Randomized unit root processes for modelling and forecasting financial time series: Theory and applications

This paper considers the problems of statistically analysing the levels of financial time series rather than their differences, which are often equivalent to returns and which are traditionally analysed in econometric modelling. This focus on differences is a consequence of the inherent nonstationarity of the levels, and hence analysing the latter requires introducing an alternative framework for modelling nonstationary behaviour. We do this by considering randomized unit root processes, arguing that these can have a natural interpretation in the financial context. The paper thus develops methods for testing for randomized unit roots and for modelling such processes. It then applies these techniques to various financial time series, so as to ascertain their potential usefulness, particularly for forecasting.     

16位单片机在机场驱鸟器系统中的应用

针对某机场原有驱鸟器系统驱鸟声音单调的现状,采用嵌入式技术和数字语音技术,以16位单片机为内核,设计机场驱鸟器系统升级改造方案,并研发了具有软件升级功能的驱鸟器芯片,完成了跑道南北两侧24组驱鸟器的升级改造.系统可以提供9种具有明显驱鸟效果的声音和多种驱鸟声音组合,经现场测试表明,驱鸟效果明显.     

基于注意力机制的GRU神经网络安全态势预测方法

传统的网络安全态势预测方法依赖于历史态势值的准确性,并且各种网络安全因素之间存在相关性和重要程度差异性。针对以上问题,提出一种基于注意力机制的循环门控单元(recurrent gate unit, GRU)编码预测方法,该方法利用GRU神经网络挖掘网络安全态势数据之间的时间相关性;引入注意力机制计算安全指标的分配权重并将其编码为网络安全态势值;利用改进的粒子群优化(particle swarm optimization, PSO)算法进行超参数寻优,以加速GRU神经网络的训练。仿真分析表明,所提方法具有更快的收敛速度和较低的复杂度,并且在不同的预测时长下具有较小的均方误差和平均绝对误差。     

TD-SCDMA网络测试仪中SCCP协议解码及上层PDU获取方案

以TD-SCDMA网络测试仪的信令分析功能作为研究背景,介绍了,3G协议栈中信令连接控制协议的基本概念、功能以及消息结构,并且在此基础上探讨了信令连接控制部分（SCCP）协议的解码以及针对实际数据的组装 方法,目的是对网络测试仪中SCCP模块的软件实现提出解决方案。该协议位于协议栈的传输层,其分析思路和 方法对研究传输层的其他协议具有指导和推广意义。     

The research of controller area network on hybrid electrical vehicle

It is of increasing importance to design and implement vehicle networks for transferring information between electrical control units on Hybrid Electrical Vehicle （HEV）. This paper presents a scheme of using Controller Area Network （CAN） technology to realize communication and datasharing between the electrical units on the HEV. The principle and communication protocol of Electrical Control Units （ECU） CAN node are introduced. By considering different sensitivity of the devices to the latency of data transportation, a new design procedure is proposed for the purpose of simplifying network codes and wiring harness, reducing assembly space and weight, improving assembly efficiency, and enhancing fault-diagnose in auto networks.     

水力发电机组承重机架垂直弹性变形量的监测

水力发电机组承重机架垂直弹性变形测试仪(HDAI)的研制在于对水力发电机组承重机架的动态变形和使用情况进行监测、评价和诊断.结合水力发电机组的特征,HDAI采取了上位机和下位机相结合的结构形式,实现了变时基、变频率、多种采集方式、多通道、多种滤波等方式,可以应用在不同类型的机组和工况.同时给出了测试仪在大峡电站现场的实际应用情况和结果.这一测试过程和方法不仅可以进行机组承重机架静态弹性变形的测试,也可以进行动态监测.     

Making the abstract concrete: The role of norms and values in experimental modeling

Experimental modeling is the construction of theoretical models hand in hand with experimental activity. As explained in Section 1, experimental modeling starts with claims about phenomena that use abstract concepts, concepts whose conditions of realization are not yet specified; and it ends with a concrete model of the phenomenon, a model that can be tested against data. This paper argues that this process from abstract concepts to concrete models involves judgments of relevance, which are irreducibly normative. In Section 2, we show, on the basis of several case studies, how these judgments contribute to the determination of the conditions of realization of the abstract concepts and, at the same time, of the quantities that characterize the phenomenon under study. Then, in Section 3, we compare this view on modeling with other approaches that also have acknowledged the role of relevance judgments in science. To conclude, in Section 4, we discuss the possibility of a plurality of relevance judgments and introduce a distinction between locally and generally relevant factors.     

多射击模式多目标类型下防御效率分析

在军事对抗中,将作战双方抽象为防御方(红方)和进攻方(蓝方),研究红方的射击战斗问题.本文讨论蓝方目标无差别和目标多类型两种情况下的射击战斗,解决以下三个问题:一是在射击-射击策略下,基于给定的射弹和目标数,给出了红方获得最大防御效率(defense effectiveness,DE)时射弹的分配方法;二是在射击-观察-射击策略下,考虑射击次数和齐射弹数等因素,给出了红方多次射击的DE迭代递推生成方法;三是给出了影响DE两个重要基础因素(射弹需求量和射击次数)的通用计算方法.通过仿真分析对本文给出的方法验证,保证了方法的可行性.     

两个三状态部件组成的可修系统的可靠性分析

用马尔可夫更新过程理论和再生点技术, 讨论两个三状态部件组成的热贮备系统, 建立半马尔可夫核的线性方程组, 得到了系统首次故障前的平均时间和稳态可用度.     

具有两种不同服务的负顾客M/G/1排队系统

考虑单服务台提供两种不同服务的负顾客M/G/1排队模型,每个正顾客接受第一种服务后以概率θ(0≤θ≤1)进行第二种服务,或者以概率1-θ离开系统,第二种服务完成后也离开系统.服务规则是先到先服务(FCFS).在正顾客接受两种服务的过程中均可能有负顾客到达,负顾客不接受服务,只起抵消正顾客的作用,抵消正在接受服务的顾客(RCH).通过补充变量法和状态转移方程求得了系统稳态队长的概率母函数.