PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.     

Time‐simultaneous prediction band for a time series

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods. Copyright © 2007 John Wiley & Sons, Ltd.     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

因子分析法在评价各省市优劣势方面的应用

以全国31个省、直辖市、自治区为研究对象,用因子分析法分析了各省市的优劣势,并给出了一些地区增强自主创新能力的建议。     

数学期望模型应用实例

混合样本检验法是预防医学中常用的方法，通过建立数学期望模型，可以在定量分析中减少检测次数，达到减少工作量，提高工作效率的目的。     

建筑物变形观测的过程控制与安全措施

分析了引起建筑物变形的原因及建筑物变形的类型，介绍了建筑物变形观测的实施过程及具体方案，并根据观测结果提出了确保施工与建筑物使用的安全措施。     

圆形隧洞周边位移和地层压力预报的简便公式

应用本文所提出的公式可计算地层的初始应力和由开挖引起的洞周位移。预报公式所需要的计算数据是一组相邻测点之间的量测位移,这可通过隧洞的施工监控量测而得到。在推导这些预报公式时,著者先应用一系列的有限元和无限元等数值计算方法来模拟洞室的开挖,从而得到大量的“观测数据”。然后综合应用自动回归和解析方法,建立了实用的计算公式。这些公式使用简便且具有良好的精度。     

纤维的形变和断裂——Ⅰ.拉伸角蛋白纤维形变和断裂的动态研究

作者在扫描电子显微镜样品室中拉伸角蛋白纤维,观察纤维形变和断裂的过程并摄取其照片。采用低加速电压观察和适当的样品准备技术,避免了纤维在拉伸过程中出现荷电现象。该现象是非导电材料作动态观察的主要困难。从所观察到的纤维形变和断裂形态和高聚物断裂理论讨论了角蛋白纤维的形变和断裂机理。结论如下:角蛋白纤维伸长和断裂过程中出现银纹样形态,但其断裂为脆性方式;该类纤维的拉伸断裂起始于角质细胞的内、外角质层;角质与角质和角质与皮质细胞间的物质是角蛋白纤维的力学薄弱区。     

西昌人工与自动酸雨观测记录差异规律研究

利用西昌国家基本气象站2021年人工和自动的酸雨观测数据,对TCYII 1型酸雨自动观测系统和人工系统的降水采样偏差及完整性、测量数据的准确性和一致性、设备硬件及软件通讯的故障率进行了对比分析。结果表明：正常情况下,2套系统数据的完整性、准确性、一致性较好。酸雨自动观测系统在采样方式及样品保存方面具备一定优势,能够保证观测数据更接近于自然雨水的数值,更贴近真实情况。自动观测系统面临单轨运行,它的手动操作设置、部分配件需厂家优化改进。上级主管部门对自动系统测量阈值的设定、采样中出现的漏采、空采、多采等特殊情况,仍需进一步明确处理办法。     

FMS故障诊断专家系统的研究与开发

为保证柔性制造系统的可靠运行,对其发生的故障进行快速诊断,研究开发ＦＭＳ故障诊断专家系统。方法根据ＦＭＳ故障的特点综合运用模糊数学、专家系统、神经网络、数据库和机器学习等理论,解决专家系统中许多关键技术,