Neural network structure identification in inflation forecasting

Neural networks (NNs) are appropriate to use in time series analysis under conditions of unfulfilled assumptions, i.e., non‐normality and nonlinearity. The aim of this paper is to propose means of addressing identified shortcomings with the objective of identifying the NN structure for inflation forecasting. The research is based on a theoretical model that includes the characteristics of demand‐pull and cost‐push inflation; i.e., it uses the labor market, financial and external factors, and lagged inflation variables. It is conducted at the aggregate level of euro area countries from January 1999 to January 2017. Based on the estimated 90 feedforward NNs (FNNs) and 450 Jordan NNs (JNNs), which differ in variable parameters (number of iterations, learning rate, initial weight value intervals, number of hidden neurons, and weight value of the context unit), the mean square error (MSE), and the Akaike Information Criterion (AIC) are calculated for two periods: in‐the‐sample and out‐of‐sample. Ranking NNs simultaneously on both periods according to either MSE or AIC does not lead to the selection of the ‘best’ NN because the optimal NN in‐the‐sample, based on MSE and/or AIC criteria, often has high out‐of‐sample values of both indicators. To achieve the best compromise solution, i.e., to select an optimal NN, the preference ranking organization method for enrichment of evaluations (PROMETHEE) is used. Comparing the optimal FNN and JNN, i.e., FNN(4,5,1) and JNN(4,3,1), it is concluded that under approximately equal conditions, fewer hidden layer neurons are required in JNN than in FNN, confirming that JNN is parsimonious compared to FNN. Moreover, JNN has a better forecasting performance than FNN.     

金融系统压力:指数化测度及其溢出效应研究

2008年全球金融危机的爆发及其冲击促使监管者更多的关注全球金融市场的关联网络特征及金融风险在各金融市场间的传导机制.本文基于全球向量自回归模型(GVAR),从关联网络的视角构建了金融压力溢出效应模型,考察信贷市场、资本市场、外汇市场、债券市场和货币市场等五个金融子市场压力在不同国家和市场间的传导及其动态演变.研究结果表明,美国是全球金融市场中金融压力主要溢出者;发达经济体主要通过其资本市场和货币市场影响我国的信贷市场、资本市场和外汇市场,而新兴经济体金融压力则主要影响我国的债券市场和货币市场.资本市场和货币市场是不同国家和金融子市场间金融压力传染的重要路径.2014年以来国际金融市场压力对我国金融市场的影响远高于金融危机时期,且资本市场和外汇市场所受影响更为显著.     

Redefinition of Nipponbathynella based on the four new species from East Asia (Crustacea: Bathynellacea: Parabathynellidae)

Four new species of the parabathynellid genus Nipponbathynella Schminke, 1973 are described from South Korea (Nipponbathynella leesookyungae sp. nov., Nipponbathynella donggangensis sp. nov. and Nipponbathynella wanjuensis sp. nov.) and Japan (Nipponbathynella shigaensis sp. nov.), raising the number of known species to seven. Nipponbathynella leesookyungae is characterized by the convex ventral surface of the labrum and the rich ornamentation (with three spinules and two teeth) of the exopod of male thoracopod VIII; N. donggangensis by the distal spine on the distal maxillular segment with many dentils; N. wanjuensis by the endopod of the male thoracopod VIII with one seta (instead of two) and the serrated endopodal spur of the uropod; and N. shigaensis by the basipod of thoracopods II–VII carrying strong hairs on their outer margin. The three new and one known (Nipponbathynella pectina) South Korean species share a bur-like inner lobe of the male thoracopod VIII, suggesting their close relationship. Based on the one-segmented exopod on thoracopod I and two-segmented exopod on the thoracopods II–VII, the bell-shaped male thoracopod VIII and the uropod with sympod carrying a large distal spine in addition to several proximal spines of smaller size, with endopod drawn into a spur and with exopod carrying a seta, a close phylogenetic relationship between Nipponbathynella and Arisubathynella Park and Eun, 2012 is proposed.

http://zoobank.org/urn:lsid:zoobank.org:pub:9650379F-C249-473C-AAA4-B3D638B96322     

动载荷作用下铁磁性试件的磁记忆效应

研究地磁场环境中钢试件在动拉伸载荷作用下表面弱磁信号的变化以及磁记忆效应.分别进行弹性范围的等幅循环正弦加载和幅值递增至强度极限的正弦加载,对试件表面弱磁场法向分量与正弦加载的循环次数、幅值之间的关系进行了分析.结果表明,弹性加载中低频载荷的循环次数对磁信号增长的影响不明显,而幅值递增加载过程中,当幅值增大至塑性加载范围时,磁信号的变化趋势与弹性加载时相反,且信号绝对值显著增加,最终磁信号的分布在发生颈缩处出现梯度很大的过零.     

粗大柱状晶纯镍热变形流变应力行为及加工图

采用Gleeble-3500热模拟机,在变形温度为950~1 150℃、应变速率为0.001~10s-1的条件下,研究了粗大柱状晶粒纯镍的热变形行为和加工图.结果表明:热压缩过程中流变应力随应变速率增大而增大,随变形温度降低而增大.流变应力与应变速率、变形温度之间的关系用Zener-Hollomon参数来描述,热变形激活能为312.4kJ/mol.基于动态材料模型(DMM)热加工图及结合合金相显微组织分析,得到纯镍较优的热加工参数:变形温度为1 060~1 120℃,应变速率为0.03~0.20s-1的蛋形区域.     

非线性温度梯度作用下水泥混凝土路面力学分析

为合理评价水泥路面温度沿深度方向的非均匀性分布对水泥混凝土板的应力和变形的影响,利用有限元软件模拟非线性温度梯度荷载;为分析不同程度非线性温度梯度对板的应力响应引入了非线性温度分布指数.研究结果表明:以线性温度梯度计算非线性温度梯度应力时,正温度梯度的应力偏大,负温度梯度的应力偏小.非线性温度梯度时板的变形和线性温度梯度板产生的变形则基本相同.负非线性温度梯度分布时:随着板厚和板弹性模量的增加,非线性温度梯度对板顶的应力影响增大;增加地基反应模量可以减小非线性温度梯度影响.并通过大量数据回归分析得出负温度梯度时板顶下最大应力计算公式.     

考虑不同预拉力的新型混合装配式混凝土剪力墙抗震性能试验

为探讨新型混合装配式剪力墙的抗震能力,制作足尺试件并进行低周反复荷载试验,试验中同时考虑了3种预应力筋张拉控制应力,以探索预应力对墙体抗震能力的影响.试验结果表明:与现浇试件相比,新型混合装配式剪力墙试件抗裂性能、承载力、刚度均明显提高,位移延性性能接近,耗能能力有所降低;随着张拉控制应力的提高,试件刚度提高,开裂延迟,残余变形减小,而强度无明显变化.建议采用的极限应力计算方法所计算结果与试验值基本一致,精度较高,基于现有规范的强度计算方法可保证足够安全度.     

基于有符号移位序列的零相关区互补序列集交织构造方法

提出有符号的移位序列,将移位序列分为移位和符号两部分,并基于此提出一种零相关区互补序列集的交织构造方法.该方法利用完备互补序列对作为初始序列,根据初始序列与移位序列长度的关系分2种情况构造移位序列.第1种情况,二者长度互素,分析并证明移位序列中未引入与引入1个、2个负号后新序列对相关函数的分布情况,提出当移位序列长度为3时,获得完备互补序列集的方法;第2种情况,移位序列长度被初始序列长度整除,当移位序列长度为偶数时,提出获得完备互补序列集的方法.实例仿真证明了以上构造的有效性.     

热输入对Q420FRE钢焊接热影响区组织和力学性能的影响

采用全自动埋弧焊法研究不同热输入对智能型耐火钢Q420FRE焊接热影响区微观组织和力学性能的影响。结果表明,随着焊接热输入的增大,熔合线及粗晶区组织没有明显粗化,组织类型及组成也没产生明显变化,均由粒状贝氏体和少量针状铁素体组成;细晶区组织为铁素体和珠光体;未相变区组织为粒状贝氏体和针状铁素体。随着热输入的增加,在热影响区Q420FRE钢表现出一定程度的软化,软化区域向母材方向推移并稍有扩大。热影响区Q420FRE钢的高温屈服强度和拉伸强度以及低温冲击韧性随焊接热输入的增加而降低,而其低温冲击韧性在-40℃低温下仍保持在240~330J的高水平。     

总体最小二乘方法在华北地区应力分析和应变参数反演中的应用

近些年来,华北地区主要受近东西向的持续性挤压应力的作用,导致了东西向的压缩和南北向的挤出运动。从运动场的空间分布来看,其运动并非均匀,与以前的认知并非完全一致。通过基于总体最小二乘的反演方法,利用2002年相对稳定的GPS速度场数据,来分析华北地区板块运动应力场。将应变参数反演结果与基于最小二乘方法得到的结果进行对比分析,发现顾及了监测点误差的总体最小二乘方法更适合华北地区的应力分析和应变参数反演。