信号的角度调制原理

角度调制是用调制信号去控制载波信号角度(频率或相位)变化的一种信号变换方式,可以分为频率调制(FM)和相位调制(PM)。信号经过角度调制后,频谱结构将发生变化。     

A decision rule to minimize daily capital charges in forecasting value‐at‐risk

Under the Basel II Accord, banks and other authorized deposit‐taking institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of value‐at‐risk (VaR) models to measure risk. Sometimes the risk estimates communicated using these models are too high, thereby leading to large capital requirements and high capital costs. At other times, the risk estimates are too low, leading to excessive violations, so that realized losses are above the estimated risk. In this paper we analyze the profit‐maximizing problem of an ADI subject to capital requirements under the Basel II Accord as ADIs have to choose an optimal VaR reporting strategy that minimizes daily capital charges. Accordingly, we suggest a dynamic communication and forecasting strategy that responds to violations in a discrete and instantaneous manner, while adapting more slowly in periods of no violations. We apply the proposed strategy to Standard & Poor's 500 Index and show there can be substantial savings in daily capital charges, while restricting the number of violations to within the Basel II penalty limits. Copyright © 2009 John Wiley & Sons, Ltd.     

一种适用于高阶QAM载波恢复的改进型稳定性算法

本文提出了一种结合频率相位载波恢复的数字QAM接收系统,将非零均值引入到Stop—and—Go控制器中,有效地解决了稳定状态的误差偏移较大的问题。仿真结果表明系统在15dB信噪比时,采用载波恢复电路只需7500个符号周期即可捕获达到6％符号率的频偏和30。的相偏,同时其稳态相位抖动亦显著减少到0．07。     

水肥高效利用灌排系统调控面临的问题研究

通过调查我国水肥利用的现状,指出我国农业水利中干旱缺水、非点源污染、水资源利用率低下和灌排系统不配套等问题,提出灌区水肥高效利用需深入研究的热点问题,对探讨水肥高效利用和灌排系统管理理论,指导我国灌排系统精量调控,以最少的水肥投入量获取最佳的灌区产量和经济及生态环境效益,具有重要意义.     

Testing Interval Forecasts: A GMM‐Based Approach

This paper proposes a new evaluation framework for interval forecasts. Our model‐free test can be used to evaluate interval forecasts and high‐density regions, potentially discontinuous and/or asymmetric. Using a simple J‐statistic, based on the moments defined by the orthonormal polynomials associated with the binomial distribution, this new approach presents many advantages. First, its implementation is extremely easy. Second, it allows for a separate test for unconditional coverage, independence and conditional coverage hypotheses. Third, Monte Carlo simulations show that for realistic sample sizes our GMM test has good small‐sample properties. These results are corroborated by an empirical application on SP500 and Nikkei stock market indexes. It confirms that using this GMM test leads to major consequences for the ex post evaluation of interval forecasts produced by linear versus nonlinear models. Copyright © 2011 John Wiley & Sons, Ltd.     

无溶剂微波辅助-液相微萃取测定土壤中的滴滴涕

建立了一种快速、有效、环境友好的样品前处理方法,即无溶剂微波辅助-液相微萃取技术,并结合高效液相色谱法对土壤中的滴滴涕残留进行了测定分析,同时对影响萃取效率的相关因素,如萃取溶剂的种类、微波辐射功率、萃取时间和pH等因素进行了优化。最终确定最佳优化条件为：萃取溶剂为正庚烷,微波辐射功率为120w,萃取时间为1rain,pH为5。在最优条件下,滴滴涕的检出限（S／N=3）为0．18μg／kg,定量限（S／N=10）为0．59μg／kg,实际土壤加标回收率87．34％～96．41％之间,相对标准偏差RSDs在5．75％～6．72％之间。理论分析和实验结果表明,该方法具有操作简便,节省溶剂,快速,高效,选择性好等特点。     

多基站协作通信系统的频偏补偿策略

在多基站协作通信系统中,为了获得空间分集或复用增益,协作基站同时同频向多个终端发送数据,而终端同时同频收到多个具有不同频偏的信号．基站或终端不能通过预补偿或后补偿方法独立解决多基站多用户频偏补偿问题．针对这一难题,本文提出基于最大可容忍剩余频偏的收发联合补偿策略．仿真结果表明：该策略虽然不能完全消除多基站多用户频偏,但可将其控制在可容忍范围内．     

海杂波频谱的多重分形特性分析

本文主要研究海杂波频谱的多重分形特性并分析其影响因素．首先介绍了将多重分形理论引入到海杂波频谱分析中的理论基础,然后,采用X波段与S波段相参雷达实测数据验证海杂波频谱的多重分形特性,并采用多重分形去趋势起伏分析（MF-DFA）法对海杂波频谱进行多重分形特性分析、分析结果表明海杂波频谱是一种受长程相关性和概率分布共同影响的多重分形序列,并且频域多重分形参数广义Hurst指数对海杂波单元与目标单元具有一定的区分能力．此外．通过分析广义Hurst指数的影响因素还发现FFT时所采用的时间序列长度对广义Hurst指数影响相对较大,而FFT点数对其影响相对较小．     

A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns

We propose a wavelet neural network (neuro‐wavelet) model for the short‐term forecast of stock returns from high‐frequency financial data. The proposed hybrid model combines the capability of wavelets and neural networks to capture non‐stationary nonlinear attributes embedded in financial time series. A comparison study was performed on the predictive power of two econometric models and four recurrent neural network topologies. Several statistical measures were applied to the predictions and standard errors to evaluate the performance of all models. A Jordan net that used as input the coefficients resulting from a non‐decimated wavelet‐based multi‐resolution decomposition of an exogenous signal showed a consistent superior forecasting performance. Reasonable forecasting accuracy for the one‐, three‐ and five step‐ahead horizons was achieved by the proposed model. The procedure used to build the neuro‐wavelet model is reusable and can be applied to any high‐frequency financial series to specify the model characteristics associated with that particular series. Copyright © 2013 John Wiley & Sons, Ltd.     

高速铁路路堤传递地基差异沉降特性及控制限值研究

为研究高速铁路地基差异沉降在路堤中的传递扩散特性,运用有限元方法,分析了路基在小变形条件下地基差异沉降与路基面不均匀变形的映射关系,并在得到土工离心模型试验校正的基础上,讨论了地基差异沉降模式、路堤高度等因素对路基面不均匀变形的影响规律.研究表明:地基差异沉降在路堤中的扩散程度随地基差异沉降渐变段长度与路堤高度比值的增大而减小,比值大于3~5以后,地基差异沉降与路基面不均匀变形具有良好的一致性;路基面不均匀变形与地基差异沉降呈正相关性,并随路堤高度、地基差异沉降渐变段长度的增加而减小;基于路基面不均匀变形限值提出了地基差异沉降控制标准,丰富了高速铁路路基沉降变形控制技术指标体系.