TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION

Abstract. The performance of the Geweke-Porter-Hudak (GPH) test, the modified rescaled range (MRR) test and two Lagrange multiplier (LM) type tests for fractional integration in small samples is examined using Monte Carlo methods. Both the GPH and MRR tests are found to be robust to moderate autoregressive moving-average components, autoregressive conditional heteroskedasticity effects and shifts in the variance. However, these two tests are sensitive to large autoregressive moving-average components and shifts in the mean. It is also found that the LM tests are sensitive to deviations from the null hypothesis. As an illustration, the GPH test is applied to two economic data series.     

基于开放源代码的防火墙实验项目设计

当前计算机网络安全课程已经广泛地开设于计算机及信息安全等相关专业,而防火墙技术又是计算机网络安全课程的重要内容之一。用专用硬件防火墙作为实验设备具有价格昂贵、内部技术不透明的缺点,因此本文设计一系列基于Linux操作系统开放源代码的防火墙技术实验,这样不仅可以降低教学实验成本,也能让学生更清楚地了解各种防火墙技术及实现,增强学生的专业实践能力。     

A STUDY OF EXPERIMENTAL DESIGN OPTIMALITY FOR WIENER SYSTEMS

In the context of nonlinear dynamic system identification for Hammerstein systems, Rollins et al. (2003a) studied the information efficiency of the following two competing experimental design approaches: statistical design of experiments (SDOE) and pseudo-random sequences design (PRSD). The focus of this study is the Wiener system and evaluates SDOE against PRS under D-optimal efficiency. Three cases are evaluated and the results strongly support SDOE as the better approach.     

再生剂与老化沥青微观作用机理

采用分子动力学模拟方法,根据老化沥青体系溶解度参数变化规律,研究了再生剂组分对老化沥青相容性的影响;通过体系的相互作用能分析,探讨了再生剂组分对老化沥青再生的作用机理。结果表明,芳香分有助于改善老化沥青的相容性,且芳香分掺量越大改善效果越好;饱和分则刚好相反,这与实验结论相一致。芳香分与老化沥青相互作用能随掺量增大而急剧增大,意味着两者相互吸引作用显著增强,其原因在于静电相互作用能占据主导地位,范德华相互作用能相对较小;然而饱和分与老化沥青的相互作用能随掺量变化不大,其中静电相互作用能和范德华相互作用能几乎各占一半贡献。分子间的静电相互作用能是影响老化沥青再生的主要因素。     

基于正交试验设计的岩坡力学参数反演

对某岩坡Ⅲ区现场勘察后认为,该区为断层破碎带,属碎裂结构,岩体分级为Ⅳ级.由于地质情况复杂、岩体破碎以及边坡开挖引起的应力释放等原因,致使边坡岩体加固的力学参数用常规方法较难确定.运用正交试验设计的方法借助有限差分程序FLAC进行分析,以安全系数作为评价指标,模拟各参数不同水平的各种组合,对影响边坡稳定性的各因素进行了敏感性分析,并对边坡力学参数进行了反演,得出较为合理的力学参数,为边坡治理提供依据.     

声频谱测井仪器的研制和野外实验

研制成功的声频谱测井仪器在井下发射和接收三种频率的声波信号,其中发射和接收20kHz声波信号的声系有一个发射和四个接收探头,源距为2．1～2．568m,间距为0．156m;发射和接收40kHz声波信号的声系由一个发射和两个接收探头组成,源距1．0—1．5m,间距0．5m;发射和接收10kHz声波信号的声系由一个发射和两个接收探头组成,源距为2．168—2．668m,间距0．5m．用三种不同的频率的声波进行测量记录目的是获得井壁径向深度不同处介质的声学信息,而且不同频率的声波信号在岩石中传播过程中频谱变化也是井壁岩层的可用声学信息．在井下的信息采集、数据传输、地面记录和监控全部由计算机控制．该仪器已经在大庆油田的三口井中成功的进行了野外实验．     

轻骨料混凝土应力应变关系的试验分析

通过轻骨料混凝土LC30,LC40与普通混凝土C30,C40的对比试验,研究了同等强度等级下轻骨料混凝土与普通混凝土的力学性能;得出了不同强度等级的轻骨料混凝土的应力应变关系曲线.将试验结果与规程模型进行对比,分析其差异,进一步给出下降段的应力应变曲线方程.     

制药工程专业实验课程教学的改革与实践

按照顶层设计思路,从实验课程教学目标、实验课程设置和实验课程内容等方面进行改革,整合了实验课程,优化了实验内容,精心设计了基础型实验—综合型实验—研究创新型实验多层次专业实验项目,建立了实验报告与实验过程在线考核相结合的考核机制。通过引导性和指导性提问进行启发式教学,开展了课内课外相结合的研究创新型专业实验,确保了对学生心手合一的动脑、动手能力的训练,将实践创新能力及科研素质的培养落到实处。     

Integrated reliability or travel time and capacity or urban road network under ice and snowfall conditions

In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions, the conceptions of travel time reliability and capacity reliability were defined under special conditions. The link travel time model (ice and snowfall based-bureau public road, ISB-BPR) and the path choice decision model (elastic demand user equilibrium, EDUE) were proposed. The integrated reliability was defined and the model was set up. Monte Carlo simulation was used to calculate the model and a numerical example was provided to demonstrate the application of the model and efficiency of the solution algorithm. The results show that the intensity of ice and snowfall, the traffic demand and supply, and the requirements for level of service (LOS) have great influence on the reliability of a road network. For example, the reliability drops from 65% to 5% when the traffic demand increases by 30%. The comprehensive performance index may be used for network planning, design and maintenance.     

虚拟实验平台信息安全架构设计

依托＂十一五＂国家科技支撑计划重点项目《虚拟实验教学环境关键技术研究与应用示范》,构建一个开放、共享、高安全性的虚拟实验共享平台,使用户对实验的使用从传统的分散小群体模式提升到按需使用跨区域第三方运营的共享模式。本文提出了基于USB Key的CA认证体系,设计了虚拟实验网络的安全结构和试验平台的身份认证系统。用户通过USB Key认证登录后,即可使用本域内或远程的并行计算环境,按照系统提供的标准服务规范,与实验系统远程交互。