Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

基于遗传算法的车辆ABS在线整定PID控制及仿真

分析了ABS(防抱制动系统)PID控制方法的原理。提出了基于遗传算法的在线ABS PID控制方法。为了使控制器具有更高的搜索效率以满足ABS的实时性要求,改进了遗传算法的遗传算子,使复制与交叉操作并列存在,使用具有选择性的交叉操作,并改变变异操作的随机性,使其成为受控的随机操作。使系统能根据车辆的运行条件实时整定PID控制参数。仿真结果表明,基于遗传算法的在线ABSPID控制方法能有效抑制超调,控制ABS跟踪路面条件变化。     

波浪演示器的研究与设计

介绍了作者研制的波浪演示器.该演示器应用数字技术模拟水质点的运动,能形象演示海洋XOZ剖面上波浪的形成与传播.文中还讨论了RISC技术和非程序存储式体系结构在设计中的应用.     

群速度和相速度的微机模拟

本文介绍了作者开发的群速度和相速度微机模拟软件的程序设计和实现．该软件做为演示实验已经取得了良好的效果．     

固体吸附制冷系统发生器温度场数值模拟

以内燃机排气－固体吸附制冷系统为背景，建立了固体吸附制冷系统发生器瞬态温度场数值计算模型，并讨论模型中涉及的部分物性参数。通过实验验证，该模型能较好地模拟发生器内瞬态温度场。     

复杂系统集成控制及其仿真研究

本文对于复杂系统提出一种集成控制策略,即解耦/模糊控制。并以机器人关节运动控制为例,进行仿真研究,仿真结果是令人满意的。全文包括五个部分:1.前言;2.复杂系统的解耦模型;3.复合规则库与模糊控制;4.仿真研究;5.结论。     

Decision Support Systems (DSS) development using a model of user inquiry types: Methodological proposals and a case study

A study of the DSS implementation area reveals an increased emphasis on methodologies for DSS development. As the DSS field matures, a larger number of methodological options are becoming available to the DSS developer. Existing methodologies have adopted various methods for performing the important task of DSS requirements analysis and specification. In envisaging a hierarchy of requirements analysis methods, a method for improved requirements analysis is proposed to remedy observed deficiencies within it. This method is based on a view of generic types of inquiries or solicitations made by the DSS user during decision-making. This formalism constitutes the basis of a proposed DSS development methodology that offers several benefits to DSS development. The intended benefits include a sharper and more focused requirements analysis to improve the DSS development process. This paper describes the model and methodology, alongside details of a real-world example of their use in developing a Marketing Decision Support System (MKDSS) for the support of marketing decision-making.     

非线性连续时间系统L1控制的非线性反馈

用集值分析方法研究了仿射非线性连续时间系统具λ-指数收敛率和ρ-性能的L1-控制问题.首先,引入连续时间系统的受控λ-收缩集概念,并建立了与其Euler逼近的离散系统的受控收缩集之间的关系.然后,结合此概念,得到了这个问题有静态连续非线性解的充分条件.这推广了在稳定性意义下文献中的结果.     

电离层薄层倾斜带来的电离层附加时延偏差分析

在考虑电离层薄层倾斜的基础上,数值模拟、分析了电离层倾斜带来的电离层附加时延相对不考虑电离层倾斜的偏差,从而说明了在电离层倾斜地区消除电离层倾斜的必要性     

“解方程器”软件包(EQNS-SOLVER)

作者提出了对于任意多项式方程组的一种带有普遍性的求解方法。多项式方程组可能没有解,或者有无穷多个解,或者有有限个解,解是实数也可以是复数。在有限个解的情况下,所创建的方法能够求出所有的解。作者完成了一个软料包,称为《解方程器》,曾在微型计算机上用FORTRAN语言完成计算过程。本文是《解方程器》软料包的说明,内容包括基本原理、方法、程序结构、应用举例以及使用的步骤。