PVA纤维增强水泥基复合材料拉伸特性试验研究

初步配制了PVA纤维水泥基复合材料,对使用原材料的性能、投料顺序和搅拌工艺进行了详细的描述;测定了各个配比的坍落扩展度,揭示掺加纤维后流动性减小的原因是由于PVA纤维有亲水性,纤维表面吸附了大量的自由水分子;利用外夹式单轴直接拉伸试验得到了硬化的应力-应变全曲线,观察到多条裂缝的出现,极限拉应变达到0.7%,大约是混凝土的70倍;根据试验数据得出基体和纤维掺量对极限拉应变、峰值应力和断裂能都产生影响,最后对假硬化的应力-应变全曲线进行了分析.所得结论为高韧性、高耗能材料的配制提供了大量的试验和理论依据.     

基于结构层贡献率的沥青路面抗车辙措施

采用环道试验及德国汉堡车辙试验方法,研究在中面层使用改性沥青对路面结构和组合结构抗车辙性能的影响,包括对结构层贡献率和对沥青层剪切流动变形的影响;探讨在中面层添加纤维对路面结构抗车辙能力的影响.研究结果表明:中面层使用改性沥青,能提高路面结构的整体抗车辙性能;使剪切流动变形由95.2%下降至84.4%;中面层变形贡献率达到60%以上,应该重视提高中面层的抗车辙能力;对于中面层采用普通沥青的结构,在中面层添加纤维可明显减少整个结构车辙深度,但对于中面层已采用改性沥青的结构,添加纤维减少车辙的效果不明显.     

快速公交线路上交通瓶颈分析及其改善方案

为明确交通瓶颈对快速公交运行效率的影响并制定改善措施,以大连市快速公交1号线上的交通瓶颈为研究对象,分析各瓶颈处交通流量、通行速度和服务水平,以及各瓶颈对快速公交线路的影响.从设施建设和交通组织两方面制定改善措施,原则是尽可能利用交通管理方法在提高快速公交效率的同时,保持其他车辆服务的水平.交通流仿真表明,采取的措施可使快速公交运行速度达到25 km/h,其他车辆的运行速度达到40 km/h.     

沿岸回流区污染物对流扩散的数值模拟

为研究回流区污染物堆积的机理及规律,采用高阶三点紧致差分格式对涡量-流函数方程和污染物对流扩散方程进行高精度数值求解,得到了污染物堆积与回流区岸线角度、排放点位置之间的定量关系.该方法有效抑制了通常的数值方法中对流项差分离散造成数值不稳定的现象,且程序编制简洁,运行效率高。数值计算表明该法有效、可靠.研究结果对沿岸排污点布置、减少海域污染具有一定的现实指导意义,并具有重要的理论价值.     

锥阀稳态液动力及阀芯表面压力分布数值模拟

基于Fluent流场仿真软件,对锥阀外流和内流情况下阀芯所受稳态液动力及阀芯表面压力分布进行了数值模拟和分析。结果表明,稳态液动力随着阀口压差的增大而增加;当阀口压差大于2.5MPa时,阀芯表面出现负压,阀口处发生气蚀;当阀口开度为1mm时,稳态液动力最大;在其他条件相同的情况下,锥阀内流时的液动力小于锥阀外流时的液动力。     

介质流向对截止阀流场和流阻特性的影响

为探索介质流向对截止阀内部流场和流阻特性的影响,应用SOLIDWORKS软件建立截止阀的三维模型。使用Fluent软件中的有限元法和标准k-ε湍流模型,在不同开度的情况下,采用数值模拟分析的方法,研究不同介质流向下截止阀的流场和流阻特性,分析阀体内部的速度和压力分布规律。结果表明:在两种不同的流向下,阀门的流通能力相差较小;在小开度时,介质高进低出时能够减小阀门的压力损失,在流通高压介质的情况下,高进低出的流向能够极大的减小阀门的关闭力。流场的分析为截止阀的结构设计和优化提供参考。     

Forecasting the Daily Time‐Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

This intention of this paper is to empirically forecast the daily betas of a few European banks by means of four generalized autoregressive conditional heteroscedasticity (GARCH) models and the Kalman filter method during the pre‐global financial crisis period and the crisis period. The four GARCH models employed are BEKK GARCH, DCC GARCH, DCC‐MIDAS GARCH and Gaussian‐copula GARCH. The data consist of daily stock prices from 2001 to 2013 from two large banks each from Austria, Belgium, Greece, Holland, Ireland, Italy, Portugal and Spain. We apply the rolling forecasting method and the model confidence sets (MCS) to compare the daily forecasting ability of the five models during one month of the pre‐crisis (January 2007) and the crisis (January 2013) periods. Based on the MCS results, the BEKK proves the best model in the January 2007 period, and the Kalman filter overly outperforms the other models during the January 2013 period. Results have implications regarding the choice of model during different periods by practitioners and academics. Copyright © 2016 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.     

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.     

储热水箱分层特性的研究

储热水箱被广泛使用在太阳能集热系统以及家用电加热热水器中,是决定集热系统和热水器性能的关键因素之一,储热水箱分层效果的好坏决定了集热系统的效率及热水器的热水出水量.绘制了直接进口和三层孔板两种储热水箱结构图,通过设计试验系统,搭建储热水箱分层特性测试试验台,收集了两种结构水箱在相同的初始水温、不同流量时水箱各层温度随时间的变化数据并绘制成图.同时基于热力学定律,分析对比了相同进口结构、相同初始进出水温差取出效率随时间的变化.在初始温度50℃、流量为1.1和4.2 kg·min^-1的工况下,对比了不同结构的MIX数对储热水箱分层性能的影响.