On a Mixture GARCH Time‐Series Model

Abstract. Recently, there has been a lot of interest in modelling real data with a heavy‐tailed distribution. A popular candidate is the so‐called generalized autoregressive conditional heteroscedastic (GARCH) model. Unfortunately, the tails of GARCH models are not thick enough in some applications. In this paper, we propose a mixture generalized autoregressive conditional heteroscedastic (MGARCH) model. The stationarity conditions and the tail behaviour of the MGARCH model are studied. It is shown that MGARCH models have tails thicker than those of the associated GARCH models. Therefore, the MGARCH models are more capable of capturing the heavy‐tailed features in real data. Some real examples illustrate the results.     

开关电源高频变压器超声波测量装置设计

高频变压器是开关电源的核心元器件,在开关电源高频的趋势中,如何测量高频变压器的高频噪音成为业界所面临的棘手问题。提出一种开关电源高频变压器超声波测量装置,可以精确、便捷地测量超出人耳听觉范围的超声波,并通过微处理器处理分析测量信息后,在显示屏中得到所选定高频噪音频率段的平均功率等级。     

用电势法测定混合电解质溶液中各个组分的活度系数

本文用无液接电势电池：Ｎａ－ＩＳＥ（或Ｋ－ＩＳＥ）｜（ＮａＣｌ（ｍＡ），ＫＣｌ（ｍＢ），Ｈ２Ｏ｜Ｃｌ－ＩＳＥ同时测定了２９８．１５Ｋ，溶液离子强度Ｉ：０．１、０．５、１．０、１．５、２．０和２．５ｍｏｌ／ｋｇ时，钠电极与氯电极组成的电池和钾电极与氯电极组成的电池的可逆电势值，根据Ｎｅｒｎｓｔ方程分别求出ＮａＣｌ－ＫＣｌ－Ｈ２Ｏ体系中，ＮａＣｌ和ＫＣｌ的平均活度系数。用Ｐｉｔｚｅｒ方程拟合两套实验数据，求出两套基本一致的Ｐｉｔｚｅｒ混合参数θＮａ－Ｋ和。将混合参数代回Ｐｉｔｚｅｒ方程，分别求出另一组分的平均活度系数，计算值与实验值比较，标准偏差分别为：０．００８１（ＮａＣｌ）和０．００７３（ＫＣｌ）。     

数控车床定位精度的激光检测法

数控机床的定位精度是反映数控机床控制特性和加工质量的重要指标,直接决定着零件的加工精度。如果机床的定位精度超差,则会导致加工出的零件不合格,这也直接影响了数控机床性能与功能的发挥。为了快速、准确检测出机床的定位误差并进行误差补偿,阐述了利用双频激光干涉仪进行数控机床定位精度检测的方法。     

基于祖冲之类方法的多体动力学方程保能量保约束积分

针对一类多体动力学问题导出的微分 代数方程,提出一种保能量、保约束的算法.该算法基于祖冲之类方法和欧拉中点保辛差分,利用祖冲之类方法保证在时间格点上精确满足约束方程,避免约束违约问题;并进一步证明该算法在时间格点上可以精确保能量.数值算例进一步验证该算法的可靠性.     

基于APDL的ANSYS嵌入式配筋实现

以ANSYS为平台,应用APDL实现钢筋混凝土有限元模型中钢筋单元嵌入混凝土单元的功能.应用该方法可以在ANSYS中方便地建立复杂的钢筋混凝土分离式模型.利用Newton-Raphson方法求解等参数单元的坐标插值函数中被约束节点在自然坐标系下的坐标值,得到自然坐标系下节点对应形函数值,并将对应的形函数值作为约束方程中混凝土单元节点位移的分项因数,从而实现嵌入节点与被嵌入单元位移协调.计算结果与Marc的算例结果吻合良好,说明该方法合理.     

沸石的碱处理溶解

晶体的溶解与晶体的生长存在着密切的联系，详细研究沸石晶体的溶解行为将有助于更好的理解沸石晶体的生长机理。鉴于目前对沸石晶体的碱处理溶解行为的研究尚处于初始阶段，所以从沸石碱溶解的几点关键内容出发，如沸石的硅铝比对沸石碱处理的影响，焙烧“活化”后沸石的碱处理溶解行为的变化，沸石与其无定形前驱物的溶解性差异以及沸石的溶解机理和溶解动力学方程方面，综述了有关沸石碱处理溶解研究方面的最新动态。     

EVALUATION OF A METHOD FOR MEASURING MIXING TIME USING NUMERICAL SIMULATION AND EXPERIMENTAL DATA

A method for measuring mixing performance in large-scale vessels is investigated. The method is evaluated experimentally in a pilotscale reactor and by using a model based on the three-dimensional calculation of the flow field. The method is based on injection of a tracer and measuring the concentration with several detectors at different locations. The mixing performance is measured as the decay rate of the difference between the concentration at the detectors and the final concentration.

The model predicts a strong dependence on injection point. The assumption of a first-order decay rate of the concentration deviation is more appropriate for some injection points.     

石蜡沉积对储层渗透率的影响研究

油气开采过程中的蜡质、沥青质等有机固相沉积。严重影响着油田的正常生产。固相沉积物不仅堵塞油井、输油管线,而且也给油藏多孔介质造成一系列的伤害。如堵塞油藏孔隙、降低孔隙度和渗透率,改变油藏岩石的润湿性,从而影响原油采收率的提高。本文采用热力学理论建立了液固两相相平衡方程,模拟计算石蜡沉积量对储层孔隙度和渗透率影响,进而求出对油井产能的影响。     

Solubility of Propane in Sulpholane at Elevated Pressures

The solubility of propane in sulpholane has been determined at temperatures in the range 298‐403 K at pressures up to 17.6 MPa. The experimental results were correlated by the Peng‐Robinson equation of state, and binary interaction parameters have been obtained for this system. The parameters in the Krichevsky‐Ilinskaya equation were calculated from these interaction parameters.