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.     

高负荷下聚酯工艺参数的优化

介绍原 2 0万t/a装置增容到 2 4万t/a时的工艺参数优化。PTA平均粒径 95～ 110 μm ,n(EG) /n(PTA) =2 .6～ 2 .7,酯化液位 63 %～ 64 % ,温度 2 92～ 2 96℃ ;乙二醇锑催化剂 ,稳定EG、DEG量 ,选择TiO2 消光剂 ,滤除凝聚粒子 ;预缩聚温度 2 87～ 2 89℃ ,压力 2 .4～ 2 .8kPa,液位 42～ 48cm ;终缩聚温度 2 90～ 2 91℃ ,压力 2 .5～ 3 .0hPa,液位 60～ 62cm ,搅拌速度 2 .7r/min。     

合体女裤提臀结构设计的探讨

首先用问卷调查的方式得到人们对合体裤提臀的要求,主要表现在臀突感、臀下以及臀后与人体的贴合度上;其后对6款样裤进行了拓版,得到影响提臀效果的结构设计参数.在此基础上用实验法得出结果:在合体裤制版参数常用取值范围内,总裆宽越小,后上裆倾斜角越大,前后裆宽比越小,裤子的提臀效果越好;通过美观性与舒适性的评价,得出兼顾两者的参数配置.     

High temperature corrosion mechanisms and effect of alloying elements for materials used in waste incineration environment

Corrosion products on two typical materials, SA213-T12 steel and alloy 625 exposed to the actual combustion gas, were analyzed in addition to laboratory tests for penetration of corrosive matter. It has been clarified that corrosion products of oxides containing a little chlorides and sulphides show lamellar structures and that at the alloy-scale interface, chlorination, sulphidation, and oxidation occur under a low P_O2-high P_Cl2 condition. The formation of scale structures and the effect of corrosion-resistant alloying elements can be explained according to the stability tendencies of metals, chlorides, and oxides in the M-Cl-O equilibrium diagrams. The severity of corrosion environments at the interface is influenced by the penetration extent of corrosive matters through deposits and scales, and the protective effects of oxide films derived from alloying elements play an important role in preventing the corrosion. On the other hand, it has been shown that thermal fluctuation characterized in this kind of environment makes the lamellar scale structures and sometimes breaks and peels off the scale, and thus accelerates the corrosion. On the basis of the above mentioned knowledge, a new corrosion model is presented.     

The scope of artificial neural network metamodels for precision casting process planning

Precision investment casting process planning has been tackled in the past according to experience. Recently, casting simulation software is being increasingly used to predict product quality by implementing ‘what-if’ scenarios. Input parameters include relatively simple factors such as mould temperature, melting temperature, casting material. They also include factors whose influence is more complex to quantify, such number and location of feeding points, diameter and length of inflow channels, angle of channel with respect to the main sprue axis. Simulation results cannot help the engineer for workpieces other than the one simulated. In this paper a series of feedforward artificial neural network (ANN) models is presented aiming at such generalisation. To achieve this, a large number of software simulation runs were conducted for a number of different small parts, with varying runner geometry and casting conditions. The parameters characterising part geometry have been chosen to be surface area and volume-to-area ratio. The different ANN models predictive capabilities are reflected to the respective training and generalisation errors. A user-friendly interface has been conducted for model execution in a complete application, whose main virtue is expandability.     

南京河西地区软土场地地震动参数研究

根据南京河西地区所处的地震地质环境、地震活动环境及基岩地震动衰减规律 ,对所选取的某个典型工程软土场地 ,进行了地震危险性分析 ,给出了基岩地震动参数 ;对场地的地震动效应进行了研究 ,给出了 5 0a及10 0a超越概率水平为 6 3%、10 %和 3%的场地地震动参数。该成果对河西地区的工程抗震设计有一定的参考价值     

Parametric synthesis of pulsar time

A new method of generating pulsar time based on a coherent representation of a sequence of observed events is considered. The properties of pulsar time compared with the traditional approach are analyzed. __________ Translated from Izmeritel’naya Tekhnika, No. 6, pp. 39–44, June, 2006.     

带有区间约束的产品设计参数模糊推理法及其在继电器智能设计中的应用

在产品设计规则和计算式中,常存在一些只能在某一范围内取值的待定系数(设为a,且a∈[aL,aH]).a的取值通常受到多种因素的影响和约束,而这种约束往往带有模糊性.为此,首先根据设计规则中各种影响因素对a的模糊约束关系,分别构造两者的备择集以及备择集元素在其论域上的模糊集合,然后基于模糊综合决策方法来确定a.本方法剔除了以往在解决这一问题时,由人来决定a取值的主观性,适用于产品的智能化设计.     

Classical Approach to Analyzing the Influence of Edge Boundary Conditions on Stresses and Flexibility of Pipe Elastic Bend

A new analytical method is proposed for the analysis of boundary effect in a pipe bend portion loaded by bending moment combined with internal pressure. The proposed method is based on the simplifying hypotheses, which make possible to represent all deformation- and force-related parameters in terms of the tangential displacement assumed in the form of the Fourier series expansion by the circumferential coordinate. A set of quadric differential equations by axial coordinate containing unknown displacement expansion coefficients is derived. We obtained an analytical approximate solution for a pipe bend portion and precise solution for a straight pipe, which are expressed via Krylov functions. We formulate the application procedure for the method of initial parameter, where the values of tangential and longitudinal displacements, axial and tangential forces are used as boundary conditions. We present the equations relating the above-mentioned parameters in the initial and end sections of the pipe bend portion. The results obtained are compared with the available published data. __________ Translated from Problemy Prochnosti, No. 4, pp. 64 – 94, July – August, 2005.