体育馆屋盖的风洞试验研究和数值计算

对一系列不同倾角的体育馆悬挑屋盖进行了风洞试验;模型比例为1:50,在屋盖上下表面安装128对测压管,在同步测压的基础上,我们获得每个测点的风压时程,通过对试验数据的处理,分析平均风压和脉动风压的产生机理.试验表面明,风压分布是受屋盖表面的气流流动分离所影响的.同时,对这种形式屋盖进行计算分析.     

机器学习模型在地下水埋深模拟中的适应性分析

基于京津冀气象、社会资料及地下水埋深数据,构建支持向量机(SVM)、循环神经网络(RNN)和长短期记忆神经网络(LSTM)模型对京津冀地区13个城市地下水埋深进行了模拟,并以确定系数、均方根误差、平均绝对百分比误差、纳什系数对3个模型的适应性进行了评价。结果表明：LSTM模型模拟效果最好,其次是RNN,SVM最差;不同城市基于LSTM模型进行地下水埋深模拟时参数调整最少,适应性最好,SVM模型参数调整最多。将3个模型应用于随机选择的6个测站进行验证,在华北地区浅层地下水埋深模拟方面,LSTM模型模拟精度和可信度最好,适应性最强,是该地区地下水埋深模拟的首选机器学习模型。     

Do Long‐Run Theory Restrictions Help in Forecasting?

Do long‐run equilibrium relations suggested by economic theory help to improve the forecasting performance of a cointegrated vector error correction model (VECM)? In this paper we try to answer this question in the context of a two‐country model developed for the Canadian and US economies. We compare the forecasting performance of the exactly identified cointegrated VECMs to the performance of the over‐identified VECMs with the long‐run theory restrictions imposed. We allow for model uncertainty and conduct this comparison for every possible combination of the cointegration ranks of the Canadian and US models. We show that the over‐identified structural cointegrated models generally outperform the exactly identified models in forecasting Canadian macroeconomic variables. We also show that the pooled forecasts generated from the over‐identified models beat most of the individual exactly identified and over‐identified models as well as the VARs in levels and in differences. Copyright © 2011 John Wiley & Sons, Ltd.     

Price–Dividend Ratios and Stock Price Predictability

A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–dividend (PD) ratios. The current research focuses on the significance of the time‐varying mean and nonlinear dynamics of PD ratios in the empirical analysis. Empirical results support the proposed nonlinear model of the PD ratio and the stationarity of the trend‐adjusted PD ratio. Furthermore, this paper rejects the non‐predictability hypothesis of stock prices statistically based on in‐ and out‐of‐sample tests and economically based on the criteria of expected real return per unit of risk. Copyright © 2011 John Wiley & Sons, Ltd.     

Exploring Survey‐Based Inflation Forecasts

This paper first shows that survey‐based expectations (SBE) outperform standard time series models in US quarterly inflation out‐of‐sample prediction and that the term structure of survey‐based inflation forecasts has predictive power over the path of future inflation changes. It then proposes some empirical explanations for the forecasting success of survey‐based inflation expectations. We show that SBE pool a large amount of heterogeneous information on inflation expectations and react more flexibly and accurately to macro conditions both contemporaneously and dynamically. We illustrate the flexibility of SBE forecasts in the context of the 2008 financial crisis. Copyright © 2011 John Wiley & Sons, Ltd.     

Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time‐varying behavior have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two‐state Gaussian hidden Markov model with time‐varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time‐varying behavior of the parameters also leads to improved one‐step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations. Copyright © 2016 John Wiley & Sons, Ltd.     

运用反馈信息卡片进行挺身式跳远技术教学的研究

鉴于田径教学中普遍采用的常规技术教学方法存在着对反馈信息运用不够的缺陷,笔者在挺身式跳远技术教学中运用反馈信息卡片进行了实验研究.研究结果表明,运用反馈信息卡片进行教学有利于发挥教师在教学中的主导性和学生的主体性;有利于促进教学过程中反馈信息的流动、交换和储存;有利于促进学生对运动技术的掌握,提高运动技能,激发学习兴趣,提高教学效果.     

一维线性Vlasov-Poisson方程组的衰减估计

研究了一类带异种电荷无碰撞的等离子体运动模型(Vlasov-Poisson方程组),在一维情况下得到了线性Vlasov-Poisson方程组的一个重要不等式,同时利用此不等式研究其解的长时间行为,并给出了相应的衰减估计.     

COREX用煤成焦的高温性能研究

通过观察COREX块煤在成焦过程中所形成的不同煤焦的微观结构及形貌，分析了COREX所用两种煤成焦结构及性能的特点.借鉴高炉焦炭反应性及反应后强度的定义，提出以MCRI和MCSR来表示煤焦的反应性及反应后强度，并给出其物理意义.MCRI与MCSR主要是由煤焦显微结构的组成决定的.针对COREX所用的两种煤，对1100℃下不同成焦时间的煤焦反应性及反应后强度与微观结构进行多元线性回归，建立了预测COREX用煤成焦时煤焦热态性能的公式.由此推算了两种煤在600，800及1000℃条件下不同成焦时间的煤焦反应性及反应后强度，与实测值比较吻合.     

选煤厂块煤入仓新工艺研究

通过分析目前国内选煤厂块煤定点入仓工艺中存在的主要问题,提出了全方位给煤的块煤入仓新工艺,并论述了块煤入仓新工艺的优点和发展前景。