Highest-density forecast regions for nonlinear and non-normal time series models

Forecast regions are a common way to summarize forecast accuracy. They usually consist of an interval symmetric about the forecast mean. However, symmetric intervals may not be appropriate forecast regions when the forecast density is not symmetric and unimodal. With many modern time series models, such as those which are non-linear or have non-normal errors, the forecast densities are often asymmetric or multimodal. The problem of obtaining forecast regions in such cases is considered and it is proposed that highest-density forecast regions be used. A graphical method for presenting the results is discussed.     

Periodic and chaotic dynamics of composite laminated piezoelectric rectangular plate with one-to-two internal resonance

The bifurcations and chaotic dynamics of a simply supported symmetric cross-ply composite laminated piezoelectric rectangular plate are studied for the first time,which are simultaneously forced by the transverse,in-plane excitations and the excitation loaded by piezoelectric layers.Based on the Reddy's third-order shear deformation plate theory,the nonlinear governing equations of motion for the composite laminated piezoelectric rectangular plate are derived by using the Hamilton's principle.The Galerkin's...     

Q460角钢两端偏心受压构件稳定设计方法研究

基于Q460高强角钢两端偏心受压试验，给出了高强角钢截面残余应力分布和初始几何缺陷，并结合多种设计方法对试验结果进行了分析计算、讨论和比较，对高强角钢两端偏心受压构件整体稳定承载力进行了研究。结果表明，现行杆塔结构设计采用《美国输电铁塔设计导则》（ASCEIO-1997）、《架空送电线路杆塔结构设计技术规定》（DI/T5154-2002）和我国《钢结构设计规范》（GB50017-2003）进行设计是偏保守的。基于平行轴为准按轴心受压构件计算有效长细比，并选用a类截面柱子曲线，而提出实用设计公式，建议公式计算结果和试验结果吻合较好，该方法可供工程设计时参考。     

基于Reissner理论的硬夹心夹层板的弯曲研究

传统的夹层板理论都是将夹心视为软夹心,不考虑其面内应力分量和抗弯刚度.本文在修正了Reissner理论的基础上,研究了硬夹心夹层板的弯曲问题,根据最小势能原理得到了具有3个广义位移的弯曲基本方程和边界条件,并对其进行了简化.同时还研究了硬夹心夹层板弯曲问题的有限元格式,推导了4节点四边形等参单元单元刚度矩阵和等效节点载荷列阵,并给出了矩形填充多孔夹层板的ANSYS实体模型解,计算结果表明位移的有限元解收敛于解析解且具有足够的精度,与ANSYS实体模型解也有较好的一致性.     

Reconfigurable combined forecasts in a non-stationary inflationary environment

This paper presents a composite method for non-stationary economic forecasts, incorporating reconfigurable exponential trend extraction and linear combinations of parabolic and spectral estimators for short-term prediction. The method automatically identifies the points of time series misalignment induced by sharp environmental changes. An application to the problem of hard currency exchange rate prediction in Russia is presented.     

基于MATLAB/GUI的采煤机工作机构载荷计算软件的开发

采煤机工作机构的载荷是采煤机设计与分析的一个重要指标,有效、准确地对采煤机滚筒载荷进行计算至关重要.基于Matlab语言.利用其强大的运算功能以及简洁、直观的GUI人机交互界面,设计出了人机交互友好、使用方便的采煤机工作机构载荷计算平台.并且对究煤集团＂含硫化铁矿结核体薄煤层采煤机截割部可靠性研究＂项目中采煤机工作机构的载荷进行了模拟和验证,得出该计算软件是可靠的,对处理复杂非线性载荷具有重要参考价值.     

轨道不平顺条件下板式轨道动力分析

国内外对于有碴轨道的动力学研究已比较成熟，己经步入轮轨相互作用的系统动力学研究阶段。无碴轨道结构作为近几年发展起来的新型轨道结构，对于它的设计和研究仍限于静力学分析和一些简化的动力学分析，对于无碴轨道和高速车辆的系统动力学研究还比较少，本文运用通用有限元计算软件ANSYS，建立土质路基板式轨道系统非线性力学模型并施加列车移动载荷，分析在不同波深轨道竖向谐波不平顺工况下，板式轨道各部分，轨道板、CA砂浆、混凝土基座及基床的竖向沉降、竖向振动加速度及横向、纵向与竖向的三向应力状况及时程曲线。     

On robust estimation of threshold autoregressions

We investigate the effects of additive outliers on the least squares (LS) estimation of threshold autoregressive models. The class of generalized-M (GM) estimates for linear time series is modified and applied to non-linear threshold processes. A Monte Carlo experiment is carried out to study the robust properties of these estimates. Their relative forecasting performances are also examined. The results indicate that the GM method is preferable to the LS estimation when the observations are contaminated by additive outliers. A real example is also given to illustrate the proposed method.     

Equilibrium equations for nonlinear buckling analysis of drill-strings in 3D curved well-bores

With the development of drilling technology,the oil/gas well has evolved from its early vertical straight form to the inclined,horizontal,plane curved,or even 3D curved well-bore.Understanding of the buckling behavior of a drill-string in a well-bore is crucial for the success of a drilling operation.Therefore,equilibrium equations for analyzing the buckling behavior of a drill-string in a 3D curved well-bore are required.Based on Love's equilibrium equations for a curved and twisted rod in space,a set of e...     

一种动态的客户端负载均衡机制

互联网应用的并发用户数量不仅多变并且这种变化常常不可预测．将系统容量配置为固定值的惯用做法在面临多变的请求时常常会导致两种结果，一种是因为配置过低而弓l起用户的不满，另一种则因为配置过高而造成计算资源的浪费．而通过运用云架构按需提供、按使用收费的能力，系统具有了实时地按需配置计算资源的能力．然而静态的客户端负载均衡方法作为一种主要的负载均衡技术很难适应云架构条件下更加易变的集群结构．本文提出了一种动态的客户端负载均衡机制．通过引入分布式的集群视图更新、控制流等技术，该机制在保持客户端负载均衡机制分布式、可伸缩性强的基础上，又为集群节点的动态加入与退出和负载均衡策略的动态调整提供了有效的支持．同时，本文分析了该机制在一个开源JEE应用服务器PKUAS中的关键实现问题，并通过实验从多方面验证了该机制的有效性．     

3MW海上风力发电机机舱热平衡设计

以3MW海上风力发电机为研究对象，在考察其机舱布置结构、主要部件散热情况及环境要求的基础上，对机舱进行了热平衡设计，建立了机舱热平衡方程；提出了舱内部件载荷、机舱内外对流换热系数、舱内正压维持新风量的计算方法；获得了射流冷却方式下的舱内热载荷变化特性；并研究了舱内外空气温度、速度、舱体表面灰度等因素对机舱热平衡的影响。研究工作对于大容量风力发电冷却系统的设计优化具有参考价值。     

An assessment of the economic value of non-linear foreign exchange rate forecasts

Recent research suggests that non-linear methods cannot improve the point forecasts of high-frequency exchange rates. These studies have been using standard forecasting criteria such as smallest mean squared error (MSE) and smallest mean absolute error (MAE). It is, however, premature to conclude from this evidence that non-linear forecasts of high-frequency financial returns are economically or statistically insignificant. We prove a proposition which implies that the standard forecasting criteria are not necessarily particularly suited for assessment of the economic value of predictions of non-linear processes where the predicted value and the prediction error may not be independently distributed. Adopting a simple non-linear forecasting procedure to 15 daily exchange rate series we find that although, when compared to simple random walk forecasts, all the non-linear forecasts give a higher MSE and MAE, when applied in a simple trading strategy these forecasts result in a higher mean return. It is also shown that the ranking of portfolio payoffs based on forecasts from a random walk, and linear and non-linear models, is closely related to a non-parametric test of market timing.     

Short term load forecasting in electric power systems: A comparison of ARMA models and extended wiener filtering

On-line prediction of electric load in the buses of the EHV grid of a power generation and transmission system is basic information required by on-line procedures for centralized advanced dispatching of power generation. This paper presents two alternative approaches to on-line short term forecasting of the residual component of the load obtained after the removal of the base load from a time series of total load. The first approach involves the use of stochastic ARMA models with time-varying coefficients. The second consists in the use of an extension of Wiener filtering due to Zadeh and Ragazzini. Real data representing a load process measured in an area of Northern Italy and simulated data reproducing a non-stationary process with known characteristics constitute the basis of a numerical comparison allowing one to determine under which conditions each method is more appropriate.     

基于非线性自适应神经网络的刨煤机刨头位置控制系统

由于多种因素影响刨煤机刨头位置的控制，本文提出了一种基于非线性自适应神经网络的刨煤机刨头位置控制系统，该系统采用了多传感器数据融合的方法，并将其应用在前馈反馈自适应神经网络中，其结果表明，与常规PID系统相比该系统能够消除静差从而更好地跟踪参考曲线。     

掘进机截割头辅助设计软件的研究与开发

针对目前国内掘进机截割头设计大多凭经验进行以及截割负载的非线性、时变性和强耦合等特点，通过对纵轴式掘进机截割头的分析与研究，建立了截割头负载的瞬态动力学模型；基于VC＋＋和MATLAB联合开发了用于掘进机截割头设计和负载计算的计算机辅助设计软件。应用此软件可以获得截割头载荷波动曲线及波动系数、生成截割头瞬时负载的文本及截割头三维参数化实体模型，以评价截割头设计的合理性并进一步指导截割头的优化设计；解决了掘进机截割头设计中盲目缩放几何尺寸及其负载计算因人而异造成设计与计算结果迥异的问题；为新型截割头的研发及对现有机型的改进提供了新的方法和手段。软件界面友好、操作简单、方便实用，使基于科学方法的截割头计算机辅助设计在工程中的应用和推广成为可能。     

互耦条件下双基地MIMO雷达的收发角度估计

阵元互耦的存在会使双基地MIMO雷达多目标定位算法的性能恶化．利用发射和接收互耦矩阵的带状、对称Toeplitz性质，提出了一种基于ESPRIT的双基地MIMO雷达收发角度算法，并针对现有参数配对算法中存在参量兼并的问题，给出了一种改进的自动配对算法．仿真结果表明：在存有相同发射角／接收角时，本文算法仍能有效实现多目标定位，无需进行谱峰搜索和额外的目标配对；本文算法对互耦系数自由度和扰动误差的稳健性优于MUSIC-like算法，并且具有更高的估计精度．此外，还推导了确定信号模型下收发角和互耦系数的CRB（Cramer—Raobound）．     

Forecasting load-duration curves

A new method is proposed for forecasting electricity load-duration curves. The approach first forecasts the load curve and then uses the resulting predictive densities to forecast the load-duration curve. A virtue of this procedure is that both load curves and load-duration curves can be predicted using the same model, and confidence intervals can be generated for both predictions. The procedure is applied to the problem of predicting New Zealand electricity consumption. A structural time-series model is used to forecast the load curve based on half-hourly data. The model is tailored to handle effects such as daylight savings, holidays and weekends, as well as trend, annual, weekly and daily cycles. Time-series methods, including Kalman filtering, smoothing and prediction, are used to fit the model and to achieve the desired forecasts of the load-duration curve.     

支持向量机在围岩变形监测中的应用

根据支特向量机优越的非线性拟合性能，建立变形量的时间序列预测模型，滚动预测围岩变形量，提高了预测模型的训练速度和预测推广能力。该方法用于西乡-固戍盾构段围岩变形预测，并与BP神经网络预测进行比较。结果表明这种模型可预测区间较长且具有较高的准确度，能够科学地指导现场施工和监测。     

钢筋混凝土烟囱定向倒塌过程中后坐的判断

通过对抛物线型切口闭合阶段的力学分析，较全面地讨论了钢筋混凝土烟囱产生后坐的原因，得到了倒塌过程中的运动方程和相应的解析式。并且结合具体工程实例，介绍了在复杂环境下，一座210米高的钢筋混凝土烟囱，经前期人工拆除后，剩余75米部分采用抛物线型切口进行定向倒塌拆除设计。按照烟囱的结构和实际的受力状态，以烟囱后坐范围的预测为重点，为拆除钢筋混凝土烟囱，正确选择有关参数提供理论依据。     

基于粗糙集与灰色动态预测模型在电力负荷短期预测的应用

针对电力系统多因素负荷预测问题的复杂性,结合粗糙集理论与GM（1,N）模型各自的优势,提出一种基于粗糙集理论的GM（1,N）预测模型.采取粗糙集理论对影响负荷预测因素进行简约,利用GM（1,N）建立简约后的因素变量和负荷之间的关系建立模型,并与GM（1,1）预测模型进行了比较,结果反映基于粗糙集理论的GM（1,N）预测模型的优越性,精准度达到94.055%.