Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series

We study the properties of Mallows' C _L criterion for selecting a fractional exponential (FEXP) model for a Gaussian long-memory time series. The aim is to minimize the mean squared error of a corresponding regression estimator d _FEXP of the memory parameter, d . Under conditions which do not require that the data were actually generated by a FEXP model, it is known that the mean squared error MSE=E[ d _FEXP− d ]² can converge to zero as fast as (log n )/ n , where n is the sample size, assuming that the number of parameters grows slowly with n in a deterministic fashion. Here, we suppose that the number of parameters in the FEXP model is chosen so as to minimize a local version of C _L, restricted to frequencies in a neighborhood of zero. We show that, under appropriate conditions, the expected value of the local C _L is asymptotically equivalent to MSE. A combination of theoretical and simulation results give guidance as to the choice of the degree of locality in C _L.     

Long-range Dependence: Revisiting Aggregation with Wavelets

The aggregation procedure is a natural way to analyse signals which exhibit long-range-dependent features and has been used as a basis for estimation of the Hurst parameter, H . In this paper it is shown how aggregation can be naturally rephrased within the wavelet transform framework, being directly related to approximations of the signal in the sense of a Haar multiresolution analysis. A natural wavelet-based generalization to traditional aggregation is then proposed: 'a-aggregation'. It is shown that a-aggregation cannot lead to good estimators of H , and so a new kind of aggregation, 'd-aggregation', is defined, which is related to the details rather than the approximations of a multiresolution analysis. An estimator of H based on d-aggregation has excellent statistical and computational properties, whilst preserving the spirit of aggregation. The estimator is applied to telecommunications network data.     

基于量纲分析的气力输送压降模型研究

量纲分析法是建立数学计算模型的一种重要的方法。以实验室气力输送数据为基础,结合量纲分析法,建立了管道压降计算准数关联式,同时将计算结果与实验数据进行对比分析,实验值与计算值总体变化趋势基本相同,偏差较小,并对其中误差相对较大的公式进行了修正,所得准数关联式对化工气力输送中压降的估算具有实际意义。     

Potential, Temperature and Doping Dependence for Macropore Formation on n-Si with Backside-Illumination

Applying an anodic bias on a silicon HF contact and illuminating the backside of a n-type silicon wafer allows to create macropores. The formation of random macropores is studied in this paper by determination of the influences of the potential, the temperature and the doping level. A statistical approach is used to evaluate the micrographs. The formation of the macroporous layer consists of two phases. Beginning with a plane surface and homogeneous dissolution of silicon, first pores occur after some time. In this nucleation phase the thickness of the homogeneously dissolved Si depends strongly on the doping level and the temperature but only weakly on the applied bias. In a second phase of stable pore growth the density of pores is investigated as a function of temperature and anodic potential. For low doped material we find a strong stabilisation influence of the deep space charge region (SCR) in the nucleation as well as in the stable pore growth phase. Thus an increased anodic bias decreases the density of pores. For highly doped silicon no stabilisation influence of the SCR is found. The pore growth is dominated by the electrochemical dissolution rate, i.e. increasing the potential increases the density of the macropores.     

Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm

Abstract. Stochastic volatility (SV) models have become increasingly popular for explaining the behaviour of financial variables such as stock prices and exchange rates, and their popularity has resulted in several different proposed approaches to estimating the parameters of the model. An important feature of financial data, which is commonly ignored, is the occurrence of irregular sampling because of holidays or unexpected events. We present a method that can handle the estimation problem of SV models when the sampling is somewhat irregular. The basic idea of our approach is to combine the expectation‐maximization (EM) algorithm with particle filters and smoothers in order to estimate parameters of the model. In addition, we expand the scope of application of SV models by adopting a normal mixture, with unknown parameters, for the observational error term rather than assuming a log‐chi‐squared distribution. We address the problems by using state–space models and imputation. Finally, we present simulation studies and real data analyses to establish the viability of the proposed method.     

三维流化床电极处理电镀废水

介绍了三维流化床电极的原理与特点。总结了三维流化床电极反应器中电流收集板的结构设计重点。着重分析了反应器运行的各个工艺参数,包括电极材料、pH值、槽电流等对处理效果的影响。并列举了三维流化床电极对几种不同性质废水的处理效果。     

轮胎与轮辋接触的有限元分析

考虑了轮胎的材料非线性、接触非线性以及大变形等复杂的力学特性，建立轮胎的有限元分析模型利用MARC非线性有限元分析软件．分析了轮胎与轮辋接触的应力／应变场及变形情况。     

Fast Filtering and Smoothing for Multivariate State Space Models

This paper investigates a new approach to diffuse filtering and smoothing for multivariate state space models. The standard approach treats the observations as vectors, while our approach treats each element of the observational vector individually. This strategy leads to computationally efficient methods for multivariate filtering and smoothing. Also, the treatment of the diffuse initial state vector in multivariate models is much simpler than in existing methods. The paper presents details of relevant algorithms for filtering, prediction and smoothing. Proofs are provided. Three examples of multivariate models in statistics and economics are presented for which the new approach is particularly relevant.     

Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency

This paper considers the case where a stochastic process may display both long-range dependence and second-order intermittency. The existence of such a process is established in Anh, Angulo and Ruiz-Medina (1999). We systematically study the estimation of parameters involved in the spectral density function of a process with long-range dependence and second-order intermittency. An estimation procedure for the parameters is given. Numerical results are presented to support the estimation procedure proposed in this paper.     

载重子午线轮胎接地面有限元分析

借助MSC.MARC有限元分析软件，考虑了轮胎的材料非线性、接触非线性以及大变形等复杂的力学特性，全钢载重子午线轮胎的非线性有限元分析模型用于数值模拟中，分析了轮胎在充气压力及垂直载荷作用下的接地区域接触、轮胎变形情况、接地区的压力分布情况，并给出了轮胎垂直负荷和下沉量的关系。     

PTA装置中冷凝器的有限元分析

利用ANSYS软件对冷凝器进行了有限元分析,内容包括整体结构温度场及热应力的计算,正常工作和开、停车过程中可能出现的7种瞬态和稳态操作工况及危险工况下的应力计算及疲劳寿命评估。计算结果表明该冷凝器的设计安全可靠,整体和各部件均满足强度要求。该分析为此类大型换热器的国产化设计和制造提供了计算依据。     

新型啮合转子混炼过程有限元模拟分析

对新型啮合转子混炼过程进行有限元模拟分析,并计算啮合转子能完成的预期剪切效果和混合指数概率分布。通过分析啮合转子的流场发现,啮合转子混炼区在两转子啮合区域,对胶料既有捏炼作用,又有剪切作用,可获得温升较低、质量较好的胶料,但剪切效果较小,可能会导致混合效率和生产效率较低。     

球罐凹坑缺陷的有限元分析

运用ANSYS软件对球罐的凹坑缺陷进行有限元分析,对不同数量、不同大小、不同距离的凹坑缺陷进行定量研究,找出其变化规律,为球罐的安全使用和检测提供可靠数据。     

机织物撕裂破坏的有限元模拟

为更好地了解机织物的撕裂性能,为织物性能评价及预测提供理论参考,利用商业用有限元软件ABAQUS模拟在舌形撕裂下,4种不同结构织物撕裂三角区的最终破坏形态、织物的撕裂载荷—位移曲线,考察不同织物结构参数对织物撕裂强力的影响。结果表明:有限元模拟的织物撕裂三角区的最终破坏形态及织物的撕裂载荷—位移曲线与试验结果有很好的一致性。通过有限元模拟织物的舌形撕裂,可以用于设计、生产具有高撕裂强度的织物。     

筒式活性炭二维深层过滤研究

简单介绍了深层过滤与表层过滤及其研究现状。根据基本假设,借鉴前人研究成果,引入有效面积系数,推导出简式活性炭二维深层过滤理论公式。通过自行研制的简式活性炭二维深层过滤实验装置进行实验。获得实验数据,并进行分析讨论。结果证明了理论与实验结果的一致性。为二维深层过滤研究提供了一个新方法。     

基于量纲分析方法的苜蓿干燥特性参数确定

应用量纲分析方法,建立了苜蓿的干燥温度、样品质量、茎秆长度、介质流速和初始含水率与其干燥常数k的经验公式,并得到了温度特性系数n与干燥温度的函数关系,提出了改进苜蓿薄层干燥方程,为分析干燥条件对苜蓿干燥速度的影响提供了理论依据。     

子午线轮胎接触摩擦问题有限元分析

依据185/70R14C半钢子午线轮胎的实际结构,考虑轮胎与轮辋的接触,借助MARC有限元分析软件,建立了轮胎的平面轴对称模型和三维有限元分析模型。首先,利用平面模型分析了轮胎与轮辋的装配过程和充气过程。然后,为简化计算量,利用了先进的轴对称到三维的分析方法,利用三维模型分析了轮胎在垂直载荷作用下的接地问题和在低速下的稳态滚动过程。给出了轮胎与轮辋接触界面上的法向力分布;研究了轮胎与刚性地面接触时,不同速度下的接触摩擦力分布以及轮胎静态垂直负荷与下沉量的关系。     

带加强筋的储罐罐顶稳定性和强度有限元分析

使用ANSYS有限元软件对带加强筋的储罐罐顶结构进行建模,分别进行了外部载荷作用下的线性屈曲分析和内部载荷作用下的强度分析,并根据相应的标准对结构的安全性进行了评价。分析表明:加强筋结构较为合理,方案能够满足稳定性和强度需求。     

固定管板式换热器管板强度的有限元分析

某公司根据GB 151按照常规设计方法设计了一台冷凝器,结果发现由于管板厚度（200mm）过大造成工艺条件无法满足。为了对管板进行合理的设计,使其既满足强度要求也满足工艺条件,利用有限元计算软件对管板进行了详尽的计算与分析,调整管板厚度为150mm,并依据JB 4732《钢制压力容器——分析设计标准》对其安全性进行了评价。     

3000m~3玻璃钢储罐有限元分析

使用有限元分析软件ANSYS对某油田开发工程中所使用的3 000 m~3玻璃钢储罐进行建模,建立了与储罐罐顶、罐壁、加强筋、抗风圈实际尺寸一致的计算模型,重点分析了储罐在设计内压、罐内液压、地震载荷、风载、雪载及集中载荷组合下的整体强度、刚度,并根据相应的标准对结构的安全性进行了评价,分析结果表明本玻璃钢储罐的设计是合理的,能够满足相应的力学和安全要求。