Periodic autoregressive conditional duration

We propose an autoregressive conditional duration (ACD) model with periodic time-varying parameters and multiplicative error form. We name this model periodic autoregressive conditional duration (PACD). First, we study the stability properties and the moment structures of it. Second, we estimate the model parameters, using (profile and two-stage) Gamma quasi-maximum likelihood estimates (QMLEs), the asymptotic properties of which are examined under general regularity conditions. Our estimation method encompasses the exponential QMLE, as a particular case. The proposed methodology is illustrated with simulated data and two empirical applications on forecasting Bitcoin trading volume and realized volatility. We found that the PACD produces better in-sample and out-of-sample forecasts than the standard ACD.     

基于临界Galton -Watson过程的随机游动的大偏差

针对一族独立同分布的随机变量{X_k}的和S_{Z<sup>^</sup>n}=^Z_<sup>n_k=1X_k(Z_n为临界Galton-Watson过程的第n代个体数),利用随机游动和概率论的知识研究了R_n:=S_{Z<sup>^</sup>n}/Z_n的渐近性质以及在{Z_n>0}条件下的S_{Z<sup>^</sup>n}的大偏差.研究结果表明, R_n的规范偏差概率有非退化的极限,并且其大偏差规范化后收敛到正常数.     

随机环境中具有迁移的两性分枝过程的极限性质

在独立同分布的随机环境下,给出随机环境中具有迁移的两性分枝过程[Z_n,n≥0],并且迁移人口数与当前人口数有关。本文引入每个配对单元的条件均值增长率,讨论增长率的性质,得到该过程条件均值的上下界,研究了过程由此上下界规范化过程的极限性质。     

IFC架构及模型构成分析

针对IFC（建设和设备管理行业工业基础类）标准表达建筑信息模型（BIM）的复杂性问题,分析了IFC标准体系构成的主要思想和BIM模型表达过程的核心环节。在研究IFC标准体系的基础上,梳理了各层之间的资源组织情况。利用一个矩形梁实例,从建筑实体对象、材料属性、关系组织和几何表达等方面,对IFC标准表达BIM模型的过程进行了深入分析,通过分析得到了IFC标准描述建筑信息模型的4个关键要素。     

Expression of Genes Controlling Unsaturated Fatty Acids Biosynthesis and Oil Deposition in Developing Seeds of Sacha Inchi (Plukenetia volubilis L.)

Sacha inchi (Plukenetia volubilis L., Euphorbiaceae) seed oil is rich in α-linolenic acid, a kind of n-3 fatty acids with many health benefits. To discover the mechanism underlying α-linolenic acid accumulation in sacha inchi seeds, preliminary research on sacha inchi seed development was carried out from one week after fertilization until maturity, focusing on phenology, oil content, and lipid profiles. The results suggested that the development of sacha inchi seeds from pollination to mature seed could be divided into three periods. In addition, investigations on the effect of temperature on sacha inchi seeds showed that total oil content decreased in the cool season, while unsaturated fatty acid and linolenic acid concentrations increased. In parallel, expression profiles of 17 unsaturated fatty acid related genes were characterized during seed development and the relationships between gene expression and lipid/unsaturated fatty acid accumulation were discussed.     

Expression Profiling of Exosomal miRNAs Derived from Human Esophageal Cancer Cells by Solexa High-Throughput Sequencing

Cellular genetic materials, such as microRNAs (miRNAs), mRNAs and proteins, are packaged inside exosomes, small membrane vesicles of endocytic origin that are released into the extracellular environment. These cellular genetic materials can be delivered into recipient cells, where they exert their respective biological effects. However, the miRNA profiles and biological functions of exosomes secreted by cancer cells remain unknown. The present study explored the miRNA expression profile and distribution characteristics of exosomes derived from human esophageal cancer cells through Solexa high-throughput sequencing. Results showed that 56,421 (2.94%) unique sequences in cells and 7727 (0.63%) in exosomes matched known miRNAs. A total of 342 and 48 known miRNAs were identified in cells and exosomes, respectively. Moreover, 64 and 32 novel miRNAs were predicted in cells and exosomes, respectively. Significant differences in miRNA expression profiles were found between human esophageal cancer cells and exosomes. These findings provided new insights into the characteristics of miRNAs in exosomes derived from human esophageal cancer cells and the specific roles of miRNAs in intercellular communication mediated by exosomes in esophageal cancer.     

Identification of a Plastid-Localized Bifunctional Nerolidol/Linalool Synthase in Relation to Linalool Biosynthesis in Young Grape Berries

Monoterpenoids are a diverse class of natural products and contribute to the important varietal aroma of certain Vitis vinifera grape cultivars. Among the typical monoterpenoids, linalool exists in almost all grape varieties. A gene coding for a nerolidol/linalool (NES/LINS) synthase was evaluated in the role of linalool biosynthesis in grape berries. Enzyme activity assay of this recombinant protein revealed that it could convert geranyl diphosphate and farnesyl diphosphate into linalool and nerolidol in vitro, respectively, and thus it was named VvRILinNer. However, localization experiment showed that this enzyme was only localized to chloroplasts, which indicates that VvRILinNer functions in the linalool production in vivo. The patterns of gene expression and linalool accumulation were analyzed in the berries of three grape cultivars (“Riesling”, “Cabernet Sauvignon”, “Gewurztraminer”) with significantly different levels of monoterpenoids. The VvRILinNer was considered to be mainly responsible for the synthesis of linalool at the early developmental stage. This finding has provided us with new knowledge to uncover the complex monoterpene biosynthesis in grapes.     

自定义响应方程的测井最优化处理方法

目前在用的测井最优化处理方法中涉及的响应方程均为预先定义的固定形式,由于其类型有限,因而针对复杂储层处理的适应性和计算精度都受到影响。针对这一问题,提出了一种基于表达式解析的体外自定义响应方程测井最优化处理方法。通过解析用户输入方程的组成元素,建立与之对应的计算机自动求导、求值算法;针对非线性目标函数求解,提出惩罚函数结合Levenberg-Marquardt的改进算法。现场应用表明,新方法有助于提升测井数据处理的适用性和解释结果的精度。     

小圆蓝细胞瘤预测模型研究

为研究肿瘤与基因之间的关系,分析了小圆蓝细胞瘤基因表达数据,建立了分类和预测小圆蓝细胞瘤4 个亚型的多模预测模型.针对小圆蓝细胞瘤的4个亚型,该预测模型创建了4个基于神经网络的分类器,并编 码4个分类器的分类结果,获得每个数据样本的最终预测结果.研究表明,将复杂的多类分类问题分解为多个2 类分类问题是解决多类分类问题的有效方法,基于该方法建立的多模预测模型能够学习基因表达数据中蕴含的 知识,并利用获得的知识准确地分类和预测全部83个数据样本.