广义范数残差判据

本文讨论了利用正交变换方法的最小二乘递推算法,提出了广义范数残差的概念,建立了相应的广义范数残差判据,用来离线或在线评价参数和模型结构估计的可靠程度。仿真结果证实了这种判据在解决系统辨识问题时的可行性。     

Forecasting economic time series that require a power transformation: Case of state tax receipts

In this study, time series analysis is applied to the problem of forecasting state income tax receipts. The data series is of special interest since it exhibits a strong trend with a high multiplicative seasonal component. An appropriate model is identified by simultaneous estimation of the parameters of the power transformation and the ARMA model using the Schwarz (1978) Bayesian information criterion. The forecasting performance of the time series model obtained from this procedure is compared with alternative time series and regression models. The study illustrates how an information criterion can be employed for identifying time series models that require a power transformation, as exemplified by state tax receipts. It also establishes time series analysis as a viable technique for forecasting state tax receipts.     

Reducing uncertainty in short-term projections: Linkage of monthly and quarterly models

This paper shows how monthly data and forecasts can be used in a systematic way to improve the predictive accuracy of a quarterly macroeconometric model. The problem is formulated as a model pooling procedure (equivalent to non-recursive Kalman filtering) where a baseline quarterly model forecast is modified through ‘add-factors’ or ‘constant adjustments’. The procedure ‘automatically’ constructs these adjustments in a covariance-minimizing fashion to reflect the revised expectation of the quarterly model's forecast errors, conditional on the monthly information set. Results obtained using Federal Reserve Board models indicate the potential for significant reduction in forecast error variance through application of these procedures.     

动态市场经济行为模型及其分歧、浑沌现象之分析

根据市场经济的行为特点,结合考虑人的心理因素等影响,提出了一种新的市场动态行为模型,并讨论了它的几种扩展形式,随后对其解的稳定性做了分析。通过仿真实验,发现此系统中存在着非线性动态系统所特有的分歧、浑沌现象。     

铝液中非金属夹杂物动态测定原理的数学模型

铅液中非金属夹杂物检测，尤其是夹杂的快速检测是国内外净化技术领域急待解 决的重大课题．在Ｊ．Ｐ．Ｈｅｒｚｉｇ等人的研究基础上，提出了在深过滤机制下检 测体系的真空压力和铝液非金属夹杂物浓度与时间的数学关系式．在恒流量条件下． 该式提供了过滤机制的理论判据．可直接用于动态测定原理和过滤机制的研究．有助 于确定一种铝液净化程度的评估方法；具有理论和实际意义．     

汽车燃料经济性的实用预测方法

提出了一种用于汽车设计与改进设计中汽车燃料经济性的实用预测方法．该方法不需要知道发动机负荷特性试验数据，只要已知几个特征参数，如发动机最低比油耗，发动机标定功率和转速．     

Experimental earth tidal models in considering nearly diurnal free wobble of the Earth''''s liquid core

Based on the 28 series of the high precision and high minute sampling tidal gravity observations at 20 stations in Global Geodynamics Project (GGP) network, the resonant parameters of the Earth's nearly diurnal free wobble (including the eigenperiods, resonant strengths and quality factots) are precisely determined. The discrepancy of the eigenperiod between observed and theoretical values is studied, the important conclusion that the real dynamic ellipticity of the liquid core is about 5% larger than the one under the static equilibrium assumption is approved by using our gravity technique. The experimental Earth's tidal gravity models with considering the nearly diurnal free wobble of the Earth's liquid core are constructed in this study. The numerical results show that the difference among three experimental models is less than 0.1%, and the largest discrepancy compared to those widely used nowdays given by Dehant (1999) and Mathews (2001) is only about 0.4%. It can provide with the most recent real     

开关网络中开关过程的指数衰减型电源模型及其仿真

开关网络分析的主要困难在于电路的非线性和电路拓扑结构的周期性变化。基于实际开关换相期间，开关两端电压和流过的电流的连续性要求，本文提出采用指数衰减型电源模型来等效开关的导通和断开过程。利用这种模型，可以将开关网络变换为非开关网络，从而利用结点方程，对电路进行时域分析，避免了不连续初始值的求解。实例表明，这种模型具有电路结构简单、计算精度高、编程容易、仿真时间短等优点，适用于开关网络的建模仿真。     

脉冲响应函数的识别方法

利用伪随机二进制数即M序列作为系统的输入，用离散相关分析理论，推证并提出一种适用于计算机对非参数模型──脉冲响应函数的离线识别方法。     

方差分量模型中回归系数估计的可容许性(Ⅱ)

本文考虑方差分量模型Y～N(X β,σ_1~?V_1 σ_2~2V_2)中β的函数g(β)的估计在一般估计类D_1中且在平方损失下的可容许性问题.给出了当X=In时β的估计AY为D_1可容许的充分条件.以及可估函数Sβ的估计AY为D_1可容许的充分条件.同时给出了可估函效Sβ的非齐次线性估计AY a为D_1可容许的充要条件及充分条件.本文还讨论了在矩阵损失下方差分量模型中回归系数估计的可容许性,并得到了估计量为可容许估计的充分条件.