太原市大气环境指标与源排放变化趋势相关分析

通过对1997年—2003年的环境监测数据和重点工业企业污染源环境统计年报数据的统计，利用秩相关检验分析方法．分析了环境指标与污染源排放变化趋势的一致性，进一步说明了污染源排放对环境污染的影响。     

关于一类三角级数的一个渐近和

本文在文[1]基础上讨论付立叶系数满足。Σ^∞k=m|Ck-Ck 1|≤M(C)|Cm|的三角级数f(x)=Σ^∞n=0Cne^inr的渐近和。     

复合聚能装药威力性能的数值模拟研究

为了提高聚能杆式射流飞行稳定性和破甲威力性能的要求,采用LS-DYNA软件对变壁厚复合杆式射流成型过程进行数值模拟,研究了外罩在不同变壁厚条件下对杆式射流侵彻靶板威力性能的影响.研究结果表明：与外层罩在等壁厚条件下的复合球缺罩相比,当外罩采用顶薄边缘厚的结构时,杆式射流破甲威力提高10%左右;当外罩采用顶厚边缘薄的结构时,杆式射流破甲威力基本保持不变,但射流速度梯度明显降低,进而大炸高条件下稳定性提高,在战斗部采用不同外罩变壁厚结构时,可有效提高杆式射流破甲威力及射流稳定性.     

Dynamic density forecasts for multivariate asset returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time‐varying) non‐central co‐moments of assets. We estimate the coefficients of the polynomial via the method of moments for a carefully selected set of co‐moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the ‘negative tail’ of the joint distribution. Copyright © 2010 John Wiley & Sons, Ltd.     

具有不可忽略退出的面板数据混合半参数变系数模型

由于面板数据经常出现由信息性退出而引起的缺失数据,故其统计分析比较复杂。本文假定响应变量服从部分线性半参变系数混合效应模型,其中非参数系数函数依赖于相应的退出时间。利用二步估计方法的思想求得参数与非参数部分的相合估计,减少了同时估计的参数的个数,避免了估计方程中由较多参数引起的多重共线性问题。     

有界变参数车道保持准滑模控制

假定车辆质量、转动惯量、轮胎侧偏刚度等参数具有不确定性,考虑时变有界和慢变未知两种情况,研究了自动化公路系统车道保持控制方法.基于位置预瞄策略和车辆横向动力学模型,建立预瞄点处的车辆横向位置误差和横摆角误差动态方程;采用准滑模控制方法,设计车道保持变结构控制规律;基于李雅普诺夫稳定性理论,对控制系统的稳定性进行分析.仿真实验表明,采用文中设计的控制方法,在达到满意跟踪性能的同时,还能有效抑制颤振,对参数不确定性具有鲁棒性.     

Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

We study the performance of recently developed linear regression models for interval data when it comes to forecasting the uncertainty surrounding future stock returns. These interval data models use easy‐to‐compute daily return intervals during the modeling, estimation and forecasting stage. They have to stand up to comparable point‐data models of the well‐known capital asset pricing model type—which employ single daily returns based on successive closing prices and might allow for GARCH effects—in a comprehensive out‐of‐sample forecasting competition. The latter comprises roughly 1000 daily observations on all 30 stocks that constitute the DAX, Germany's main stock index, for a period covering both the calm market phase before and the more turbulent times during the recent financial crisis. The interval data models clearly outperform simple random walk benchmarks as well as the point‐data competitors in the great majority of cases. This result does not only hold when one‐day‐ahead forecasts of the conditional variance are considered, but is even more evident when the focus is on forecasting the width or the exact location of the next day's return interval. Regression models based on interval arithmetic thus prove to be a promising alternative to established point‐data volatility forecasting tools. Copyright ©2015 John Wiley & Sons, Ltd.     

粒子群优化算法中加速因子的设置与试验分析

着重分析了粒子群优化算法中线性变化加速因子对粒子收敛的影响,使用4个著名的基准函数,对加速因子进行了测试,并在此基础上,对加速因子提出了一个推荐的设置值．模拟实验结果表明,该推荐设置值可以使粒子在搜索的初期获得更好的多样性,从而使粒子具有更强的摆脱局部极值的能力,在后期加快粒子的收敛速度以提高PSO算法的性能。     

时变海场景双基SAR回波实时模拟方法研究

基于时变海场景双站散射机理,结合双基合成孔径雷达(SAR,Synthetic Aperture Radar)成像几何模型,提出了一种时变海场景双基SAR射频回波信号实时模拟方法。针对时变海场景的复杂耦合散射,采用多径近似理论建立了双基SAR海面目标回波信号模型,提取了时变海面双基SAR系统响应函数,结合高性能计算技术、同步动态随机存取(SDRAM)技术以及全系统交换设计,实现了时变海场景双基SAR射频回波信号实时模拟,最后仿真测试结果验证了该方法的有效性。     

Price–Dividend Ratios and Stock Price Predictability

A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–dividend (PD) ratios. The current research focuses on the significance of the time‐varying mean and nonlinear dynamics of PD ratios in the empirical analysis. Empirical results support the proposed nonlinear model of the PD ratio and the stationarity of the trend‐adjusted PD ratio. Furthermore, this paper rejects the non‐predictability hypothesis of stock prices statistically based on in‐ and out‐of‐sample tests and economically based on the criteria of expected real return per unit of risk. Copyright © 2011 John Wiley & Sons, Ltd.