Sedimentation rates and provenance analysis in the Southwestern Okinawa Trough since the mid-Holocene

As a high-sedimentation rate depocenter along the path of the Kuroshio Current, the southwesternmost part of the Okinawa Trough is a key area to understand the Kuroshio history and sediments transpor-tation. A 34.17-m-long sediment core was obtained by the advanced piston corer of Marco Polo/IMAGES XII MARION DUFRESNE during the May 2005 from the Southern Okinawa Trough at site MD05-2908. The recovered sediments were analyzed by AMS ¹⁴C dating, coarse size fraction (>63 μm) extraction and moisture content determination in order to study its sedimentation flux and provenance. The depth-age relationship of core MD05-2908 was well constrained by 17 ¹⁴C dating points. The sediments span across the mid-Holocene (6.8 ka B.P.) and have remarkablely high sedimentation rates between 1.8 and 21.2 m ka^-1, which is well consistent with the modern observations from sediment traps. We identified five 70―200 a periods of abnormally rapid sedimentation events at 6790―6600 a B.P., 5690―5600 a B.P., 4820―4720 a B.P., 1090―880 a B.P., and 260―190 a B.P., during which the highest sedimentation rate is up to 21.2 m/ka. In general, the lithology of the sediments were dominated by silt and clay, associated with less than 5% coarse size fraction (>63 μm). As the most significant sediment source, the Lanyang River in northeastern Taiwan annually deliver about 10Mt materials to the coastal and offshore region of northeast Taiwan, a portion of which could be carried northward by currents toward the study area. Therefore, we concluded that the 5 abnormally rapid sedimentation events may be related to intensified rainfall in Taiwan and thus increased materials to our study area at that time. However, a few ex-treme-rapid sedimentation events cannot be explained by normal river runoff alone. The large earth-quakes or typhoons induced hyperpycnal discharge of fluvial sediment to the ocean may also act as a potential source supply to the Okinawa Trough.     

The information in the term structure: A non-parametric investigation

This paper proposes a non-linear term structure model that nests the discrete and continuous time models as special cases. I estimate the model non-parametrically using nearest-neighbours regression. In sample, the non-linear model matches the standard theories, but out of sample, it offers substantial improvement. Linear models fail to track future interest rates: a random walk dominates the forward rate as a predictor for 3-month Treasury bills. A non-linear forecast based on the spread is shown statistically to be the best forecast.     

A threshold model for the French franc/deutschmark exchange rate

The behaviour of the French franc/deutschmark exchange rate is examined in this paper. During the time period studied, these currencies were constrained to lie within prescribed bands relative to one another and the usual random walk explanation of the exchange rate may not be appropriate. The data are examined for evidence of non-linear structure and it is shown that a piecewise linear SETAR model provides a better explanation and superior forecasting performance than a random walk.     

Bicorrelations and cross‐bicorrelations as non‐linearity tests and tools for exchange rate forecasting

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross‐bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non‐linearity tests. The formulations are essentially modified autoregressive or vector autoregressive models respectively, which can be estimated using ordinary least squares. The techniques are applied to a set of high‐frequency exchange rate returns, and their out‐of‐sample forecasting performance is compared to that of other time series models. Copyright © 2001 John Wiley & Sons, Ltd.     

加权线性损失函数下Burr Type XII分布形状参数的经验Bayes检验

在加权线性损失函数下,讨论了Burr Type XII分布参数 的经验Bayes单侧检验问题,利用概率密度函数的核估计和经验分布函数构造了参数的经验Bayes单侧检验函数,并获得了它的渐近最优性,在适当的条件下证明了所提出的经验Bayes检验函数的收敛速度可任意接近 .     

Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set

This paper addresses the issue of forecasting term structure. We provide a unified state‐space modeling framework that encompasses different existing discrete‐time yield curve models. Within such a framework we analyze the impact of two modeling choices, namely the imposition of no‐arbitrage restrictions and the size of the information set used to extract factors, on forecasting performance. Using US yield curve data, we find that both no‐arbitrage and large information sets help in forecasting but no model uniformly dominates the other. No‐arbitrage models are more useful at shorter horizons for shorter maturities. Large information sets are more useful at longer horizons and longer maturities. We also find evidence for a significant feedback from yield curve models to macroeconomic variables that could be exploited for macroeconomic forecasting. Copyright © 2010 John Wiley & Sons, Ltd.     

引入动量项的正交小波变换盲均衡算法

针对常数模算法(CMA)收敛速度慢的缺点,推导了均衡器的正交小波表示式及正交变换矩阵的表示式,在分析正交小波变换常数模盲均衡算法(WTCMA)的基础上,将动量算法引入WTCMA中,得到了一种引入动量项的正交小波变换常数模盲均衡新算法(MWTCMA).该算法将基于小波变换的常数模盲均衡算法和动量项相结合,通过归一化的正交小波变换和引入动量项来提高收敛速度.同时给出了算法的收敛条件,并对算法计算量进行了分析.水声信道仿真结果表明:与基于正交小波变换的常数模盲均衡算法(WTCMA)及常规常数模算法(CMA)相比,新算法具有更快的收敛速度,从而能更有效地实现信号与噪声的分离以及信号的实时恢复.     

基于随机利率的煤炭资源采矿权估价双因素模型

煤炭资源采矿权具有和股票看涨期权一样的期权特性,本质上是一种按年度执行的多期看涨期权。利率变动将直接影响煤炭资源采矿权价值,实证研究表明Vasicek利率模型能较好地拟合我国无风险利率变动过程。建立了基于Vasicek随机利率的煤炭资源采矿权估价双因素模型,通过一实例对该模型进行了运用,结果表明该模型较现金流量法更能反映资源所有者的权益,并且随着均值回复系数的增大,运用该模型得出的采矿权价值将变小。     

松毛虫中壳聚糖(CDG)的安全性实验研究

为评价从松毛中制备的壳聚糖 (ChitosanpreparedfromDendrolimusGermar,CDG)的安全性 ,进行了长期毒性试验、小鼠嗜多染红细胞微核试验、Ames试验和小鼠精子畸变试验 ,结果没有发现任何毒性反应 ,表明从松毛虫中制备的壳聚糖是安全的。     

固定化漆酶催化去除水中2,4-二氯苯酚

采用壳聚糖固定化漆酶催化去除水中的2,4－二氯苯酚,探讨了影响反应的不同因素,并与自由漆酶催化反应的条件进行了对比。结果表明,固定酶催化降解反应的最佳pH值在5.5左右,相对于自由漆酶,其最适pH 值向酸性偏移;降解反应的最适温度范围在30～45 ℃之间,较自由漆酶的反应温度范围增大;载体壳聚糖的吸附作用对降解反应和氯酚的去除率影响不大,氯酚的去除主要是漆酶催化氧化反应的结果;连续重复使用固定化漆酶去除模拟废水中的2,4-DCP,在重复操作6次之后,其降解效率仍能保持60%以上。