(Ba,Pb)TiO_3系高温PTC半导体材料研究

本文研究了含铅高温PTC半导体陶瓷材料的性能和工艺特点。采用快速烧结法获得了性能优良的(Ba,Pb)TiO_3系半导体材料。     

CaO—SiO2—Na2O三元渣系的挥发率

采用失重法对ＣａＯ－ＳｉＯ２－Ｎａ２Ｏ三元渣系在不同温度下的挥发率进行了测量。结果表明，在烧结温度下，低熔点渣的挥发率呈三段式变化，而高熔点渣无此特性；当修正碱度Ｒ′＞１、成分固定时，只有在温度超过其流动温度时才能显著提高挥发率；温度一定时，挥发率随着碱度Ｒ及Ｎａ２ＣＯ３含量的增加而提高；当Ｒ′＜１时，温度、碱度、Ｎａ２ＣＯ３含量对挥发率的影响都不大。     

基于小波的汇率波动序列长记忆性研究

提出了基于小波方差的时间序列长记忆性分析方法，用该方法对汇率波动序列进行了分析，得到了长记忆参数的精确值。引入了关联尺度函数，对各汇率波动序列长记忆效应的大小程度进行了验证。结果表明各汇率波动序列存在长记忆效应，并且长记忆参数d值越大，汇率波动序列所受历史信息的影响就越强。     

航空橡胶密封材料试验用金属浴试验箱的研制

本文设计了一种金属浴试验箱,该试验箱主要用于测试胶/漆材料在设定温度环境下的耐油试验。采用加热棒进行加热,可实现装置在50~220℃的自动控温。设计了四个尺寸为Φ80×260 mm的测试腔,温度波动度不超过0.2℃·min-1,温度均匀性不超过2℃。该金属浴试验箱波动度小,加热均匀,非常适用于橡胶密封材料的高温耐油试验。     

Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model

On the basis of the market microstructure theory, a continuous time microstructure model is proposed for describing the dynamics of financial markets with stochastic volatility property. From the microstructure model, one may obtain the estimates of two state variables, which represent the market excess demand and liquidity respectively but cannot be directly observed. Based on the indirectly obtained excess demand information instead of the prediction of price, a simple asset dynamic allocation approach is investigated. The local linearization method, nonlinear Kalman filter and maximum likelihood method-based estimation approach for the microstructure model proposed is presented. Case studies on the financial markets modelling and the estimated model-based asset dynamic allocation control for the JPY/USD (Japanese Yen/US Dollar) exchange rate and Japan TOPIX (Tokyo stock Price IndeX) show a satisfactory modelling precision and dynamic allocation performance.     

Application of headspace analysis to the study of aroma compounds-lipids interactions

Taking into account interactions between aroma compounds and food components is necessary to better manage the flavoring of food products. These interactions occur at a molecular level and reflect changes, at a macroscopic level, in thermodynamic equilibria, such as solubility or volatility. The rate of transfer of an aroma compound from the liquid to the vapor phase can be affected as well. The behavior of aroma compounds in water and lipid solutions was studied in two complementary ways, a thermodynamic and a kinetic approach (head-space analysis). The transfer rate of volatiles at the liquid-water interface does not only depend on the hydrophobicity of the aroma compounds. Vapor-liquid partition and activity coefficients show the presence of solute-solvent interactions. The Gibbs free energy values indicate their physicochemical nature.     

基于通用分布的风电功率出力动态场景生成方法

随着大规模风电接入电网,风电功率的不确定性使得电力系统的运行与调度面临着新的挑战。针对风电功率的不确定性,本文提出了基于通用分布的风电功率动态场景生成方法,将风电的不准确性转化为确定性模型。本文首先利用通用分布良好的拟合特性去近似表征风电功率的实际分布,然后对风电的波动性进行建模,通过逆变换抽样的方法生成大量既符合风电的随机性又符合波动性的场景。为了验证所提方法的有效性,本文从场景生成的速度和精确程度方面进行了比较。以实际风电数据为基础的仿真算例验证了所提的基于通用分布的风电功率出力动态场景生成方法的可行性。     

环境空气中挥发性有机污染物特征研究

研究环境空气中挥发性有机污染物特征,为城市环境治理提供科学数据依据。以某省为研究对象,使用恒流采样方式采集该省4个季节的空气样本。通过硅烷化苏玛罐—大气浓缩仪—气相色谱—质谱法的方法对采集到的空气样本进行挥发性有机污染物的检测分析。分析结果表明,该省环境空气中常规挥发性有机污染物污染因子主要为PM2.5、PM10和SO2等,且该省冬季和秋季常规挥发性有机污染物污染因子浓度均超过国家规定数值,冬季空气有机物污染较为严重;该省环境空气中挥发性有机污染物单体污染物有36种,包括烷烃、烯烃、炔烃、芳香烃和卤代烃,其中烷烃、烯烃、炔烃和芳香烃为该省环境空气内的主要有机污染物;5种挥发性有机污染物受环境温度、湿度和风速影响较大,且其主要成分浓度分布具备季节性特征。     

Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models

In this paper we obtain a closed form expression for the convergence rate of the Gibbs sampler applied to the unobserved states of a first-order autoregression plus noise model. The rate is expressed in terms of the parameters of the model, which are regarded as fixed. For the case where the unconditional mean of the states is a parameter of interest we provide evidence that a 'centred' parameterization of a state space model is preferable for the performance of the Gibbs sampler. These two results provide guidance when the Gaussianity or linearity of the state space form is lost. We illustrate this by examining the performance of a Markov chain Monte Carlo sampler for the stochastic volatility model.     

波动率服从马尔可夫链的期权定价

对服从马尔可夫链的波动率进行分析，通过二叉树方法计算美式期权的价值，避免复杂的随机波动率模型，改进了常数波动率的结果，获得与真实结果比较接近的数值解。