四种多变量校准方法在FTIR多组分分析中的性能比较

本文对四种多变量校准方法－－经典最小二乘法（CLS），偏最小二乘法（PLS），卡尔曼滤波法（KFM）以及人工神经网络法（ANN）－－在多组分浓度分析方面的性能进行了比较。选择五种红外谱图严重混叠的大气有机毒物－－1，3－丁二烯，苯，邻二甲苯，氯苯和丙烯醛－－作为分析对象。分别计算各种方法对该5组分体系的平均预测误差MPE和平均相对误差MRE进行比较。结果表明，偏最小二乘法在处理这类问题中是最稳健的方法。     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

Improving forecasting performance by employing the Taguchi method

To satisfy the volatile nature of today’s markets, businesses require a significant reduction in product development lead times. Consequently, the ability to develop precise product sales forecasts is of fundamental importance to decision-makers. Over the years, many forecasting techniques of varying capabilities have been introduced. The precise extent of their influences, and the interactions between them, has never been fully clarified, although various forecasting factors have been explored in previous studies. Accordingly, this study adopts the Taguchi method to calibrate the controllable factors of a forecasting model. An L₉(3⁴) inner orthogonal array is constructed for the controllable factors of data period, horizon length, and number of observations required. An experimental design is then performed to establish the appropriate levels for each factor. At the same time, an L₄(2³) outer orthogonal array is used to consider the inherited parameters of forecasting method as the noise factors of Taguchi method simultaneously. An illustrated example, employing data from a power company, serves to demonstrate the thesis. The results show that the proposed model permits the construction of a highly efficient forecasting model through the suggested data collection method.     

Erds方程的全等解

本文运用初等方法给出了Erds方程的所有全等解.     

Monoidal functors on the category of representations of a triangular Hopf algebra

Let (H,R) be a triangular Hopf algebra. The monoidal functors on the category of representations ofH is studied, and a universal quantum commutative algebraSeR(M) and a dual H°-comoduleM° for any H-moduleM with an integrale are constructed. Both constructions given here have tensor isomorphism properties. Project supported by the National Natural Science Foundation of China.     

高考预效度的混合估计

用传统的预测效度估计法估计高考预测效度，其估计值往往偏低。为此，本文应用回归分析中混合估计理论提出了高考预测效度的混合估计。这种估计是预测效度的无偏估计，并解决了预测效度估计值偏低的问题。     

Interfacial effects on stress distribution in model composites

Raman mechanical spectroscopy was used to examine interfacial effects on the stress distribution in model polydiacetylene fiber/epoxy composites. Epoxy release agents were coated on fiber surfaces to modify the interfacial adhesion properties. The modified fiber surfaces were then characterized by scanning electron microscopy and x-ray photoelectron spectroscopy as well as optical microscopy. No difference in the maximum stress value or stress distribution was observed for the two types of fibers, coated or uncoated, used in composites. This suggests that adhesion properties at the composite interface do not affect tensile stress transfer efficiency nor, therefore, the composite tensile modulus along the fiber axis direction in uniaxial composites. Experimental data were also compared with theoretical calculations assuming perfect bonding between fiber and matrix, and idealized frictional force transfer mechanism at the fiber–matrix interface.     

On the decomposition of Kn into complete m-partite graphs

Graham and Pollak [3] proved that n ?1 is the minimum number of edge-disjoint complete bipartite subgraphs into which the edges of K_n can be decomposed. Using a linear algebraic technique, Tverberg [2] gives a different proof of that result. We apply his technique to show that for “almost all n,” ? (n + m ?3)/(m ?1) ? is the minimum number of edge-disjoint complete m-partite subgraphs in a decomposition of K_n.     

Fluorescent humic substances–arsenic complex in well water in areas where blackfoot disease is endemic in Taiwan

The relationship between the four components, (1) fluorescence intensity, (2) arsenic concentration, (3) pH and (4) total dissolved solids, (TDS) measured in well waters from areas in Taiwan where blackfoot disease (BFD) is endemic was studied, as well as the relationships between the four degrees of BFD and each of the above four symptomatic components, in order to evaluate the etiological factors of BFD more progressively. The following 95% confidence intervals were obtained in well water samples (n = 1189): fluorescence intensity, 26.837–32.570; arsenic concentration, 0.103–0.127 mg dm^?3; pH, 7.466–7.519; and TDS 733.063–801.647 mg dm^?3. Fluorescence intensities of the four degrees of BFD were not all the same (F = 64.54, P < 0.001), and nor were arsenic concentrations (F = 72.03, P < 0.001), pH values (F = 7.30, P < 0.001), nor TDS values (F = 10.76, P < 0.001). In addition, multiple comparisons indicate that the higher the epidemical degree, the higher the fluorescence intensities, arsenic concentrations and pH values become; however, such a relationship is not found for TDS values. Moreover, the fluorescence intensities have positive linear correlations with arsenic concentrations (r = 0.49, P < 0.001), pH (r = 0.25, P < 0.001), and TDS (r = 0.18, P < 0.001), as do the arsenic concentrations with pH (r = 0.22, P < 0.001). Of the four epidemical degree groups, pairs are not significantly different from one another in correlation coefficients between fluorescence intensity and arsenic concentration, which implies a steady relationship between fluorescent compounds and arsenic. We conclude that fluorescent compounds in well water, as possible etiological factors of BFD, are closely related to arsenic along with pH and TDS values in the areas where BFD is endemic. In addition, we infer that a complex is formed by fluorescent compounds, arsenic and other metals.