Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models

We propose a novel quasi‐Bayesian Metropolis‐within‐Gibbs algorithm that can be used to estimate drifts in the shock volatilities of a linearized dynamic stochastic general equilibrium (DSGE) model. The resulting volatility estimates differ from the existing approaches in two ways. First, the time variation enters non‐parametrically, so that our approach ensures consistent estimation in a wide class of processes, thereby eliminating the need to specify the volatility law of motion and alleviating the risk of invalid inference due to mis‐specification. Second, the conditional quasi‐posterior of the drifting volatilities is available in closed form, which makes inference straightforward and simplifies existing algorithms. We apply our estimation procedure to a standard DSGE model and find that the estimated volatility paths are smoother compared to alternative stochastic volatility estimates. Moreover, we demonstrate that our procedure can deliver statistically significant improvements to the density forecasts of the DSGE model compared to alternative methods.     

变截面涡旋盘高速铣削仿真加工与实验研究

为减小变截面涡旋盘涡旋齿的变形,提高加工精度,需确定合理的铣削参数。开展了变截面涡旋盘高速铣削仿真与实验研究以确定铣削参数的合理取值范围;选用HT250变截面涡旋盘为研究对象,研究了更接近实际的材料本构模型、刀-屑摩擦模型和热传导控制方程等关键技术;建立了变截面涡旋盘几何模型和简化后的二维铣削模型,利用ABAQUS软件仿真切屑成形过程及不同的铣削参数对铣削力、铣削热影响的变化曲线;通过多因素正交实验加工变截面涡旋盘。结果表明:当主轴转速为3500 r/min、每齿进给量为0.1 mm以及切削深度为2.5 mm时进行铣削更加合理。铣削变截面涡旋盘的研究为加工参数的选择提供了依据和参考;依据实验后所得的铣削参数进行铣削可减小铣削力、铣削温度及齿变形,提高了变截面涡旋盘的加工效率和质量。     

纱条中纤维排列状态与纱条不匀的关系

为研究短纤维纱条中纤维的排列状态与纱条截面纤维根数分布不匀的关系,采用几何概率方法建立了等分区间内纤维左头端数分布与纱条截面纤维根数的期望之间的数学模型,并定义了表征纱条中纤维排列状态的参数。运用蒙特卡罗方法模拟了纱条截面根数不匀随排列参数变化的关系曲线。结果表明:短纤维纱条截面纤维根数的CV值与纱条中短纤维排列参数呈负线性关系,与纤维长度分布和模拟区间大小的划分无关;且当排列参数接近1时,即纤维左头端数在所划分区间中为固定值时,纱条截面纤维根数不匀最低,而当排列参数趋向于0时,即纤维左头端数在所划分区间中呈泊松分布时则不匀最大。     

汽车差速器锥齿轮差速工况下的润滑特性研究

为了研究差速器锥齿轮摩擦和磨损机制,基于弹性流体动力润滑理论,建立直齿锥齿轮无限长时变弹性流体动力润滑模型,研究行星齿轮分别与左右半轴齿轮啮合时的润滑状况,计算差速工况行星齿轮时变效应下的油膜压力和油膜厚度;研究差速工况下左右半轴齿轮的润滑状况,分别比较左右半轴齿轮同行星齿轮啮合时的润滑特性;研究曲线行驶路段复杂变工况下行星齿轮的润滑状况。结果表明:差速工况下行星齿轮啮合周期内的膜厚变小,且行星齿轮与半轴齿轮的相对滑动加剧;行星齿轮同左右半轴齿轮啮合时的润滑特性不同,左转弯工况时,左半轴齿轮同行星齿轮啮合时的最大压力较大,右半轴齿轮同行星齿轮啮合时的最小油膜厚度较大;曲线行驶变工况下行星齿轮润滑特性也不同,左转弯工况向右转弯工况过渡时的压力减小,膜厚增大。     

基于边界跟踪测量麻纤维横截面参数的算法研究与应用

针对在同一纤维横截面图像中难以同时测量多根纤维参数的问题,提出了一种基于边界跟踪测量麻纤维横截面参数的算法。首先利用边缘提取算法提取麻纤维的边缘,通过修改边缘提取算法的敏感度阈值获取合适的边缘检测图像,然后采用边界跟踪算法对边缘检测图像中的麻纤维进行识别和标记,利用循环标记出图像中所有的麻纤维并保存边界跟踪的路径点坐标,最后利用算法测量麻纤维的周长、面积和圆度。实验结果表明:该方法能够同时测量多根麻纤维的横截面参数;根据用于测试的标准圆的数据可知,本算法测得的麻纤维的周长偏差大约为3%,面积偏差大约为4%,数据误差较小。     

On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model

We derive the limit theory of the Gaussian stable quasi maximum likelihood estimator for the stationary EGARCH(1,1) model when the squared innovation process has marginals with regularly varying tails. We derive regularly varying rates and limiting stable distributions. We perform Monte Carlo experiments to assess the extent of the parameter space corresponding to the invertibility condition, and the quality of the asymptotic approximation.     

Measurements of thermal-neutron capture cross-section of Cesium-135 by applying mass spectrometry

ABSTRACT

The thermal-neutron capture cross-section (σ₀) and resonance integral (I₀) were measured for the ¹³⁵Cs(n,γ)¹³⁶Cs reaction by an activation method and mass spectrometry. Because of difficulty in the preparation of pure ¹³⁵Cs samples, we used ¹³⁵Cs contained as an impurity in a normally available ¹³⁷Cs standard solution. An isotope ratio of ¹³⁵Cs and ¹³⁷Cs in a standard ¹³⁷Cs solution was measured by mass spectrometry to quantify ¹³⁵Cs. Cesium-135 impurity along with the ¹³⁷Cs standard solution was irradiated at the hydraulic conveyer of the research reactor in the Institute for Integral Radiation and Nuclear Science, Kyoto University. Wires of Co/Al and Au/Al alloys were used as neutron monitors to measure thermal-neutron fluxes and epi-thermal Westcott’s indices at an irradiation position. A gadolinium filter was used to measure the σ₀, and a value of 0.133 eV was taken as the cut-off energy. Gamma-ray spectroscopy was used to measure induced activities of ¹³⁷Cs, ¹³⁶Cs and monitor wires. On the basis of Westcott’s convention, the σ₀ and I₀ values were derived as 8.57 ± 0.25 barn, and 45.3 ± 3.2 barn, respectively. The value of σ₀ obtained in the present study agreed within the limits of uncertainties with the past-reported value of 8.3 ± 0.3 barn.     

Adaptive control for switched uncertain nonlinear systems with time‐varying output constraint and input saturation

This paper is concerned with adaptive tracking control for switched uncertain nonlinear systems, which contain the time‐varying output constraint (TVOC) and input asymmetric saturation characteristic. In response to the unknown functions, the fuzzy logic systems are adopted. The controller is constructed by the backstepping technique. Based on the Tangent Barrier Lyapunov Function (BLF‐Tan), an adaptive switched control scheme is designed. It is demonstrated that all signals in the resulted system are semiglobally uniformly ultimately bounded with TVOC under arbitrary switchings. Furthermore, the effectiveness of presented control method is validated via the simulation example.     

层拉平技术在地震解释中的深化应用

从地震解释角度看，层拉平是一种古地表重建技术。由于技术本身的局限性，地震层拉平无法精确恢复倾斜地层厚度、压实地层厚度和地层水平伸缩量。为此，从地震层拉平的技术原理出发，首先将该技术与其他恢复技术进行对比、分析，然后通过增加地质条件约束或对原有技术方案进行改进，最大限度地降低恢复误差对恢复结果的影响，使地震层拉平技术更好地应用于地震解释的各个环节。并得出如下结论：①在楔状层序顶、底界面夹角小于15°、地层间隔厚度小于1000m的条件下，可利用沿层切片近似代替地层切片预测薄储层； ②当不整合面上、下地层压实作用差异较小时，可先利用地震层拉平技术恢复剥蚀地层厚度，进而利用修正的残余厚度法恢复古地貌；③对于一般地区而言，恢复主成藏期的古构造形态不用再做压实校正，在提高恢复精度的同时，也增强了古构造恢复的油气地质意义；④针对构造变形不甚强烈地区，可利用地震层拉平技术近似代替平衡剖面分析构造演化。这些结论可进一步促进地震层拉平技术在油气勘探领域中的深化应用。     

Ion mobility mass spectrometry in the omics era: Challenges and opportunities for metabolomics and lipidomics

Researchers worldwide are taking advantage of novel, commercially available, technologies, such as ion mobility mass spectrometry (IM-MS), for metabolomics and lipidomics applications in a variety of fields including life, biomedical, and food sciences. IM-MS provides three main technical advantages over traditional LC-MS workflows. Firstly, in addition to mass, IM-MS allows collision cross-section values to be measured for metabolites and lipids, a physicochemical identifier related to the chemical shape of an analyte that increases the confidence of identification. Second, IM-MS increases peak capacity and the signal-to-noise, improving fingerprinting as well as quantification, and better defining the spatial localization of metabolites and lipids in biological and food samples. Third, IM-MS can be coupled with various fragmentation modes, adding new tools to improve structural characterization and molecular annotation. Here, we review the state-of-the-art in IM-MS technologies and approaches utilized to support metabolomics and lipidomics applications and we assess the challenges and opportunities in this growing field.