Sequential detection of three-dimensional signals under dependent noise

We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals; that is, on signals in the space–time domain. Examples for such signals are multifaceted. They include geographic and climatic data as well as image data that are observed over a fixed time horizon. We assume that the signal is observed as a finite block of noisy samples whereby we are interested in detecting changes from a given reference signal. Our detector statistic is based on a sequential partial sum process, related to classical signal decomposition and reconstruction approaches applied to the sampled signal. We show that this detector process converges weakly under the no change null hypothesis that the signal coincides with the reference signal, provided that the spatial–temporal partial sum process associated with the random field of the noise terms disturbing the sampled signal converges to a Brownian motion. More generally, we also establish the limiting distribution under a wide class of local alternatives that allows for smooth as well as discontinuous changes. Our results also cover extensions to the case in which the reference signal is unknown. We conclude with an extensive simulation study of the detection algorithm.     

Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing

Abstract.  This study considers a time-series model with random coefficients in cointegration. The estimation problem can be solved by maximizing the log-likelihood. Asymptotic distributions of the least squares and maximum likelihood estimates are considered. The randomness of the cointegration vector is checked by a score-based test approach. The test statistic converges asymptotically to a functional of Brownian processes. An empirical application to two cointegrated series, federal fund rate and 90-day treasury bill rate is considered.     

氨水吸收CO_2及固体产物的热分解

测试了氨水吸收CO2反应过程中CO2的脱除率和反应溶液pH值随吸收时间的变化,选择氨水质量分数分别为5%,10%,气体流速为540 mL/min,CO2体积分数为13.7%,研究了氨水溶液对CO2脱除率,结果表明:质量分数为10%的氨水溶液在反应初期对CO2脱除率能达到90%,随反应时间的延长,脱除率有所下降。对反应产物进行冷凝、结晶、干燥后的XRD分析结果显示氨水吸收CO2的产物主要为NH4HCO3。对氨水吸收CO2的反应产物进行了热质量损失实验,结果表明:在455 K时NH4HCO3可以达到100%分解,且升温速率为10 K/min时,最大分解速度对应的温度为416 K。