Forecasting with latent structure time series models: an application to nominal interest rates

In this paper we develop a latent structure extension of a commonly used structural time series model and use the model as a basis for forecasting. Each unobserved regime has its own unique slope and variances to describe the process generating the data, and at any given time period the model predicts a priori which regime best characterizes the data. This is accomplished by using a multinomial logit model in which the primary explanatory variable is a measure of how consistent each regime has been with recent observations. The model is especially well suited to forecasting series which are subject to frequent and/or major shocks. An application to nominal interest rates shows that the behaviour of the three‐month US Treasury bill rate is adequately explained by three regimes. The forecasting accuracy is superior to that produced by a traditional single‐regime model and a standard ARIMA model with a conditionally heteroscedastic error. Copyright © 1999 John Wiley & Sons, Ltd.     

r-dense采样密度及其在三维网格简化中的应用

提出了一种r-dense采样密度概念,用于表征网格简化过程中对网格各部分不同的采样密度要求,并由此引申出过采样、欠采样及恰当采样的定义,借此建立了变采样密度简化的模型,并提出一种实现恰当采样的网格简化算法,使网格顶点数目大幅减少的同时仍能充分保持原始网格的细节,获得了良好的实验结果．     

基于最小极限推程的螺旋输送与传动的设计

提出了不等距螺旋设计中的最小极限推程问题 ,并进行了全面的理论分析。进而提出了以图表为工具的直观、方便、实用的设计方法。     

上海地铁一号线新闸路地铁车站沉降实测研究

介绍了上海地铁一号线新闸路地铁车站科研测试方案，分析了测试结果，对复合基础有关沉降的工程行为提出了许多有价值的结论。     

空间多点地震激励下简支梁桥碰撞响应数值模拟

为研究桥梁结构在空间多点地震激励下的碰撞响应，采用LS-DYNA建立了两跨简支梁桥三维精细化有限元模型，考虑了相邻桥跨之间面-面碰撞及偏心碰撞效应，计入了板式橡胶支座系统的非线性、钢筋混凝土在碰撞荷载作用下的材料非线性和应变率效应，详细分析了空间多点地震下桥梁上部结构的碰撞响应，研究了双向多点地震激励及局部场地效应对碰撞响应的影响。研究结果表明，碰撞会导致伸缩缝处桥梁上部结构的局部破坏；双向多点地震激励引起的桥梁偏心碰撞响应导致碰撞次数增加，但减小了碰撞力；局部场地效应对桥梁上部结构碰撞响应影响较大，基础场地条件越差，上部结构碰撞响应越大，碰撞引起的梁端局部破坏越严重。     

真空负压软基加固特性三维数值分析

基于三维Biot固结理论,考虑涂抹效应,采用修正剑桥模型和渗透系数均质化方法,应用ABAQUS软件对真空负压下软基加固过程进行三维有限元计算,对不同加载方式、变化渗透系数和密封深度这3种因素的有限元计算结果进行比较分析。结果表明:三维有限元能更真实地反映真空负压固结过程,砂垫层节点施加荷载方式的计算值与实测值吻合较好;考虑渗透系数随孔隙比变化时,表面沉降量、沉降趋势和固结度更接近实际情况;最优有效密封深度约为3 m。     

两两NQD列的几乎处处收敛性

利用吸引域和慢变函数的概念给出两两NQD列几乎处处收敛的充分条件．