的多重分形谱分析, 北京交通大学学报,2005, 29(3):43-46.

[9]      P.J. Shang, X.W. Li, S. Kamae, Fractal properties of de Rham-type curve associated to random walk, Chaos Solitons and Fractals, 2004, 21:695-700.

[10]  P.J. Shang, K. Widder, Power series and the open set condition of Hutchinson, Journal of Physics A, 2004, 37:1219-1224. 

[11]  樊庆菊†, 孙玉朋, 商朋见, 关于De Rham 曲线的分形性质, 北京交通大学学报, 2004, 28(6): 47-49.

[12]  孙玉朋†, 樊庆菊, 商朋见, Hausdorff维数的乘积公式在RN上的推广及应用, 北方交通大学学报, 2004, 28(3):34-37.

[13]  樊庆菊†, 商朋见, 关于Hausdorff测度的一个不等式, 北方交通大学学报, 2003, 27(3):43-45.

[14]  P.J. Shang, K. Widder, Fractal dimension of quasi-periodic orbits, Applied Mathematics Letters, 2001, 14:969-973. 

[15]  商朋见, 三类自仿集的维数, 北方交通大学学报, 2001, 25(3):7-12.

[16]  P.J. Shang, A. Zaks, Hausdorff measure and dimension of some fractals in RN, Nonlinear Analysis, 2001, 45:817-824. 

[17]  P.J. Shang, Is the Hausdorff dimension of a set and its image equal under binary coding map, Chaos Solitons and Fractals, 2000, 11:1093-1096. 

[18]  商朋见, 赵玲玲, 无穷数列集的Hausdorff测度和Hausdorff维数, 北方交通大学学报, 2000, 24(2):9-13.

[19]  P.J. Shang, Effects of symmetry on the existence of eigenvector of the schrodinger operator, Journal of Systems Science and Mathematical Science, 1998, 18:104-108.

Awards & Honors

 

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