Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model

This paper compares various ways of extracting macroeconomic information from a data‐rich environment for forecasting the yield curve using the Nelson–Siegel model. Five issues in extracting factors from a large panel of macro variables are addressed; namely, selection of a subset of the available information, incorporation of the forecast objective in constructing factors, specification of a multivariate forecast objective, data grouping before constructing factors, and selection of the number of factors in a data‐driven way. Our empirical results show that each of these features helps to improve forecast accuracy, especially for the shortest and longest maturities. Factor‐augmented methods perform well in relatively volatile periods, including the crisis period in 2008–9, when simpler models do not suffice. The macroeconomic information is exploited best by partial least squares methods, with principal component methods ranking second best. Reductions of mean squared prediction errors of 20–30% are attained, compared to the Nelson–Siegel model without macro factors. Copyright © 2011 John Wiley & Sons, Ltd.     

Mtlab在分形几何中的应用

介绍了matlab软件的绘图功能以及它在分形几何中的应用     

One Direction Rough Law Generation and Its Security Transmission

By using function one direction S-rough sets (function one direction singular rough sets),the concept of one direction rough law is proposed,where one direction rough law is the law pair {w(x)-,w(x)-} composed by w(x)-and w(x)-. If the attribute set {α-,α-} of function one direction S-rough sets changes,then one direction rough law {w(x)-,w(x)-} will change,too. By employing ellipse curves,the concept of one direction rough law security is presented,the security theorem of one direction rough law is proposed and the applications are given. One direction rough law security,which is generated by the intersection and penetration between function one direction S-rough sets and ellipse curves,is a new applied research direction of function S-rough sets.     

（46）（100-106）^Pd偶偶核E-GOS曲线的研究

采用E-GOS方法对（46）（100-106）^Pd偶偶核形状相变进行了研究.研究表明,这些核素都是U（5）-SU（3）的过渡核,且都趋于U（5）极限.并且单粒子激发对区域偶偶核形状相变有重要影响.     

激励作用下非线性系统的时变特征识别

提出采用小波重排谱的方法对外激励作用下的非线性系统进行识别,得到其频率骨架曲线和阻尼骨架曲线.对摩擦滑移隔震系统进行识别,识别结果与理论曲线吻合较好,说明方法适合于激励作用下非线性系统时变参数的识别.     

带有非线性边界流的多孔介质方程组整体存在和爆破(英文)

论文针对带有非线性边界流的多孔介质方程组,通过构造自相似上、下解,得到临界整体存在曲线。     

基于欠阻尼二阶系统响应曲线的起始磁化曲线拟合方法研究

欠阻尼二阶系统响应曲线与起始磁化曲线有很好的相似性，通过调节欠阻尼二阶系统响应曲线的超调量和峰值时间，用已知的欠阻尼二阶系统响应函数来拟合起始磁化曲线，给出了一种起始磁化曲线拟合的新方法。     

水驱气藏生产数据分析方法研究及应用

水驱气藏动态储量核算和水体大小的研究一直是此类气藏动态分析的重要内容。常规生产数据分析技术主要针对定容封闭气藏,而对于水驱气藏适应性差。为此,以气藏不稳定渗流理论为基础,考虑气藏水侵特征建立了水驱气藏渗流模型,利用Laplace变换法推导获得了水驱气藏不稳定产量响应解,计算并绘制了现代产量递减典型曲线。根据曲线特征将产量递减过程划分成4个典型流动阶段,讨论了无因次水侵量和无因次水侵时间对产量递减典型曲线的影响。结合现代生产数据分析技术,利用气井产量与压力的相互关系,提出了定量评价水侵强度和水侵开始时间,求取动储量、渗透率等气藏参数的方法。现场实际生产数据分析结果表明,该方法满足水驱气藏动态分析的工程实际要求,对于指导此类气藏的开发具有重要意义。     

苯甲腈与正十四烷溶液的临界性质

寻找并配制苯甲腈和正十四烷溶液的临界温度和临界组成,用折射率方法测定共存曲线.在离临界温度11.4 K范围内测定了温度-折射率数据,通过计算临界指数β和指前因子B,结果与3D-Ising模型的理论值一致.     

岩石材料力学相似性定量评价方法研究

材料的相似度是物理模拟实验的关键因素,分析两种定量化评价方法。提出一种基于应力-应变曲线的岩石材料力学相似性定量评价法,由应力-应变曲线评价、基于应力-应变曲线的π值评价和综合评价3部分组成。通过综合评价指标描述相似程度。结果表明:评价内容应包含材料参数两个方面的特性,即相似材料参数理论值与实际值的近似度和相似材料参数满足无量纲数的情况。验证了所提出的方法在构造变形与烃类充注一体化物理模拟中的准确性和实用性。