The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises

The paper investigates the determinants of the US dollar/euro within the framework of the asset pricing theory of exchange rate determination, which posits that current exchange rate fluctuations are determined by the entire path of current and future revisions in expectations about fundamentals. In this perspective, we innovate by conditioning on Fama–French and Carhart risk factors, which directly measures changing market expectations about the economic outlook, on new financial condition indexes and macroeconomic variables. The macro‐finance augmented econometric model has a remarkable in‐sample and out‐of‐sample predictive ability, largely outperforming a standard autoregressive specification. We also document a stable relationship between the US dollar/euro Carhart momentum conditional correlation (CCW) and the euro area business cycle. CCW signals a progressive weakening in economic conditions since June 2014, consistent with the scattered recovery from the sovereign debt crisis and the new Greek solvency crisis exploded in late spring/early summer 2015. Copyright © 2016 John Wiley & Sons, Ltd.     

二次母线接有谐波源时谐波电流危害预测估算的分析

具有谐波源的变电所母线,谐波电流的危害程度.可用文中(1).(8).(9)式和表2简捷地进行分析、判断谐波的谐振次数、母线电压畸变率和谐波电流允许值,借以说明谐波电流危害。并用该三式对谐波调研资料进行了分析与对比计算,结果完全符合实际情况,故三式具有普遍意义和应用价值。     

火电厂机组最优组合的一种实用算法

本文在文[1] 、[2] 的基础上,根据等微增率准则,对不考虑启动耗量的火电厂机组投入、切除的经济性问题进行了研究。通过引入切换微增率,切换负荷的概念,提出了一种确定火电厂经济运行最优机组组合的实用算法。根据计算结果,调度人员可以了解在什么负荷范围内应选用哪种机组组合方式才是经济的。     

一种适用于建筑灾难救援系统的目标跟踪方法

在目标跟踪研究中,大量的实验证明粒子滤波算法对于运动轨迹变化复杂的运动目标跟踪效果不理想.基于变率粒子滤波算法(VRPF),以大型建筑灾难救援系统为研究背景,应用无线传感器网络技术,提出了一种自适应变率粒子滤波算法(AVRPF).该算法通过比较某时刻粒子值与测量值的关系自适应地调节采样周期,以提高对复杂运动目标的跟踪精度,尤其当运动轨迹出现大幅度变化时.仿真实验证明了该算法的有效性和实用性.     

氧化石墨烯/微胶囊混凝土抗硫酸盐侵蚀性能研究

为解决西北地区输变电工程对于混凝土材料耐久性和导电性的特殊需求,以硅酸钠和膨润土作为囊芯、乙基纤维素作为囊壁,物理法合成微胶囊。外掺氧化后石墨烯充当导电介质,制备混凝土复合材料标准试件。随后对试样进行硫酸盐浸泡和干湿循环试验,分析了硫酸盐侵蚀后混凝土的表观特征、质量损失率和力学性能。结果表明:微胶囊的加入显著提高了抗硫酸盐性和自愈性,含有乙基纤维素包封的胶囊混凝土表现出良好的抗硫酸盐性和自愈性。     

从高等植物中水提β－淀粉酶的研究

用含有还原剂的水提取麦芽、小麦、大豆等多种植物原料中的β－淀粉酶，探讨原料组织状态及水提温度、时间、水及还原剂用量等因素对β－淀粉酶提取率的影响。     

聚羧酸系高效减水剂聚合反应动力学及其减水性能

采用分子设计原理,用甲氧基聚乙二醇丙烯酸酯(MPEGAA)、丙烯酸(AA)和马来酸酐(MAD)制备聚羧酸系高效混凝土减水剂,考察了单体总浓度、引发剂浓度、反应温度等因素对高效减水剂聚合反应速率的影响,建立了聚合反应动力学关系式,即r∝cI0.590 3c0M.808 9e-5 465/T。通过测定水泥净浆流动度,考察了高效混凝土减水剂的减水性能,确定了较理想的合成工艺条件,即单体物质的量比n(MPEGAA)∶n(AA)∶n(MAD)=1∶1.50∶0.36,引发剂占单体总质量的2.5%,反应温度为60℃,反应时间为6h。     

低渗透油田提捞采油合理提捞周期的确定

根据低渗透油田提捞采油生产特点,考虑油层存在启动压力梯度和提捞井均压裂投产的实际,分提捞井注水收效和不收效两种情况,推导出了提捞井产量计算理论公式,能够计算提捞井目前和未来的提捞产量,克服了经验公式需要试井资料且不能预测未来提捞产量的缺陷。通过大庆朝阳沟油田提捞试验区实例验证,给出的理论公式计算误差在5%以内,能够满足工程计算的需要。在此基础上,结合经济评价,给出了提捞采油合理提捞周期的确定方法,计算了不同油价下的合理提捞周期,为油田经济有效开发提供了依据。     

钒渣钙化焙烧的影响因素及焙烧氧化动力学

采用钙化焙烧方式处理转炉钒渣以提高钒的浸出率,考察了焙烧参数(渣样粒度,升温速率,焙烧保温温度及保温时间,配钙量)对钒浸出率的影响,根据钒渣氧化的TG-DSC曲线对钒渣氧化变温动力学进行了分析.结果表明:降低升温速率可提高钒氧化率,保温温度高于600℃时钒浸出率迅速增加.在钒渣粒径48~75μm,外配钙m(CaO)/m(V2O5)为042,升温速率2℃·min-1,保温温度850℃,保温时间150min的条件下,钒浸出率达9331%.钒尖晶石氧化过程受三级化学反应控制,升温速率为5和10℃·min-1的表观活化能分别为26765,25603kJ·mol-1.     

The base-scale entropy analysis of short-term heart rate variability signal

The complexity of heart rate variability (HRV) signal can reflect physiological functions and healthy status of heart system. Detecting complexity of the short-term HRV signal has an important practical meaning. We introduce the base-scale entropy method to analyze the complexity of time series. The advantages of our method are its simplicity, extremely fast calculation for very short data and anti-noise characteristic. For the well-known chaotic dynamical system- logistic map, it is shown that our complexity behaves similarly to Lyapunov exponents, and is especially effective in the presence of random Gaussian noise. This paper addresses the use of base-scale entropy method to 3 low-dimensional nonlinear deterministic systems. At last, we apply this idea to short-term HRV signal, and the result shows the method could robustly identify patterns generated from healthy and pathologic states, as well as aging. The base-scale entropy can provide convenience in practically applications.