LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

热处理条件对硅酸盐玻璃中原位形成银纳米颗粒的影响

用离子交换结合热处理法制备银(Ag)纳米颗粒-玻璃复合材料.用透射电镜、高分辨透射电子显微镜、Ruthefford背散射谱和紫外-可见光吸收光谱研究了热处理条件对玻璃中原位形成Ag纳米颗粒的影响.结果显示:随着热处理温度升高,玻璃表面的Ag原子逐渐向玻璃内部扩散,其表面摩尔浓度逐渐降低.提高热处理温度和延长热处理时间都有利于提高玻璃中Ag纳米颗粒的体积分数.空气中,高温热处理高掺Ag量的白玻璃样品时发生二次成核,因此,Ag纳米颗粒尺寸呈双峰分布.Ag纳米颗粒尺寸的双峰分布导致其等离子体共振吸收峰出现双峰.在氢气气氛中,在250℃热处理2min,即可在玻璃中形成大量Ag纳米颗粒,颗粒尺寸小于空气中高温热处理样品的尺寸,从而引起表面等离子体共振吸收峰发生蓝移.     

降低全低变工艺阻力的措施

将变换流程改为全低变工艺后,吨氨蒸汽消耗明显下降,但触媒床层阻力迅速上升.通过采取增设焦炭过滤器、更换触媒、改进蒸汽分布器等一系列措施,不仅保证了正常的生产指标,而且还使变换炉的阻力有了明显下降,取得了满意的效果.     

B113-2型低汽气比CO高温变换催化剂的研制

介绍了B113-2型低汽气比CO高温变换催化剂的研制方法及其特点。实验室测试表明,B113-2型催化剂具有堆密度低、运行强度高、选择性好、抗沸水性能优、本体含硫低及低温活性好等优点。     

Identification of the state of palladium in various hydrogenation catalysts by XPS

Various commercial supported palladium hydrogenation catalysts were studied by XPS and treated at ambient pressure with hydrogen and air. Unused catalysts exhibit a significant fraction of divalent Pd (oxide) which is reduced by hydrogen treatment at room temperature. Exposure to air in systems with carbonate, alumina, silica or active carbon as support causes the formation of a solid solution of oxygen in Pd characterized by a Pd 3d chemical shift of ca. + 0.4 eV. The absolute binding energy of Pd depends strongly on the matrix, indicating a significant contribution of extra-atomic screening, which prevents a direct comparison of reference samples and supported catalysts. Using the oxidation of CO to CO₂ at 300 K as in situ chemical probe it was confirmed that Pd supported on carbonate, silica and alumina exists in the same metallic state which could be activated for the test reaction irrespective of the variation in XPS binding energies.     

改良MEA脱碳技术在小氮厂变换气脱碳中的应用

介绍了改良MEA脱碳技术的基本原理、工艺特点以及在工业中的应用情况，实践表明，改良MEA提高了溶液的吸收能力，降低了再生热耗，解决了MEA易降解损耗等问题。     

Product and process parameters determination for quality and cost

The purpose of this study is to conduct a concurrent product and process parameters determination for further cost reduction and quality enhancement. The process design-related parameters, such as process mean, process tolerance and product design-related parameters, such as product tolerance, are considered simultaneously in the proposed approach. To reflect the response from these three key controllable characteristics: process mean, process tolerance and product tolerance, the key measurement score, which is the sum of the mean cost, tolerance cost, quality loss and failure cost, is used to evaluate the present model. Two examples are provided for demonstrating the application of single and multiple quality characteristics.     

THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN

Abstract. This paper deals with the third-order asymptotic theory for Gaussian autoregressive moving-average (ARMA) processes with unknown mean μ. We are interested in the estimation of ρ = ( α₁…, α_p, β₁…, β_q ), where α ₁…, α_ρ and β ₁…, β_q are the coefficients of the autoregressive part and the moving-average part, respectively. First, we investigate the third-order asymptotic optimality of the bias adjusted maximum likelihood estimator (MLE) of ρ in the presence of the nuisance parameters μ and ² (innovation variance). Next, for a Gaussian AR(1μ μ, ²), we propose a mean corrected estimator α_c1c2 of the autoregressive coefficient. We make a comparison between the bias adjusted estimator α_c1c2* and the bias adjusted MLE, in terms of their probabilities of concentration around the true value, or equivalently, in terms of their mean squared errors. Finally some numerical studies are provided in order to verify the third-order asymptotic theory.     

Gold nanoparticles on ceria: importance of O vacancies in the activation of gold

Synchrotron-based techniques (high-resolution photoemission, in-situ X-ray absorption spectroscopy, and time-resolved X-ray diffraction) have been used to study the destruction of SO₂ and the water-gas shift (WGS, CO + H₂O → H₂ + CO₂) reaction on a series of gold/ceria systems. The adsorption and chemistry of SO₂ was investigated on Au/CeO₂(111) and AuO _x /CeO₂ surfaces. The heat of adsorption of the molecule on Au nanoparticles supported on stoichiometric CeO₂(111) was 4–7 kcal/mol larger than on Au(111). However, there was negligible dissociation of SO₂ on the Au/CeO₂(111) surfaces. The full decomposition of SO₂ was observed only after introducing O vacancies in the ceria support. AuO _x /CeO₂ surfaces were found to be much less chemically active than Au/CeO₂(111) or Au/CeO_2−x (111) surfaces. In a separate set of experiments, in-situ time-resolved X-ray diffraction and X-ray absorption spectroscopy were used to monitor the behavior of nanostructured {Au + AuO _x }–CeO₂ catalysts under the WGS reaction. At temperatures above 250 °C, a complete AuO _x → Au transformation was observed with high catalytic activity. Photoemission results for the oxidation and reduction of Au nanoparticles supported on rough ceria films or a CeO₂(111) single crystal corroborate that cationic Au^δ+ species cannot be the key sites responsible for the WGS activity at high temperatures. The active sites in {Au + AuO _x }/ceria catalysts should involve pure gold nanoparticles in contact with O vacancies of the oxide.     

宽温耐硫变换催化剂制备工艺研究

利用催化剂活性评价、催化剂活性组分含量测定、Ｘ—光衍射等手段，研究了共浸法制备宽温耐硫变换催化剂制备工艺过程中载体氧化铝的吸水率、浸渍条件、煅烧温度等对催化剂性能的影响。