基于条件风险价值的智能区域代理商报价策略及EV充电管理

智能区域代理商整合区域内电动汽车(electric vehicle,EV)参与电力市场交易,然而在联营市场(包括日前和实时市场)交易机制下,联营市场电价的随机性增加了代理商的市场交易风险.基于此,提出了以联营市场条件期望购电成本最小为目标的报价决策模型,该模型考虑了联营市场电价的随机特性,并将模型转换成带条件风险价值约束的随机优化问题.由于含随机性变量概率密度函数的积分计算困难,因此利用蒙特卡罗模拟,预测电价分布特性,采用抽样平均近似法对模型进行离散化处理,并通过构造函数将原问题化为凸优化问题进行求解.数值实验表明代理商通过控制EVs参与联营市场竞价交易,对EVs进行充电管理,可有效降低峰谷差,有助于电网的稳定性.     

Effects of Cr and Mo elements on the microstructures and compressive properties of the in situ (TiC_xN_y–TiB_2)/Ni cermets

In-situ(TiC_xN_y–TiB_2)/Ni cermets with 70 wt%TiC_xN_y–TiB_2 were successfully fabricated by combustion synthesis and hot pressing sintering in Ni-Ti-B_4C-BN powder systems.The microstructures,density,compressive properties,and hardness of the TiC_xN_y–TiB_2/Ni cermets with the addition of 0–8 wt%Cr/Mo to the Ni-Ti-B_4C-BN powder systems were compared and analysed.The results showed that the ceramic particles distributed uniformly in the cermets,and the size of the ceramic particles reduced with the Cr/Mo addition.Both Cr and Mo addition can improve the hardness,compressive properties,and fracture strains of the cermets.The hardness,compressive strength,and fracture strain of the(TiC_xN_y–TiB_2)/(Ni+Cr)cermets increased from 1561 HV,2.94 GPa,and 2.9%to 1864 HV,3.65 GPa,and 3.4%,respectively when the Cr content increased to 5 wt%.The hardness and compressive strength of the(TiC_xN_y–TiB_2)/(Ni+Mo)cermets increased from 1561 HV and 2.94 GPa to 1902 HV and 3.43 GPa,respectively when the Mo content increased to 8 wt%.The cermets with Cr had better compressive properties than the cermets with Mo.     

Forecasting High‐Frequency Risk Measures

This article proposes intraday high‐frequency risk (HFR) measures for market risk in the case of irregularly spaced high‐frequency data. In this context, we distinguish three concepts of value‐at‐risk (VaR): the total VaR, the marginal (or per‐time‐unit) VaR and the instantaneous VaR. Since the market risk is obviously related to the duration between two consecutive trades, these measures are completed with a duration risk measure, i.e. the time‐at‐risk (TaR). We propose a forecasting procedure for VaR and TaR for each trade or other market microstructure event. Subsequently, we perform a backtesting procedure specifically designed to assess the validity of the VaR and TaR forecasts on irregularly spaced data. The performance of the HFR measure is illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange‐traded fund based on Standard & Poor's 500 index. We show that the intraday HFR forecasts capture accurately the volatility and duration dynamics for these three assets. Copyright © 2015 John Wiley & Sons, Ltd.     

Comparison of Achievable Rates of OFDM and Single Carrier Communication Systems

This paper presents a theoretical comparison of a single carrier system and a multi-carrier system through an analysis of the achievable rate under frequency selective fading with channel state information at the receiver. A scheme was designed to compare the achievable rates of a single carrier system and an Or-thogonal Frequency Division Multiplexing (OFDM) system. A thorough theoretical analysis of the two-path channel was conducted, and simulations were also used to analyze practical stochastic channels. Analysis and simulation results show that the achievable rates of the two approaches are comparable when the channel is flat fading. However, when the channel is frequency selective fading, the single carrier system outperforms the OFDM system. The achievable rate of the OFDM system is about 10% lower than that of the single carrier system at higher SNRs.     

应用统计外推求解近海风机面外叶根部弯矩最大值

根据IEC61400-3要求，为了确立统计外推程序以预测近海风机的长期载荷，选用NREL 5MW单桩式近海风机和浮式近海风机进行研究.在风机时域仿真中，对FAST软件进行编译，将塔筒载荷计算程序嵌入FAST，弥补了现有软件的不足.对于仿真得到的短期载荷，分别应用全局最大值法和分块最大值法拟合Gumbel分布来预测面外叶根部弯矩的最大值，并进行对比.根据对比结果，进一步提出了分块最大值法的最优分块数，并通过最大门槛值法进行验证，从而为近海风机的极限载荷计算提供参考.
     

25Hz微电子交流计数站内电码化调试存在问题分析

分析了微电子交流计数站内电码化在车出清区段后不能自动复原的问题,探讨了解决问题的方案,并提出了在受端发码时受端发码电源的调试范围。     

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.     

盐酸托莫西汀早或晚单次给药治疗注意缺陷多动障碍的疗效比较

目的:比较盐酸托莫西汀每日晨服或晚服一次治疗注意缺陷多动障碍(ADHD)的疗效与安全性.方法:采用随机对照开放性设计,将91例ADHD患儿分为晨服组和晚服组,其中晨服组49例,晚服组42例,均使用盐酸托莫西汀治疗8周.采用ADHD父母评定量表第4版(ADHDRS-IV-Parent:Inv)、Conners'简式父母评...     

横断山南部边缘地区蝶类调查研究

横断山南部边缘地区调查获得蝶类258种,隶属于10科,128属.其中蛱蝶最多,为65种;其次是灰蝶和弄蝶,分别是51种和50种,这3科蝴蝶占总数约2/3(166/258).优势种12个(4.7%)、常见种91个(35.3%)、少见种43个(16.7%)、罕见种112个(43.3%);个体数分布的规律接近对数级数法则.仅3个横断山特有种符合本调查区域处于边缘的性质,东洋种占总数的79.1%,说明了本地区蝴蝶东洋区的基本属性.     

海上要地防空反导阵地优度排序研究

针对海上要地防空反导作战中发射阵地优度排序问题,结合要地面积较小、各备选阵地自然环境条件差别不大的实际情况,提出一种以各阵地与保卫目标间距离来衡量阵地优度的评价指标体系构建方法。首次将各己方目标的重要度作为对应评价指标的权值,并提出一种基于网页排名(PageRank, PR)算法的评价指标赋权方法。通过算例仿真可得,本文提出的方法能够给出科学、准确的备选阵地优度排序,为解决海上要地防空反导阵地选择问题提供了一种新思路、新方法。