Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

无线移动Ad Hoc网络的一种节点定位模型

给出了无线移动AdHoc网络的一个节点定位概率模型,证明了当平面网络中的已知节点达到一定的数量要求时,通过模型算法可以充分准确地确定未知节点的位置.通过仿真分析,说明该模型在实际中是可行的、有效的;并且分析了节点移动性对未知节点定位的影响,得出未知节点的定位是随着其移动速度的增大而变得愈加困难,而随着其与已知节点的通信距离的增大而变得愈加容易的结论.     

Ising格子的分子热力学模型

从统计力学出发，结合Ｍｏｎｔｅ Ｃａｒｌｏ分子模拟的结果，导出了Ｉｓｉｎｇ格子的混合亥氏函数模型。该模型能非常满意地预测Ｉｓｉｎｇ格子的液液共存线，其结果明显优于Ｆｌｏｒｙ－Ｈｕｇｇｉｎｓ理论，也优于Ｆｒｅｅｄ理论。     

QSL炼铅过程的热力学分析

根据已提出的直接炼铅过程的计算机模型，分析了ＱＳＬ炼铅法在工业上得不到弃渣而失败的根本原因，同时对精矿成分、熔炼温度、重油量和风量等操作条件进行了模拟，发现提高温度不能得到弃渣，而还原性的气氛却可极大地降低炉渣中铅含量，从而提出降低渣含铅的具体改进措施与方案，为在实际生产中解决这一问题提供可靠的依据．     

质子交换膜燃料电池空气流场的优化设计

质子交换膜燃料电池空气流场的合理设计可以使电流密度、气体浓度等均匀分布,有利于提高性能。采用数值模拟与测试相结合的方法,对5种常见的空气流场进行了综合评价。结果显示,模拟结果与测试结果反映的电池性能变化趋势基本相同,性能由低到高依次为:平行流场、网格流场、平行蛇形流场、渐缩流场。串并联流场的模拟和实验结果略有差异。该方法可用于质子交换膜燃料电池空气流场的优化设计。     

覆冰导线绕流的数值模拟

利用采用高阶有限差分的迎风格式,从探讨网格模型与计算结果之间的关系入手,通过数值计算模拟了新月形冰型的覆冰导线模型在不同攻角下的阻力系数、升力系数以及斯特鲁哈尔系数的变化规律,并与高雷诺数试验结果进行了对照分析。在一定程度上,数值结果反映了新月形冰型的覆冰导线模型气动力特性。     

复杂机电系统全寿命设计研究

复杂机电系统全寿命设计能够满足生产线的高可靠性要求，减少因装备结构复杂而引发的事故，变装备事后安全性评估为事先的主动可靠性设计，因此该研究具有重大意义．本文以齿轮全寿命试验为例，指出了全寿命设计可持续发展必须依赖于小子样系统研究，提出了小子样系统的两种研究策略：数值模拟研究和虚拟样机研究。     

Model evaluations for winter orographic clouds with observations

The Real-Time Four-Dimensional Data Assimilation (RT-FDDA) system is used for orographic snowpack enhancement.The model has three nested domains with the grid spacing of 18,6 and 2 km.To evaluate the simulations of winter orographic clouds and precipitation,comparisons are made between model simulations and observations to determine how the model simulates the cloud distribution,cloud height,cloud vertical profiles and snow precipitation.The simulated results of the 02:00 UTC cycling with 2-km resolution are used in the comparison.The observations include SNOTEL,ceilometer,sounding and satellite data,from the ground to air.The verification of these observations indicates that the Weather Research and Forecast (WRF) RT-FDDA system provides good simulations.It is better to use data within the forecast period of 2-16 h simulations.Although the horizontal wind component near the ground has some bias,and the simulated clouds are a little higher and have a little more coverage than observed,the simulated precipitation is a little weaker than observed.The results of the comparison show that the WRF RT-FDDA model provides good simulations and can be used in orographic cloud seeding.     

寿命期内钢筋混凝土连续梁体系可靠度分析

建立了一种基于概率和有限元的寿命期内钢筋混凝土桥梁性能演变分析方法.在重点解决材料力学性能退化、截面面积削弱以及结构整体力学性能演变等问题数值模拟方法的基础上编写了耐久性分析程序CBDAS;根据现有研究成果建议了结构性能演变分析中出现的主要随机变量的统计参数;结合CBDAS和Monte-Carlo模拟建立了钢筋混凝土桥梁时变体系可靠度分析方法.最后,以一座钢筋混凝土连续梁为对象,利用时变体系可靠度研究其在氯离子侵蚀作用下寿命期内的结构性能演变规律.     

分子动力学模拟研究纳米孔道中受限水的自扩散

利用分子动力学模拟技术考察受限于3种不同材料的纳米孔道(单壁碳管、硼氮管、铁原子孔道)中水分子的静态结构与扩散动力学,计算孔道中水分子沿轴向的自扩散系数Dz,讨论孔道截面尺寸、形状以及组成材料的变化对水分子扩散动力学的影响.结果表明,水分子的轴向自扩散系数随孔道半径的增大而减小,光滑的孔道壁有利于水分子的运输.在3种孔道限制体中,水分子在单壁碳纳米管内的自扩散系数最大.