结构稳定性问题的级数解

介绍用级数械解狭长矩形截面梁的侧向屈曲,以及计算沿轴向实体线性变截面受压杆的临界荷载。其结果表明有理论意义和实用价值。     

串联式组合模型在基坑监测中的应用

在传统模型基础上提出串联式组合模型,选择灰色模型对基坑监测数据的趋势项进行拟合,时间序列模型对监测数据的随机项进行拟合,发挥两者自身的特点,进行有机地组合预测分析。通过工程实例预测结果分析表明:串联式组合模型不仅能够预测出基坑的变形趋势,而且相对于时间序列模型、灰色模型有着较好的预测精度,体现出将串联式灰色时间序列组合模型应用于基坑监测的合理性和有效性。     

基于鲁棒自适应kalman滤波平台标定数据处理

摘 要：惯导系统作为飞行器导航系统的重要组成部分,其精度直接影响到飞行精度,为了更实现更精确的导航,通常采用射前自标定技术,从而补偿平台的误差。当飞行器竖立在发射场时,通常会受到各种干扰因素的影响,比如阵风,这些干扰会对射前标定的精度产生很大的影响。为了更好的补偿这部分干扰带来的误差,本文利用ARMA(2,1)建立平台漂移模型,考虑到系统噪声的方差和协方差等信息并不可知而且所建立的模型也会有误差,本文选用鲁棒自适应卡尔曼滤波对数据进行处理,结果表明,经过处理后的数据方差比原数据方差小很多,可以满足标定精度要求。     

时间序列分析方法及人民币汇率预测的应用研究

在简要介绍时间序列模型的基础上,使用人民币／美元的日汇率值进行实证研究,建立相应的ARIMA模型和EGARCH模型并进行预测和评价。研究结果表明,EGARCH模型的预测结果较ARIMA模型理想,适合描述人民币／美元汇率的变动趋势。     

Structural Time-series Modelling of Monetary Aggregates: A Case Study for Eleven European Countries

Monetary aggregates for eleven European countries are analysed using the structural time-series methodology, paying special attention to unit root issues. Estimation of the parameters of the models is carried out by applying the asymptotic least squares (ALS) procedure. A comparison with the maximum likelihood estimates obtained via the Kalman filter shows that ALS is an alternative to Kalman filter estimation. The empirical results show that for only a small number of series the four variance parameters of the basic structural model are strictly positive. For the majority of the series the variance of the irregular component is equal to 0.©1997 John Wiley & Sons, Ltd.     

The usefulness of heuristic N(E)RLS algorithms for combining forecasts

There exists theoretical and empirical evidence on the efficiency and robustness of Non-negativity Restricted Least Squares combinations of forecasts. However, the computational complexity of the method hinders its widespread use in practice. We examine various optimizing and heuristic computational algorithms for estimating NRLS combination models and provide certain CPU-time reducing implementations. We empirically compare the combination weights identified by the alternative algorithms and their computational demands based on a total of more than 66,000 models estimated to combine the forecasts of 37 firm-specific accounting earnings series. The ex ante prediction accuracies of combined forecasts from the optimizing versus heuristic algorithms are compared. The effects of fit sample size, model specification, multicollinearity, correlations of forecast errors, and series and forecast variances on the relative accuracy of the optimizing versus heuristic algorithms are analysed. The results reveal that, in general, the computationally simple heuristic algorithms perform as well as the optimizing algorithms. No generalizable conclusions could be reached, however, about which algorithm should be used based on series and forecast characteristics. © 1997 John Wiley & Sons, Ltd.     

Univariate Forecasting Comparisons: The Case of the Spanish Automobile Industry

This paper investigates the forecasting ability of unobserved component models, when compared with the standard ARIMA univariate approach. A forecasting exercise is carried out with each method, using monthly time series of automobile sales in Spain. The accuracy of the different methods is assessed by comparing several measures of forecasting performance based on the out-of-sample predictions for various horizons, as well as different assumptions on the models’ parameters. Overall there seems little to choose between the methods in forecasting performance terms but the recursive unobserved component models provide greater flexibility for adaptive applications. © 1997 by John Wiley & Sons, Ltd.     

An intelligent model selection and forecasting system

In this paper we present an intelligent decision‐support system based on neural network technology for model selection and forecasting. While most of the literature on the application of neural networks in forecasting addresses the use of neural network technology as an alternative forecasting tool, limited research has focused on its use for selection of forecasting methods based on time‐series characteristics. In this research, a neural network‐based decision support system is presented as a method for forecast model selection. The neural network approach provides a framework for directly incorporating time‐series characteristics into the model‐selection phase. Using a neural network, a forecasting group is initially selected for a given data set, based on a set of time‐series characteristics. Then, using an additional neural network, a specific forecasting method is selected from a pool of three candidate methods. The results of training and testing of the networks are presented along with conclusions. Copyright © 1999 John Wiley & Sons, Ltd.     

基于LabVIEW的作动筒位置信号采集

针对作动筒位置的传统检测方法所存在的缺点,基于虚拟仪器开发软件LabVIEW,实现了作动筒位置信号采集系统的设计,系统包括硬件和软件两部分:硬件部分由位移传感器、信号调理模块、数据采集卡和工控机组成;软件部分主要包括数据采集、数据处理与存储以及上位监控界面。该系统投运结果表明,系统运行可靠,稳定地实现实时采集,达到了规定的设计目标和其它要求。     

乘积季节模型在储蓄存款预测中的应用

运用SPSS软件和SAS软件系统中的时间序列建模方法建立了我国城乡居民储蓄存款模型,并认为用最大似然估计法(ML)对结果进行短期预测,用无约束最小二乘估计法(ULS)对结果进行中长期预测,可得到较高的预测精度.