RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Outliers in time series seriously affect conventional parameter estimates. In this paper a robust recursive estimation procedure for the parameters of auto-regressve moving-average models with additive outliers is proposed. Using 'cleaned' residuals from an initial robust fit of an autoregression of high order as input, bounded influence regression is applied recursively. The proposal follows certain ideas of Hannan and Rissanen, who suggested a three-stage procedure for order and parameter estimation in a conventional setting.
A Monte Carlo study is performed to investigate the robustness properties of the proposed class of estimates and to compare them with various other suggestions, including least squares, M estimates, residual autocovariance and truncated residual autocovariance estimates. The results show that the recursive generalized M estimates compare favourably with them. Finally, possible modifications to master even vigourous situations are suggested.     

基于Cortex M3的铝型材生产全自动牵引切割系统的研究与设计

分析了铝型材生产中对牵引切割的技术要求,建立了双牵引机运动模型,并根据该模型设计了一种基于Cortex M3的无双线牵引机控制系统,设计了硬件电路,编写相应的控制程序及设计了无线通信协议,使该系统具有良好的兼容性。该系统完全实现了双牵引机运动模型,并在某铝材生产厂家运行测试。试验证明,该系统完全符合厂家的要求,而且价格低廉,结构简单,性能稳定,具有良好的应用前景。     

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。     

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.     

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.     

PLC在碱回收蒸发工段的应用

根据碱回收蒸发工段的工艺特点和控制要求,设计了S7-300PLC控制系统.详细说明了控制系统的硬件组成、软件程序设计,工程实际运行表明,该系统控制效果良好,具有较好的经济价值.     

基于SIM300的远程心电监护系统的设计与开发

随着现代通信技术的发展,远程患者监护,尤其是心电监护有了越来越多的需求.本系统采用GPRS技术,可以长期的随时随地的监测患者心电信号,并能通过GPRS模块SIM300传输到己接入Internet网的医师工作站的服务器上供医护人员分析,由他们提供及时而正确的诊断和医疗指导.该心电监护系统已经应用于内蒙古、福建的临床试验中,得到了患者的普遍认可.