A note on maximum autoregressive processes of order one

We consider estimating the coefficient of a maximum autoregressive process of order one. Under a parametric assumption for innovations, the exact distribution of this estimate is calculated using a recursion method while, under the assumption that the distribution for the innovations has a regularly varying tail at infinity, we derive its limiting distribution.     

Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes

Abstract. This paper suggests a difference‐based method for inference in the regression model involving fractionally integrated processes. Under suitable regularity conditions, our method can effectively deal with the inference problems associated with the regression model consisting of nonstationary, stationary and intermediate memory regressors, simultaneously. Although the difference‐based method provides a very flexible modelling framework for empirical studies, the implementation of this method is extremely easy, because it completely avoids the difficult problems of choosing a kernel function, a bandwidth parameter, or an autoregressive lag length for the long‐run variance estimation. The asymptotic local power of our method is investigated with a sequence of local data‐generating processes (DGP) in what Davidson and MacKinnon [Canadian Journal of Economics. (1985) Vol. 18, pp. 38–57] call ‘regression direction’. The simulation results indicate that the size control of our method is excellent even when the sample size is only 100, and the pattern of power performance is highly consistent with the theoretical finding from the asymptotic local power analysis conducted in this paper.     

ON GENERALIZED FRACTIONAL PROCESSES

Abstract. A class of stationary long-memory processes is proposed which is an extension of the fractional autoregressive moving-average (FARMA) model. The FARMA model is limited by the fact that it does not allow data with persistent cyclic (or seasonal) behavior to be considered. Our extension, which includes the FARMA model as a special case, makes use of the properties of the generating function of the Gegenbauer polynomials, and we refer to these models as Gegenbauer autoregressive moving-average (GARMA) models. While the FARMA model has a peak in the spectrum at f = 0, the GARMA process can model long-term periodic behavior for any frequency 0 f 0.5. Properties of the GARMA process are examined and techniques for generation of realizations, model identification and parameter estimation are proposed. The use of the GARMA model is illustrated through simulated examples as well as with classical sunspot data.     

On robust tail index estimation for linear long‐memory processes

We consider robust estimation of the tail index α for linear long‐memory processes with i.i.d. innovations ε_j following a symmetric α‐stable law (1 < α < 2) and coefficients a_j ～ c·j^?β. Estimates based on the left and right tail respectively are obtained together with a combined statistic with improved efficiency, and a test statistic comparing both tails. Asymptotic results are derived. Simulations illustrate the finite sample performance.     

Integration of CARMA processes and spot volatility modelling

Continuous‐time autoregressive moving average (CARMA) processes with a non‐negative kernel and driven by a non‐decreasing Lévy process constitute a useful and very general class of stationary, non‐negative continuous‐time processes which have been used, in particular for the modelling of stochastic volatility. In the celebrated stochastic volatility model of Barndorff‐Nielsen and Shephard (2001) , the spot (or instantaneous) volatility at time t, V(t), is represented by a stationary Lévy‐driven Ornstein‐Uhlenbeck process. This has the shortcoming that its autocorrelation function is necessarily a decreasing exponential function, limiting its ability to generate integrated volatility sequences, , with autocorrelation functions resembling those of observed realized volatility sequences. (A realized volatility sequence is a sequence of estimated integrals of spot volatility over successive intervals of fixed length, typically 1 day.) If instead of the stationary Ornstein–Uhlenbeck process, we use a CARMA process to represent spot volatility, we can overcome the restriction to exponentially decaying autocorrelation function and obtain a more realistic model for the dependence observed in realized volatility. In this article, we show how to use realized volatility data to estimate parameters of a CARMA model for spot volatility and apply the analysis to a daily realized volatility sequence for the Deutsche Mark/ US dollar exchange rate.     

A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS

Abstract. This paper considers the long memory Gegenbauer autoregressive movingaverage (GARMA) process that generalizes the fractionally integrated ARMA (ARFIMA) process to allow for hyperbolic and sinusoidal decay in autocorrelations. We propose the conditional sum of squares method for estimation (which is asymptotically equivalent to the maximum likelihood estimation) and develop the asymptotic theory. Many results are in sharp contrast to those of the ARFIMA model. Simulations are conducted to assess the performance of the proposed estimators in small sample applications. Two applications to the sunspot data and the US inflation rates based on the wholesale price index are provided.     

聚氯乙烯生产过程全流程调度

研究了电石法制聚氯乙烯(PVC)全流程生产调度问题, 包括从电石生产、盐水电解到氯乙烯(VCM)聚合产品出厂各环节, 其中电石生产和VCM聚合是间歇过程, 其他生产环节是连续过程, 是一个混杂系统调度问题。本文针对过程特性对该问题进行了合理假设, 以包括电耗、库存、产品型号切换、交货延迟等的成本最小为目标, 建立了基于离散时间表示的混合整数线性规划(MILP)调度优化模型, 并针对一个案例进行了调度优化求解和分析, 验证了模型的可行性。     

Integrating superstructure-based design of molecules,processes, and flowsheets

The key to many chemical and energy conversion processes is the choice of the right molecule, for example, used as working fluid. However, the choice of the molecule is inherently coupled to the choice of the right process flowsheet. In this work, we integrate superstructure-based flowsheet design into the design of processes and molecules. The thermodynamic properties of the molecule are modeled by the PC-SAFT equation of state. Computer-aided molecular design enables considering the molecular structure as degree of freedom in the process optimization. To consider the process flowsheet as additional degree of freedom, a superstructure of the process is used. The method results in the optimal molecule, process, and flowsheet. We demonstrate the method for the design of an organic Rankine cycle considering flowsheet options for regeneration, reheating, and turbine bleeding. The presented method provides a user-friendly tool to solve the integrated design problem of processes, molecules, and process flowsheets.     

二氯异氰尿酸钠生产工艺评述

简要叙述了二氯异氰尿酸钠的性质和国内的生产现状，介绍了它的几种生产工艺和干燥方法，并进行了简单评述。     

几种电化学法处理苯酚废水对比试验研究

以苯酚模拟废水为研究对象,对几种电化学法处理苯酚废水的效果进行对比研究,采用正交试验对pH值、电解电压、电解质浓度,电解时间等4个因素对苯酚去除率的影响进行分析,并确定最佳反应条件。试验结果表明,电催化氧化法处理苯酚废水的最佳反应条件为:pH值为6,电解电压为9 V,电解质的质量浓度为20 g/L,电解时间为120 min;电-Fenton法处理苯酚废水的最佳反应条件为:pH值为3,电解电压为9 V,电解质的质量浓度为20 g/L,电解时间为120 min;在此基础上,三维电极法最佳活性炭投加量为150 g/L。4种电化学法处理苯酚废水效果的优劣顺序依次为:三维电极与电-Fenton耦合法三维电极法电-Fenton法电催化氧化法。     

不确定性间歇过程的一种实时优化控制方法

针对不确定性间歇过程的实时优化问题,提出了一种集成批间和批内优化的新实时优化控制方法。首先求解标称模型得到最优输入轨迹的结构,然后将输入轨迹参数化为若干标量决策变量及子输入轨迹。对最优性条件中的终端约束部分,使用批间优化满足约束条件;对梯度轨迹部分,提出一种回归法近似最优输入轨迹,以解决不确定扰动的在线不可测问题,实现梯度轨迹的批内优化。对一个间歇反应器的仿真研究表明了新方法的有效性。     

Semiparametric robust tests on seasonal or cyclical long memory time series

The concept of SCLM (seasonal or cyclical long memory) implies the existence of one or more spectral poles or zeros. The processes traditionally used to model such a behaviour assume the same persistence across different frequencies. In this paper, we propose semiparametric Wald and Lagrange multiplier (LM) tests of the equality of memory parameters at different frequencies (extendable to other linear restrictions) which are standard in the sense that they have well known χ² distributions under the null hypothesis – although Gaussianity is nowhere assumed – and are consistent against constant and local alternatives. They have also the advantage of being robust against misspecification at frequencies distant from those of interest. Their finite sample performance is compared with the asymptotically locally efficient Robinson's tests (1994 ). An empirical application to a UK inflation series is also included.     

过氧化氢与环氧丙烷生产的集成工艺

从电解法、蒽醌法、醇氧化法、氢氧直接化合法等方面评述了制备过氧化氢的现状。介绍了过氧化氢和环氧丙烷生产的集成技术,包括蒽醌法或醇氧化法生产过氧化氢与丙烯环氧化制环氧丙烷的集成工艺以及氢气、氧气、丙烯原位合成环氧丙烷工艺。指出氢气、氧气、丙烯原位合成环氧丙烷工艺是最具前景的合成方法,但该方法的环氧丙烷收率较低,而改善催化剂合成技术是此方法实现工业化的关键。     

基于状态校正的积分对象预测控制算法及其应用

针对具有大滞后、强动态干扰的积分特性对象,提出了基于一阶状态校正的预测控制算法。算法考虑预测状态与其对应的实际测量值偏差的积分作用,在一阶维度上施加状态校正,从而大幅提高控制器的预测准确性与应对模型失配的能力。通过仿真对比验证了状态校正算法的有效性。本算法已实际应用于某炼厂闪蒸罐的液位控制,取得了较好的控制效果。     

Integrated design and control of reactive distillation processes using the driving force approach

Superior controllability of reactive distillation (RD) systems, designed at the maximum driving force (design-control solution) is demonstrated in this article. Binary or multielement single or double feed RD systems are considered. Reactive phase equilibrium data, needed for driving force analysis and design of the RD system, is generated through an in-house property prediction tool. Rigorous steady-state simulation is carried out in ASPEN plus in order to verify that the predefined design targets and dynamics are met. A multiobjective performance function is employed to evaluate the performance of the RD system in terms of energy consumption, sustainability metrics (total CO₂ footprint), and control performance. Controllability of the designed system is evaluated using indices like the relative gain array (RGA) and Niederlinski index (N_I ), to evaluate the degree of loop interaction, as well as through dynamic simulations using proportional-integral (PI) controllers and model predictive controllers (MPC). The design-control of the RD systems corresponding to other alternative designs that do not take advantage of the maximum driving force is also investigated. The analysis shows that the RD designs at the maximum driving force exhibit enhanced controllability and lower carbon footprint than the alternative RD designs.     

醇氨联产工艺经济优化方案的讨论

醇氨联产工艺技术可以改变合成氨企业产品结构单一的局面,增强企业的市场应变能力。但该工艺的选用,还需与低能耗、低排放技术相结合。依据生产企业实际投资和操作费用,对中、高压醇烷化以及中、低压甲醇合成进行了分析比较,结果表明:在设计使用年限内综合考虑,高压醇烷化经济性更高,新建醇氨联产装置采用低压甲醇工艺技术的经济性较高,低压甲醇+高压醇烷化是目前醇氨联产工业中比较经济的组合方案。     

A comparison of nonlinear control performance assessment techniques for nonlinear processes

Assessing the quality of industrial control loops is an important auditing task for the control engineer. However, there are complications when considering the ubiquitous nonlinearities present in many industrial control loops. If one simply ignores these nonlinearities, there is the danger of over‐estimating the performance of the control loop in rejecting disturbances and thereby possibly overlooking loops that need attention. To address this problem, several techniques have been recently developed to extend the control performance assessment (CPA) of single input/single output linear systems to nonlinear systems. This article surveys these nonlinear CPA techniques and compares their performances using three case studies. These results can be used to guide control engineers to select the most suitable CPA techniques for their particular applications. © 2012 Canadian Society for Chemical Engineering     

氟硼酸钾生产工艺分析

结合市场需求、国家政策与法规、行业发展特点和国家知识产权局公开的专利文献,汇总整理了氟硼酸钾的制备工艺以及生产工艺的分类。阐述和详细分析了适于工业化生产的各工艺概况、工艺流程、生产工艺关键点和难点等,并针对各工艺的工艺特点进行了工艺评价。根据资源状况描述了今后的研究方向和研究重点,为进一步降低氟硼酸钾的生产成本,提升产品质量和增强市场竞争力做了技术铺垫。     

A note on L1 density estimation for linear processes

In this paper, we consider the L ₁ performance of a kernel estimator, f^_n of the density of a linear process X_t ∑^∞ _{k =0} a _k Z _t−k , a ₀ = 1, where { Z _t } is a sequence of independent and identically distributed (i.i.d.) random variables with E | Z ₁|^ε< ∞, for some ε > 1, and { a_k } is a sequence of reals converging to zero at a certain rate. Asymptotic minimizations of the integrated L ₁ risk of f_n and its upper bounds are considered. This paper extends the earlier results for the i.i.d. case by Devroye and Gyorfi ( Nonparametric Density Estimation: The L₁ View. New York: Wiley, 1985) and by Hall and Wand (Minimizing the L ₁ distance in nonparametric density estimation, J. Multivariate Anal. 26 (1988), 59–88) to the linear process case. Numerical examples to illustrate the performance of f_n are also presented.     

Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes

We demonstrate that the fast and exact Davies–Harte algorithm is valid for simulating a certain class of stationary Gaussian processes – those with a negative autocovariance sequence for all non-zero lags. The result applies to well known classes of long memory processes: Gaussian fractionally differenced (FD) processes, fractional Gaussian noise (fGn) and the nonstationary fractional Brownian Motion (fBm).