Dynamics of Model Overfitting Measured in terms of Autoregressive Roots

Abstract. One method of describing the properties of a fitted autoregressive model of order p is to show the p roots that are implied by the lag operator. Considering autoregressive models fitted to 215 US macro series, with lags chosen by either the Bayesian or Schwarz information criteria or Akaike information criteria, the roots are found to constitute a distinctive pattern. Later analysis suggests that much of this pattern occurs because of overfitting of the models. An extension of the results shows that they have some practical multivariate time‐series modelling implications.     

A Modified Nonparametric Prewhitened Covariance Estimator

Abstract. This paper proposes a fully modified version of the spectral matrix estimator (and the long‐run variance estimator as a special case) proposed originally by Xiao and Linton [Journal of Time Series Analysis (2002) Vol. 23, pp. 215–250], and derives its asymptotic results. A striking feature of the modified spectral matrix estimator is to achieve the convergence rate of O(T ^?8/9) in the mean squared error (MSE), which is usually achieved under the fourth‐order spectral window. However, this estimator does not sacrifice the positive definiteness of the resulting estimate for the rate improvement; it is Hermitian and positive definite in finite samples by construction. The faster convergence rate is established by a multiplicative bias correction of the crude spectral estimator under the second‐order spectral window. The approximations to some sensible definitions of the MSE of the estimator and the bandwidths that minimize the asymptotic MSEs are also derived. Monte Carlo results indicate that for a wide variety of processes the modified spectral matrix estimator reduces the bias without inflating the variance and thus improves the MSE, compared with the crude, bias‐uncorrected estimator.     

32Cr3Mo1V钢铸轧辊套的生产试制

阐述了铸轧辊套锻件用钢32Cr3Mo1V的技术条件和生产试制工艺路线,最终试制出满足用户要求的铸轧辊套锻件用钢。     

冬季工况下R32热泵性能的试验研究

以一台变转速热泵空调器为研究对象,测试其在冬季用R32做制冷剂时机组的能效及换热器的传热性能,以研究制热工况下空调系统中用R32作为替代制冷剂的可行性。试验测量参数包括蒸发器(室外机)和冷凝器(室内机)的传热系数、换热量、总压力降以及整机制热工况下的COP。通过结构匹配的室内、外侧两换热器在系统运行中同步测量,结果表明:冬季名义制热工况下,R32空调系统的制热能力比用R410A高出约3.0%,蒸发器、冷凝器的传热系数也有所提高,其中蒸发器的传热性能提高约6.0%,冷凝器传热性能提高约6.7%,而压降对比则变化不大。     

中医黑膏药自动化生产线收放卷纠偏控制系统设计

论述了中医黑膏药自动化生产线跑偏的主要原因,介绍了纠偏控制系统的原理,提出了采用双步进电机的进行纠偏控制的方法。此纠偏系统采用了STM32F103系列的芯片作为步进电机的主控芯片,以及THB7128作为步进电机的细分控制芯片,并通过串口协议RS232与上位机进行通信。     

基于CAN总线的SPWM波控制器的设计

运用微控制器STM32和FPGA芯片设计一种频率和脉冲个数任意可调的SPWM脉冲波。介绍了总体设计方案、主要硬件电路和软件设计。STM32负责通信处理和数据存储,FPGA控制输出SPWM波,与外界通信采用CAN总线技术。     

基于STM32与FPGA的数字示波器设计

为实现高采样率、宽频带的数字示波器,设计了以STM32和FPGA为控制核心的数字示波器。硬件平台主要采用了AD603电压程控增益放大器作为前端信号调理电路,ADS830高速宽带模数转换器和IDT7208高速缓存作为数字采集电路,以Labview界面显示。另外,通过采用自适应频率采集处理算法采集和还原信号波形。经实验测试,性能达到设计要求。     

DirectX在网位仪数据实时显控软件中的应用

提出了一种在Win32开发平台上的图像实时显示更新的方法,该方法充分应用了Direct3D的兼容性和有效的图形加速特性,使用多缓存区进行图像数据存储、实时插值及绘图,实现了3D MAX数据模型的调入与程序控制,以上技术已应用于网位仪显控软件的开发和实现。     

简易旋转式倒立摆实验装置的控制研究

对倒立摆系统研究具有重要的应用价值,但其严重不稳定,受到了很多变量的影响。在对倒立摆系统进行研究后,提出一种简易典型的旋转式倒立摆实验装置。该装置使用角位移传感器采集摆杆角度,经过STM32处理后,通过运用PID算法来实现对旋转倒立摆的闭环控制,最后结合硬件调节反馈参数。结果表明这种控制方法可以良好的控制旋转式倒立摆。     

Mine-used multi-function serial signal converter based on Ethernet

介绍了一种以STM32互连型系列微控制器STM32F107VCT6为核心的矿用多功能以太网串口信号转换器。该转换器移植了μC/OS-II嵌入式操作系统,并嵌入了LwIP协议栈,通过软硬件的设计实现了以太网信号与M-Bus信号、RS485信号与RS232信号的相互转换,使煤矿井下各种监控设备接口之间的互联更加便捷。该转换器有效解决了各种监控系统和通信系统之间的兼容性问题,提高了安全监控系统的整体性能,具有很好的应用价值,值得在煤矿安全生产中推广使用。