ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS

Abstract. Some simple preliminary estimators for the coefficients of mixed autoregressive moving average time series models are considered. As the first step the estimators require the fitting of a long autoregression to the data. The first two methods of the paper are non-iterative and generally inefficient. The estimators are Yule-Walker type modifications of the least squares estimators of the coefficients in auxiliary linear regression models derived, respectively, for the coefficients of the long autoregression and for the coefficients of the corresponding long moving average approximation of the model. Both of these estimators are shown to be strongly consistent and their asymptotic distributions are derived. The asymptotic distributions are used in studying the loss in efficiency and in constructing the third estimator of the paper which is an asymptotically efficient two-step estimator. A numerical illustration of the third estimator with real data is given.     

Boundary layer model for char combustion and gasification

A non-steady boundary layer model is developed for numerical simulation of combustion and gasification of a single shrinking char particle. The model considers mass and energy conservation coupled with heterogeneous char reactions producing CO and homogeneous oxidation of CO to CO₂ in the boundary layer surrounding the char particle. Mass conservation includes accumulation, molecular diffusion, Stefan flow and generation by chemical reaction. Energy conservation includes radiation transfer at the particle surface and heat accumulation within the particle. Simulation results predict experimentally measured conversion and temperature profiles of a burning Spherocarb particle in a laminar flow reactor. Effects of bulk oxygen concentration and particle size on the combustion process are addressed. Predicted particle temperature is significantly affected by boundary layer combustion of CO to CO₂. With increasing particle size, char gasification to char combustion ratio increases, resulting in decreasing particle temperature and increasing peak boundary layer temperature.     

PARAMETER ESTIMATION IN EXPONENTIAL MODELS

Abstract. In this paper the problems of parameter estimation and order determination of an exponential (EX) model are studied in the time domain. In order to estimate the parameters, the parameter equations of an EX model are given in terms of the autocorrelation function, which is similar to the Yule-Walker equations of an autoregressive moving-average model. Estimates of parameters are obtained with the aid of the parameter equations and theorems are proved relating the convergence rate and asymptotic distribution of the estimates. We present two kinds of methods for estimating the order and prove that the estimates of the order are consistent.     

T.C.Powcrs模型若干问题的研究

从T.C.Powers水泥石模型出发,提出了描述水泥混凝土材料初始结构的主要参数是初始孔隙率。由此池绎了水泥浆体组成与结构的定量关系,比原模型有更明了的物理意义,研究结果表明,Powers模型在高孔隙率范围内具有适用性,但不适用于低孔隙率硬化水泥浆体,且在低孔隙率条件下不存在28％的固有凝胶孔隙率,水化产物成份和性质是渐变的。     

REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

Hydrodynamics of disturbed flow and erosion—corrosion. Part I — Single-phase flow study

Numerical simulations of turbulent flow have been used to determine the flow structure in a sudden pipe expansion, in order to explain the effects of disturbed flow on mass transfer controlled erosion–corrosion. Previously determined rates of mass transfer through the liquid boundary layer have been directly related to the predicted levels of near-wall turbulence. When rust films are present, the turbulent fluctuations affect both the mass transfer through the boundary layer and the removal of the film. The determining resistance to mass transfer, under the conditions examined, was that of the rust film.     

Exploring single electrode reactions in polymer electrolyte fuel cells

Utilising a pseudo-reference electrode in polymer electrolyte fuel cells allows for the separation of anodic and cathodic contributions to the entire cell impedance. Modelling the impedance responses by using equivalent circuits inhibits the investigation of kinetic parameters of the basic electrochemical reactions, which take place at single electrode-electrolyte interfaces. Therefore, we evaluate single electrode impedance measurements by a kinetic model, which is based on specific reaction pathways, either for the oxygen reduction reaction (ORR) or the hydrogen oxidation reaction (HOR). As a consequence, it is possible to obtain kinetic parameters for the specific reaction of interest. Furthermore, the information gained from the single electrode impedance measurements and the kinetic model can give insight into single reactions steps. In particular, the ORR has to include a chemical step in the reaction pathway.     

喷动床反应模型的研究进展

喷动床是一种可实现热量重复循环的高效反应器 .介绍了目前喷动床研究中出现的各种反应模型 ,从等温和非等温两个方面讨论了一维轴向、流管、半分割和流动反应耦合等各类模型的基本思想和理论及各自的特点 ,并提出了进一步发展的方向 .     

Prediction model of compressive strength development of fly-ash concrete

Based on experimental results concerning the compressive strength development of concrete containing fly ash, the authors derived an estimation equation for compressive strength development. The equation can express coefficient , which indicates the activity of fly ash as a binder, in the form of a function of age, fly-ash content, and Blaine specific surface area of fly ash.

This equation is capable of explaining the increases in the early strength due to fly ash in place of part of fine aggregate, the decreases in the early strength due to fly ash in place of part of cement, the increases in the long-term strength due to pozzolanic reaction, the relationship between the fly-ash replacement ratio and the ratio of strength increase/decrease, and the effect of fly ash's Blaine specific surface area on the strength.     

Modelling the effects of human papillomavirus in cervical cells

Worldwide, cervical cancer is the second most common cancer in women, after breast cancer. The prevalence of this malignant disease is estimated at 1.4 million cases worldwide, causing about 290,000 deaths and 500,000 new cases per year, of which 80% correspond to women living in developing countries. In this work we propose a family of ordered models for basal cells of the cervix corresponding to different stages ranging from normal cells to the formation of precancerous lesions. We analyse the first member of the family analytically and for the second member we developed a non-standard numerical method in order to extract some biological information.