Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

基于遗传算法的车辆ABS在线整定PID控制及仿真

分析了ABS(防抱制动系统)PID控制方法的原理。提出了基于遗传算法的在线ABS PID控制方法。为了使控制器具有更高的搜索效率以满足ABS的实时性要求,改进了遗传算法的遗传算子,使复制与交叉操作并列存在,使用具有选择性的交叉操作,并改变变异操作的随机性,使其成为受控的随机操作。使系统能根据车辆的运行条件实时整定PID控制参数。仿真结果表明,基于遗传算法的在线ABSPID控制方法能有效抑制超调,控制ABS跟踪路面条件变化。     

波浪演示器的研究与设计

介绍了作者研制的波浪演示器.该演示器应用数字技术模拟水质点的运动,能形象演示海洋XOZ剖面上波浪的形成与传播.文中还讨论了RISC技术和非程序存储式体系结构在设计中的应用.     

群速度和相速度的微机模拟

本文介绍了作者开发的群速度和相速度微机模拟软件的程序设计和实现．该软件做为演示实验已经取得了良好的效果．     

固体吸附制冷系统发生器温度场数值模拟

以内燃机排气－固体吸附制冷系统为背景，建立了固体吸附制冷系统发生器瞬态温度场数值计算模型，并讨论模型中涉及的部分物性参数。通过实验验证，该模型能较好地模拟发生器内瞬态温度场。     

复杂系统集成控制及其仿真研究

本文对于复杂系统提出一种集成控制策略,即解耦/模糊控制。并以机器人关节运动控制为例,进行仿真研究,仿真结果是令人满意的。全文包括五个部分:1.前言;2.复杂系统的解耦模型;3.复合规则库与模糊控制;4.仿真研究;5.结论。     

电离层薄层倾斜带来的电离层附加时延偏差分析

在考虑电离层薄层倾斜的基础上,数值模拟、分析了电离层倾斜带来的电离层附加时延相对不考虑电离层倾斜的偏差,从而说明了在电离层倾斜地区消除电离层倾斜的必要性     

A Survey of the Use of the Discrete-event Simulation in Manufacturing Industry

In this work, a survey of companies has been produc ed from a questionnaire and in-depth inter-views. The aimof the paper is to give a current view of the use of DES (Discrete- Event Simulation) in the indust ry. The companies have been selected in a wide range in e.g. size, capital turno ver and employees. The survey was restricted to Sweden, although the results may be applicable to other countries with similar industrial structure. Some of the companies investigated are also multinational with branc...     

Study on End Milling Generation Surface Model and Simulation in View of Main Axle s Tolerance

In accordance with the relative movement between end-milling cutter and workpiece surface, a theoretical generation model for milled surface was established with the movement error of principal axle considered. Then the milled surfaces under various cutting condition were simulated, the results of which showed that end milled surfaces were of “vaulted profile“, heights of surface irregularty at various points to be different with maximum value in the middle and smaller at both sides, the difference were ...     

绿色设计及其应用分析

对绿色设计的国际背景、含义、特点、关键技术及典型方法进行了较全面的介绍 ,对绿色设计在我国的应用策略和步骤进行了分析 ,最后 ,对绿色设计在轻工机械设计中的应用进行了展望