Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange).     

准噶尔盆地三台-北三台地区第三系勘探潜力分析

从沉积及储层组合、油气运移系统等方面全面剖析了准噶尔盆地三台-北三台地区第三系油气成藏条件，建立了成藏模式，对未钻探区勘探潜力进行了预测；通过分析，认为该区第三系储层物性主体差，断裂更多地表现为封闭性，导致沟通深部油气源的运移体系不畅，致使第三系圈闭不能有效捕获和储集油气。圈闭又比较匮乏，主体勘探潜力不大。北25井西背斜紧邻多期活动的甘诃子北断裂，第三系可能发育较好的储层，相对有利，北25井西背斜应是钻探第三系的首选目标。     

Transient aspects of inner wall temperatures at different spatial positions in fluidized bed evaporators

In this work, the instantaneous data of inner wall temperatures obtained at given axial positions but for different heated tubes or at various axial positions but at the same heated tube in a tube-bank fluidized bed evaporator with a vapor–liquid–solid external natural circulation flow were analyzed by employing linear and nonlinear time series analysis methods, including correlation dimension and Kolmogorov entropy analyses besides time domain, power spectrum and autocorrelation analyses. It is found that nonlinear characteristics of the wall temperature time series vary with spatial position in the evaporator at given operation conditions, and thus the multi-phase flow boiling behavior. However, the signals obtained at given axial position but different heated tubes in the evaporator exhibit more similar nonlinear evolution behavior, and those measured in the same heated tube but at different axial heights in the evaporator undergo more distinct nonlinear dynamic behavior. Multi-scale phenomena in different spatial positions are also found and discussed. These transient aspects of inner wall temperatures are closely related to the average holdup of solid particles and motion of vapor bubbles in vapor–liquid–solid flow. These results can provide some valuable information on the system modeling and controlling from the point of view of nonlinearity.     

ZPG系列盘式真空过滤机的研制与应用

详细介绍了ZPG系列盘式真空过滤机的主要特点、基本原理和主要技术参数。对盘式真空过滤机的过滤理论进行了系统的研究 ,以及为提高过滤系数和降低滤饼水分所采取的关键措施。与传统的真空过滤机进行了对比 ,表明ZPG系列盘式真空过滤机的滤饼水分可以降低 1 %～ 3 % ,过滤系数提高 3 0 %～5 0 % ,过滤每吨精矿的能耗可以降低 5 0 %左右 ,使得ZPG系列盘式真空过滤机在国内各大冶金矿山得到全面推广使用 ,创造了巨大的经济效益和社会效益。     

A complete VARMA modelling methodology based on scalar components

Abstract. This article proposes an extension to scalar component methodology for the identification and estimation of VARMA models. The complete methodology determines the exact positions of all free parameters in any VARMA model with a predetermined embedded scalar component structure. This leads to an exactly identified system of equations that is estimated using full information maximum likelihood.     

Self-controlled case series analyses: Small-sample performance

Second-order expressions for the asymptotic bias and variance of the log relative incidence estimator are derived for the self-controlled case series model in a simplified scenario. The dependence of the bias and variance on factors such as the relative incidence and ratio of risk to observation period are studied. Small-sample performance of the estimator in realistic scenarios is investigated using simulations. It is found that, in scenarios likely to arise in practice, asymptotic methods are valid for numbers of cases in excess of 20-50 depending on the ratio of the risk period to the observation period and on the relative incidence. The application of Monte Carlo methods to self-controlled case series analyses is also discussed.     

Analytical prediction of composite beams response in fire situations

In this paper an extension of the method of the Fourier series expansion to the fire analysis of composite beams is presented. In particular the extension concerns the introduction of the temperature dependent interaction of all the components: steel beams, concrete slab and steel connectors. These last are considered of finite stiffness, and a proper account is given to the combined effect of thermal degradation of the properties, and stress amplification caused by the differential thermal expansion across the interface.The proposed method compares very well with some experimental fire tests of simply supported and framed composite beams. Due to its relative simplicity and speed, it can be used for design purposes in evaluating the critical temperature in terms of critical deflection. Finally we recall that the method is capable of dealing with every type of fastening distribution, such as discontinuous or variable length.     

南桐矿区龙潭煤系热演化及煤变质研究

川东地区二叠系龙潭煤系煤变质分带与褶皱关系密切，背斜部位变质浅，向斜部位变质深，且变化急剧．在对南桐矿区重点研究的基础上，用沉积速率比值法和沉积趋势法恢复了川东地区各时期的沉积厚度以及褶皱运动前后龙潭煤系的热演化史，并用Ｈｏｏｄ法确定了煤变质阶段，对川东的煤变质规律作出了合理的解释。     

矿井串联系统模糊可靠性理论的研究

矿井系统不仅具有随机性，而且同时也具有模糊性，在系统分析与设计过程中应同时考虑这两种不确定性因素的影响。文中提出了模糊故障、模糊功能、系统模糊运营状态和广义可靠度等概念，并在此基础上提出了求单元及串联系统的生产能力、营运费用、应急维修费用、修理时间和广义可靠度等指标的方法，建立了使系统平均生产能力最大的系统最优运营策略的数学模型。     

Series resonant ZCS‐PFM DC‐DC power converter with high‐frequency high‐voltage transformer link for high‐power magnetron drive

This paper presents a single lossless inductive snubber‐assisted ZCS‐PFM series resonant DC‐DC power converter with a high‐frequency high‐voltage transformer link for industrial‐use high‐power magnetron drive. The current flowing through the active power switches rises gradually at a turned‐on transient state with the aid of a single lossless snubber inductor, and ZCS turn‐on commutation based on overlapping current can be achieved via the wide range pulse frequency modulation control scheme. The high‐frequency high‐voltage transformer primary side resonant current always becomes continuous operation mode, by electromagnetic loose coupling design of the high‐frequency high‐voltage transformer and the magnetizing inductance of the high‐frequency high‐voltage transformer. As a result, this high‐voltage power converter circuit for the magnetron can achieve a complete zero current soft switching under the condition of broad width gate voltage signals. Furthermore, this high‐voltage DC‐DC power converter circuit can regulate the output power from zero to full over audible frequency range via the two resonant frequency circuit design. Its operating performances are evaluated and discussed on the basis of the power loss analysis simulation and the experimental results from a practical point of view. © 2005 Wiley Periodicals, Inc. Electr Eng Jpn, 153(3): 79–87, 2005; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20126