Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1

When using simple exponential smoothing on a given time series the nature of the relationship between the optimal smoothing constant and the autocorrelation structure of the series remains an unresolved question. Although numerical search routines can easily be used to find optimal values of the smoothing constant, they offer little insight into the nature of the relationship between the estimated smoothing constant and the structure of the underlying time series. We suggest that renewed investigations of the ex-post sum of squares function may prove helpful in this pursuit. Results are presented that illustrate how the optimal smoothing constant depends upon the value used to initialize the smoothing and upon the sample autocorrelation coefficients of the observed series. These results are based on a new formula for the derivative of the ex-post sum of squares function. In particular, the derivative is examined near 0 and 1, where great simplifications occur in its form, thereby facilitating investigations near these points. A necessary and sufficient condition is stated for when the ex-post sum of squares must have a positive derivative at 0 and the autocorrelation coefficients of the differenced series are shown to affect the sign of the derivative near 1. Based on these results, a general algorithm is presented as an alternative to grid search routines for minimizing the ex-post sum of squares.     

二层线性规划的几何特性与最优性条件

二层系统模型是描述具有层次特性管理决策系统的有效方法, 本文讨论了一类有广泛代表性的二层线性规划模型及其几何特性, 给出了这类二层线性规划模型最优解的几种最优性条件。     

Titius—Bode定则的发展,天体量子论和泛量子理论

太阳系的Titius-Bode定则可以发展为r_n=an~2,令α_1=0.042,n=3,4,5,6是类地行星;令α_2=1.2,n=2,3,4,5,6是类木行星。此时海王星、冥王星都是规则的,且适用于大多数卫星。由此可以完全类比于玻尔原子模型,并得出太阳系量子常数H=(αGM_⊙)~(1/2)和天体薛定谔方程。这样距离规则是行星演化时统计性的结果,宇宙中应普遍存在波粒二象性和形式相似而量子常数各不相同的泛量子理论。     

常系数线性中立型微分方程周期解存在唯一的充要条件

本文利用Fourier级数讨论具有常系数的任意阶中立型泛函微分方程的周期解，除一种特殊情况外，我们得到了用有限代数方程组描述的周期解存在唯一性的充要条件，对这种特例，我们也得到了若干实用结果．     

用CCD测量单缝宽度的一种实验室方法

根据单缝夫琅和费衍射原理 ,介绍利用CCD测单缝宽度的一种实验室方法 ,并对测量误差等问题进行了讨论     

介观耗散互感耦合电路的库仑阻塞效应

给出了介观耗散互感耦合电路的量子化方法,并在介观电路中电荷量子化的基础上给出了介观耗散互感耦合电路的库仑阻塞条件.     

反馈网络中电位器对调节器性能的影响

通过对各种类型的调节器中含有电位器时传递函数的求解分析,得出接入电位器后对调节器的比例放大系数、微分时间常数及积分时间常数的影响结果,并使多种调节器在形式上得到了统一,根据需要可方便地调节电位器使其性能达到设计的需要.