空间用四轴陀螺组合浪涌防护及数据填补方法

针对空间用四轴陀螺组合换轴及光源切换时产生浪涌以及数据丢失的问题, 提出了一种浪涌防护及数据填补方法。首先，采用双光源方案, 设计了浪涌防护电路, 降低了上电过程中瞬时大电流对元器件的影响。然后，建立了数据填补机制, 用来弥补切换过程中丢失的数据。最后，进行了地面数据填补实验, 角速率分别设为0.174 5 rad/s和1.745 rad/s, 预测的角速率与实际的角速率分别相差不超过0.003 rad/s和0.008 rad/s, 相对残差分别为0.003 9和0.001 2, 验证了所提方法的有效性。     

上市公司高管连锁网络与分析师盈余预测精度

以2011~2017年度沪深两市A股上市公司为样本，从私人信息供给的视角，考察企业高管连锁网络对分析师盈余预测精度的影响。研究表明：上市公司网络中心度显著提升了分析师盈余预测精度；当上市公司的公开信息不充分时，其网络中心度对分析师盈余预测精度的提升效果更明显；当上市公司高管与连锁公司其他高管互动机会越多时，其网络中心度对分析师盈余预测精度的提升效果越明显。上述结果表明，上市公司的高管连锁网络上存在泄露的私人信息，这些信息能够被分析师捕获，最终丰富金融市场中的信息供给。进一步研究发现，上市公司高管连锁网络上流动的私人信息包含公开渠道上常常被延迟披露甚至被隐藏的坏消息，有助于纠正分析师的公开信息偏差。研究结果拓展了分析师盈余预测的相关研究，有助于加强对上市公司私人信息流动方式的理解。     

具有迁移效应和隔离措施的COVID-19传播模型分析

基于COVID-19传播过程中人口流动的必然性、无症状感染者的普遍性和隔离策略的有效性,该文提出了一类具有迁移效应、无症状感染者、自我防护意识和隔离策略的COVID-19传播动力学模型,利用下一代矩阵方法给出了各类子系统和全系统基本再生数的精确表达式.进一步地,通过采用线性近似理论,构造Lyapunov函数、比较原理等方法,得到了无病平衡点的全局渐近稳定性以及疾病的持久性.最后,数值模拟解释了主要的理论结果以及人口的迁移和隔离对疾病传播的影响.     

Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

Forecasting the duration of short‐term deflation episodes

The paper proposes a simulation‐based approach to multistep probabilistic forecasting, applied for predicting the probability and duration of negative inflation. The essence of this approach is in counting runs simulated from a multivariate distribution representing the probabilistic forecasts, which enters the negative inflation regime. The marginal distributions of forecasts are estimated using the series of past forecast errors, and the joint distribution is obtained by a multivariate copula approach. This technique is applied for estimating the probability of negative inflation in China and its expected duration, with the marginal distributions computed by fitting weighted skew‐normal and two‐piece normal distributions to autoregressive moving average ex post forecast errors and using the multivariate Student t copula.     

武汉地区4种生境蝇类多样性及种群动态分析

2006年1月至2016年12月,在武汉地区4种生境共捕获蝇类4科7属11种15 603只,家蝇和丝光绿蝇为优势种.武汉地区蝇类全年活动,总密度季节消长趋势呈双峰型,第一个高峰出现在5月,第二个高峰出现在9月;蝇类活跃期较长,4—11月密度均较高,不同年份蝇类密度高峰期不同.蝇密度年际消长整体呈下降趋势,仅2010年密度反弹至14.5只/笼.绿化带蝇类丰富度、多样性指数和均匀度指数均最高,居民区次之,餐饮外环境和农贸市场最低.4种生境蝇类群落相似性指数在0.87～1.00之间,均为极相似.基于欧式距离的系统聚类和物种非度量多维标度排序分析显示,2006—2008年和2010年为一组,2011—2016年为一组,相互之间距离较近.这些结果说明,4种生境蝇类多样性与气候和人为干扰因素有密切关系.     

Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

The paper forecasts consumer price inflation in the euro area (EA) and in the USA between 1980:Q1 and 2012:Q4 based on a large set of predictors, with dynamic model averaging (DMA) and dynamic model selection (DMS). DMA/DMS allows not solely for coefficients to change over time, but also for changes in the entire forecasting model over time. DMA/DMS provides on average the best inflation forecasts with regard to alternative approaches (such as the random walk). DMS outperforms DMA. These results are robust for different sample periods and for various forecast horizons. The paper highlights common features between the USA and the EA. First, two groups of predictors forecast inflation: temporary fundamentals that have a frequent impact on inflation but only for short time periods; and persistent fundamentals whose switches are less frequent over time. Second, the importance of some variables (particularly international food commodity prices, house prices and oil prices) as predictors for consumer price index inflation increases when such variables experience large shocks. The paper also shows that significant differences prevail in the forecasting models between the USA and the EA. Such differences can be explained by the structure of these respective economies. Copyright © 2015 John Wiley & Sons, Ltd.     

太原市老年体育人口体质评价与分析

对2014年全国第四次国民体质监测太原监测点老年人体质的测试,运用文献资料、数理统计、测量法等方法,得出结论:老年体协人群中优秀率和良好率分别高于非老年体协人群,不合格率低于非老年体协人群;与非老年体协人群相比在身体形态上无显著差异;老年体协的健身活动对提高老年女性人群的身体柔韧性(坐位体前屈)效果明显,对提高老年人肺活量、神经系统反应能力(选择反应时)和握力均有显著效果,对平衡能力和控制力(闭眼单脚站立)的提高效果不明显。     

公司跨界经营、信息披露与分析师预测

通过手工搜集2003-2017年公司跨界经营数据,本文检验了公司跨界经营对分析师盈利预测的影响及其市场后果.实证结果表明,随着公司跨界程度的提高,分析师对其盈利预测的准确性下降,预测报告发布频率和预测修正幅度则会提高.同时,公司信息披露质量的提升有助于缓解公司跨界经营对分析师预测行为带来的不利影响.上述结果支持了信息处理成本假说和信息不确定性假说.最后,本文对跨界经营的市场后果做了检验,结果发现公司跨界经营程度越高,对分析师预测行为产生的消极作用越大,公司的市场折价程度越高.     

基于NSTPNT的风电系统可靠性对风电预测误差灵敏度

研究电力系统可靠性对风电预测误差的灵敏度,量化风电预测误差对可靠性的影响,可为风电并网系统的优化调度与备用规划提供参考依据.实际风电预测误差的分布未知,给灵敏度计算带来困难.本文首次提出非标准三阶多项式正态变换方法,推导非标准正态假设下多项式系数的解析表达式,实现将风电预测误差转换为同期望,标准差正态随机变量的多项式形式.将转换后的风电预测误差,代入含备用最优负荷削减模型,评估风电系统可靠性.提出可靠性指标对风电预测误差期望,标准差的灵敏度解析算法.算例验证了非标准三阶多项式正态变换方法与预测误差分布参数可靠性灵敏度算法的准确性.分析备用容量与标准差变化对预测误差可靠性灵敏度的影响.