上海证券市场回报率分析——基于ARIMA模型和GARCH模型

本文分析中国上海证券市场回报率。分别通过APdMA模型和GARCH模型，发现若用APdMA模型分析和建立时间序列模型，一次自回归项是不够的，需要高次项，在大多数情形，若运用GARCH模型，则GARCH（1，1）就能够很好的拟合数据。     

Model checking with Boolean Satisfiability

The evolution of SAT algorithms over the last decade has motivated the application of SAT to model checking, initially through the use of SAT in bounded model checking and, more recently, in unbounded model checking. This paper provides an overview of modern SAT algorithms, SAT-based bounded model checking and some of the most promising approaches for unbounded model checking, namely induction and interpolation. Moreover, the paper details a number of techniques that have proven effective in using SAT solvers in model checking.     

Decomposition approach to model smart suspension struts

Model and simulation study is the starting point for engineering design and development, especially for developing vehicle control systems. This paper presents a methodology to build models for application of smart struts for vehicle suspension control development. The modeling approach is based on decomposition of the testing data. Per the strut functions, the data is dissected according to both control and physical variables. Then the data sets are characterized to represent different aspects of the strut working behaviors. Next different mathematical equations can be built and optimized to best fit the corresponding data sets, respectively. In this way, the model optimization can be facilitated in comparison to a traditional approach to find out a global optimum set of model parameters for a complicated nonlinear model from a series of testing data. Finally, two struts are introduced as examples for this modeling study: magneto-rheological (MR) dampers and compressible fluid (CF) based struts. The model validation shows that this methodology can truly capture macro-behaviors of these struts.     

一个捕捉与再捕捉模型的贝叶斯分析

本文在无信息先验和Jeffreys先验下 ,就捕捉与再捕捉试验和多次重复的捕捉与再捕捉试验两种情况 ,推导了封闭总体中个体总数N的贝叶斯点估计与区间估计 ,并计算了一个实例     

Electrical resistivity of the alkaline earth metals Ca,Sr and Ba in the 50–300K temperature region

The computed values of the temperature dependent electrical resistivity is presented for the alkaline earth metals Ca, Sr and Ba. Numerical values of the mean free paths obtained using a finite mean free path approach is also reported. The structure factor has been evaluated using experimental values for the phonon spectra while local model potentials were used for the form factors. Our numerical results compare favourably with experiments.     

基于改进型高斯混合模型的嵌入式实时运动检测系统

针对在嵌入式CPU上难以做到复杂背景下运动目标的实时检测,提出了一种基于改进型高斯混合模型的实时运动检测方案,采用改进型高斯混合模型,对高斯混合模型进行简化和结构调整,同时进行了C语言层面和CPU层级的优化,使其更合适于嵌入式平台,并详细分析了DM6446平台的软硬件设计,介绍了该算法在DM6446平台上的实现过程。实验结果表明：该系统能够有效克服外界环境变化带来的干扰,能够实时检测,可以实现多目标跟踪。     

基于随机耦合模型的系统级电磁环境效应分析

通过宽频带电磁环境下计算机机箱关键部位感应电压统计分布的实验验证和基于随机矩阵理论的耦合模型的理论计算研究,给出了随机耦合模型(RCM)的应用流程和计算方法;就散射系数、归一化散射和归一化阻抗矩阵的统计特性进行了理论和实验研究,实验测量结果与理论分析结果非常一致;针对RCM的应用进行了初步分析,验证了随机耦合模型在复杂电磁环境下系统级效应分析和预测的适用性。结果证明此方法尤其适用于大型的具有非平行面封装腔体电子设备的电磁兼容、效应及评估等研究。     

Transient simulation of a pump-turbine with misaligned guide vanes during turbine model start-up

Experimental studies of a model pump-turbine S-curve characteristics and its improvement by misaligned guide vanes （MGV） were extended to prototype pump turbine through 3-D transient flow simulations. The unsteady Reynolds-averaged Navier-Stokes equations with the SST turbulence model were used to model the transient flow within the entire flow passage of a reversible pump-turbine with and without misaligned guide vanes during turbine model start-up. The unstable S-curve and its improvement by using misaligned guide vane were verified by model test and simulation. The transient flow calculations were used to clarify the variations of pressure pulse and internal flow behavior in the entire flow passage. The use of misaligned guide vanes can eliminate the S-curve characteristics of a pump-turbine, and can significantly increase the pressure pulse amplitude in the entire flow passage and the runner radial forces during start-up. The MGV only decreased the pulse amplitude on the guide vane suction side when the rotating speed was less than 50% rated speed. The hydraulic reason is that the MGV dramatically changed the flow patterns inside the entire flow passage, and destroyed the symmetry of the flow distribution inside the guide vane and runner.     

近红外光谱和人工神经网络的金苦荞氨基酸快速测定

荞麦籽粒中富含谷类作物比较缺乏的赖氨酸,使其不同于其他作物,具有较高经济价值。传统氨基酸测定费时且昂贵,为满足金苦荞育种工作的需要,选用近红外光谱技术结合人工神经网络的算法建立快速检测金苦荞叶片中氨基酸含量的近红外模型。使用氨基酸含量差异较大的样品255个,扫描光谱后测定其化学值。研究发现样品苏氨酸(Thr)含量范围是5.307~14.374 mg·g-1;缬氨酸(Val)含量范围是6.137~16.204 mg·g-1;甲硫氨酸(Met)含量范围是0.308~3.049 mg·g-1;异亮氨酸(Ile)含量范围是5.259~14.134 mg·g-1;亮氨酸(Leu)含量范围是9.730~26.061 mg·g-1;苯丙氨酸(Phe)含量范围是5.936~17.223 mg·g-1;赖氨酸(Lys)含量范围是6.640~17.280 mg·g-1;谷氨酸(Glu)含量范围是10.984~27.740 mg·g-1;天冬氨酸(Asp)含量范围是6.437~17.280 mg·g-1;丝氨酸(Ser)含量范围是3.467~8.312 mg·g-1;精氨酸(Arg)含量范围是4.937~14.772 mg·g-1;丙氨酸(Ala)含量范围是3.329~6.885 mg·g-1;组氨酸(His)含量范围是1.946~4.798 mg·g-1;甘氨酸(Gly)含量范围是4.196~9.264 mg·g-1;脯氨酸(Pro)含量范围是1.024~5.672 mg·g-1;酪氨酸(Tyr)含量范围是0.176~1.173 mg·g-1;半胱氨酸(Cys)含量范围是0.422~1.926 mg·g-1。每次随机选取50个样品建设模型,以4∶1的比例随机分为训练集和测试集。数据进行归一化处理后,使用神经网络结构1102-9-1进行模型建设。利用多次学习的方式建立了较优模型,其中Arg和Asp近红外模型的仿真测试结果最好,预测值与真实值的相关系数(R2)均大于0.97,平均相对误差(RSD)也小于10%;另外Leu,Val,Tyr,Ile,Ser,Ala,Thr,His,Phe,Gly和Lys模型的R2均大于0.90,模型仿真测试数据的RSD小于10%,模型均可用;Met与Cys的模型进行仿真测试时,其预测值与真实值的R2均大于0.78,但RSD大于10%,模型不可用。结果表明,金苦荞叶片的氨基酸含量高,有极高应用价值,近红外光谱技术结合人工神经网络的分析方法可应用于金苦荞氨基酸含量的预测,为高品质荞麦育种工作提供了便利。     

Möbius strip versus linear and cyclic polyacenes: a Hückel and semiempirical investigation

The electronic structure of finite and infinite linear, cyclic and M?bius strip polyacenes has been investigated by adopting Hückel and semiempirical schemes. Using the Hückel approach, it turns out that the M?bius belting process modifies the highest occupied molecular orbital (HOMO)–lowest unoccupied molecular orbital (LUMO) gap in such a way its evolution with chain length is similar to the linear polyacenes rather than their cyclic analogs. These results are corroborated at the Austin model 1 (AM1) level, where the geometry relaxation effects are taken into account. The optimized AM1 structures show that the M?bius defect is localized and extends over a third of the ring. With respect to the Hückel approach, accounting for geometry distortion at the AM1 levels results in an increase in the HOMO–LUMO gap of the M?bius strip relative to the linear and cyclic finite-size structures. On the other hand, when including electron-hole correlation at the configuration interaction singles/Zerner's intermediate neglect of differential overlap level the behavior with system size of the first excitation energy of cyclic and M?bius polyacenes differs from their linear analogs and leads to smaller singlet excitation energies. Received: 20 September 2000 / Accepted: 21 September 2000 / Published online: 28 February 2001