利用最小二乘法估算Shooman模型中的参数及其程序实现

本文给出Shooman模型中参数的一种有效的估算方法，能使整体性能最优的最小二乘法。并给出其具体的程序实现。     

To combine or not to combine? issues of combining forecasts

This paper addresses issues such as: Does it always pay to combine individual forecasts of a variable? Should one combine an unbiased forecast with one that is heavily biased? Should one use optimal weights as suggested by Bates and Granger over twenty years ago? A simple model which accounts for the main features of individual forecasts is put forward. Bayesian analysis of the model using noninformative and informative prior probability densities is provided which extends and generalizes results obtained by Winkler (1981) and compared with non-Bayesian methods of combining forecasts relying explicitly on a statistical model for the individual forecasts. It is shown that in some instances it is sensible to use a simple average of individual forecasts instead of using Bates and Granger type weights. Finally, model uncertainty is considered and the issue of combining different models for individual forecasts is addressed.     

高T_c超导的RVB态机制及通道模型

本文介绍超导电性的Anderson RVB态机制和通道模型机制,并利用通道模型机制计算了YBa_2Cu_3O_(7-δ)超导体的临界转变温度T。     

Modelling non-normal first-order autoregressive time series

We shall first review some non-normal stationary first-order autoregressive models. The models are constructed with a given marginal distribution (logistic, hyperbolic secant, exponential, Laplace, or gamma) and the requirement that the bivariate joint distribution of the generated process must be sufficiently simple so that the parameter estimation and forecasting problems of the models can be addressed. A model-building approach that consists of model identification, estimation, diagnostic checking, and forecasting is then discussed for this class of models.     

Forecast comparisons of four models of U.S. interest rates

In this paper we compare the out of sample forecasts from four alternative interest rate models based on expanding information sets. The random walk model is the most restrictive. The univariate time series model allows for a richer dynamic pattern and more conditioning information on own rates. The multivariate time series model permits a flexible dynamic pattern with own- and cross-series information. Finally, the forecasts from the MPS econometric model depend on the full model structure and information set. In theory, more information is preferred to less. In practice, complicated misspecified models can perform much worse than simple (also probably misspecified) models. For forecasts evaluated over the volatile 1970s the multivariate time series model forecasts are considerably better than those from simpler models which use less conditioning information, as well as forecasts from the MPS model which uses substantially more conditioning information but also imposes ‘structural’ economic restrictions.     

天线反射面风压分布的测量

测量天线反射面风压是困难的问题,本文根据天线反射面的结构特点,设计了几何相似和动力相似的各类天线风压测量模型,提出了测量方法,讨论了提高测量精度的措施。     

DOS攻击下不确定双边遥操作系统的控制

研究了存在定常时延和模型参数不确定的双边遥操作系统在受到拒绝服务攻击（denial of service,DOS）时的稳定性问题。利用位置误差结构,设计了基于事件触发的控制器,并利用自适应律估计机械臂模型中的未知参数。通过Lyapunov函数理论证明了双边遥操作系统的稳定性,并证明了基于事件触发的控制器不存在Zeno行为。通过数值仿真验证了基于事件触发的自适应控制器能够使遥操作系统在DOS攻击下保持稳定。     

基于不确定性的公路网规划环境影响预测研究

为从源头预防公路交通快速发展所引发的环境污染问题,应运用环境影响评价将对环境的考虑融入公路网规划。针对交通决策及其环境影响的不确定性,研究了如何利用情景分析预测公路网规划的潜在环境影响,剖析了未来公路交通发展不确定性的来源,运用因果链分析了未来交通发展及其环境影响之间的逻辑关系。通过建立污染物排放定量模型,构建了一套定性与定量相结合的综合情景分析模式,并将该模式应用于湖北省骨架公路网规划环境影响评价中。结果表明,该方法能够有效解决公路网规划环境影响的不确定性问题,促进可持续的交通决策。     

显式差分格式与欧式期权定价问题

Black-Scholes期权定价模型的数值方法是当前研究的重点和热点问题,因此在已有的研究基础上,较为系统地讨论了欧式期权定价的Black-Scholes期权定价模型和采用显式差分法进行数值求解的过程.     

滏阳河东武仕水库至苏里桥段水质模型研究

近些年来,随着经济发展及工业化进程的加快,滏阳河水环境污染问题日趋严重。通过以氨氮、挥发酚主要污染物为例,根据河流水动力学特性及污染物输运特性,建立了滏阳河东武仕水库至苏里桥段的一维河流水质模型;并运用有限差分法对其求解。结果表明,运用该水质模型对包含马电闸上游桥、张庄桥、联纺桥、苏里桥四个断面在内的模拟河段的氨氮、挥发酚浓度进行模拟,得出的模拟值和实测值的相对误差较小。由此说明,滏阳河东武仕水库至苏里桥段的一维河流水质模型可较好地反映该模拟河段的水质变化状况,对滏阳河水污染的科学治理和水环境的保护与修复具有一定的指导意义。