FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Three linear methods for estimating parameter values of vector auto-regressive moving-average (VARMA) models which are in general at least an order of magnitude faster than maximum likelihood estimation are developed in this paper. Simulation results for different model structures with varying numbers of component series and observations suggest that the accuracy of these procedures is in most cases comparable with maximum likelihood estimation. Procedures for estimating parameter standard error are also discussed and used for identification of nonzero elements in the VARMA polynomial structures. These methods can also be used to establish the order of the VARMA structure. We note, however, that the primary purpose of these estimates is to generate initial estimates for the nonzero parameters in order to reduce subsequent computational time of more efficient estimation procedures such as exact maximum likelihood.     

Melting and reorganization of poly(ethylene terephthalate) on fast heating (1000 K/s)

For poly(ethylene terephthalate) (PET) and other polymers the origin of the multiple melting peaks observed in differential scanning calorimetry (DSC) curves is still controversially discussed. This is due to the difficulty to investigate the melting of the originally formed crystals exclusively. Recrystallization is a fast process and most experimental techniques applied so far do not allow fast heating in order to prevent recrystallization totally. Developments in thin-film (chip) calorimetry allow scanning rates as high as several thousand Kelvin per second. We utilized a chip calorimeter based on a commercially available vacuum gauge, which is operated under non-adiabatic conditions. The calorimeter was used to study the melting of isothermally crystallized PET. Our results on melting at rates as high as 2700 K/s give clear evidence for the validity of a melting-recrystallization-remelting process for PET at low scanning rates (DSC). At isothermal conditions PET forms crystals, which all melt within a few dozens of K slightly above the isothermal crystallization temperature. There is no evidence for the formation of different populations of crystals with significantly different stability (melting temperatures) under isothermal conditions. Superheating of the crystals is of the order of 10 K at 2700 K/s.     

白细胞介素-10基因多拷贝表达盒的构建及在毕赤酵母中的表达

目的构建白细胞介素-10(IL-10)基因多拷贝表达盒,提高IL-10在毕赤酵母中的表达水平。方法体外构建重组表达载体αIL-10/pAO815,BamHⅠ和BglⅡ双酶切获得目的基因表达盒(AOX-αIL-10),再连接到BglⅡ酶切位点处,依次构建多拷贝重组载体n(AOX-αIL-10)/pAO815。从质粒pPIC9K上用NdeⅠ和SalⅠ双酶切获得Kan抗性基因,重组到多拷贝表达载体n(AOX-αIL-10)/pAO815上。重组载体n(AOX-αIL-10)/pAO815电转化毕赤酵母,PCR筛选含有IL-10基因的酵母转化子,甲醇诱导表达,对表达量高的转化子再次经重组载体n(AOX-αIL-10)/pAO815-Kan电转化,高浓度G418抗性筛选二次酵母转化子,使用甲醇诱导表达。ELISA测定IL-10含量,MC/9细胞测定IL-10活性。结果所构建的8拷贝表达盒的重组载体8(AOX-αIL-10)/pAO815和4拷贝表达盒4(AOX-αIL-10)/pAO815-Kan,转化子分泌表达IL-10水平最高,为(8.25±1.65)mg/L,比活性为1.465×105U/mg。结论已成功构建了高拷贝表达盒,并提高了IL-10在毕赤酵母中的表达水平。     

A novel clock generation algorithm for system-on-chip based on least common multiple

Due to increase in the number of Intellectual Property (IP) cores, clock generation in current day System-on-Chips (SoCs) is facing a crisis. The conventional method of using a dedicated Phase Locked Loop (PLL) to generate the clock for each IP core is becoming inefficient in terms of power and cost. We propose an algorithm based on Least Common Multiple (LCM) to minimize the number of PLLs required to generate the clocks for the IP cores in a SoC. This is done by finding an Optimum Operating Frequency (OOF) for each IP core within 10% below the maximum operating frequency of the core. The OOF is chosen such that the LCM of the OOF of all the IP cores is minimized. Simulated annealing is used to find the LCM. This LCM is the crucial high frequency from which maximum number of clocks can be derived by clock dividers.     

Multiple morphologies of self-assembled star aggregates of amphiphilic PEO-b-PNPMA diblock copolymers in solution, synthesis and micellization

Novel amphiphilic block copolymers, poly(ethylene oxide)-b-poly(p-nitrophenyl methacrylate) (PEO-b-PNPMA) with controlled molecular weights and narrow molecular weight distribution were successively synthesized by ATRP of NPMA using PEO-Br as initiator. Self-assembling of the diblock copolymer PEO₁₁₃-b-PNPMA₂₈ in the different solvent mixtures yielded various morphologies of star micelle-like aggregates, such as spheres, vesicles, cauliflower-like aggregates and rod-like aggregates, which are determined by the nature of the common solvents and the selective solvents. Thus the critical selective solvent contents and the solvent contents in PNPMA-rich phase were measured, and they have the following order: ethanol > methanol > water, and THF > CH₃NO₂ > DMSO. The probable self-assembling mechanism is discussed. This method is convenient for preparation of multiple morphological star micelle-like aggregates in solution, especially from the amphiphilic block copolymers with relatively longer block shell.     

无线移动网络节点发包概率的演化博弈模型

针对大规模无线移动网络中节点对信道资源的群体性随机博弈问题,在载波侦听多路访问/冲突避免(CSMA/CA)的机制下,建立一种节点发包概率的演化博弈模型。考虑节点成功发送数据包的收益、监听、退避和冲突等成本因素,给出并证明该模型的演化稳定策略(ESS),推导节点发包概率演化的复制动态方程。数值仿真结果表明,该模型能提供更强的ESS,保证在多个移动节点干扰时演化稳定点的鲁棒性。     

Theoretical analysis of a multiple-effect diffusion still producing highly concentrated seawater

A multiple-effect diffusion still producing highly concentrated seawater was theoretically analyzed taking variations of the boiling point elevation (BPE) into account. The still consists of a series of seawater-soaked wicks stuck on closely-spaced parallel plates with the first plate steam-heated at 100°C and the last plate cooled in 30°C ambient air. Evaporation from the wicks increases the BPE more rapidly at downstream distances closer to exits of evaporating areas, and this increase reduces evaporation flux significantly at downstream regions on the wicks. An 80% heat recovery from products of hot condensate and concentrate reduces the steam consumption by 46%. The steam consumption decreases more rapidly with an increasing number of wicks than does the production rate; thus, a lower steam consumption ratio is observed for the still having more wicks. Narrowing the gaps between the plates greatly increases the production rate with a slight decrease in the steam consumption ratio. The still with 19 wicks with 1 m by 2 m evaporating areas, 5 mm gaps and 80% heat recovery produces 12 kg distillate and 3.3 kg concentrate of 0.16 kg/kg-water concentration per 1 kg steam consumption with a 26.4 kg/h distillate production rate.     

基于细胞自动机的动态云实时模拟

具有真实感云的实时模拟应用非常广泛。基于细胞自动机技术建立云模型,明确了边界网格点的处理方法。通过改进变换规则,引入了上升气流的作用,加快了运行速度并反映了云的真实特性。在光照计算过程中,将多重前向散射光照运用于细胞自动机方法中,并将近似米氏散射的Henyey-Greenstein相位函数嵌入到前向散射光照模型。仿真实验表明,该方法提高了云的外观的真实性,可以实现云的实时绘制。     

SSI:一种IPv6/IPv4多址同源识别模型

IPv6/IPv4共存环境下多址同源识别是共存网络管理与拓扑发现的一个关键问题。现有研究主要集中于子网内部的双栈发现及单一IP协议栈中的别名解析,难以识别远程IPv6/IPv4共存网络中的多址同源。通过分析同源地址间的本质联系,提出一种IPv6/IPv4多址同源识别模型(SSI),该模型综合利用特殊地址格式匹配、TCP时钟指纹比对和上层协议短时致瘫等多种方式来提高同源地址的识别能力。实验结果表明,上述方法均可有效识别IPv6/IPv4多址同源;SSI模型具有较理想的识别率和正确率。     

Introducing robustness in model predictive control with multiple modelsand switching

Model predictive control is model-based. Therefore, the procedure is inherently not robust to modelling uncertainties. Further, a crucial design parameter is the prediction horizon. Only offline procedures to estimate an upper bound of the optimal value of this parameter are available. These procedures are computationally intensive and model-based. Besides, a single choice of this horizon is perhaps not the best option at all time instants. This is especially true when the control objective is to track desired trajectories. In this paper, we resolve the issue by a time-varying horizon achieved by switching between multiple model-predictive controllers. The stability of the overall system is discussed. In addition, an introduction of multiple models to handle modelling uncertainties makes the overall system robust. The improvement in performance is demonstrated through several examples.