A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES

Abstract. A generalized autoregressive (GAR) process {Z ( t ) ; t = 0 , ±1, …} is defined to satisfy the recurrence relation Z(t) = A_θ (t)Z (t -l)+ u( t ), where {A_θ(t); t = 0,±1, …} is itself a stochastic process depending on a vector parameter θ and where {u( t ); t = 0, ±1, …} is white noise with Eu ² ( t ) = a ². This paper develops theory and methodology and implementing the class of GAR processes for time series modeling and forecasting. Conditions on the 'parameter process' { A _θ ( t ); t = 0, ±1, …} are obtained for the existence of a GAR process; necessary and sufficient conditions on { A_θ ( t ) ; t = 0, ±1, …} for existence of a stationary GAR process are also obtained. Procedures are developed for computing maximum likelihood estimates of the parameters 0 and u² and for computing the minimum mean squared error forecasts for GAR processes.     

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.     

Transformations of residual fertilizer P in a semi-arid tropical soil under eight-year peanut-wheat rotation

Long-term transformations of residual phosphorus (P) governs the availability of phosphorus to crops. Very limited information is available on the transformations of residual fertilizer P in semi-arid tropical soils under long-term crop rotations. Therefore, using sequential phosphorus fractionation procedure, we studied changes in labile and stable forms of inorganic and organic P in a semi-arid alluvial soil (Typic Ustisamments) after eight years of annual fertilizer P application either to one crop (alternate) or to both crops (cumulative) in a peanut (Arachis hypogaea) — wheat (Triticum aestivum) rotation.Total residual fertilizer P in soil (P recovered from P-fertilized minus control plots) ranged from 62 to 176 mg P kg^–1. In the alternate P treatments (P applied to peanut or wheat only), on an average of 3 rates of applied P (13, 26 and 39 kg P ha^–1), in surface (0–15 cm) and subsurface (15 to 30 cm) soil, respectively, residual fertilizer P consisted of 14.8 and 2.2% resin-P, 8.6 and 2.8% NaHCO₃-P, 6.3 and 0% microbial-P, 31.4 and 4.2% NaOH-P, 7.8 and 3.0% aggregate protected-P, 12.5 and 3.0% HCl-P, 3.4 and 0% H₂SO₄-P. The corresponding values for surface and subsurface soils of cumulative P treatments (P applied to both peanut and wheat) were: 12.8 and 1.6% resin-P, 6.9 and 2.3% NaHCO₃-P, 4.7 and 0% microbial-P, 32.5 and 4.2% NaOH-P, 5.6 and 2.0% aggregate protected-P, 14.8 and 3.8% HCl-P, 6.7 and 2.1% H₂SO₄-P. Considerable lower values for the 15–30 cm depth indicate only a very small movement of residual P to the subsoil.Significantly lower amount of fertilizer P (28% and 44%) found in labile (resin, NaHCO₃ and microbial P) and semi-labile (NaOH and sonicated NaOH P) fractions for the cumulative P treatment than alternate P treatment (35 and 46%, respectively) suggests that increased rates and frequency of applied P tend to enhance the conversion of residual P to stable forms which are less available to plants. About 12 to 19% of residual fertilizer P found as organic P in labile and semi-labile forms confirmed that organic P increased with long-term fertilizer management. In conclusion, the results of our study suggest that the alternate application of fertilizer P to a crop, as is shown for wheat, helps reduce the transformations of residual P to stable P forms.     

模拟在财务预测、决策中的应用

阐述了模拟在财务预算、决策中的应用及其优越性，结合模拟软件进行了案例分析。     

Electrochemical anticorrosion performance evaluation of Al2O3 coatings deposited by MOCVD on an industrial brass substrate

Alumina (Al₂O₃) coatings of different thickness were deposited on OT59 brass substrate (BS) using the metal organic chemical vapour deposition (MOCVD) technique to evaluate the corrosion performance by EIS measurements. The used precursor was dimethyl-aluminium-isopropoxide. Electrochemical characterizations of the deposited films were performed in a standard very aggressive acidic solution (aerated 1N H₂SO₄ at 25 °C up to 168 h of immersion time) by means of direct current method (Tafel curves) and electrochemical impedance spectroscopy (EIS). The Rutherford backscattering spectroscopy (RBS) indicated that the films are very pure with the correct Al₂O₃ stoichiometry, while the IR absorption spectra showed that the films did not contain any OH groups. The surface film morphology was investigated by atomic force microscopy (AFM) and displayed a globular texture. The films were very smooth, with a maximum root mean square roughness, for example, of 14 nm for a 0.96 μm thick coating. The EIS data confirmed, as expected, that a 2.40 μm Al₂O₃ layer ensures the best corrosion protection after 168 h of immersion in the very acidic environment used.     

长链羧酸铕四元配合物的合成及其发光性质

合成了铕与长链羧酸、二苯甲酰甲烷、邻菲啰啉形成的四元配合物,用元素分析、红外光谱、核磁共振氢谱和紫外光谱对所合成的铕四元配合物进行了表征。由于长链羧酸的引入,铕配合物在氯仿等挥发性有机溶剂中具有良好的溶解性,这为今后与高分子基体复合创造了条件。铕配合物在342nm光波激发下,发出以铕的特征发射谱线612nm左右为主的强荧光。     

基于最大偏差相似性准则的BP神经网络短期电力负荷预测算法

针对企业电力负荷随机性强、稳定性低、预测精度不理想等问题,提出了一种基于最大偏差相似性准则的BP神经网络短期电力负荷预测算法。首先对最大偏差相似性准则算法进行修改,并提出使用预测日的负荷特征向量与最大偏差相似性准则算法聚类之后的类中心负荷特征的距离来确定预测日的相似日类别;然后将聚类后的相似日类别负荷数据作为BP网络的训练数据,输出预测日起始的连续三天96整点负荷值。实验表明,该方法提出的短期电力负荷预测方法在精度和网络训练时间上都有较大的提升,具有较高的有效性和实用性。     

不同添加剂对SrAl2O4:(Eu,Dy)磷光体发光性能的影响

在较低的温度下用燃烧合成法快速合成了 Eu2 ,Dy3 掺杂的SrAl2O4长余辉磷光体发光材料.研究了P2O5,CaF2,H3BO3,NaF 几种添加剂对SrAl2O4:(Eu,Dy)粉体发光性能的影响.结果发现:H3BO3和P2O5的添加有利于改善磷光体的发光性能,而在配料中加入CaF2和NaF,磷光体发光效率降低.随着这几种添加剂的加入,SrAl2O4:(Eu,Dy)磷光体材料发射光谱的主发射峰不同程度的出现蓝移.根据实验结果分析了添加剂的作用机理.     

基体树脂对长玻璃纤维增强PP力学性能的影响

采用在线混合设备制备了长玻璃纤维(LGF)增强聚丙烯(PP)复合材料(LGF-PP),研究了基体性质及界面相容剂对LGF-PP力学性能的影响。基体树脂熔体流动速率的增加,使最终LGF-PP中的玻璃纤维长度从5.63 mm增至8.56 mm,提高了力学性能。与均聚PP比较,以共聚PP为基体树脂的LGF-PP冲击强度高出约10%,但其他性能略差。界面相容剂有利于增强玻璃纤维与PP的界面结合,拉伸强度和拉伸模量明显增加,但是冲击强度降低了20%～30%。     

超长、超大基坑开挖对邻近地铁结构安全影响的数值模拟分析

为了研究超长、超大基坑开挖对邻近地铁结构安全影响,以西安地铁2号线周边某基坑为工程实例,通过运用数值分析软件,结合场地的水文地质和工程地质条件,建立数值模型,进行施工过程的动态模拟,同时进行现场监测,经对比数值模拟结果及监测数据,表明运用PLAXIS软件能有效的模拟基坑开挖过程中的土体变形。同时工程采用的分段、分块开挖,中心岛顺做,周边预留土台反压、使用旋喷锚索的支护方案,对复杂条件下基坑开挖对邻近地铁结构的变形影响能起到有效的控制作用,可对类似工程的设计优化提供有益的参考及借鉴。