Estimation in Random Coefficient Autoregressive Models

Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions.     

Consistent estimation of the memory parameter for nonlinear time series

Abstract. For linear processes, semiparametric estimation of the memory parameter, based on the log‐periodogram and local Whittle estimators, has been exhaustively examined and their properties well established. However, except for some specific cases, little is known about the estimation of the memory parameter for nonlinear processes. The purpose of this paper is to provide the general conditions under which the local Whittle estimator of the memory parameter of a stationary process is consistent and to examine its rate of convergence. We show that these conditions are satisfied for linear processes and a wide class of nonlinear models, among others, signal plus noise processes, nonlinear transforms of a Gaussian process ξ_t and exponential generalized autoregressive, conditionally heteroscedastic (EGARCH) models. Special cases where the estimator satisfies the central limit theorem are discussed. The finite‐sample performance of the estimator is investigated in a small Monte Carlo study.     

干旱指数在四川省的适用性分析

干旱灾害频发严重制约着四川省的农业发展,为合理分析四川省干旱情况,干旱指数的选择尤为重要。本文基于四川省39个气象站点1960年-2013年的气象资料,分别计算1961年、1994年、2006年和2009年-2010年各站点相对湿润指数M、气象干旱综合指数CI、标准化降水指数SPI和标准化降水蒸散指数SPEI,利用Arcgis反距离插值法进行空间插值,并与中国气象灾害大典记录的四川省典型年干旱情况进行对比分析,进而评价四种干旱指数在四川省的适用性。结果表明:对于1961年夏旱,M指数和CI指数均表现出无旱或轻旱,SPI指数结果较实际情况偏小,SPEI指数监测出了干旱的重灾区,效果在四个干旱指标中最好;1994年夏伏旱,M指数监测结果偏小;CI指数出现了空报,对川东地区和川西高原的监测结果偏小,SPEI指数在达县、巴中一带结果偏小,而SPI指数在成都、绵阳一带的结果偏小。2006年伏旱,M指数监测结果偏小;CI指数比M指数效果稍好,但结果仍然偏小;SPI指数和SPEI指数监测出的干旱特征与实际一致;2009年-2010年的冬春连旱,SPEI指数效果最好,M指数次之,SPI指数效果最差。SPEI指数最能反映四川省典型干旱年干旱的空间分布特征。     

Characterization of microporous-mesoporous MCM-41 silicates prepared in the presence of octyltrimethylammonium bromide

MCM-41 silicates prepared in the presence of octyltrimethylammonium bromide either by a conventional method or by post-synthesis hydrothermal treatment were characterized by nitrogen adsorption in a wide range of relative pressure from 10^-6 to 1. Hydrothermally restructured samples were found to have lower BET surface areas, lower external surface areas and thicker silica walls than the non-treated sample. More importantly, in addition to their characteristic mesopores (ca. 3 nm), they were shown to have considerable amounts of micropores. The relative amount of micropores and mesopores was shown to be dependent on the treatment conditions. Thus, it is demonstrated that the postsynthesis hydrothermal restructuring is a convenient synthesis route to MCM-41 silicates with bimodal pore size distribution involving controllable amounts of microporosity. This revised version was published online in July 2006 with corrections to the Cover Date.     

羊布鲁菌O链M抗原提纯及其单克隆抗体的研制

目的研制羊布鲁菌O链M纯化抗原及其单克隆抗体。方法采用冷酚法提纯羊布鲁菌16M的O链抗原,并经琼脂糖凝胶免疫扩散和SDS-PAGE鉴定,用灭活的该抗原免疫BALB/c小鼠,制备单克隆抗体,并进行鉴定。结果建立3株分泌单克隆抗体的细胞株2D10、3C6和1E10,ELISA效价分别为1.380、1.109和1.048,与大肠杆菌0:157、小肠结肠炎耶尔森菌0:9、鼠伤寒沙门菌和猪胸膜肺炎放线杆菌均无交叉反应。3C6和1E10与牛布鲁菌544A发生交叉反应,2D10的亲和常数达5.30×10~7M~(-1)。结论已制备出纯化的羊布鲁菌O链M抗原及其单抗。     

基于XC2287M的工程机械ECU设计

ECU是工程机械电控系统的核心部件,目前国内中高端ECU市场基本被国外厂商所垄断。设计了一款基于XC2287M微控制器的工程机械智能ECU,采用CODESYS软PLC作为编程平台,支持IEC 61131-3定义的5种标准PLC语言进行编程。所设计的ECU拥有丰富的I/O资源和完善的安全保护机制,能够广泛应用于各种工程机械控制系统,打破国外厂商对ECU市场的垄断。     

Parameter Estimation for Periodically Stationary Time Series

Abstract. The innovations algorithm can be used to obtain parameter estimates for periodically stationary time series models. In this paper, we compute the asymptotic distribution for these estimates in the case, where the innovations have a finite fourth moment. These asymptotic results are useful to determine which model parameters are significant. In the process, we also develop asymptotics for the Yule–Walker estimates.     

分布式智能背负核辐射巡测系统的设计

针对传统的核辐射检测装置难以应对越来越严重的核恐怖袭击的威胁,设计了一套智能背负式核辐射巡测系统。提出了系统总体架构的设计方法,主要采用基于CAN总线的分布式独立处理架构,动态集成了核辐射仪、投影眼镜和无线指挥系统等工作单元,具有即插即用、低故障率的优点。详细说明了投影眼镜的视频、音频解码电路,M2M平台的无线组网技术以及电源管理系统的设计。经实验表明,该系统能够有效地工作在人员密度大、结构组成复杂的大型公共场合,具有良好的运用前景。     

基于两次丢包策略的主动队列管理算法研究

针对网络拥塞现象,基于两次丢包方法建立了一种新的主动队列管理算法TDPQW。该算法利用M/G/1排队模型推导了实际队列长度和等待时间的数学表达式,以此提出在队列头部和队中随机位置进行丢包的策略。同时,通过仿真实验对比分析了该算法与RED、DROP-TAIL算法的性能,结果表明TDPQW具有较好的适应性。     

RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Outliers in time series seriously affect conventional parameter estimates. In this paper a robust recursive estimation procedure for the parameters of auto-regressve moving-average models with additive outliers is proposed. Using 'cleaned' residuals from an initial robust fit of an autoregression of high order as input, bounded influence regression is applied recursively. The proposal follows certain ideas of Hannan and Rissanen, who suggested a three-stage procedure for order and parameter estimation in a conventional setting.
A Monte Carlo study is performed to investigate the robustness properties of the proposed class of estimates and to compare them with various other suggestions, including least squares, M estimates, residual autocovariance and truncated residual autocovariance estimates. The results show that the recursive generalized M estimates compare favourably with them. Finally, possible modifications to master even vigourous situations are suggested.