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.     

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。     

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。     

ON GENERALIZED FRACTIONAL PROCESSES

Abstract. A class of stationary long-memory processes is proposed which is an extension of the fractional autoregressive moving-average (FARMA) model. The FARMA model is limited by the fact that it does not allow data with persistent cyclic (or seasonal) behavior to be considered. Our extension, which includes the FARMA model as a special case, makes use of the properties of the generating function of the Gegenbauer polynomials, and we refer to these models as Gegenbauer autoregressive moving-average (GARMA) models. While the FARMA model has a peak in the spectrum at f = 0, the GARMA process can model long-term periodic behavior for any frequency 0 f 0.5. Properties of the GARMA process are examined and techniques for generation of realizations, model identification and parameter estimation are proposed. The use of the GARMA model is illustrated through simulated examples as well as with classical sunspot data.     

Alekseevskii-Tate revisited:An extension to the modified hydrodynamic theory of long rod penetration

The modified hydrodynamic theory of long rod penetration into semi-infinite targets was established independently by Alek-seevskii and Tate over forty years ago and since then many investigators contributed much to the development of the high speed penetration mechanics.However,in all the models proposed so far,the target resistance Rt is not well defined and usually determined by adjusting it until the predicted depth of penetration comes to an agreement with experimental data.In this paper,assumptions are...     

基于GIS技术的长途光缆线路维护和管理系统研究

地理信息技术的日益成熟为地理信息系统（GIS）在长途光缆干线维护和管理中广泛应用创造了一定的基础。本文论述了GIS技术的特点,阐述了将GIS应用于长途光缆干线维护和管理的意义,总结了基于GIS技术的长途光缆线路维护和管理系统的功能,提出了基于GIS技术的长途光缆线路维护和管理系统的建设的要求及其关键技术。     

改进灰色模型在中长期电力负荷预测中的应用

针对中长期电力系统负荷预测,在前人已有成果的基础之上,对普通灰色模型进行了改进.一方面对历史数据进行二次平滑处理,大大消除了干扰因素;另一方面利用带有马尔可夫链符号估计的残差修正技术对未来残差的符号进行预测以修正灰色模型的预测结果.以某地区多年以来的历史数据为基础,建立了数学模型,通过实际数据计算表明:改进后的灰色负荷预测方法可以应用于电力系统中长期负荷预测,而且较普通灰色预测模型在预测精度上有着明显的提高,尤其是对于较远时间的负荷预测有着较为理想的预测精度,表明了该种方法的有效性和实用性.