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。     

Multi-Dimensional Piece-Wise Self-Affine Fractal Interpolation Model

Iterated function system (IFS) models have been used to represent discrete sequences where the attractor of the IFS is piece-wise self-affine in R 2 or R 3 (R is the set of real numbers). In this paper, the piece-wise self-affine IFS model is extended from R 3 to Rn (n is an integer greater than 3), which is called the multi-dimensional piece-wise self-affine fractal interpolation model. This model uses a "mapping partial derivative" , and a constrained inverse algorithm to identify the model parameters. The model values depend continuously on all the model parameters, and represent most data which are not multi-dimensional self-affine in Rn . Therefore, the result is very general. The class of functions obtained is much more diverse because their values depend continuously on all of the variables, with all the coefficients of the possible multi-dimensional affine maps determining the functions.     

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。     

基于趋势特征聚类的多元相似时间序列的提取

历史相似时间序列的提取在数据挖掘、工业故障检测以及故障根源分析等领域应用非常广泛。针对工业报警系统中异常根源分析方法存在的问题,提出了一种基于趋势特征聚类的多元相似时间序列的提取方法,可以有效地辅助现场工作人员分析关键变量发生异常变化的根源。首先对多元时间序列进行分段线性表示,获得变量的趋势特征信息;然后采用基于密度峰值聚类分析算法对获得的趋势特征在高维空间中聚类,从而实现历史数据的相似性提取;最后可根据关联变量的幅值变化量分析导致主变量发生异常变化的根源变量。数值仿真和实际工业数据案例验证了所提方法的有效性。     

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.