Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

The new structure of fibre glass reinforced plastics bolt

The develop actuality and direction of FRP (fibre glass reinforced plastics) bolt in the world are analyzed. The new type structure of FRP bolt was designed. Trial data indicate that, all kinds of capability target of this FRP bolt all achieve and exceed the country stand-ard, substitute present metal bolt, wood bolt and bamboo bolt and other side bolt, it can gain magnitude technology and economy benefit. FRP bolt mechanization product line produce ef-ficiency is high, its throughput a day are 750 base, this can meet demand of hit-small mining company.     

Simultaneous Spectrophotometric Determination of Three Components Including Deoxyschizandrin by Partial Least Squares Regression

1IntroductionWuweizi is a traditional Chinese herb,usually usedto cure cough,asthma,neurasthenic,hepatitisetc.Theactive ingredients in wuweizi are5%-22%lignan,themain components of which include deoxyschizandrin,schizandrin andγ-Schizandrin.Forthe purpos…     

大孔径石蜡加氢精制催化剂的制备

采用氨吸附-程序升温脱附(NH3-TPD)、低温N2吸附(BET)、压汞法以及加氢精制活性评价等技术,探索SiO2-Al2O3载体在制备过程中孔结构和表面性质的变化。实验结果表明,采用特殊扩孔剂制备载体,当焙烧温度为700℃时,平均孔径可达到17.3nm,其中孔径大于20nm的孔占总孔体积的13.2%;同时载体表面上的中、强酸中心也全部丧失,均为弱酸中心。采用该载体制备的MoNiP/SiO2-Al2O3石蜡加氢精制催化剂,在MoO3用量减少了约1/4的情况下,比目前工业上使用的催化剂具有更高的脱金属能力和加氢精制活性。     

均匀设计法分析制备过程对钴钼硫化物催化剂机械强度的影响

建立了CoMoP/Al2O3加氢精制催化剂机械强度及其可靠性在制备过程中的数学模型,采用均匀设计考察了浸渍、干燥、煅烧、硫化4个制备过程中,浸渍时间、干燥温度、干燥时间、煅烧温度、煅烧时间、硫化温度和硫化升温速率7个实验因子对催化剂强度均值、Weibull模量的影响,同时考察了这些因素对颗粒密度的影响。方差分析表明所有模型都是充足的。实验结果表明,硫化过程是影响催化剂强度均值的主要过程。在实验范围内提高硫化温度、降低硫化时的升温速率有利于提高催化剂的强度。影响催化剂Weibull模量的因素主要为各个制备过程的交互效应。要提高催化剂强度的可靠性就必须全面考虑催化剂制备的各个过程,特别是各个制备过程的交互效应。     

松软厚煤层轻放工作面切眼锚杆支护实践

针对朱仙庄矿 84 15工作面切眼特殊的地质条件 ,介绍了高强锚杆 (索 )支护技术成功应用于特厚极软煤层的经验 ,并对巷道支护成本进行了分析     

A new stereological principle for test lines in three-dimensional space

A new principle is presented to generate isotropic uniform random (IUR) test lines hitting a geometric structure in three-dimensional space (3D). The principle therefore concerns the estimation of surface area, volume, membrane thickness, etc., of arbitrary structures with piecewise smooth boundary. The principle states that a point-sampled test line on an isotropic plane through a fixed point in 3D is effectively an invariant test line in 3D. Particular attention is devoted to the stereology of particles, where an alternative to the surfactor method is obtained to estimate surface area. An interesting case arises when the particle is convex. The methods are illustrated with synthetic examples.     

Logistic Regression Analysis of Customer Satisfaction Data

Variation exists in all processes. Significant work has been done to identify and remove sources of variation in manufacturing processes resulting in large returns for companies. However, business process optimization is an area that has a large potential return for a company. Business processes can be difficult to optimize due to the nature of the output variables associated with them. Business processes tend to have output variables that are binary, nominal or ordinal. Examples of these types of output include whether a particular event occurred, a customer's color preference for a new product and survey questions that assess the extent of the survey respondent's agreement with a particular statement. Output variables that are binary, nominal or ordinal cannot be modeled using ordinary least‐squares regression. Logistic regression is a method used to model data where the output is binary, nominal or ordinal. This article provides a review of logistic regression and demonstrates its use in modeling data from a business process involving customer feedback. Copyright © 2006 John Wiley & Sons, Ltd.     

强磁防蜡器工艺改进措施

针对影响强磁防蜡器两个性能指标的关键要素进行分析，设计并制造了专用的模具和采用水浸式焊接新工艺，提高了产品性能，产品质量的稳定性有了可靠的保证，同时加工成本也有较大幅度的下降。     

锚索锚杆联合支护在破碎顶板中的应用

结合工程工作面概况，就锚索和锚杆补强加固支护参数的选择进行了介绍，并指出锚索、锚杆的联合支护，保证了顶板的完整性，有效地控制了巷道的变形。