The three-fingered protein domain of the human genome

Extracellular domains of some cellular receptors expressed in the organisms at different levels of development belong to three-fingered protein (TFP) fold. The Homo sapiens genome encodes at least 45 genes containing from one to three TFP domains (TFPDs), namely diverse paralogues of the Ly6 gene, CD59 and the receptors of activins, bone morphogenetic proteins, Mullerian inhibiting substance and transforming growth factor-β. C4.4a and urokinase/plasminogen activatory receptor contain two and three TFPD repeats, respectively. These diverse proteins have a low overall sequence similarity with each other and their hydrophobicity levels vary to a considerable degree. It is suggested that sequence differentiation within the TFPD led to distinct groups of proteins whose attributes were optimized to fit both the physicochemical properties specific to their functional microenvironment and selective targeting of their highly diversified extracellular cofactors. Electronic supplementary material  The online version of this article (doi:) contains supplementary material, which is available to authorized users. Received 7 August 2008; accepted 29 August 2008     

斜拉桥索梁锚固结构疲劳试验模型设计优化

为了避免出现斜拉桥索梁锚固结构疲劳试验中辅助部分首先断裂的问题,在以往试验模型设计的基础上,考虑影响疲劳寿命的不同因素,建立了以模型的静力强度、位移、疲劳和断裂性能为模糊约束条件,以模型质量、疲劳和断裂寿命为多个目标的结构多目标优化设计模型.结合苏州南通长江公路大桥钢锚箱式索梁锚固结构足尺疲劳试验,验证了锚箱式索梁锚固结构设计的正确性,经过400万次加载而未破坏,且减少了模型用钢量.模型设计中提出的控制热点应力等措施切实可行.     

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.     

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.     

新光大桥的动力特性和地震行波效应研究

新光大桥位于广州新光快速路主干线,是世界上第一座三跨连续钢桁拱与钢筋混凝土V型刚构结合的钢-混凝土组合体系桥梁,主桥跨度为177 428 177 m,在目前同类型桥梁中,主桥长度位居世界第一.该桥结构新颖,造型独特.文章主要针对新光大桥的动力特性和地震行波效应进行了详细研究.在两水准、两阶段抗震设防思想下给出了主要控制构件在考虑行波效应情况下的内力,并与纵桥向地震一致激励作用下的内力进行了比较;同时给出了在不同剪切波速下,主拱顶截面的位移时程曲线.研究表明行波效应以及地面剪切波速度对大跨度连续刚架钢桁拱桥的地震响应有着较大的影响.     

荷载横向分布计算方法比较分析

荷载横向分布系数是桥梁设计计算的首要任务,关系到结构的安全性和可靠性.通过对一座标准T梁桥的荷载横向分布影响线进行计算,并与试验结果对比,分析了几种横向分布计算方法的区别与联系,总结了各方法的优缺点与适用性.     

装配式混凝土板桥桥面加固技术的试验研究

通过在装配式混凝土板板顶植筋并对桥面施加横向预应力,不但可以加强板与桥面铺装层的连接,而且还可以加强整体结构的横向整体性,增强结构对动载冲击、震动、磨耗抵抗能力.以寨河桥为工程实例,进行了植筋和预应力张拉前后10个工况的混凝土板挠度和应力的现场测试,结果表明,植筋等增加桥面预应力的措施确实能够预防桥面病害的发生,并能提高桥面的承载力,减小挠度,为相关工程提供了依据.     

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.