非常规气藏储层改造体积评价方法研究

为精确描述非常规气藏压裂后的复杂流动特征及定量评价储层改造体积（SRV），利用自主研发的缝网重构算法“破裂树生长法”建立压后缝网模型，并以此为基础提出了使用拟稳态流动时特定的压力等值线来确定SRV范围的定量评价方法，最后以长宁201井区为例进行了矿场实例分析。该方法根据微地震监测点的位置，重构出微裂缝网的连通关系。在复杂微裂缝网的基础上建立离散裂缝地质模型并进行生产数值模拟，根据数值模拟结果的压力分布精确划定SRV的范围。利用该方法计算出长宁201井区的SRV体积为0.052 1 km3，以该缝网模型的数值模拟产量预测结果符合实际生产规律，方法实用性较好。     

Improved thermal stability of the near-infrared Al-modulated Zn3Ga2GeO8: Cr3+ phosphors for plant growth applications

The exploration of the high thermal stability near-infrared (NIR) phosphors is significantly crucial for the development of plant lighting. However, NIR phosphors suffer from the poor chemical and thermal stability, which severely limits their long-term operation. Here, the successful improvement of luminous intensity (149.5%) and thermal stability at 423 K of Zn₃Ga₂GeO₈ (ZGGO): Cr³⁺ phosphors is achieved for the introduction of Al³⁺ ions into the host. The release of carriers in deep traps inhibits the emission loss for the thermal disturbance. Furthermore, an NIR light emitting diodes (LEDs) lamp is explored by combining the optimized Zn₃Ga_1.1675Al_0.8GeO₈: 0.0325Cr³⁺ phosphors with a commercial 460 nm blue chip, and the emission band can match well with the absorption bands of photosynthetic pigments and the phytochrome (P_R and P_FR) of plants. The explored LEDs lamp further determines the growth and the pheromone content of the involved plants for the participation of the NIR emission originated from Cr³⁺ ions. Our work provides a promising NIR lamp as plant light with improved thermal stability for long-term operation.     

基于VMD和改进TCN的短期光伏发电功率预测

光伏发电功率存在波动性,且光伏出力易受各种气象特征影响,传统TCN网络容易过度强化空间特性而弱化个体特性。针对上述问题,文中提出一种基于VMD和改进TCN的短期光伏发电功率预测模型。通过VMD将原始光伏发电功率时间序列分解为若干不同频率的模态分量,将各个模态分量以及相对应的气象数据输入至改进TCN网络进行建模学习。利用中心频率法确定VMD的最优分解模态分解个数。在传统TCN预测模型的基础上,使用DropBlock正则化取代Dropout正则化以达到抑制卷积层中信息协同的效果,并引入注意力机制自主挖掘并突出关键气象输入特征的影响,量化各气象因素对光伏发电的影响,从而提高预测精度。以江苏省某光伏电站真实数据为例进行仿真实验,结果表明所提预测方法的RMSE为0.62 MW,MAPE为2.03%。     

How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study

This paper replicates the Diebold and Yilmaz (2012) study on the connectedness of the commodity market and three other financial markets: the stock market, the bond market, and the FX market, based on the Generalized Forecast Error Variance Decomposition, GEFVD. We show that the net spillover indices (of directional connectedness), used to assess the net contribution of one market to overall risk in the system, are sensitive to the normalization scheme applied to the GEFVD. We show that, considering data generating processes characterized by different degrees of persistence and covariance, a scalar-based normalization of the Generalized Forecast Error Variance Decomposition is preferable to the row normalization suggested by Diebold and Yilmaz since it yields net spillovers free of sign and ranking errors.     

余吾矿水文地质特征及涌水量计算

以余吾煤矿为研究对象,介绍了矿井的水文地质特征,提出了3号煤的直接充水含水层为3砂、三灰。采用无限边界的承压一无压公式计算余吾矿正常涌水量为316.61 mVh,最大涌水量为398.4 mTh,并分析了相邻煤矿采空区积水目前对矿井生产影响不大,本井田3号煤采空区积水对生产影响较大,并通过公式计算得到3号煤层采空区积水量为381.7km3.     

智能工作面电液控制装置水处理系统应用分析

为保证智能综放工作面电液控制装置运行稳定和支架等设备的安全运行,采用由过滤器组、软化水装置、储水箱、自动配比装置等组成的水处理系统;该系统对进水进行高精度过滤,并进行酸碱等离子成分处理,保证乳化液的纯净度,维护电液系统及设备运行安全。试验表明,工作面回采过程中未出现电液装置及设备故障,应用效果好。     

超临界CFB机组汽动给水泵油中进水分析

白马循环流化床示范电站600MW超临界CFB机组自投运以来,A、B汽动给水泵组经常出现润滑油质偏差现象,主要原因为油中含水过大造成。通过对给水泵相关系统进行全面的分析研究,指出了润滑油进水的原因是,给水泵轴承和密封水采用的呼吸器易堵塞造成回油室为较大负压状态。给水泵转速变化时,低压密封水室压力轻微波动,微正压的水进入微负压的回油室,造成油中微量带水。经过分析研究提出改进建议,运行后取得了较好效果,汽动给水泵组的油中含水量大幅降低,保证了机组安全稳定运行。     

Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.     

Nonlinear Factor-Augmented Predictive Regression Models with Functional Coefficients

This article introduces a new class of functional-coefficient predictive regression models, where the regressors consist of auto-regressors and latent factor regressors, and the coefficients vary with certain index variable. The unobservable factor regressors are estimated through imposing an approximate factor model on high dimensional exogenous variables and subsequently implementing the classical principal component analysis. With the estimated factor regressors, a local linear smoothing method is used to estimate the coefficient functions (with appropriate rotation) and obtain a one-step ahead nonlinear forecast of the response variable, and then a wild bootstrap procedure is introduced to construct the prediction interval. Under regularity conditions, the asymptotic properties of the proposed methods are derived, showing that the local linear estimator and the nonlinear forecast using the estimated factor regressors are asymptotically equivalent to those using the true latent factor regressors. The developed model and methodology are further generalized to the factor-augmented vector predictive regression with functional coefficients. Finally, some extensive simulation studies and an empirical application to forecast the UK inflation are given to examine the finite-sample performance of the proposed model and methodology.