瑞利-泰勒不稳定性的实验研究及数值模拟

通过翻转试验对瑞利-泰勒不稳定性（Rayleigh-Taylor Instabilities）引致的湍流混合过程进行实验研究,提出以染料浓度测定法结合数字图像处理技术测量确定混合物前锋的扩散位置和系数,以拉格郎日块体法（LBM）的数值格式和改进的Smagorinsky理论模式对实验过程进行了大涡模拟数值计算,修正了Voropayev用目测法测量的系数,数值模拟的结果与实验测量结果符合较好.     

A Double‐threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out‐of‐sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series. Copyright © 2000 John Wiley & Sons, Ltd.     

When are Direct Multi‐step and Iterative Forecasts Identical?

Although both direct multi‐step‐ahead forecasting and iterated one‐step‐ahead forecasting are two popular methods for predicting future values of a time series, it is not clear that the direct method is superior in practice, even though from a theoretical perspective it has lower mean squared error (MSE). A given model can be fitted according to either a multi‐step or a one‐step forecast error criterion, and we show here that discrepancies in performance between direct and iterative forecasting arise chiefly from the method of fitting, and is dictated by the nuances of the model's misspecification. We derive new formulas for quantifying iterative forecast MSE, and present a new approach for assessing asymptotic forecast MSE. Finally, the direct and iterative methods are compared on a retail series, which illustrates the strengths and weaknesses of each approach. Copyright © 2015 John Wiley & Sons, Ltd.     

Efficient Multistep Forecast Procedures for Multivariate Time Series

Upon the evidence that infinite‐order vector autoregression setting is more realistic in time series models, we propose new model selection procedures for producing efficient multistep forecasts. They consist of order selection criteria involving the sample analog of the asymptotic approximation of the h‐step‐ahead forecast mean squared error matrix, where h is the forecast horizon. These criteria are minimized over a truncation order n_T under the assumption that an infinite‐order vector autoregression can be approximated, under suitable conditions, with a sequence of truncated models, where n_T is increasing with sample size. Using finite‐order vector autoregressive models with various persistent levels and realistic sample sizes, Monte Carlo simulations show that, overall, our criteria outperform conventional competitors. Specifically, they tend to yield better small‐sample distribution of the lag‐order estimates around the true value, while estimating it with relatively satisfactory probabilities. They also produce more efficient multistep (and even stepwise) forecasts since they yield the lowest h‐step‐ahead forecast mean squared errors for the individual components of the holding pseudo‐data to forecast. Thus estimating the actual autoregressive order as well as the best forecasting model can be achieved with the same selection procedure. Such results stand in sharp contrast to the belief that parsimony is a virtue in itself, and state that the relative accuracy of strongly consistent criteria such as the Schwarz information criterion, as claimed in the literature, is overstated. Our criteria are new tools extending those previously existing in the literature and hence can suitably be used for various practical situations when necessary. Copyright © 2015 John Wiley & Sons, Ltd.     

Does Disagreement Amongst Forecasters Have Predictive Value?

In the present study we examine the predictive power of disagreement amongst forecasters. In our empirical work, we find that in some situations this variable can signal upcoming structural and temporal changes in an economic process and in the predictive power of the survey forecasts. We examine a variety of macroeconomic variables, and we use different measurements for the degree of disagreement, together with measures for location of the survey data and autoregressive components. Forecasts from simple linear models and forecasts from Markov regime‐switching models with constant and with time‐varying transition probabilities are constructed in real time and compared on forecast accuracy. Copyright © 2015 John Wiley & Sons, Ltd.     

湖北省粮食单产遥感估算方法——以中稻为例

本文提出了适用于湖北省运行化农作物单产估算的遥感估产模型,进行农作物单产预测。首先进行单产区划,从而选择代表性的模拟县,通过作物产量数据的历史趋势分析得到波动产量;然后把波动产量与遥感因子进行相关分析;再提取相关性最大的遥感因子作为敏感因子,建立一元线性回归方程,估算作物的产量;最后把模型计算结果与实际统计结果进行比较分析。计算结果与统计数据对比,误差范围为-14．38％至11．31％,决定系数R^2达到0．872,相关性显著。该方法从县级行政单元估算的单产结果,基本能够满足省级系统单产估算的精度要求,可以为政府和企业提供决策支持信息。     

高压共轨喷油器内非稳态流动数值模拟

针对高压共轨喷油器内部非稳态流动现象,建立起瞬态流动的物理-数学模型,采用模块化分析方法进行了瞬态数值模拟．通过与试验结果的比较,验证了数值计算模型的准确性．在此基础上通过变参数数值模拟,分析了电磁阀通电时间、共轨压力、控制室进出口节流孔孔径及针阀弹簧预紧力对喷油过程的影响．结果表明：高压共轨喷油器不同结构参数对其动态特性、喷油率及循环喷油量等性能指标有很大的影响．其中,控制室进出口节流孔孔径的合理匹配和组合对获得良好的喷油特性尤为关键;燃油喷射系统要实现预喷,电磁铁的响应速度必须非常快．     

小浪底河段浑水流动的三维数值模拟

基于湍流随机理论,针对黄河中游小浪底工程建成前的河段水沙流动特点,建立了河流的三维水沙流数学模型。在此模型中,采用各向异性湍流的Reynolds应力数值格式和自由面位置的Poisson方程,并将精细壁函数应用于边壁处理。建立了床面附近含沙量表达式,将传统的床沙级配控制方程推广到三维模型。在贴体坐标系下,用此数学模型计算了此河段的含沙量和流速沿河宽和垂线分布,计算结果与原型实测成果基本吻合,从而证明了此模型的可行性,以及计算方法和程序的可靠性。     

强朗缪尔湍动与太阳质子电子事件

在空间探测中,太阳质子事件都伴生非相对论性电子,却常有观测到电子流而无质子成分的纯电子事件.纯电子事件中,电子流量比通常电子事件低一个量级左右.荷电粒子会因为与强朗缪尔湍动的相互作用而得到加速,经过理论推导发现电子和质子能否得到加速与朗缪尔湍动强度有关.代入日冕活动区物理量的典型值,计算发现正是由于质子和电子的加速条件对朗缪尔湍动强度的要求不同而产生了上述现象.     

格斗中武器系统的最优机动策略研究

根据已有的武器系统在机动情况下的生存概率模型,分别研究了固定射击间隔和随机射击间隔两种情况下的武器系统在格斗中最优机动策略,并通过定义各策略的排序关系,求出了3种情况下武器系统的最佳机动时刻,以此作为该系统在格斗中的最优机动策略,可明显提高武器系统的生存率和交换率。