可扩展建模与仿真框架-XMSF技术研究

近年来，基于web的建模与仿真技术研究的开展提出了可扩展的建模与仿真框架XMSF，它对建模与仿真技术的发展特别是在系统框架和构成方面具有重要的意义。文中简要介绍了XMSF的研究现状，讨论了其主要支持技术，进而重点介绍了XMSF研究的几项关键技术，最后给出从国外XMSF研究中可以借鉴和学习到的两点建议。     

Bias in the estimation of non‐linear transformations of the integrated variance of returns

Volatility models such as GARCH, although misspecified with respect to the data‐generating process, may well generate volatility forecasts that are unconditionally unbiased. In other words, they generate variance forecasts that, on average, are equal to the integrated variance. However, many applications in finance require a measure of return volatility that is a non‐linear function of the variance of returns, rather than of the variance itself. Even if a volatility model generates forecasts of the integrated variance that are unbiased, non‐linear transformations of these forecasts will be biased estimators of the same non‐linear transformations of the integrated variance because of Jensen's inequality. In this paper, we derive an analytical approximation for the unconditional bias of estimators of non‐linear transformations of the integrated variance. This bias is a function of the volatility of the forecast variance and the volatility of the integrated variance, and depends on the concavity of the non‐linear transformation. In order to estimate the volatility of the unobserved integrated variance, we employ recent results from the realized volatility literature. As an illustration, we estimate the unconditional bias for both in‐sample and out‐of‐sample forecasts of three non‐linear transformations of the integrated standard deviation of returns for three exchange rate return series, where a GARCH(1, 1) model is used to forecast the integrated variance. Our estimation results suggest that, in practice, the bias can be substantial. Copyright © 2006 John Wiley & Sons, Ltd.     

Structural and biochemical mechanism responsible for the stay-green phenotype in common wheat

In order to increase the supply of assimilated carbon to grain, a new stay-green wheat cultivar, Chuannong17 (CN17), with delayed leaf senescence, carrying wheat-rye 1RS.1BL translo- cated chromosome was developed. CN17 exhibited distinct differences in net photosynthetic rate (Pn), chlorophyll (Chl) content, malondialdehyde (MDA) content, activity of both superoxide dismutase (SOD) and catalase (CAT) during the grain filling stage, and flag leaf senescence compared with the control. The new cultivar maintained longer and higher photosyn- thetic competence compared with the control, and this aspect correlated with the difference in chloro-plast development. Moreover, the stay-green pheno-type of CN17 was also observed under natural growth conditions. Consequently, the coordination of the physiological, biochemical, and structural aspects in the stay-green cultivar produced higher seed weights and per-plant yield compared with the control cultivar.     

Microbial starch-binding domains are superior to granule-bound starch synthase I for anchoring luciferase to potato starch granules

Microbial starch-binding domains (SBD) and granule-bound starch synthase I (GBSSI) are proteins which are accumulated in potato starch granules. The efficiency of SBD and GBSSI for targeting active luciferase reporter proteins to granules during starch biosynthesis was compared. GBSSI or SBD sequences were fused to the N- or C-terminus of the luciferase (LUC) gene, via an artificial Pro-Thr encoding linker sequence. The genes were introduced into an amylose-free (amf) potato mutant. It appeared that SBD was superior to GBSSI as a targeting sequence, mainly because the luciferase retained higher activity in the SBD-containing fusion proteins than in the GBSSI-containing ones.     

基于粗糙集属性重要性的模糊聚类决策及应用

考虑到不同属性之间的重要性,利用粗糙集理论对模糊信息表或信息表中的不同属性之间(特别是定量属性与定性属性之间)进行耦合,提出一种计算不同属性间相似度的计算方法,即基于粗糙集属性重要性的模糊聚类方法,解决模糊信息表或信息表中属性值定量与定性描述并存情况下的聚类问题,并根据原类结果建立决策表.     

基于免疫网络理论的TCSC与PSS协调控制

电力系统稳定器(PSS)和可控串联补偿器(TCSC)被广泛用于电力系统的稳定控制,多个控制器之间的交互作用会影响彼此的控制效果.本文介绍了生物免疫系统中不同类型的抗体协调合作,共同清除抗原的协调机理.提出了基于免疫网络理论的协调控制方法,用于在线协调控制多个阻尼控制器,抑制电力系统的功率振荡.以装有多个PSS和TCSC的系统为例,对多个控制器进行在线协调阻尼控制.仿真结果表明该方法能够缩短抑制振荡所需的时间,具有有效性和鲁棒性.     

一类含扩散与时滞的竞争型Lotka-Volterra系统的周期解

研究一类含扩散与周期时滞的生态模型,通过特征值问题以及模型自身的特点来构造上下解,应用比较原理得到了周期解存在与全局渐近稳定的一个充分条件.     

借助Projector辅助软件的图形思维分析

针对工程制图教学中学生普遍存在的图形思维的困难,提出以立体投影、组合体投影内容为重点,借助于专门针对投影制图的Projector投影工具软件进行图形思维过程推导与分析的教学方法,该方法弥补了多媒体课件交互性与实时性差的缺憾,而且简便易行,有利于提高二维图形与三维形体互逆的图形思维能力.     

Selkov反应扩散系统激发性的晶格玻耳兹曼方法模拟

用晶格玻耳兹曼方法数值模拟Selkov反应扩散系统的定态解,对系统从偏离平衡的状态回到平衡态所经历的路径进行分析,得到激发性存在的结论;模拟简单螺旋波的产生过程,给出简单螺旋波的波头轨迹。     

受控线性Schrdinger方程的温和解

用Fourier变换,得到在有界区域上iΔ所生成的半群表达式,并用它引进了受控Schrdinger方程的温和解,证明了解的存在唯一性及解对初值和控制的连续依赖性。为Schrdinger方程的最优控制问题的研究打下了基础。