A note on using the Hodrick–Prescott filter in electricity markets

Recently, Nowotarski et al. (2013) have found that wavelet-based models for the long-term seasonal component (LTSC) are not only better in extracting the LTSC from a series of spot electricity prices but also significantly more accurate in terms of forecasting these prices up to a year ahead than the commonly used monthly dummies and sine-based models. However, a clear disadvantage of the wavelet-based approach is the increased complexity of the technique, as compared to the other two classes of LTSC models, and the resulting need for dedicated numerical software, which may not be readily available to practitioners in their work environments. To facilitate this problem, we propose here a much simpler, yet equally powerful method for identifying the LTSC in electricity spot price series. It makes use of the Hodrick–Prescott (HP) filter, a widely-recognized tool in macroeconomics.     

Three Ln(III)-2,3,5-trichlorobenzoate coordination polymers (Ln = Tb,Ho and Er): Syntheses,structures and magnetic properties

Three novel lanthanide polymers, [Ln(III)(L)₃EtOH]_n (Ln = Tb(1), Ho(2), Er(3), HL = 2,3,5-trichlorobenzoic acid), have been solvothermal synthesized and characterized by single-crystal X-ray diffraction, infrared spectroscopy and element analyses. The three polymers crystallize in triclinic space group P-1. The Ln(III) ions are in turn bridged by double and quadruple carboxylate of L⁻ ligands to form one-dimensional (1D) chains. Magnetic studies reveal that polymer 1 demonstrates dominant ferromagnetic behavior, polymer 2 shows antiferromagnetic behavior, and polymer 3 present spin-canting behavior.     

Synthesis and properties of cinnamic acid series organic UV ray absorbents–interleaved layered double hydroxides

Organic ultraviolet (UV) ray absorbents, cinnamic acid (CA) and p-methoxycinnamic acid (PMOCA) were intercalated into Zn₂Al layered double hydroxides (Zn₂Al-LDHs) by co-precipitation reaction. The organic–inorganic nanocomposites, Zn₂Al-LDH/CA and Zn₂Al-LDH/PMOCA were obtained. The samples showed excellent UV ray absorption ability and their catalytic activity for the air oxidation of castor oil greatly decreased when the organic UV ray absorbents were intercalated in the layers of the Zn₂Al-LDHs. The studies suggested that Zn₂Al-LDH/organic UV absorbent nanocomposites might be used as safe sunscreen materials.     

一种基于SOC技术的车载终端优化设计方案

介绍一种基于嵌入式技术的车载监控系统。通过对各种定位技术、无线通信技术研究比较论证,确定以SOC为核心处理器、GPS实现定位、GPRS无线网络为通信方式的解决方案。详细阐述车载终端的软硬件设计,并对系统性能测试结果做介绍。测试证明,该车载终端系统能够胜任车辆定位、跟踪监控等工作,而且系统具备盲区补偿的功能,扩展空间大,易于升级。     

基于主题模型的主观性句子识别

主观性句子识别旨在发现文本集合中具有观点的句子。本文基于概率主题模型,提出融合主题的主观性句子识别模型。该模型通过考虑主题因素识别句子主观性,同时挖掘文本集合中的潜在主观性主题。提出的模型是一个弱监督生成模型,不需要大量的标记语料进行训练,仅需要一小部分领域独立的主观性词典修改模型的先验。实验证明,提出的模型能有效地提高句子识别召回率和F值,同时抽取的主观性主题具有较强的语义信息。     

基于用户兴趣度的校园网带宽管理策略应用研究

针对校园网出口拥塞问题,提出一种基于行为分析的用户兴趣建模方法,通过用户参与时间来衡量并计算不同种类应用的用户访问兴趣度,在用户兴趣度的基础上结合通道管理技术进行带宽管理策略研究,实现动态带宽管理。实施结果表明,该方法能够有效地提高用户的网络满意度。     

变化环境下考虑物理机制的SD需水预测研究

随着气候变化与人类活动作用的加剧,流域水资源受变化环境的影响愈加显著。研究变化环境下的流域水资源系统变化特征及需水预测对支撑流域水资源管理与合理配置具有重要的指导意义。基于系统动力学原理,耦合了考虑物理机制的需水预测方法,建立水资源系统模型,以黄河流域为例,分析了多因子驱动及多要素胁迫作用下黄河流域水资源系统变化特征,采用MPI气候模式预估的未来气温、降水结果及未来流域5种不同的经济社会发展情形,预测了黄河流域2017—2030年的水资源供需演变趋势。结果表明:①黄河流域的生活需水量随着流域人口及人均用水需求的增加不断增长。随着产业结构调整,工业需水量呈现缓慢减少态势,生态及三产需水量逐年增加,农业灌溉需水量呈下降趋势;②在加强流域水资源管理力度、增加节水技术投资的前提下,保障流域经济、社会协调发展,注重发展经济的同时兼顾流域生态环境保护,满足黄河流域下一阶段的经济社会可持续发展的要求;③为保障黄河流域水资源可持续发展,实现黄河流域生态保护和高质量发展,需要调整流域水资源管理策略,提高节水程度,促进流域产业结构优化。     

预制桥面板 ＵＨＰＣ湿接缝的界面受力性能研究

为确定合理的界面间约束与接触关系,采用ＡＢＡＱＵＳ中3种不同的约束与接触关系基于现有试验试件进行模拟,将数值分析结果与试验结果与进行对比分析。研究表明:采用内聚力模型的有限元模型破坏形态与试验结果较为一致,绑定约束次之,而采用接触摩擦模型的有限元模拟结果与试验差别最大;以试验开裂荷载与极限荷载为分析对象,绑定约束与内聚力模型的数值分析结果与试验吻合较好,而接触摩擦模型的数值分析结果与试验差异较大;与绑定约束模型相比,内聚力模型能够较好地模拟试件界面的损伤。因此,当采用ＡＢＡＱＵＳ进行预制桥面板与ＵＨＰＣ湿接缝的界面受力的有限元分析时,宜采用内聚力模型或绑定约束模型,不宜采用接触摩擦模型。     

不同土性地基考虑 ＳＳＩ效应的隔震结构地震响应分析

为探究不同土性地基的ＳＳＩ效应对层间隔震结构影响机理与动力响应规律,选取一个典型层间隔震结构,对其简化并制作缩尺模型,采用振动台试验的方法,分别在硬土、软土这两种地基上单向输入4条地震波来研究模型的动力响应。结果表明:土体具有明显的放大效应,随着地基土由硬变软,隔震结构周期延长倍数降低。隔震结构在硬土地基上能发挥较好的减震效果,而软土地基上减震效果明显减弱。软土地基上塔楼的动力响应较硬土地基增大,塔楼容易成为薄弱部位,其抗震设计应重点关注。