BANDWIDTH SELECTION IN NONPARAMETRIC SPECTRAL DENSITY ESTIMATION OF THE STATIONARY GAUSSIAN PROCESS

ＢＡＮＤＷＩＤＴＨＳＥＬＥＣＴＩＯＮＩＮＮＯＮＰＡＲＡＭＥＴＲＩＣＳＰＥＣＴＲＡＬＤＥＮＳＩＴＹＥＳＴＩＭＡＴＩＯＮＯＦＴＨＥＳＴＡＴＩＯＮＡＲＹＧＡＵＳＳＩＡＮＰＲＯＣＥＳＳ￥ＹＵＤＡＮ（于丹）（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，...     

Absorption of millimeter to submillimeter waves by atmospheric water molecules

Using the values of the rotational molecular parameters (including cencrifugal distortion terms) of the H₂ ¹⁶O molecule, which can explain 12 observed transitions below 800 GHz, all rotational energy levels with normalized Boltzmann factors larger than 5×10^–8 at 300°K are calculated. Probabilities of all possible electric dipole transitions among these states, 2277 lines, are calculated using the eigenfunctions thus obtained, and the permanent electric dipole moment of 1.8546 Debye. Assuming the single and full Lorentzian line forms, we calculated the absorption coefficient for millimeter to submillimeter region. Our result, using the single term Lorentzian line form, agrees quite well with experiment for 1 Torr of water vapor in 760 Torr air at 300°K.     

超高声速飞行器光学窗口气动光学效应分析

超高声速飞行器在大气中飞行时,由于气动热和气动力的作用,光学窗口会产生严重的气动光学效应,使目标图像发生像偏移、抖动、模糊和能量衰减。利用有限元分析方法对光学窗口的热光效应、弹光效应和窗口热变形进行研究,计算了由热光学效应、光学窗口热变形引起的点扩散函数峰值大小及峰值位置(像偏移)随时间的变化趋势。根据对温度场的分布分析,计算了温度梯度对透过率的影响以及透过率与窗口热辐射随时间变化的趋势,可为光学窗口的设计、材料的选择及后期的图像处理提供依据。     

Insertion loss of sound waves through composite acoustic window materials

This study evaluated the insertion loss of sound waves through composite acoustic window materials for sonar dome applications, and examined the influence of dome shape on the sonar performance. The insertion loss of sound waves through acoustic window materials was experimentally measured as a function of frequency at normal incidence. The insertion loss was also theoretically estimated with three- and four-medium layer models. The theoretical estimation of insertion loss showed good agreement with the experimental measurements. The insertion loss was also measured as a function of angle of incidence. The characteristics of longitudinal and converted shear waves were observed at various angles of incidence. This study will be useful to select acoustic window materials with the appropriate acoustic characteristics for practical sonar dome applications.     

Leaders and followers in mutual funds: A dynamic Bayesian approach

This article proposes a dynamic Bayesian framework to analyze the leadership relationships between mutual funds. To this end, a two‐step procedure is proposed. First, a Bayesian rolling window based on the Capital Asset Pricing Model is used to estimate the evolution of mutual funds' market exposure over time. Then, a vector autoregressive (VAR) model is used to analyze the leader‐follower relationship between pair of mutual funds. Several leadership measures are studied. An application to Spanish mutual funds is carried out. In addition, the study examines the determining factors of mutual fund leadership.     

Parallel vector analysis based soft resolution of spectral data from pH‐metric titration using symmetry constraint

In this study, a soft method is proposed to calculate concentration and spectral profiles for the two‐way spectral data from dissociation equilibria of polyprotic acids (H_nA). This method has four main distinct steps: (i) a fixed size moving window evolving factor analysis (FSMWEFA) was used to identify the local rank map, (ii) WFA was applied to calculate the concentration profiles of H_nA and Aⁿ⁻ (selection of the window for application of WFA was performed using EFA), (iii) PVA was used to calculate H_{n − 1}A to HA spectral profiles, and (iv) a symmetry constraint, in addition to the non‐negativity constraint, was utilized to obtain the unique concentration and spectral profiles from different acceptable sets of profiles. In the absence of any selective region in the spectral data, the proposed soft method resulted in unique solution without rotational ambiguity. This study is the first application of symmetry constraint on concentration profiles. The rotational ambiguity drastically decreased on considering the constraint of symmetry of the H_{n − 1}A and HA concentration profiles, in addition to non‐negativity of profiles. Simulated examples were used to confirm these approaches. Effect of closeness of dissociation constants on the estimated values of constants was investigated. The results showed that when the difference between pK_a values is more than 1.2, the obtained errors in the estimation of pK_a values are less than about 6.5%. The considered real data were from pH‐metric titration of fluorescein. The obtained spectral and concentration profiles and the estimated pK_a values for fluorescein were in good agreement with the previously reported data. Copyright © 2009 John Wiley & Sons, Ltd.     

Integration of indifference-zone with multi-objective computing budget allocation

In this paper, we consider how to address the issues of having designs with close performance in the multi-objective ranking and selection (MORS) problem. To resolve this issue we propose integrating the indifference-zone (IZ) concept into the multi-objective computing budget allocation (MOCBA) framework. In particular, when IZ is introduced into the MOCBA framework, we address how to determine the probability of non-dominance, how to define the Pareto set, and how to derive allocation rules for the simulation replications. Empirical results show that the MOCBA framework with IZ can significantly save simulation budget when designs to be compared have close performance.     

Users,Programmers, and Statistical Software

Abstract

Statistical software provides essential support for statisticians and others who are analyzing data or doing research on new statistical techniques. Those supported typically regard themselves as “users” of the software, but as soon as they need to express their own ideas computationally, they in fact become “programmers.” Nothing is more important for the success of statistical software than enabling this transition from user to programmer, and on to gradually more ambitious software design. What does the user need? How can the design of statistical software help? This article presents a number of suggestions based on past experience and current research. The evolution of the S system reflects some of these opinions. Work on the Omegahat software provides a promising direction for future systems that reflect similar motivations.     

Surface enhanced Raman scattering of molecules related to highly ordered gold cavities

We presented a controlled particles‐in‐cavity (PIC) pattern for surface‐enhanced Raman scattering (SERS) detection. The periodic gold cavity array was fabricated by electrodeposition using highly ordered polystyrene spheres as a template. The as‐prepared gold cavities can be used as a SERS active substrate with significant spectral enhancement and reproducibility, which was evaluated by SERS signals using 4‐mercaptobenzoic acid (4‐MBA) as probe molecules. The surface of these gold cavities was further functionalized with cetyltrimethylammonium bromide molecules, which may immobilize the 4‐MBA‐modified silver nanoparticles in the gold cavity to form a PIC structure via the electrostatic interaction. We have demonstrated that there exists a pH window for the immobilization of the nanoparticles inside cavities. Therefore, the silver nanoparticles can be selectively immobilized into the functionalized gold cavities under the optimized pH value of the media. Further enhancement of the Raman scattering of the labeled molecules can be achieved due to the interconnection between the silver nanoparticles and gold cavity. Copyright © 2013 John Wiley & Sons, Ltd.     

Design of a capacitive main power coupler for RF superconducting accelerators

An updated main coupler has been designed for the superconducting accelerator of Free Electron Laser (FEL) project under construction in Peking University. A capacitive structure is chosen for the main coupler. Numerical investigation using CST Microwave Studio demonstrates the cold window part. The other nonstandard structures such as holding rods and antenna are also optimized. The coupler uses a 95% purity Al₂O₃ ceramic cold window. The VSWR (Vottage Standing Wave Ratio) is 1.02 at 1.3GHz and the frequency bandwidth is 45MHz with VSWR<1.1. The electric field intensity is 8.5×10^－2kV/mm around the window with 20kW Continuous Wave (CW) transmitted power. The Q_ext is designed variable from 5×10⁶ to 1×10⁷.