Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for diagnostic checking. Simulation studies on the size and power of the test statistics are reported. The application of the tests is illustrated by an example using the S & P 500 and Sydney All Ordinary Indexes.     

A Joint Integral Test for the Locations of Extrema for Brownian Motion

Let μ⁺(t) and μ⁻(t) be the locations of the maximum and minimum, respectively, of a standard Brownian motion in the interval [0,t]. We establish a joint integral test for the lower functions of μ⁺(t) and μ⁻(t), in the sense of Paul Lévy. In particular, it yields the law of the iterated logarithm for max(μ⁺(t),μ⁻(t)) as a straightforward consequence. Our result is in agreement with well-known theorems of Chung and Erdős [(1952) Trans. Amer. Math. Soc. 72, 179–186.], and Csáki, F?ldes and Révész [(1987) Prob. Theory Relat. Fields 76, 477–497].      

Microstructure effect on microtopography of chemically etched α + β Ti alloys

Microstructure effect on chemical etching behavior of the annealed Ti-6Al-4V and Ti-3Al-2.5V titanium (Ti) alloys was compared with that of unalloyed commercially pure titanium. The microstructural evolution of structure phases after annealing the titanium and its alloys at temperature near and above β transus and followed by furnace cooling to room temperature was studied using optical microscope, scanning electron microscope and X-ray diffraction techniques. The microstructure study illustrates that the heat treatment enhanced partitioning effect allows extensive formation of hemispherical and near spherical pits roughened surface to be readily acquired by chemically etching the annealed α + β titanium alloys. The kinetics of the chemical etching reaction process show a linear dependence on time. The annealed α + β titanium alloys that exhibit relatively lower weight loss and thickness reduction rate illustrate less chemical activity than the annealed unalloyed titanium.     

Performance Analysis for Mobile Ad Hoc Network in Random Graph Models with Spatial Reuse

In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route.     

混凝土动态劈裂拉伸试验的数值模拟

采用LS-DYNA有限元编码程序，对混凝土的动态劈裂拉伸试验进行了数值模拟，给出了混凝土试样在不同类型加载情况下应力分布之间的差异，证实了动态劈裂拉伸试验的有效性，提出了改进试验方法的若干结论．     

Canonical correlation analysis based on information theory

In this article, we propose a new canonical correlation method based on information theory. This method examines potential nonlinear relationships between p×1 vector Y-set and q×1 vector X-set. It finds canonical coefficient vectors a and b by maximizing a more general measure, the mutual information, between a^TX and b^TY. We use a permutation test to determine the pairs of the new canonical correlation variates, which requires no specific distributions for X and Y as long as one can estimate the densities of a^TX and b^TY nonparametrically. Examples illustrating the new method are presented.     

Dynamic mechanical thermal analysis transitions of partially and fully substituted cellulose fatty esters

The main transitions of cellulose fatty esters with different degrees of substitution (DSs) were investigated with dynamic mechanical thermal analysis. Two distinct main relaxations were observed in partially substituted cellulose esters (PSCEs). They were attributed to the glass‐transition temperature and to the chain local motion of the aliphatic substituents. The temperatures of both transitions decreased when DS or the number of carbon atoms (n) of the acyl substituent increased. Conversely, all the transitions of fully substituted cellulose esters occurred within a narrow temperature range, and they did not vary significantly with n. This phenomenon was explained by the formation of a crystalline phase of the fatty substituents. The presence of few residual OH groups in PSCEs was responsible for a large increase in the storage bending modulus, and it eliminated the effect of n on damping. © 2002 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 281–288, 2003     

Viscoelastic properties of nanostructured natural rubber/polystyrene interpenetrating polymer networks

The effects of the blend ratio and initiating system on the viscoelastic properties of nanostructured natural rubber/polystyrene‐based interpenetrating polymer networks (IPNs) were investigated in the temperature range of ?80 to 150 °C. The studies were carried out at different frequencies (100, 50, 10, 1, and 0.1 Hz), and their effects on the damping and storage and loss moduli were analyzed. In all cases, tan δ and the storage and loss moduli showed two distinct transitions corresponding to natural rubber and polystyrene phases, which indicated that the system was not miscible on the molecular level. However, a slight inward shift was observed in the IPNs, with respect to the glass‐transition temperatures (T_g's) of the virgin polymers, showing a certain degree of miscibility or intermixing between the two phases. When the frequency increased from 0.1 to 100 Hz, the T_g values showed a positive shift in all cases. In a comparison of the three initiating systems (dicumyl peroxide, benzoyl peroxide, and azobisisobutyronitrile), the dicumyl peroxide system showed the highest modulus. The morphology of the IPNs was analyzed with transmission electron microscopy. The micrographs indicated that the system was nanostructured. An attempt was made to relate the viscoelastic behavior to the morphology of the IPNs. Various models, such as the series, parallel, Halpin–Tsai, Kerner, Coran, Takayanagi, and Davies models, were used to model the viscoelastic data. The area under the linear loss modulus curve was larger than that obtained by group contribution analysis; this showed that the damping was influenced by the phase morphology, dual‐phase continuity, and crosslinking of the phases. Finally, the homogeneity of the system was further evaluated with Cole–Cole analysis. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1680–1696, 2003     

试题质量评价研究

教学过程的规范化管理是保证教学质量的重要手段。考试是对教和学的效果的检验，是教学过程管理规范化必须要解决的问题，一直受到教学管理部门的重视，采取了多项措施解决有关问题，其中一个重要的手段是采用试题库。在采用试题库时，必须要有高质量的试题作保证。本探讨基于KDD技术的试题质量评价方法和指标，并通过实例来说明其有效性。     

遥感器CCD驱动器热设计及其在摄像过程中的温度变化

CCD驱动器是航天成像遥感器摄像过程中的主要热源之一。防止CCD驱动器过热是保证其正常工作的重要方面。介绍了遥感器的工作模式和对CCD驱动器采取的热控制措施。通过热平衡试验,利用回归的方法,对CCD驱动器在摄像过程中的温度变化规律进行了分析,同时对热控制效果进行了评估。CCD驱动器工作时升温速率在0.85℃/min左右,整个摄像过程中最高温度约为26℃,所实施的热控制措施效果理想。