考虑降雨预报的跨流域调水供水调度及其风险分析

建立考虑降雨预报的跨流域调水供水调度模型，利用决策树算法根据水库当前状态和GFS降雨预报信息获取跨流域调水规则，以确定跨流域调水量，然后进行水库供水调度；选择调水保证率，供水可靠性（缺水风险率），供水恢复性，供水破坏率作为风险评价指标建立风险综合评价体系，对跨流域调水供水调度模型进行风险评估．实例表明，采用考虑降雨预报信息的跨流域调水供水调度模型较水库常规调度和优化调度，综合风险率低，且能有效的提高水资源的利用效率．     

多属性逆向拍卖中信息披露研究综述

作为电子采购工具,多属性逆向拍卖(MRA)在采购实践中发挥重要作用。为了最大化利润,采购商选择披露拍卖信息。在对研究文献梳理的基础上,重点围绕不同信息披露要素之间的关系和不同信息披露政策的有效性进行了评述,以期为MRA的研究提供借鉴和参考,并激发未来的研究兴趣。     

证券市场中的直接贷款及其风险衡量

证券市场风险对出资人来说意味着预期回报甚至本金的减少或消失。这种风险对中国股市中的分散股民已领教深刻。然而，作为广大储户委托人的银行中介在对上市公司的直接贷款行动中也同样承受了市场风险，这种处于隐蔽状态的风险在一些上市公司退市后已具有显性特征。本文试图从理论上解释与商业银行相关的两种风险，即储蓄转化为金融资产的投入风险，银行向上市公司提供直接贷款所承受的金融资产回报风险，从而提出了规避风险的关系组合均衡和管理对策。     

小行星探测目标选择与转移轨道方案设计

系统地研究了我国开展小行星探测目标选择的技术方法和转移轨道设计方案，提出了一套完整的小行星探测任务目标选择与转移轨道方案设计方法．首先，针对小行星探测任务，讨论分析了具有较大科学探测价值目标星的选择问题；然后，针对探测目标的可接近性评价问题，提出了一种多次借力机制的可接近性评价方法，对探测目标进行筛选与评估，得到科学价值与工程可实现性兼备的目标星；根据探测任务发射时段等约束，基于Pork—chop图法确定出小行星探测任务的目标星；最后，根据探测目标的轨道特性，提出了一种基于等高线图法的借力天体选择方法，给出了2：1△V-EGA探测小行星的转移轨道方案．通过对该方案的分析，给出了一种多目标交会转移轨道设计与优化方法，将原方案扩展为中途可飞越两颗主带小行星的“一探三”任务方案，以增加探测任务的科学回报．     

松嫩平原洪水资源利用引蓄水方式研究

以松嫩平原为背景，在河流水资源结构分析的基础上，提出了平原地区洪水资源利用蓄水模型。综合考虑需求、可蓄水量以及蓄水时可承受的风险等因素，将洪水利用状况划分为全蓄型和分蓄型。根据蓄水区蓄水前后防洪能力的变化，提出模型应用风险分析标准及其评估方法。并以嫩江下游大赉河段为例，选择代表性水文年进行分析，结果表明：从利用角度，按照生态、农业需水状况引蓄洪水，不仅能够缓解春旱，而且所产生的蓄水风险也可以承受；从防洪角度，能够大幅度削减洪峰流量，所蓄水量能够提高枯水期河道径流量，改善河流水资源结构。     

基于时变AR模型的重叠信号分量盲分离方法

提出一种利用时变AR模型对单信道时频重叠的多个信号分量的瞬时频率和瞬时幅度进行估计，从而进行信号分量分离的方法．通过利用长椭球序列作为基函数对时变AR模型系数进行展开，将时变模型转化为时不变模型后利用一种递推方法进行模型系数估计．该方法计算简单，不需要知道信号的先验信息．仿真结果证明了方法的有效性和优异性能。     

一种可重构模块机器人中心构形的选择方法

可重构模块机器人具有多种构形以适应不同环境和任务的要求，构形的多变增加了构形研究的难度．在可重构模块机器人的众多构形中，中心构形作为可重构模块机器人的首选构形或基准构形，对系统的实际应用有重要参考价值．文中提出了一种在所有构形中选择一个中心构形的方法．根据构形之间可以相互转化的拓扑特征，利用网络图中的基本思想和原理对可重构模块机器人的构形进行建模；相应定义了构形转换耗值矩阵和构形中心因子，根据最大构形中心因子可以对中心构形进行选择．以中国科学院沈阳自动化研究所研制的三模块可重构机器人AMOEBA-1为例，利用仿真计算的结果对机器人9种构形的中心因子进行计算和比较，验证了该方法的可行性．最后根据构形邻接数，给出了中心构形选择方法的应用举例．此方法还可以适用于其他可重构模块机器人系统中心构形的选择．     

企业在市场需求及预测不确定下的多期定价研究

建立多阶段线性需求一价格模型，运用动态规划思想，针对耐用品市场需求量不确定及耐用品生产厂商市场信息预测不准的问题展开探讨。得到了如果消费者对耐用品价格的预期与耐用品生产厂商对市场的预期不一致，耐用品需求量的波动及厂商掌握信息量的多少将对耐用品生产厂商的最优定价具有影响等结论。并根据现实市场状况，对信息不对称下的耐用品定价模型的经济含义给予分析，结果表明模型对耐用品生产厂商的市场决策具有理论指导意义。     

逆向射流火焰稳定机理的研究

在实验的基础上，较深入地探索了逆向射流的火焰稳定机理。通过试验，建立了火焰稳定极限时主流速度Ｖｍ，逆向射流速度Ｖｊ，逆向射流与主流速度比Ｊ和燃料空气当量比Φ之间的准则关系；证实了临界区的存在及其在火焰稳定中的作用；测量了燃烧时流场中的温度分布状况。从流体力学及燃烧理论的基本概念出发，建立了逆向射流火焰稳定的临界区均匀搅拌反应器模型，并以此为基点，最终得到了与试验结果基本一致的逆向射流的火焰稳定准则     

我国A股增发定价相对效率的实证分析

本文以我国A股市场2000年1月到2007年12月实施增发的109家上市公司为样本，对我国目前普遍采用的增发定价方式-累计投标询价的定价效率进行综合考察。以增发价格对上市公司内在特质信息和市场状况信息的反映充分程度来考察增发定价的相对价格效率。通过参数假设检验、多元回归分析等方法，检验增发定价的效率机制，找出影响增发定价效率的不利因素，以及增发新股合理定价应充分考虑的因素。     

Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle

Four methods of model selection—equally weighted forecasts, Bayesian model‐averaged forecasts, and two models produced by the machine‐learning algorithm boosting—are applied to the problem of predicting business cycle turning points with a set of common macroeconomic variables. The methods address a fundamental problem faced by forecasters: the most useful model is simple but makes use of all relevant indicators. The results indicate that successful models of recession condition on different economic indicators at different forecast horizons. Predictors that describe real economic activity provide the clearest signal of recession at very short horizons. In contrast, signals from housing and financial markets produce the best forecasts at longer forecast horizons. A real‐time forecast experiment explores the predictability of the 2001 and 2007 recessions. Copyright © 2015 John Wiley & Sons, Ltd.     

信息系统、信号信息处理发展基础性思考

在人类信息社会发展中，信息科技支持各类信息系统发展，同时也是服务人类不可或缺的工具，信息系统服务人类具体体现在其分功能集成的程度不断提高，并关联到众多学科，信号信息处理是其中的重要组成部分．本文由普适的系统理论为起点，多层次扼要地讨论了人发挥主动性不断掌握信息科技要点，并对信息科技及系统如何实施进化机理的进化，从而争取超越式发展进行了思考和论述．     

Selection of the relevant information set for predictive relationships analysis between time series

In time series analysis, a vector Y is often called causal for another vector X if the former helps to improve the k‐step‐ahead forecast of the latter. If this holds for k=1, vector Y is commonly called Granger‐causal for X . It has been shown in several studies that the finding of causality between two (vectors of) variables is not robust to changes of the information set. In this paper, using the concept of Hilbert spaces, we derive a condition under which the predictive relationships between two vectors are invariant to the selection of a bivariate or trivariate framework. In more detail, we provide a condition under which the finding of causality (improved predictability at forecast horizon 1) respectively non‐causality of Y for X is unaffected if the information set is either enlarged or reduced by the information in a third vector Z . This result has a practical usefulness since it provides a guidance to validate the choice of the bivariate system { X , Y } in place of { X , Y , Z }. In fact, to test the ‘goodness’ of { X , Y } we should test whether Z Granger cause X not requiring the joint analysis of all variables in { X , Y , Z }. Copyright © 2002 John Wiley & Sons, Ltd.     

Pineal melatonin rhythms and the timing of puberty in mammals

Summary The direction of change in daylength provides the seasonal time cue for the timing of puberty in many mammalian species. The pattern of melatonin secretion from the pineal gland transduces the environmental light-dark cycle into a signal influencing the neuroendocrine control of sexual maturation. The change in duration of nocturnal melatonin secretion is probably the key feature of the melatonin signal which conveys daylength information. This information may also be used by neuroendocrine axes controlling seasonal changes in pelage colour, growth and metabolism. The mechanism of action of melatonin on neuroendocrine pathways is unknow. Although the ability to synthesize and secrete melatonin in a pattern that reflects the duration of the night may not occur until the postnatal period, the rodent and ovine foetus has the ability to respond in utero to photoperiodic cues to which its mother is exposed in late gestation. Transplacental passage of maternal melatonin is likely to be the mechanism by which photoperiodic cues reach the foetus. Species which do not exhibit seasonal patterns of puberty, such as the human, also secrete melatonin in a pattern which reflects the environmental light-dark cycle, but they do not respond reproductively to the seasonal melatonin information.     

Pineal melatonin rhythms and the timing of puberty in mammals

The direction of change in daylength provides the seasonal time cue for the timing of puberty in many mammalian species. The pattern of melatonin secretion from the pineal gland transduces the environmental light-dark cycle into a signal influencing the neuroendocrine control of sexual maturation. The change in duration of nocturnal melatonin secretion is probably the key feature of the melatonin signal which conveys daylength information. This information may also be used by neuroendocrine axes controlling seasonal changes in pelage colour, growth and metabolism. The mechanism of action of melatonin on neuroendocrine pathways is unknown. Although the ability to synthesize and secrete melatonin in a pattern that reflects the duration of the night may not occur until the postnatal period, the rodent and ovine foetus has the ability to respond in utero to photoperiodic cues to which its mother is exposed in late gestation. Transplacental passage of maternal melatonin is likely to be the mechanism by which photoperiodic cues reach the foetus. Species which do not exhibit seasonal patterns of puberty, such as the human, also secrete melatonin in a pattern which reflects the environmental light-dark cycle, but they do not respond reproductively to the seasonal melatonin information.     

Neural systems underlying photoperiodic time measurement: a blueprint

This paper briefly reviews the formal properties of the photoperiodic time measurement apparatus of mammals and presents a hypothetical model for the operation of the neural systems responsible for reading and responding to the nocturnal pineal melatonin signal. The primary melatonin readout mechanism is held to be common to all species responsive to melatonin. It seems likely that this mechanism responds to relative changes in the duration and amplitude of the melatonin signal, rather than the absolute levels of melatonin encountered. A series of neural systems which exploit the calendar information provided by the primary readout is envisaged to vary between and within species, depending upon the neuroendocrine response under consideration. Of particular importance is a mechanism for comparing the relative duration of successive melatonin signals. These more complex elements are responsible for phenomena such as the effects of photoperiodic history and photorefractoriness. The brain may be able to encode an accumulated memory of melatonin signals and thereby define longer term intervals within the annual cycle. A series of response elements within the hypothalamus are engaged by the appropriately processed photoperiodic stimuli. For all elements of this model, their anatomical representations are poorly understood or, in certain cases, completely unknown.     

An overview of climate change impacts on the society in China

Society could sustain the impact of climate change by adapting to the change and mitigating risks from adverse effects of increasing changes, so that it can continue maintaining its prospect and improving wellbeing. Nevertheless, climate change is more or less affecting society's functions at different scales, including both individuals and communities. In this review, we discuss the relationship between society and climate change in China from the aspects of the needs at different socioeconomic developing stages. The relationship as well as the current spatial pattern and future risks of the climate change impacts on societies are summarized. The complexity of social and climatic systems leads to the spatial heterogeneity of climate impacts and risks in China. To more effectively leverage increasing knowledge about the past, we advocate greater cross-disciplinary collaboration between climate adaption, poverty alleviation and Nature-based Solutions (Nbs). That could provide decision makers with more comprehensive train of thoughts for climate policy making.     

An overview of climate change impacts on the society in China

Society could sustain the impact of climate change by adapting to the change and mitigating risks from adverse effects of increasing changes, so that it can continue maintaining its prospect and improving wellbeing. Nevertheless, climate change is more or less affecting society's functions at different scales, including both individuals and communities. In this review, we discuss the relationship between society and climate change in China from the aspects of the needs at different socioeconomic developing stages. The relationship as well as the current spatial pattern and future risks of the climate change impacts on societies are summarized. The complexity of social and climatic systems leads to the spatial heterogeneity of climate impacts and risks in China. To more effectively leverage increasing knowledge about the past, we advocate greater cross-disciplinary collaboration between climate adaption, poverty alleviation and Nature-based Solutions (Nbs). That could provide decision makers with more comprehensive train of thoughts for climate policy making.     

Selection of Value‐at‐Risk models

Value‐at‐Risk (VaR) is widely used as a tool for measuring the market risk of asset portfolios. However, alternative VaR implementations are known to yield fairly different VaR forecasts. Hence, every use of VaR requires choosing among alternative forecasting models. This paper undertakes two case studies in model selection, for the S&P 500 index and India's NSE‐50 index, at the 95% and 99% levels. We employ a two‐stage model selection procedure. In the first stage we test a class of models for statistical accuracy. If multiple models survive rejection with the tests, we perform a second stage filtering of the surviving models using subjective loss functions. This two‐stage model selection procedure does prove to be useful in choosing a VaR model, while only incompletely addressing the problem. These case studies give us some evidence about the strengths and limitations of present knowledge on estimation and testing for VaR. Copyright © 2003 John Wiley & Sons, Ltd.     

Neural systems underlying photoperiodic time measurement: A blueprint

Summary This paper briefly reviews the formal properties of the photoperiodic time measurement apparatus of mammals and presents a hypothetical model for the operation of the neural systems responsible for reading and responding to the nocturnal pineal melatonin signal. The primary melatonin readout mechanism is held to be common to all species responsive to melatonin. It seems likely that this mechanism responds to relative changes in the duration and amplitude of the melatonin signal, rather than the absolute levels of melatonin encountered. A series of neural systems which exploit the calendar information provided by the primary readout is envisaged to vary between and within species, depending upon the neuroendocrine response under consideration. Of particular importance is a mechanism for comparing the relative duration of successive melatonin signals. These more complex elements are responsible for phenomena such as the effects of photopheriodic history and photorefractoriness. The brain may be able to encode an accumulated memory of melatonin signals and thereby define longer term intervals within the annual cycle. A series of response elements within the hypothalamus are engaged by the appropriately processed photoperiodic stimuli. For all elements of this model, their anatomical representations are poorly understood or, in certain cases, completely unknown.