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.     

Einfluß der Dilatation einer ebenen Phasengrenzfläche auf den Stoffdurchgang

The common methods for calculating the mass transfer across liquid-liquid interfaces in technical applications take into account the mass transfer resistances within the bulk phases. The transfer resistance of the interface and a possible coupling between the momentum and the mass transport is not taken into account. In the present paper a survey is given of theoretical approaches which can describe this coupling and the additional mass transfer resistance. A theory is proposed by Hampe which can be used to explain the coupling between momentum and mass transport employing thermodynamics of irreversible processes. On the basis of this work, the influence of the dilatation of a flat interface on the mass transfer is deduced. It is also concluded from this theory that the diffusion coefficients within the bulk phases are coupled near the thermodynamic equilibrium.     

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.     

有效需求与通货紧缩的统计关系研究

本文通过对有效需求一物价指数统计模型的研究 ,估计出了有效需求方程 ,并且通过对模型的估计结果分析得出如下结论 :物价指数对有效需求的影响是显著的 :通货紧缩、物价指数持续走低是有效需求不足的主要原因 ,治理通货紧缩应该是解决我国有效需求不足的主要任务。     

Dependence of slow crack growth in polyethylene on butyl branch density: Morphology and theory

A theoretical equation has been developed to described the rate of slow crack growth in an ethylene-hexene copolymer in terms of the basic morphological parameters. These parameters are spacing of the butyl branches, number of tie molecules, and the thickness of the lamellar crystal. Experimentally, the thickness of the lamellae and the long period were determined as functions of the branch density. The calculation of the number of tie molecules is based on the values of the molecular weight and the long period. The model of slow crack growth is based on the rate of disentanglement of the tie molecules. The rate of disentanglement varies inversely with the number of tie molecules and directly with the number of tie molecules that are not pinned by the branches.     

牙齿化石中由辐照产生的陷阱电子的热稳定性研究

本文对周口店北京猿人遗址的动物牙齿化石进行了辐照产生的陷阱捕获电子的热稳定性研究和釉质样品及牙质样品的热稳定性对比实验。得到釉质样品中g=2.0016 ESR峰的寿命为7.1×10⁶年(20℃)。说明了取该峰进行ESR年代测定的可信性和用釉质样品进行ESR年代测定的必要性。     

Trefftz,collocation, and other boundary methods—A comparison

In this article we survey the Trefftz method (TM), the collocation method (CM), and the collocation Trefftz method (CTM). We also review the coupling techniques for the interzonal conditions, which include the indirect Trefftz method, the original Trefftz method, the penalty plus hybrid Trefftz method, and the direct Trefftz method. Other boundary methods are also briefly described. Key issues in these algorithms, including the error analysis, are addressed. New numerical results are reported. Comparisons among TMs and other numerical methods are made. It is concluded that the CTM is the simplest algorithm and provides the most accurate solution with the best numerical stability. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007