LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

延长预焙阳极使用周期的研究与应用

通过分析延长预焙阳极使用周期的途径、阳极消耗的影响因素以及预焙阳极生产工艺状况，确定通过提高预焙阳极的质量来延长其使用周期，研究制定并详细论述了改善预焙阳极质量的具体工艺改进措施。阐述了改进预焙阳极工艺后取得的效果、预焙阳极的质量状况以及为企业创造的经济效益和社会效益。     

输出窗材料的研究进展

输出窗是高真空微波管中的关键构件,本文对目前应用的各种输出窗材料的性能、制备以及应用现状进行了评述。针对大功率毫米波微波管用输出窗材料的需求,提出了制备输出窗复相陶瓷以及创新制备方法等解决思路。     

台州湾近海海域波浪要素特征分析

波浪要素的观测及分析对港口码头设计、航道建设、围垦工程等都尤为重要。为研究台州东部新区临时航道疏浚工程对周边涉水工程的影响,采用SZF型波浪浮标,在工程海域进行为期一年的波浪观测,并对实测的波浪要素进行统计分析。结果表明:台州湾全年以东北向波浪居多,东向浪最大,可高达5 m。波高主要集中在0.5 m~1.0 m范围,波周期集中在3.0 s~4.0 s范围。春季浪向分散,夏季浪向集中在S向,秋冬季浪向相似,N为主波向。受台风影响,夏秋季有大浪出现。     

国内外聚氯乙烯塑料门窗的现状及展望

介绍了未增塑聚氯乙烯塑料门窗的导热系数低、防水、防潮等特点,利用PVC型材作门窗是节约建筑材料的一条重要途径.重点阐述了国内外聚氯乙烯塑料门窗的生产、使用情况及国内产品存在的缺陷,另外还论述了国内塑料门窗的发展趋势,对PVC塑料门窗在国内的发展应用有促进作用.     

Use of rosemary extract in preventing oxidation during deep-fat frying of potato chips

The effect of using a rosemary extract on the stability of oil used for frying potato chips has been evaluated. Sliced potatoes were fried intermittently in soybean oil containing a natural extract from rosemary. The conditions used for frying were 185°C for 90 s. Two separate experiments, with and without replenishment of oil, were carried out. Oil samples were taken each day, not only from the frying pans but also by extraction with hexane from the chips. Changes in the induction period of the oil samples (Rancimat method) were determined. The induction period decreased as frying progressed. The reduction in the induction period was higher in the oil free of rosemary extract, and the chips were much darker in color. The oil containing the extract showed greater antioxidant activity, and reduced darkening and rancidity of the oil. Potato chips fried in the oil with added rosemary extract were more acceptable than chips fried in oil containing no extract until the last frying. The free radical scavenging activity of rosemary extract in comparison to other natural antioxidants was also determined by the reduction of O₂ ^.- in a hypoxanthine/xanthine oxidase system.     

Direct observation of induction period of MTO process with consecutive pulse reaction system

The initial transformation of methanol over HZSM-5 catalyst was investigated by a consecutive pulse reaction system. The reactant–catalyst contact time influenced the initial methanol transformation and the performances implied methanol reaction in induction period or under steady-state condition. The induction period, in which an organic-free HZSM-5 catalyst could be transferred to a working catalyst, were directly observed. The analysis result of the product stream predicted hydrogen-deficient species deposition over catalyst surface at the beginning of MTO reaction. The hydrogen transfer level of steady-state MTO reaction also varied with reaction contact time.     

核电工程项目调试工期的影响因素与优化

调试启动工作是核电工程项目进度控制中非常重要的环节,对整个工程的顺利投入运行有着重要的作用。如果调试工期过长,则会导致核电工程不能按期交付使用,从而对整个核电工程的进度造成影响。主要探讨了核电工程项目调试工期的影响因素和优化措施。     

气升式环流反应器强制振荡周期对传质影响的研究

在同一反应器中比较了不同振荡周期下的气液传质特性,为最优强制振荡周期的确定提供了实验依据和分析基础。选择体积传质系数及气含率作为传质研究的主要评价指标,实验结果表明,动态操作下的传质效果明显优于稳态,而不同振荡周期传质效果也大不一样。在0.8~2.4m3h-1的气速范围内,由静压力、导流管顶部截面流体速度、全床气含率(及传质系数)周期性变化所确定的振荡周期TP、TV、TK比稳态操作下的全床平均传质系数分别提高了3.92%~27.3%,2.35%~24.5%,28.2%~43.3%。由反应器内全床平均气含率或传质系数确定的振荡周期TK是最佳振荡周期。     

Time Deformation,Continuous Euler Processes and Forecasting

Abstract. A continuous Euler model has time‐varying coefficients. Through a logarithmic time transformation, a continuous Euler model can be transformed to a continuous autoregressive (AR) model. By using the continuous Kalman filtering through the Laplace method, this article explores the data application of a continuous Euler process. This time deformation of an Euler process deforms specific time‐variant (non‐stationary) behaviour to time‐invariant (stationary) data on the deformed time scale. With these time‐invariant data on the transformed time scale, one may use traditional tools to conduct parameter estimation and forecasts. The obtained results can then be transformed back to the original time scale. Simulated data and actual data such as bat echolocation and the US residential investment growth are used to demonstrate the usefulness of time deformation in forecasting. The results indicate that fitting a traditional autoregressive moving‐average (ARMA) model on an Euler data set without imposing time transformation leads to forecasts that are out of phase while the forecasts of an Euler model stay mostly in phase.