基于Box-Cox变换分位数回归与负荷关联因素辨识的中长期概率密度预测

中长期电力负荷预测是电力部门制定电力系统发展规划和稳定运行的重要前提.针对影响中长期电力负荷预测精度的多个因素,本文利用逐步回归方法,从众多影响负荷预测精度的关联因子中,对关键的影响因子进行辨识,并提出基于Box-Cox变换分位数回归和核密度估计相结合的概率密度预测方法,得出不同分位点下未来连续几年的概率密度预测结果,实现了对未来年用电量准确波动区间的预测.以安徽省的历史用电量和社会经济数据为例,进行仿真实验.结果表明:该方法不仅实现了中长期电力负荷概率密度预测,而且利用强关联因素提高了中长期电力负荷概率密度预测的精度,有效解决了考虑多因子的中长期电力负荷概率密度预测问题.     

温度和机械载荷联合作用下油田超深井中硬质涂层膨胀锥与套管的屈服挤毁压强及试验验证

在充分考虑温度载荷、机械载荷、硬质涂层膨胀锥硬度、套管硬度对膨胀锥与套管之间屈服挤毁压强影响的基础上,根据分形理论和接触力学推导出膨胀锥与套管之间屈服挤毁压强的计算公式.数值分析表明:膨胀锥与套管之间的屈服挤毁压强随最终温度、分形粗糙度、线膨胀系数、硬质涂层膨胀锥布氏硬度、中间主应力系数、套管壁厚的增大而增大;当分形维数从1增大时,膨胀锥与套管之间的屈服挤毁压强随分形维数的增大而减小;当分形维数增大到接近于2时,膨胀锥与套管之间的屈服挤毁压强随分形维数的增大而增大;随拉压强度比的增大,膨胀锥与套管之间的屈服挤毁压强减小.屈服挤毁压强的计算值与试验测试值之间的相对误差为-8.9253%～-0.9901%.     

Financial volatility modeling: The feedback asymmetric conditional autoregressive range model

An implied assumption in the asymmetric conditional autoregressive range (ACARR) model is that upward range is independent of downward range. This paper scrutinizes this assumption on a broad variety of stock indices. Instead of independence, we find significant cross‐interdependence between the upward range and the downward range. Regression test shows that the cross‐interdependence cannot be explained by leverage effect. To include the cross‐interdependence, a feedback asymmetric conditional autoregressive range (FACARR) model is proposed. Empirical studies are performed on a variety of stock indices, and the results show that the FACARR model outperforms the ACARR model with high significance for both in‐sample and out‐of‐sample forecasting.     

Constructing and evaluating core inflation measures from component‐level inflation data

This paper undertakes a comprehensive examination of 10 measures of core inflation and evaluates which measure produces the best forecast of headline inflation out‐of‐sample. We use the Personal Consumption Expenditure Price Index as our measure of inflation. We use two sets of components (17 and 50) of the Personal Consumption Expenditure Price Index to construct these core inflation measures and evaluate these measures at the three time horizons (6, 12 and 24 months) most relevant for monetary policy decisions. The best measure of core inflation for both sets of components and over all time horizons uses weights based on the first principal component of the disaggregated (component‐level) prices. Interestingly, the results vary by the number of components used; when more components are used the weights based on the persistence of each component is statistically equivalent to the weights generated by the first principal component. However, those forecasts using the persistence of 50 components are statistically worse than those generated using the first principal component of 17 components. The statistical superiority of the principal component method is due to the fact that it extracts (in the first principal component) the common source of variation in the component level prices that accurately describes trend inflation over the next 6–24 months.     

基于LabVIEW与SQL server设计的浮标电源远程管理系统

针对现有海洋浮标缺乏对电源有效监控管理的问题，提出了一种基于LabVIEW与SQL server编程，结合C8051F021单片机硬件的方法，设计了岸站服务器的终端监控软件和安装于浮标上的硬件电路。通过网络或北斗通讯等实时通讯方式，实现对浮标上电源的实时监控和管理，提高了浮标电源的利用和管理的能力。     

110kv及其以下的油浸电力变压器的优化设计

变压器的优化设计是变压器设计的核心,根据变压器自身的特征,通常采用遗传算法进行优化。本系统通过采用改进GA的父代参与竞争的最优保存遗传算法进行优化,得到了几乎必然收敛的优化效果。     

条形荷载作用下粘土边坡稳定特征数值分析

为分析坡顶条形荷载作用下的边坡稳定特征,运用有限元强度折减法,以均质粘土边坡为研究对象,在坡顶不同位置施加条形荷载,分析边坡稳定安全系数、坡体内最大剪应力、X方向最大位移以及潜在滑裂面位置4个指标的变化规律。结果表明,边坡稳定性与条形荷载值呈正相关,荷载距坡顶边缘越近,稳定性越差;坡体内最大剪应力、最大位移值与荷载值呈正相关,荷载离坡顶边缘较远时,最大剪应力出现在荷载右缘下方坡体中;坡顶边缘作用有大荷载时,坡体最大位移值增加较快;随着荷载向右移动,边坡潜在滑裂面也向右偏移。     

On the Difficulty of Measuring Forecasting Skill in Financial Markets

The use of correlation between forecasts and actual returns is commonplace in the literature, often used as a measurement of investors' skill. A prominent application of this is the concept of the information coefficient (IC). Not only can the IC be used as a tool to rate analysts and fund managers but it also represents an important parameter in the asset allocation and portfolio construction process. Nevertheless, a theoretical understanding of it has typically been limited to the partial equilibrium context where the investing activities of each agent have no effect on other market participants. In this paper we show that this can be an undesirable oversimplification and we demonstrate plausible circumstances in which conventional empirical measurements of IC can be highly misleading. We suggest that improved understanding of IC in a general equilibrium setting can lead to refined portfolio decision making ex ante and more informative analysis of performance ex post. Copyright © 2015 John Wiley & Sons, Ltd.     

基于工作记忆内容的注意:儿童与成人的比较研究

选取10名小学儿童(7~8岁)和10名大学生(19~27岁)作为被试,采用"工作记忆+视觉搜索"的双任务实验范式,探讨儿童与成人基于工作记忆内容的视觉注意的异同.实验要求被试在工作记忆保持阶段完成一个视觉搜索任务,结果发现儿童与成人均表现出基于工作记忆内容的注意:相对于中性条件来说,工作记忆内容与干扰项匹配会显著降低成人被试的搜索绩效,而工作记忆内容与目标匹配会显著提高儿童被试的搜索绩效.研究结果表明,尽管儿童和成人都表现出了基于工作记忆内容的视觉注意,但儿童较成人能更好地运用该注意机制以提高视觉搜索绩效且受其不利影响较少.     

汽车动力转向器油路分析及排油方法

通过对汽车动力转向器结构及油路分析,研制了不同转向器的排油方法,使转向器的排油操作更加简单,降低了设备的制造成本,便于维护。