The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

绝压传感器温漂补偿及性能仿真

分析了扩散硅绝对压力传感器的静态特性,提出了线性校正和零点校正方案,并利用Matlab软件对其性能进行了仿真,结果表明:解决了该类绝对压力传感器温漂的补偿问题,用廉价的压力敏感元件实现了对真空压力分辨到1Pa的测量.     

调频线性度对线性调频信号性能影响分析

针对去调频和脉冲压缩两种不同的处理方式,深入研究了线性调频信号调频线性度对信号性能的影响,得到LFM信号带宽越大,误差频率越低,对线性度要求越高的结论,且在相同边带抑制的条件下,去调频处理比脉冲压缩处理对LFM信号线性度的要求大约提高了一倍。仿真结果验证了理论分析的正确性。     

含多重临界位势的渐近线性椭圆方程的正解

在新Sobolev-Hardy空间中讨论含多重临界位势的渐近线性椭圆方程正解的存在性.该方程的非线性项是渐近线性的,不满足Ambrosetti-Rabinowitz条件.文中运用没有Palais-Smale条件的山路引理证明了在较弱的条件下,方程至少存在一个正解.     

采用NaI(Tl)晶针阵列的小型单管γ相机的性能研究

通过实验对采用NaI(Tl)晶针阵列的小型单管γ相机的性能进行了研究,得到的实验结果是:(1)能量响应:对Am-241(59.5 keV)的γ射线能量分辨率为19%;(2)位置线性:绝对非线性1 mm,微分非线性0.67 mm;(3)空间分辨率:半高宽为2.2 mm.得出的结论是:(1)采用NaI(Tl)晶针阵列的小型单管γ相机的压缩效应较小;(2)由于晶针单元限制了光子的分布,所以采用NaI(Tl)晶针阵列的小型单管γ相机的空间分辨率基本上由晶针的尺寸大小决定;(3)与平板式NaI(Tl)晶体小型单管γ相机相比,采用NaI(Tl)晶针阵列的小型单管γ相机的能量响应、位置响应和空间分辨率等性能都有一个较大的提高.     

超混沌五阶自治电路的设计及实验结果

设计了一个五阶自治的超混沌电路。该电路虽然只含有一个负阻、一个分段线性项,电路结构简单,却可以产生具有三个正性Ｌｙａｐｕｎｏｖ指数的混沌信号。将该电路用于保密通讯中,可提高密文的抗破译强度。     

Numerical Experiments and Structural Transformation of NonLinear Evolution in Illposed Systems

Numerical experiments on nonlinear equations of the 1st and 3rdorder derivatives have been carried out through structural analyses in the phase space according to the numerical instability of illposed systems, with changes of initial values and parameters, etc.. The results show that the quantitative instability in an illposed system may reveal reversed transformation in system evolution by structural representation, and confirm A·Dauglas’ theorem that “a nonlinear equation does not satisfy the existence of the initial value in a linear wellposed system”.     

求解DVD在线租赁的有效方法

本文运用线性规划、MATLAB软件和运筹学等相关数学知识,构造了一个DVD在线租赁合理的数学模型.模型用最优化分配的原则把DVD在线租赁问题简单化,在实际应用中具有重要的经济意义.     

A Method on Non-Linear Correction of Broadband LFMCW Signal Utilizing Its Relative Sweep Non-Linear Error

1. INTaODUCTIONLinear frequency modulation continuous wave (LFMCW) radar with broadband has a high range Precisinlland high resollltion because of its large time bandwidth product and has no blind range at the'sarne take.LFMCW radax has more extensive applications in many fields such as microwave ranging, crashworthy car, andmissile's terminal guidance because broadband LFMCW devices are being miniaturized and integrated with therapid developmellt of microwave and millimeter wave ill…     

大跨度拱桥的非线性与稳定分析

考虑施工过程中结构体系不断变化、荷载逐步增加以及拱桥结构大位移等因素,建立了大跨度拱桥结构的非线性稳定计算模型,编制了相应的程序。文中对某拱桥施工全过程的稳定性和几何非线性模拟计算,得出了各个施工阶段稳定安全和非线性影响系数;计算结果为该大桥设计和施工提供了理论依据。