Signal Diffusion Mapping: Optimal Forecasting with Time‐Varying Lags

We introduce a new methodology for forecasting, which we call signal diffusion mapping. Our approach accommodates features of real‐world financial data which have been ignored historically in existing forecasting methodologies. Our method builds upon well‐established and accepted methods from other areas of statistical analysis. We develop and adapt those models for use in forecasting. We also present tests of our model on data in which we demonstrate the efficacy of our approach. Copyright © 2015 John Wiley & Sons, Ltd.     

I ain’t afraid of no ghost

This paper criticizes the traditional philosophical account of the quantization of gauge theories and offers an alternative. On the received view, gauge theories resist quantization because they feature distinct mathematical representatives of the same physical state of affairs. This resistance is overcome by a sequence of ad hoc modifications, justified in part by reference to semiclassical electrodynamics. Among other things, these modifications introduce ”ghosts”: particles with unphysical properties which do not appear in asymptotic states and which are said to be purely a notational convenience. I argue that this sequence of modifications is unjustified and inadequate, making it a poor basis for the interpretation of ghosts. I then argue that gauge theories can be quantized by the same method as any other theory. On this account, ghosts are not purely notation: they are coordinates on the classical configuration space of the theory—specifically, on its gauge structure. This interpretation does not fall prey to the standard philosophical arguments against the significance of ghosts, due to Weingard. Weingard’s argumentative strategy, properly applied, in fact tells in favor of ghosts’ physical significance.     

T BM 在吉林中部城市引松供水施工中的应用

以敞开式TBM 为主介绍了常见的TBM类型及发展现状，结合吉林中部城市引松供水项目论述了不良地质因素，如软弱围岩变形、隧洞突涌水、岩爆、塌方对敞开式 TBM 掘进的影响，重点论述了针对不同因素采取的处理措施和操作方法。     

粒子物理中几种可能应用的新数学方法和拓扑模型

在粒子物理中探讨了四元数、符号动力学等新的数学方法,几种可能应用于振荡的数学方法,及与时间有关的粒子理论;讨论了非线性理论和相应的定性分析理论的结果;研究了粒子的拓扑模型和分形模型;最后提出弱相互作用可能相应于Lobachevsky几何.     

基于正交设计的膨胀岩相似材料试验研究

为了能够较准确配制出膨胀岩的膨胀性相似材料,以满足小比例相似模型试验的需要,采用正交试验的方法对膨胀岩的膨胀性相似材料配比进行研究.试验以砂、膨润土、石灰、外加剂(羟丙基甲基纤维素)及拌合用水为材料,采用自由膨胀率和体积膨胀量为直接指标,干燥饱和吸水率为间接指标,并考虑单轴抗压强度,设计4因素4水平的试验方案.试验结果表明,本次试验的配合比可用于膨胀性岩石的相似材料模型试验,为膨胀岩实验室模拟研究提供较为理想的材料.     

Microhabitat selection in the sand recluse spider (Sicarius thomisoides): the effect of rock size and temperature

In spiders, temperature is considered an important environmental variable for microhabitat selection. In this study, we evaluated the effect of temperature and rock size on the presence of the sand recluse spider Sicarius thomisoides and the degree of selectivity in different locations. This species is a large spider that lives under rocks in desert and semi-desert climates and is particularly active during the summer. In Chile, these spiders can be found at both coastal and inland locations under different thermal conditions, where usually the temperatures are lower near the coast. If large-scale climatic conditions are important for this species, they may be expected to select lower rock temperatures on the coast than at inland locations. In addition, we would expect that the spiders would choose larger rocks in inland compared to coast locations, which reduce the effect of high temperatures. We found that the probability of finding individuals of this species increased according to rock temperature and rock size in the field. Our results suggest that S. thomisoides prefers larger and warmer rocks to shelter under during the day, this selectivity being similar at both coastal and inland locations. Thus, this species tends to select rocks with the same thermal and structural conditions, independent of the climatic conditions.     

宽沟矿卸压冲击煤层综采面矿压显现规律

中国煤炭开采规模的不断增大和深化,煤矿冲击地压发生的情况也复杂多变,致灾影响因素众多。目前冲击地压灾害仍然是困扰煤矿安全生产的主要灾害之一。根据新疆准南煤田宽沟煤矿条件,采用系统的矿压观测手段,结合工作面煤柱观测和液压支架工况研究,分析了冲击煤层顶板卸压煤柱应力分布规律,及其对液压支架工作特性的影响,研究揭示了冲击煤层在顶板卸压条件下的综采工作面矿压特点。结果表明,适时进行工作面的顶板水压预裂和爆破切顶处理,对工作面顶板矿压显现控制有重要的作用。研究对类似冲击煤层综采工作面的安全生产具有参考价值。     

高应力作用下不同颗粒特征的钙质砂压缩破碎特性

对南海不同岛礁处的钙质砂开展一系列终止压力为8MPa的高压固结试验，研究不同颗粒形貌及不同粒组的钙质砂的颗粒破碎演化规律。试验结果表明，两种钙质砂试样S₁和S₂的矿物组分基本相同，但不同的沉积环境造成了颗粒形状具有显著差异；以片状颗粒为主的钙质砂试样S₂的压缩性和颗粒破碎程度会显著高于以块状颗粒为主的钙质砂试样S₁，且颗粒相对破碎率B_r均随着颗粒粒径的增大而增大；对两种不同的钙质砂而言，相对破碎率B_r与压缩变形量之间呈良好的幂函数递增关系，表明颗粒破碎大小与压缩变形量密切相关。     

基于跳跃滤波和时变参数估计的中国股市微观结构研究

为了更为有效地探究微观市场结构对股票价格的影响,本文在状态空间模型框架下,同时将交易方向、带方向的交易量、交易间隔、微观噪声以及跳跃因素引入状态方程和观测方程中,建立全面的市场微观结构模型,以反映各变量对交易价格序列产生的暂时性和永久性影响.然后,在采用基于粒子滤波的非参数离群点检测方法检测跳跃并对跳跃进行滤波的基础上,运用贝叶斯最小二乘方法对微观结构模型系数、波动率以及状态变量进行实时更新和估计,在此基础上分析跳跃日度分布、日内分布、个股跳跃和共同跳跃特征,并同时判断不同交易方向、交易量的订单对价格产生的影响.最后选取2015年股灾期间、沪市股票的逐笔数据作为研究样本进行实证研究.实证结果显示:我国股票高频时间序列跳跃和共同跳跃均存在日内季节性,且跳跃频率和大小与市场信息密切相关;买卖订单对交易价格及股票价值的影响并不是完全对称的,交易价格对于微观结构的敏感度、微观结构噪声也随市场波动而发生变化,熊市中都相对更高;考虑跳跃滤波并对参数进行实时估计可以提高价格对于交易的敏感度,能更好地捕捉市场微观结构在价格发现中的作用.     

地下钢筋混凝土岔管围岩稳定及结构数值分析

以国内某抽水蓄能电站的钢筋混凝土岔管工程为例,从围岩开挖支护、围岩与衬砌相互作用和钢筋混凝土结构等方提出了围岩、混凝土等材料的数值模拟方法,通过三维有限元线性和非线性计算,分析研究了地下钢筋混凝土岔管在施工、运行等工况下,围岩、衬砌结构的应力与变形,以及混凝土岔管结构配筋和配筋后应力、裂缝开展等问题.结果表明：在开挖阶段由于地应力释放在主、岔洞交叉处会产生拉应力,塑性区开展较深;正常运行工况在内水压力作用下岔管结构大部分区域存在拉应力,裂缝较大;检修工况在外水压力作用下仅在主、岔管交叉处存在拉应力区,裂缝较小;结构配筋时,轴向配筋应该由外水作用的工况来控制,环向配筋由内水作用为主的工况来控制.