On a Mixture GARCH Time‐Series Model

Abstract. Recently, there has been a lot of interest in modelling real data with a heavy‐tailed distribution. A popular candidate is the so‐called generalized autoregressive conditional heteroscedastic (GARCH) model. Unfortunately, the tails of GARCH models are not thick enough in some applications. In this paper, we propose a mixture generalized autoregressive conditional heteroscedastic (MGARCH) model. The stationarity conditions and the tail behaviour of the MGARCH model are studied. It is shown that MGARCH models have tails thicker than those of the associated GARCH models. Therefore, the MGARCH models are more capable of capturing the heavy‐tailed features in real data. Some real examples illustrate the results.     

城市慢行交通网络数据建模研究

城市慢行交通系统是现代城市交通系统的重要组成部分,随着多模式城市交通发展,建立便捷和高效的城市慢行交通网络系统成为现代城市解决交通问题和提升交通运行效率的关键措施。基于此,文中应用统一建模语言（UML）和地理标识语言（GML）建立城市慢行交通网络数据模型,提出一种统一的和一致性的交通地理要素定义和性质描述方法,并阐述基于GML的城市慢行交通网络的地理要素和关系表达。研究成果促进了城市交通地理数据的组织、表达、集成、共享和操作,对建立高效的城市慢行交通网络系统具有重要的理论价值。     

Catalytic cracking of 1-butene to propene and ethene on MCM-22 zeolite

Catalytic cracking of butene to propene and ethene was investigated over HMCM-22 zeolite. The performance of HMCM-22 zeolite was markedly influenced by time-on-stream (TOS) and reaction conditions. A rapid deactivation during the first 1 h reaction, followed by a quasi-plateau in activity, was observed in the process along with significant changes in product distributions, which can be attributed to the fast coking process occurring in the large supercages of MCM-22.

Properly selected reaction conditions can suppress the secondary reactions and enhance the production of propene and ethene. According to the product distribution under different butene conversion, we propose a simple reaction pathway for forming the propene, ethene and by-products from butene cracking.

HMCM-22 exhibited similar product distribution with the mostly used high silica ZSM-5 zeolite under the same conversion levels. High selectivities of propene and ethene were obtained, indicating that the 10-member ring of MCM-22 zeolite played the dominant role after 1 h of TOS. However, MCM-22 exhibited lower activity and stability than that on high silica ZSM-5 zeolite with longer time-on-stream.     

Destabilizing interactions between the partners of a bifunctional fusion protein

Hybrid MalE–GVP is a bifunctional protein in vitro sinceit binds maltose as protein MalE of Escherichia coli and sinceit is dimeric and specifically binds single-stranded DNA asprotein GVP of phage M13. The oxidation rate of a unique cysteineresidue was used to compare the stabilities of GVP in its freeand hybrid forms, under conditions where MalE was either foldedor unfolded by a denaturing agent. The results showed that boththe covalent link and tertiary non-covalent interactions betweenMalE and GVP destabilized GVP in MalE–GVP. To test whetherGVP had identical structures in its free and hybrid forms, mutationswere used as local conformational probes. The effects of thesemutations on the capabilities of MalE–GVP to dimerizeand to bind single-stranded DNA were assayed in vitro. Theywere compatible with the effects of the same mutations on theglobal activity of free GVP in vivo and with the effects thatcould be predicted from the known data on free GVP, in particularits crystal structure. Thus, one partner of a hybrid proteincan be destabilized by the other partner while maintaining itsstructural and functional characteristics.     

Laboratory and field tests with the synthetic sex pheromone of threeMatsucoccus 1 pine bast scales

Matsunone, (2E,4E)-4.6,10,12-tetramethyl-2,4-tridecadien-7-one, is the primary sex pheromone ofMatsucoccus resinosae, M. thunbergianae, andM. matsumurae. The synthetic compound was tested in the laboratory and in field tests with all three species, and significantly more males responded to synthetic matsuone than to controls. The attraction of synthetic matsuone to males in field tests was not significantly different from that of virgin females at the same matsuone release rate. An analog of matsuone previously shown to be biologically active was also tested in the laboratory withM. resinosae andM. thunbergianae, and field tested withM. resinosae. The active analog required a dose approximately 100 times greater than matsuone to yield maximum laboratory bioassay response, and in field tests, attraction was not significantly different from controls at doses at which matsuone was significantly attractive.Homoptera: Coccoidea: Margarodidae.Deceased.     

MCM-22沸石催化剂的苯与长链烯烃烷基化性能

用NH3-TPD法研究了4种不同硅铝摩尔比的MCM-22沸石的酸性质,在常压间歇式反应器中考察了它们在苯与长链烯烃烷基化反应中的催化性能,并与HY和HZSM-5沸石催化剂进行了比较。实验结果发现MCM-22的催化活性与其强酸量有一致的关系,与其硅铝摩尔比无对应关系;MCM-22的活性比HY低,但对2-P的选择性远远高于HY,这说明了MCM-22对2-P具有形状选择作用。     

粉煤灰对混凝土拌合物泵送性能的影响

介绍了粉煤灰对掺有M17塑化剂的混凝土拌合物泵送性能和混凝土强度的影响，通过扫描电镜对粉煤灰颗粒形貌进行了观察，初步探讨了粉煤灰的作用机理。试验说明在接有M17塑化剂的泵送混凝土中加入粉煤灰，可增加坍落度，降低泌水率，泵逆性能可得到改善。     

Synthesis and Characterization of Al-MCM-41 and Al-MCM-48 Mesoporous Materials

A novel route in the synthesis of Al-MCM-41 and Al-MCM-48, using tetraethoxysilane (TEOS) and sodium aluminate (NaAlO₂) as Si and Al source has been obtained. The effect of surfactant nature and the synthesis conditions such as surfactant/Si ratio and hydrothermal treatment time on the formed mesostructure regularity has been studied. Different methods of template removal have also been evaluated. The samples were characterized by X-ray diffraction, nitrogen physisorption, FT-IR, and solid-state MAS NMR spectroscopy.     

《第二十二条军规》悲剧内涵的解读

长篇小说《第二十二条军规》是美国当代著名作家约瑟夫.海勒的最重要的作品之一。本文通过对该小说要旨和主要人物形象的分析,探讨了作者借助《第二十二条军规》描写人物周围世界的荒谬和社会对个人的压迫所导致的悲剧内涵。     

矩阵的Hadamard积最小特征值的下界估计

对A和B是非奇异M矩阵,利用著名的Gerschgorin圆盘定理,给出了B和A-1的Hadamard积B。A-1的最小特征值τ(BA-1)新的下界估计式,此下界估计式改进了现有的几个结果,并且这个下界估计式只涉及矩阵A和B的元素,易于计算.例证表明,所得下界估计式要比现有的下界估计式更加精确.