On a robust test for SETAR‐type nonlinearity in time series analysis

There has been growing interest in exploiting potential forecast gains from the nonlinear 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 nonlinearities in observed time series. However, previous studies show that classical nonlinearity tests are not robust to additive outliers. In practice, time series outliers are not uncommonly encountered. It is important to develop a more robust test for SETAR‐type nonlinearity in time series analysis and forecasting. In this paper we propose a new robust nonlinearity test and the asymptotic null distribution of the test statistic is derived. A Monte Carlo experiment is carried out to compare the power of the proposed test with other existing tests under the influence of time series outliers. The effects of additive outliers on nonlinearity tests with misspecification of the autoregressive order are also studied. The results indicate that the proposed method is preferable to the classical tests when the observations are contaminated with outliers. Finally, we provide illustrative examples by applying the statistical tests to three real datasets. Copyright © 2009 John Wiley & Sons, Ltd.     

A sperm GPI-anchored protein elicits sperm-cumulus cross-talk leading to the acrosome reaction

The acrosome reaction has long been thought to be induced by the zona pellucida. Here we report the identification and function of a novel human sperm glycosylphosphatidylinositol (GPI)-anchored membrane protein, NYD-SP8. The release of the protein during sperm-egg interaction and its binding to the cumulus, the first layer of egg investment, elicits cross-talk between the gametes and produces calcium dependant release of progesterone, which lead to the acrosome reaction. An in vivo mouse model of NYD-SP8 immunization is also established showing a reduced fertility rate. Thus, contrary to accepted dogma, our study demonstrates for the first time that, prior to reaching the zona pellucida, sperm may release a surface protein that acts on the cumulus cells leading to the acrosome reaction, which may be important for determining the outcome of fertilization. Electronic supplementary material  The online version of this article (doi:) contains supplementary material, which is available to authorized users. Received 11 August 2008; received after revision 18 December 2008; accepted 22 December 2008     

北京大气细粒子PM2.5的化学组成

为了解北京大气细粒子(PM2.5)的污染水平和污染特征,在车公庄和清华园进行了连续1年、每周1次同步采样和全样品分析。2个采样点PM2.5的化学组成相似。含碳组分和水溶性离子是主要的组分,其质量浓度之和超过PM2.5的50%。有机碳、元素碳和细粒子PM2.5的季节变化一致,即冬季质量浓度最高,夏季最低。夏季NO-3的质量浓度最低且在采样过程中从特氟隆滤膜上有近50%的挥发。SO2-4不同于PM2.5的季节变化主要取决于SO2的转化率。地壳元素的质量浓度从冬季到春季大幅度上升,春季沙尘天气频是一个重要原因。     

用挤出物胀大等方法测量聚合物熔体的第一法向应力差

在挤出机上安装自行设计的毛细管口模,对PP,HDPE和PS熔体采用挤出物胀大法在较高剪切速率下测量第一法向应力差N_1,发现:由于N_1受胀大比B和剪切应力τ_W的双重影响,因此弹性测试比粘性测试所需的毛细管口模长径比要大;将挤出物胀大法与其他测量N_1的方法进行综合的分析比较,结果表明,挤出物胀大法所测N_1值比较合理,并可满足一般工程计算的要求。     

无管换热器的稳态换热特性

对无管换热器中颗粒帘换热单元的稳态换热特性进行了研究,为目前空气预热器的研究提供新的指导方向.通过传热数学模型构建、详细数学计算和定量分析,研究了颗粒质量流量对换热单元以及无管换热器出口温度的影响.研究结果发现,在颗粒帘换热单元中,当颗粒质量流量足够时,冷流体加热后的出口平均温度可无限接近热流体初始温度,冷热流体之间实现深度换热,换热效果明显;在满足颗粒帘空隙率大于0.98的条件下,颗粒质量流量越小,气固颗粒在换热通道中越容易达到换热平衡;由于换热单元中间冷热源-气固颗粒之间的温差小,换热单元的换热效率低,使得由换热单元组成的无管换热器冷热气体之间的整体换热效率较低.     

国内知名企业建设节约型企业的实践及启示

一年前的今天,本刊特制作专题提出了"建设资源节约型社会势在必行"的命题,呼吁创建节约型社会。时隔一年,随着资源之于经济社会发展矛盾的日益凸现,建设节约型社会的呼声一浪高于一浪。3月下旬,江苏省专门召开建设节约型社会的大会。大会提出要从观念创新、制度创新、技术创新诸层面加快推进建设节约型社会。创建节约型社会离不开政府的制度保障,离不开企业的添砖加瓦,更需要全社会的关注和支持。而科技创新可谓是建设节约型社会的关键。面对全球范围内掀起的节能、环保浪潮,对照其他国家进行的一系列科技革新,中国特别是经济发展较快的苏南地区如何在这条道路上走好走稳,本刊将一如既往地予以关注。     

基于S7-300 PLC电弧炉控制系统的设计

针对纯模拟器件自耗电极真空电弧炉电极升降控制系统故障率高、维护量大等一系列问题，设计出了由PLC和模拟调速器组成的电极升降控制系统。介绍了系统主要硬件配置、S7—300PLC程序结构、操作面板OP27组态画面。该系统控制算法采用PID算法，且根据现场工艺要求实现了从手动到自动的无扰切换功能。现场运行数据表明，基于PID控制规律的电弧炉电极升降PLC控制系统运行稳定可靠，操作方便，维护量小，对同行业的生产进步将起到示范和推动作用。     

星形阴离子型聚丙烯酰胺的合成及絮凝性能

以季戊四醇为核,并与硝酸铈铵组成氧化还原引发体系,过硫酸钾为助引发剂,引发丙烯酰胺(AM)与2-丙烯酰胺基-2-甲基丙磺酸(AMPS)自由基共聚合,合成星形阴离子型聚丙烯酰胺絮凝剂Star-P(AM/AMPS).采用FTIR和1H NMR对产物结构进行表征,并计算平均臂数.同时考察反应时间、单体浓度、引发剂用量、反应温度对聚合反应的影响.溶液性能评价结果表明,Star-P(AM/AMPS)的耐温性能及絮凝性能均优于线形PAM.     

屠宰母牛卵巢卵母细胞的体外受精与早期发生

将采自屠宰母牛卵巢的未成熟卵子在含有促性腺激素和牛血清的TCM199或Ham'sF10内培养成熟后,再用以钙离子载体Ionophore A23187诱导获能的牛新鲜或冷冻精子进行授精处理,6～7小时后移入发育用培养液,即含有牛血清及丙酮酸钠的M199或Ham's F10内继续培养。在授精48小时及60～96小时后分别统计了培养卵子的受精率及受精卵的卵裂率。在部分实验中把发育为4～8细胞期的胚移入经假孕处理过的母兔输印管内培养4～5天或者在原发育培养液内继续培养5～8天之后观察了桑椹胚、囊胚的出现率。结果是培养卵子的受精率及受精卵的卵裂率分别达92.0～97.8％和62.5～67.6％,移入兔输卵管内和在体外条件下继续培养的卵子中分别有3.7～30.8％和4.3～31.0％(发育为外形正常的桑椹胚～囊胚期胚胎(包括扩张囊■及■化囊胚)。     

顶点的度与Hamilton圈算法

单图可按顶点的度构作Hamilton圈,本文给出Hamilton圈的一个算法.