采用多电极对发动机进行离子电流测量的研究

在火花点火发动机的气缸内九个不同位置进行离子电流信号采集,其中火花塞作为一个测量电极,同时气缸垫上布置八个离子电流测量电极。通过比较火花塞测量得到的离子电流信号与气缸垫上电极测得的信号之间的异同,并选取气缸垫上多个离子电流出现时刻的平均值特征参数,建立离子电流与缸内燃烧参数之间的联系。分析了不同工况下离子电流出现时间的平均值与缸内压力之间的相关系数,结果表明:将离子电流测量电极布置在发动机气缸垫上,测量得到的离子电流能够避免点火信号的干扰。在不同的点火提前角、空燃比和转速下,第三到第七电极测量得到的离子电流出现时间的平均值与压力峰值的相关系数均在0.9以上,说明离子电流信号反映的火焰传播与压力密切相关。     

火花塞离子电流检测及积碳对离子电流的影响

在火花塞电极上加一偏置电压,当混合气燃烧时,混合气与氧气发生反应并产生大量离子,离子通过火花塞电极间隙形成离子电流。本文对该离子电流的检测原理,离子电流的基本特性进行了详细的分析和研究,提出了直接利用火花塞电极作为传感器检测汽车发动机燃烧室内工作过程的新办法,作者对离子电流与信号电压的关系,离子电流与偏置电压的关系,积碳对离子电流的影响进行了试验研究,并成功地检测出发动机气缸内工作过程中的离子电流信号,为将火花塞作为检测传感器进行深入细致的研究奠定了基础     

火花塞离子电流检测及积碳对离子电流的影响

在火花塞电极上加一偏置电压,当混合气燃烧时,混合气与氧气发生反应并产生大量离子,离子通过火花塞电极间隙形成离子电流。本文对该离子电流的检测原理,本文对电流的基本特性进行了详细的分析和研究,提出了直接利用火花塞电极作为传感器检测汽车发动机燃烧室内工作过程的新办法,作者对离子电流与信号电压关系,离子电流与偏置电压的关系,积碳对离子电流的影响进行了试验研究,并成功地检测出发动机气缸内工作过程中的 了电流     

喷油策略对离子电流信号与HCCI燃烧相位相关性的影响

在一台进气辅助加热的缸内直喷HCCI汽油机上,研究了喷油策略对HCCI燃烧离子电流信号与HCCI燃烧相位之间相关性的影响.结果表明:喷油时刻推迟时,缸压和离子电流峰值均减小,燃烧和离子电流特征值相位亦推后;喷油量增加时,缸压和离子电流峰值增大,燃烧和离子电流特征值相位提前;最大燃烧放热率时的曲轴转角dQmax与离子电流差分最小值相位dImin的相关性最高,50%累积放热量对应的曲轴转角CA50与离子电流信号最小值相位Imin次之,10%累积放热量对应的曲轴转角CA10与离子电流起始点相位Ist最低,即使在爆震燃烧发生时,dQmax与dImin依然具有较高的相关性;喷油时刻对离子电流与燃烧相位的相关性影响不大;与二次喷油量相比,首次喷油量的调整对离子电流与燃烧相位的相关性影响更加明显;可通过调整首次喷油量进行基于离子电流的HCCI燃烧相位的闭环控制.     

基于火花塞离子电流信号的发动机爆震检测研究

气缸内燃烧时产生大量的离子，在火花塞上施加适当偏置电压就会形成离子电流。离子电流信号包含了丰富的燃烧信息。作者研究了焰后区的离子电流信号与爆震的关系。试验表明离子电流高频部分的平均能量的大小与爆震有关，可以用于检测爆震的发生和强度。同时还给出了基于离子电流信号的临界爆震强度与转速之间的关系。     

火花塞电极离子电流的初步探讨及其应用研究

通过分析和研究流经火花塞电极之间的离子电流,提出了直接利用火花塞电极作为传感器检测汽车发动机燃烧室内工作过程信号的新方法。在火花塞电极上加一偏置电压,当燃气燃烧时,燃气与氧气发生作用并产生大量离子,燃气离子通过火花塞电极间隙即可形成离子电流。本文对离子电流的检测原理,离子电流的基本特性进行了详细的分析和研究,对离子电流及信号电压与偏置电压的关系,离子电流和信号电压与火花塞电极间隙之间的关系进行了试验研究,并成功地检测出发动机燃烧膨胀行程中的离子电流信号,为将火花塞作为检测传感器进行深入细致的研究奠定了基础。     

外加电场对火花塞离子电流的影响

提出了在发动机燃烧过程特定时域的火花塞离子电流的计算模型;分析了影响离子电流外加电场的两个结构参数;利用自主开发的火花塞离子电流信号采集与分析系统,在一台单缸4冲程小型汽油机上试验研究了火花塞间隙和偏置电压对火花塞离子电流信号的影响程度.研究结果表明,在火花塞离子电流检测电路中偏置电压选定在400～600 V为宜.偏置电压和火花塞间隙对离子电流峰值、积分值和信号延续期等特征参数有明显的影响,而对信号峰值位置的影响并不明显.     

火花塞离子电流信号及其在发动机检测和控制中的应用

火花塞离子电流作为研究内燃机中燃烧过程的方法受到越来越多的重视。并回顾了火花塞离子电流的检测方法、离子电流机理、模型,以及在发动机检测,诊断和控制中的各种应用。与其他方法相比,利用火花塞检测离子电流,不需对现有发动机进行大的改造,而能获得发动机多项燃烧参数,达到对发动机诊断和控制的目的,文中最后给出了利用离子电流研究发动机爆震的有关实验结果。     

可控自燃工况离子电流信号与NO_x排放相关性

基于改造的可控自燃(CAI)发动机试验台架,采用离子电流检测系统与瞬态NOx排放分析仪,结合Chemkin-Pro软件的化学反应燃烧数值模拟,研究了可控自燃工况下离子电流与对应循环NOx排放之间的相关性.结果表明:采用不同燃料的CAI燃烧过程中,离子电流信号强度与对应循环NOx排放呈现较为明显的正相关性,且缸内离子产物出现时刻相比NOx较早,使离子体积分数峰值时刻与NOx体积分数达到最大值的时刻之间出现了相位差.由此发现,在离子电流信号质量稳定时,综合离子电流信号强度与离子电流峰值相位的信息,能够实现循环内的NOx排放估测与反馈,为循环内的燃烧优化及后处理系统精确控制提供了参考依据.     

基于两阶段燃油喷射的直喷汽油机离子电流特性的试验

基于两阶段燃油直喷的汽油机研究了首次喷油时刻、第2次喷油时刻、两阶段喷油比例以及点火时刻对起动首循环缸内燃烧离子电流特性的影响.分析了不同燃烧边界条件下直喷汽油机缸内燃烧反相离子电流峰值及其相位的变化,进而探讨了缸内压力及放热率之间的关系.此外,分析了分层燃烧直喷汽油机典型燃烧情况下的离子电流波形特征,并且对比了分层混合气和均质混合气燃烧模式下离子电流波形特征.结果表明,调整首次喷油时刻、第2次喷油时刻以及两阶段喷油比例主要是改变缸内混合气形成特性,尤其是火花塞附近的局部混合气浓度,影响了火焰传播速度,进而也影响了形成的离子电流的强弱.提前和推迟点火时刻均导致反相离子电流峰值减小.另外,4种典型的燃烧(失火、部分燃烧、伴有后燃以及正常燃烧)情况下,离子电流波形特征有着显著的差异,且反相离子电流峰值和积分信号在4种情况下依次增大,伴有后燃的情况下在做功冲程后期再次出现离子电流峰值波形.     

碳货币——低碳经济时代的全新国际货币

《京都议定书》制定了在全球范围内流动的以碳信用为标志的无形商品的贸易体系。近年来全球碳交易市场突飞猛进,成交量从2004年的0.94×108t二氧化碳当量增长到2008年的49×108t二氧化碳当量,成交额从2004年的3.77亿欧元增长到2008年的920亿欧元。预计2009年全球碳交易量为59×108t二氧化碳当量,交易额为626亿欧元。碳交易市场的不断膨胀和交易平台的不断国际一体化,为碳信用在低碳能源和低碳技术的计价以及国际结算方面奠定了基础。同时碳信用的政府信用基础、自由存储和借贷及稀缺性、可计量性和普遍接受性都凸显出其货币特性,使得与低碳能源和低碳经济绑定的碳信用从商品过渡为国际货币的可能性进一步加大。一旦碳货币体系建立起来,碳货币的储存和占有程度就会直接影响一个国家的经济体系。在未来国际碳货币体系下,我国出口的比较优势很可能被购买碳货币所抵消。我国应采取积极政策以应对国际碳货币发展潮流,积极加入到国际碳货币体系的构建中,建立中国碳金融体系,加快健全和完善碳交易市场,使人民币在碳信用的计价和结算中占据一席之地。同时积极发展我国的低碳能源和低碳技术,为今后可能出现的碳货币体系做好储备。     

The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis

This paper investigates the effects of oil price shocks on Asian exchange rates. We employ quantile regression analysis and allow for structural breaks and asymmetry. Our results indicate that positive and negative oil price shocks have asymmetrical effects on exchange rate returns that vary in significance, size, and sign throughout the distribution of exchange rate returns. The impact of oil price shocks is also affected by market conditions (bearish and bullish currency markets). During bullish markets in domestic currencies, (at lower quantiles of currency movements in terms of U.S. dollar exchange rates), rising oil prices cause further appreciation for Indonesia, Korea, the Philippines, and Thailand currencies. During bearish markets in the domestic currencies (at higher quantiles of exchange rate movements in terms of U.S. dollar exchange rates), rising (falling) oil price causes further currency depreciation for Indonesia (Malaysia). Thus, currencies respond differently to oil price shocks under extreme bullish or bearish currency market conditions and the impact of rising or falling oil prices on foreign exchange markets can vary by country and market conditions.     

Advancing the design of a dynamic petro-dollar currency basket

This study offers Organization of Petroleum Exporting Countries (OPEC) member nations a crude oil pricing currency basket based on currency liquidity, in contrast with prior emphasis on OPEC trading patterns. Motivating the search for an alternative US dollar pricing of crude oil is the significant and inverse relationship (r=−0.82, p<0.01) between the US dollar major currencies index and crude oil price over the period January 1999–March 2009. A dynamically weighted petro-dollar currency basket is proposed based on the five currency claims (US dollar, Euro, British pound, Japanese yen and Swiss franc) and their varying proportions of foreign exchange reserves held by central banks. The major currencies US dollar index is compared against the proposed petro-dollar index to reveal an average US$8.1 billion annual gain in favor of the petro-dollar currency basket, offering OPEC members a revenue stream of diversified and highly liquid currencies to transition away from complete dependence on the US dollar crude oil pricing. The proposed petro-dollar crude oil pricing schema offers OPEC a crude oil price dynamically denominated in currencies reflecting the global use and importance of crude oil. This paper concludes with implementation issues facing a move toward the dynamically weighted petro-dollar crude oil pricing schema.     

Research on key technologies of deduction of multinational power trading in the context of Global Energy Interconnection

When transnationalized electricity trade is conducted in the context of Global Energy Interconnection (GEI), the transaction settlement usually has a long cycle and high cost and is influenced by the volatility of the exchange rate. It is thus necessary to overcome the problems associated with the transaction settlement, change in the trading model data, and trading strategy in the transnational transaction deduction. To overcome the problem of trade settlement, this paper proposes the use of a digital currency (energy currency) for the cross-border electricity trading settlement based on the special drawing rights of the International Monetary Fund, which is controlled by the Global Energy Interconnection Development and Cooperation Organization (GEIDCO), to enable the proposed currency to become a stable digital currency. The traders can use the energy coins as a unit of currency for quotes, combined with the data pertaining to the changes in the energy information obtained from the GEI framework and data regarding the optimally extrapolated reference trading indicators. To realize the implementation of the multi-trader concurrent transaction deduction using a microservice architecture, this paper proposes a method of computing the microservice and synchronous interaction among the traders, based on the database table data, because the large amount of computation is required to be accomplished asynchronously with a single process. The key technology behind these cross-national electricity trading simulations can not only enable the GEI transnational traders to performed daily real-time trading, but it also demonstrates the advantages of the rapid settlement of the energy currency and the realization of a stable payment in the global energy interconnection cross-border electricity trading.     

Oil and the US dollar

Contrary to the views of some influential analysts of the US economy, it is argued in this paper that the decline in the value of US currency has been a direct result of the drastic increase in the dollar value of US oil imports and the subsequent efforts to maintain US production and employment levels. Increased inflation is, it is suggested, mainly a by product of this currency devaluation. The author analyses the problem and outlines some solutions.     

Can commodity prices forecast exchange rates?

Forecasting exchange rates is a challenging work. This paper investigates the predictive content of commodity prices for exchange rates. We draw a factor from prices of 17 popular commodities including crude oil to forecast exchange rates. Our results indicate that the average commodity returns can successfully predict the level and excess returns to exchange rates of currencies in Australia, Canada, New Zealand and South Africa from both in-sample and out-of-sample perspectives. The predictability of excess currency returns is further demonstrated to be economically significant. An agent with mean-variance preference who allocates her wealth between domestic and foreign bonds can improve the portfolio performance by using commodity forecasts of currency return instead of the benchmark of historical average forecasts.     

Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies

We provide novel insight to the emerging literature on the role of U.S. monetary policy as a driver of a global financial cycle by examining the possible causal effect of U.S. economic policy uncertainty on the connectedness of crude oil and currency markets, using a sample of commodity currencies from advanced and emerging nations. A battery of linear and nonlinear Granger-based causality tests indicate the presence of a causal relationship between economic policy uncertainty and the connectedness of oil and currency markets, particularly at low frequencies and more significantly after the outburst of the global financial crisis. While crude oil generally serves as a net transmitter of shocks to currencies across all frequency bands, the spillover effects from oil are largely concentrated towards the G10 currencies of Australian and New Zealand dollar that are often used as investment currencies in global carry trade strategies. Overall, our findings suggest the presence of a significant pass-through effect of economic policy uncertainty via oil prices, spilling over to the currency market, in line with the emerging evidence that the monetary policy by the U.S. Fed serves as a major driver of a global financial cycle that describes patterns in global capital flows, credit activity and asset prices across financial markets.     

Front Cover

Many countries have conducted studies to determine the monetary impact of power system outages on their customers. These studies have been conducted for different customer classes and have used a wide range of survey or study techniques. The data is being used to examine reliability levels and criteria and to provide input to planning and operating decisions. One issue often raised is the question of comparable reliability criteria in different systems and different countries. The customer interruption costs (CIC) in different countries can be compared by converting the CIC data using purchasing power parity (PPP). A PPP estimate reflects the purchasing power of the inhabitants of a country and depends on market value. The effect of frequent currency fluctuations due to artificial reasons are eliminated in the PPP estimate. In the PPP approach, the prices of goods and services are internationally arbitraged so that the cost of a standard market basket is the same in all countries when measured in terms of a common currency.     

ASME 超声波检验方法的适用性演化

通过对ASME规程、Ⅴ卷规定的超声波检测方法的演化,使其适合我国NDT人员的检测习惯,使用时简洁、方便、可操作性强、通用性好。