Quantile autoregression neural network model with applications to evaluating value at risk

We develop a new quantile autoregression neural network (QARNN) model based on an artificial neural network architecture. The proposed QARNN model is flexible and can be used to explore potential nonlinear relationships among quantiles in time series data. By optimizing an approximate error function and standard gradient based optimization algorithms, QARNN outputs conditional quantile functions recursively. The utility of our new model is illustrated by Monte Carlo simulation studies and empirical analyses of three real stock indices from the Hong Kong Hang Seng Index (HSI), the US S&P500 Index (S&P500) and the Financial Times Stock Exchange 100 Index (FTSE100).     

Comparison of aromatic and phenolic compounds in cherry wines with different cherry cultivars by HS‐SPME‐GC‐MS and HPLC

To compare the influence of cultivars on the production of aroma compounds and polyphenols, eight cherry varieties (six sweet and two sour) were fermented into cherry wines, and their compositions were analysed. Results showed that by headspace solid microextraction coupled to gas chromatography–mass spectrometry (HS‐SPME‐GC‐MS), a total of twenty‐first aromatic compounds, mostly consisting of esters, acids, terpenoids and C₁₃‐norisoprenoids, were identified, and eleven polyphenols including five anthocyanins and six phenolic acids were quantified using HPLC. May Duck and Early Richmond wines contained significantly higher levels of phenolic acids (>42 mg L^?1) that were associated with high contents of chlorogenic and neochlorogenic acids and also relatively high amounts of octanoic acid and β‐damascenone (odour activity values ≥1000). Hongdeng, Zhifuhong and Bing wines were characterised by higher concentrations of anthocyanins (>41 mg L^?1) and also relatively higher levels of isopentyl acetate. Lapins and Governer Wcod wines were distinguished by lower concentrations of polyphenols and relatively higher contents of ethyl 3‐methylbutanoate.     

Development of a ϕ20 mm annular centrifugal contactor for the hot test of the total TRPO process

Centrifugal contactors have many advantages and are favored for reprocessing of spent nuclear fuel and partitioning of high-level waste. A new ?20 mm annular centrifugal contactor for laboratory scale has been developed for the hot test of the total TRPO process. A modular design, a multi-stage group housing design and ceramic bearings are adopted in the new centrifugal contactor. A sampling system and a rotor speed acquisition and monitoring system for ?20 mm annular centrifugal contactors have been developed for tests in the hot cell. The hydraulic performance of both a single-stage centrifugal contactor and a three-stage cascade has been studied. The nominal throughput of the single-stage centrifugal contactor can reach 13.5 l/h under suitable operation conditions for H₂O–kerosene system. The hydraulic performance of the three-stage cascade is also good.     

Phenomena at three-phase electroslag remelting

The electroslag remelting (ESR) process is widely used to produce high-quality ingots and billets for high-alloyed steels and alloys.Both the single-phase and three-phase alternating current diagram with bifilar and monofilar connection are in use for heavy ingot manufacturing.The numerical simulation of the three-phase bifilar circuit for the 120 t three-phase bifilar six-electrode ESR furnace at different variants of electric connection was presented and discussed.At the bifilar diagram of power supply,the geometrical location of electrodes in a mould holds critical importance for performances:the close location of bifilar pair electrodes provides the highest heat productivity,but the equidistant location of electrodes gives a much more uniform heat distribution.The monofilar mulit-electrode diagram of three-phase connection without phase shift shows the most uniform distribution of potential and heat generation as well as a favorable magnetic field that makes this kind the most promising for providing a high quality of heavy ingots.     

基于瑞利散射和布里渊散射的自调Q双包层掺镱光纤激光器研究

结合光纤干涉环原理和受激布里渊散射效应数值求解描述双包层掺镱光纤激光器的速率方程,得到构建光纤干涉环的耦合器耦合率及泵浦功率与输出脉冲重频的关系;进一步采用掺镱双包层光纤激光器中光子数守恒的半数值模型得到耦合器耦合率、泵浦功率与输出平均功率、脉冲能量的关系。实验测试了不同泵浦功率对输出平均功率和脉冲能量的影响,实验结果与仿真结果吻合。研究表明:提高泵浦功率只能提高脉冲重复频率和平均功率,并不能提高脉冲能量;选择合适耦合率的耦合器构建光纤干涉环才能获得较高脉冲能量;泵浦功率较高时会激发二阶斯托克斯光脉冲。     

船舶动力装置课程教学问题与改革研究

船舶动力装置是船舶的重要组成部分,船舶的性能很大程度由动力装置来保证。基于高校船舶动力装置课程教学改革中存在的问题及当前新工科对学生综合素质的要求,提出了改进教学的具体操作方法,以提高相关专业大学生专业基础理论水平,拓宽知识面,增强工程实践和解决工程问题的能力,为船舶行业的发展提供优秀人才。     

基于钢筋锈损截面面积的锈胀裂缝宽度计算模型

通过锈胀裂缝宽度预测混凝土结构中钢筋锈蚀程度是一种实用的非破损检测方法。然而,针对此问题的研究采用的方法不一、参数各异,所得的结论和所建立的计算模型之间也存在较大分歧。针对大量相关研究成果进行综合分析发现,锈胀裂缝的发展与局部区域内锈蚀产物的绝对生成量之间存在直接关系,锈胀裂缝宽度随着平均锈损截面面积的增大近似成线性增大,混凝土保护层厚度和钢筋直径对其无明显影响。通过锈蚀钢筋的三维扫描建立虚拟模型,建立区段最大截面锈蚀率与平均锈蚀率的转换关系。在此基础上综合已有自然锈蚀数据,建立了基于钢筋平均锈损截面面积的锈胀裂缝宽度计算公式,可对实际工程锈胀混凝土构件中的钢筋锈蚀程度给出合理估测。     

New vacancied and Dy3+-doped molybdates – Their structure,thermal stability,electrical and magnetic properties

Microcrystalline samples of new Cd_1–3xDy_2x⌷_xMoO₄ solid solution with limited homogeneity (0<x≤0.2222) and cationic vacancies (denoted as ⌷) were prepared by a high-temperature solid state reaction. The XRD data and SEM analysis showed that as-prepared ceramics crystallize in the tetragonal scheelite type symmetry (space group I4₁/a) with the crystallite size varying between ~2 and ~20 µm. A systematic change in lattice constants, a and c, as well as in lattice parameter ratio c/a with an increase of Dy content was observed. Dy-doped molybdates are paramagnets with the antiferromagnetic short-range interaction and spin-orbit coupling. Optical and electrical investigations proved Cd_1–3xDy_2x⌷_xMoO₄ solid solution to be in the insulating state of E_g>3 eV at room temperature and the thermally activated conduction of the Arrhenius-type above 350 K. Moreover, the I-V characteristics provided the evidence of symmetrical and non-linear behavior typical of charge carrier emission weakly induced by the temperature. Relative dielectric permittivity ε_r below 10 as well as loss tangent tanδ below 0.15 do not substantially depend both on the temperature in the range of 76–400 K and the frequency in the range of 5·10²–1·10⁶ Hz. These results are interpreted in the framework of the acceptor and donor vacancy centers.     

煤矿安全重在重塑煤炭行业管理体制

近几年我国矿难频发，有煤矿企业超能力生产、安全欠账多、人才匮乏、培训水平低和监管格局不当等原因。但其根本原因在于我国缺乏统一的煤炭行业管理机制。解决这一问题的根本途径在于重塑我国煤炭行业管理体制。     

Lattice dynamics and terahertz response of microwave dielectrics: A case study of Al-doped Ca0.6Sm0.27TiO3 ceramics

Low-loss microwave dielectric ceramics are of great significance for fifth-generation telecommunication (5G) devices used for higher frequencies, while reducing the dielectric loss in the microwave band is still a technical challenge. Lattice dynamics and terahertz response are closely related to the polarization of dielectrics, and can be used as effective methods to explore the loss mechanism of microwave dielectrics. Here, Al³⁺ was doped into the conventional high-permittivity (ε_r) Ca_1-xSm_2x/3TiO₃ (x = 0.4) ceramic system, enhancing the Q×f values significantly. Raman spectra, thermally stimulated depolarization currents (TSDC) and terahertz time-domain spectra (THz-TDS) together showed that the stiffness of cation vibration became stronger when z value was larger, indicating a smaller damping of the lattice vibration, and leading to lower extrinsic losses and higher Q×f values. The relationship between lattice dynamics, defect behavior and microwave dielectric loss will provide a significant reference for the development of low-loss microwave dielectric ceramics.