一类非线性抛物方程全离散Legendre拟谱逼近的大时间性态

运用Legendre拟谱方法研究一类非线性抛物方程的大时间问题,建立了全离散的拟谱格式.在有限时间区域及0≤t≤+∞上,讨论了半离散系统解的长时间误差估计.     

指数宽带模型的数学回归及其应用

气体辐射特性参数的确定是求解辐射传热问题的关键,指数宽带模型能够较为准确地对其进行求解,但该方法计算过程复杂,求解速度慢,不适于在线应用.针对加热炉内的烟气成分CO2和H2O,以炉子生产时烟气和炉子内表面的温度为计算范围,通过对指数宽带模型求解结果的分析,将其在各谱带的参数回归成随温度或压力变化的函数表达式,简化了宽带模型中复杂参数的求解过程.在保证精度的前提下,提高了指数宽带模型的计算速度.     

AR(p)扰动下最小均方误差受控过程的联合监控

针对最小均方误差(Minimum Mean Square Error,MMSE)受控过程联合监控可控输入与过程输出这一问题,在任意阶自回归AR(p)平稳扰动模型下开发了一种通用的联合控制图,并将界内点排列非随机判异规则引入其中.同时,对AR(p)平稳扰动模型下生产过程的MMSE控制器和输入与输出的平均链长(Average Run Length,ARL)进行了推导.最后,通过仿真实验验证了该联合控制图的有效性.     

SchrOdinger方程的一个新差分格式

构造了一个解SchrOdinger方程的三层差分格式，截断误差为O（τ2＋h2），稳定性条件为η〈1/16-r2.     

多用户正交多级差分混沌键控通信系统

针对传统差分混沌键控(differential chaos shift keying, DCSK)采用多电平方式传输多进制信息导致误比特率(bit error rate, BER)高的缺点,提出一种多用户正交多级DCSK(multi-user orthogonal multi-level DCSK, MOM-DCSK)通信系统。该系统将传输的多进制信息映射为不同的传输系数,多个传输系数分别乘以对应的Walsh码后调制在信息承载信号上,并且通过不同的延时传输多用户信息。在加性高斯白噪声(additive white Gaussian noise, AWGN)信道和多径Rayleigh衰落信道中推导了系统的理论BER公式并进行了仿真分析。结果显示,该系统在传输多进制信息时拥有较好的误码性能,并且在多用户传输领域中有较好的实际应用价值。     

基于改进四元数阻尼误差模型的SINS初始对准算法

针对传统捷联惯导系统(strapdown inertial navigation system, SINS)四元数非线性误差模型存在坐标系不一致的问题, 对姿态误差模型和速度误差模型进行改进, 将误差矢量统一投影至计算导航坐标系下。此外, 引入全球定位系统阻尼信息, 在阻尼SINS解算基础上, 结合四元数无迹估计器提出了一种改进四元数阻尼误差模型对准算法, 可应用于系泊状态下的SINS初始对准。仿真和车载试验结果表明, 在不同的大失准角下, 该改进算法相比传统四元数阻尼误差模型对准算法和欧拉角阻尼误差模型对准算法, 具有更好的对准精度、收敛速度以及稳定性。     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

A Time‐Simultaneous Prediction Box for a Multivariate Time Series

A sample‐based method in Kolsrud (Journal of Forecasting 2007; 26 (3): 171–188) for the construction of a time‐simultaneous prediction band for a univariate time series is extended to produce a variable‐ and time‐simultaneous prediction box for a multivariate time series. A measure of distance based on the L_∞ ‐norm is applied to a learning sample of multivariate time trajectories, which can be mean‐ and/or variance‐nonstationary. Based on the ranking of distances to the centre of the sample, a subsample of the most central multivariate trajectories is selected. A prediction box is constructed by circumscribing the subsample with a hyperrectangle. The fraction of central trajectories selected into the subsample can be calibrated by bootstrap such that the expected coverage of the box equals a prescribed nominal level. The method is related to the concept of data depth, and thence modified to increase coverage. Applications to simulated and empirical data illustrate the method, which is also compared to several other methods in the literature adapted to the multivariate setting. Copyright © 2015 John Wiley & Sons, Ltd.     

基于△DOR信号的高精度VLBI技术

在嫦娥二号（CE-2）工程中,我国首次开展了X波段ADOR测量实验,获取了ADOR信号的VLBI时延数据,并用于精密定轨．本文给出了CE-2中ADOR信号的VLBI测量与数据处理方法,结合我国VLBI测量系统对时延数据进行了误差分析及精密定轨分析．结果表明：ADOR信号的VLBI时延精度优于0．5ns,比利用S波段信标的测量精度提高约一个数量级．本研究成果为后续的月球及深空探测高精度测定轨提供了重要的技术手段．     

Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections

This paper examines the forecast accuracy of an unrestricted vector autoregressive (VAR) model for GDP, relative to a comparable vector error correction model (VECM) that recognizes that the data are characterized by co‐integration. In addition, an alternative forecast method, intercept correction, is considered for further comparison. Recursive out‐of‐sample forecasts are generated for both models and forecast techniques. The generated forecasts for each model are objectively evaluated by a selection of evaluation measures and equal accuracy tests. The result shows that the VECM consistently outperforms the VAR models. Further, intercept correction enhances the forecast accuracy when applied to the VECM, whereas there is no such indication when applied to the VAR model. For certain forecast horizons there is a significant difference in forecast ability between the intercept corrected VECM compared to the VAR model. Copyright © 2015 John Wiley & Sons, Ltd.