Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation

This article considers the generalized bootstrap method to approximate the least absolute deviation estimation and portmanteau test for generalized autoregressive conditional heteroskedastic models. The generalized bootstrap approach is easy-to-implement, and includes many bootstrap methods as special cases, such as Efron's bootstrap, Bayesian bootstrap, and random-weighting bootstrap. The proposed bootstrap procedure is shown to be asymptotically valid for both estimation and test. The finite-sample performance is assessed by simulation studies, and its usefulness is illustrated by a real application to the Hang Seng Index.     

常用梯形图程序设计方法在PLC实验中的应用

以常用的经验设计法和顺序控制设计法为重点,介绍了这两种梯形图程序设计方法的特点、规律和设计方法及步骤.通过综合性实验十字路口交通灯控制的程序设计,对两种梯形图程序设计方法做了进一步的比较与总结.     

基于西门子S7-300的泵站现场控制级的设计与实现

介绍了笔者自行开发的基于西门子S7—300系列模块化PLC产品的泵站现场控制级的基本功能 ,给出了S7—300系列模块化PLC的硬件结构、系统工作过程及自动化程序的编制和实现方法     

Identification algorithm based on the approximate least absolute deviation criteria

Considering the situation that the least-squares (LS) method for system identification has poor robustness and the least absolute deviation (LAD) algorithm is hard to construct, an approximate least absolute deviation (ALAD) algorithm is proposed in this paper. The objective function of ALAD is constructed by introducing a deterministic function to approximate the absolute value function. Based on the function, the recursive equations for parameter identification are derived using Gauss-Newton iterative algorithm without any simplification. This algorithm has advantages of simple calculation and easy implementation, and it has second order convergence speed. Compared with the LS method, the new algorithm has better robustness when disorder and peak noises exist in the measured data. Simulation results show the efficiency of the proposed method.     

基于PLC的磨煤机系统启停控制的实现

介绍了ABPLC在某矿业公司活性车间二期工程磨煤机系统上的应用,阐述了磨煤机工作原理及系统的结构组成,并针对现场实际情况和工艺要求,设计了PLC控制程序,将磨煤机系统实现了启停控制,解决了磨煤机系统运行中出现的问题。实际应用表明了程序设计的有效性,满足了活性车间煤粉生产的需要。     

多介质拉氏自适应流体动力学软件LAD2D研制及其应用

拉氏方法是内爆动力学过程数值模拟的主要方法.针对高温、高压、多介质和大变形等内爆问题,采用非结构任意多边形网格底层管理、计算过程中网格邻域可变技术,以及拉氏自适应网格加密方法和层次化、模块化程序设计思想,自主研发非结构拉氏自适应网格流体动力学软件LAD2D.从物理模型、计算方法、程序设计、程序验证与确认、大变形问题数值模拟等方面系统地介绍LAD2D.LAD2D对多介质爆轰弹塑性流体大变形问题有很强的适应能力.