疏松砂岩油藏大孔道定性识别新方法研究

疏松砂岩油藏在长期注水开发过程中,往往伴随着大孔道的出现,这严重影响了油藏水驱开发效果,制约了采出程度的进一步提高,因此,大孔道识别及有效封堵成为该类油藏急需解决的关键问题.通过研究分析,确定了影响大孔道从形成到发展的7种主要静态因素,以及标志大孔道形成的6种主要动态因素.将层次分析法及灰色关联法相结合,分别计算静态及动态因素的权重,建立了全新的大孔道定性识别模型.示踪剂监测结果验证了该方法的实用性和有效性.     

Constructing and evaluating core inflation measures from component‐level inflation data

This paper undertakes a comprehensive examination of 10 measures of core inflation and evaluates which measure produces the best forecast of headline inflation out‐of‐sample. We use the Personal Consumption Expenditure Price Index as our measure of inflation. We use two sets of components (17 and 50) of the Personal Consumption Expenditure Price Index to construct these core inflation measures and evaluate these measures at the three time horizons (6, 12 and 24 months) most relevant for monetary policy decisions. The best measure of core inflation for both sets of components and over all time horizons uses weights based on the first principal component of the disaggregated (component‐level) prices. Interestingly, the results vary by the number of components used; when more components are used the weights based on the persistence of each component is statistically equivalent to the weights generated by the first principal component. However, those forecasts using the persistence of 50 components are statistically worse than those generated using the first principal component of 17 components. The statistical superiority of the principal component method is due to the fact that it extracts (in the first principal component) the common source of variation in the component level prices that accurately describes trend inflation over the next 6–24 months.     

基于改进灰狼算法优化SVR的航天侦察装备效能评估

定量评估航天侦察装备效能是武器装备体系建设的重要环节之一, 对装备发展和作战应用具有重要的现实意义。针对评估样本数据少、效能在多指标因素影响下变化规律非线性等条件下的效能评估问题, 提出一种基于改进灰狼(improved grey wolf optimizer, IGWO)算法优化的支持向量回归机(support vector regression, SVR)评估方法(IGWO-SVR)。引入反向学习策略及余弦非线性收敛因子改进灰狼优化算法收敛性能及全局寻优能力, 并将其应用于基于支持SVR效能评估参数的优化。基于航天侦察装备特点, 构建评估指标体系及航天侦察装备效能评估模型。最后, 通过对一定作战想定背景下航天侦察装备效能进行仿真评估, 验证了所提方法的合理性及优化模型的有效性。     

Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

基于ESI和InCites的学科发展预测研究--以中国地质大学为例

基于汤姆路透公司的ESI和InCites数据库，分析了中国地质大学各学科的特征，探讨了高被引论文、热门论文、顶尖论文与学科发展的关系，并预测后续最有可能入围ESI世界前1％的学科。     

面向MIS的预测支持系统的研究

通过对预测支持系统研究现状的分析,讨论了预测支持系统如何更好的适用于MIS,为其提供预测支持.并提出了更加适应MIS当今和未来发展的预测支持系统构建模式.     

基于GM（1，1）模型的某高校招生人数预测

分析了近年来我国高校招生人数的变化趋势，并利用GM（1，1）模型对某高校2008年的招生人数进行了预测．从而为高校招生人数决策提供了依据。     

应用灰色统计进行纺织产品的抉择

本文利用灰色系统理论处理问题的特点,以一纺织厂对三种产品优化抉择为例,提出了用灰色统计综合评判的方法进行产品块择,取得了较满意的效果,为纺织产品的生产抉择提供了一个新的科学方法。     

神经网络在可靠性分析中的应用

应用人工神经网络对舰炮发生故障的发射炮弹数进行了预测。借助前馈神经网络对非线性函数的逼近能力，对发生故障的发射炮弹数进行了单步预测，并与使用灰色数列预测的结果进行了对比，验证了人工神经网络进行可靠性预测的可行性。     

Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.