Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

二次阳极氧化方法制备有序多孔氧化铝膜

通过二次阳极氧化方法制备多孔氧化铝膜与一次阳极氧化方法制备多孔氧化铝膜孔排布规律性的对比 ,结果发现 ,二次阳极氧化方法制取的多孔氧化铝膜孔排布规律性明显好于一次阳极氧化法制取的多孔膜 .在几个微米范围内 ,孔呈理想的六角排布 .去除一次阳极氧化膜后 ,二次阳极氧化得以在更良好的表面进行 ,制取的氧化铝膜孔规律性和有序度更高 .有序区域的尺寸与晶粒内的亚晶大小有一定关系     

Temperature coefficient of NH chemical shifts of thioamides and amides in relation to structure

NH chemical shift temperature coefficients have been measured in a large series of N-substituted-3-piperidinethiopropionamides in which the NN distances are short but of varied length, as well as in a couple of the corresponding amides and in some simpler amides and thioamides. Geometries are calculated by means of ab initio DFT methods. The N-substituted-3-piperidinethiopropionamides show in most cases strong intramolecular N–HN hydrogen bonds according to IR spectra and ab initio calculations. For compounds with rather short NN distances the S=C–N–H moiety is non-planar. Dihedral angles as small as 160° are found. The NH chemical shift coefficients measured in non-polar solvents in all the N-substituted-3-piperidinethiopropionamides are more negative (−8 to −17 ppb/K) than in non-hydrogen bonded thioamides. For the latter in non-polar solvents like CDCl₃ and toluene the temperature coefficients are as small as −1 to −4 ppb/K. The large negative effects can be related not only to the non-planarity of the thioamide group in a way that the more pronounced the non-planarity the more negative the temperature coefficients, but also to strong hydrogen bonding and the fact that the acceptor is a nitrogen. For similar amides with non-planar amide groups and nitrogen acceptor large negative temperature coefficients are likewise seen. In polar solvents like DMF the effects in simple thioamides are uniform and close to −6 ppb/K, whereas in the more complex compound like 4p(t) the temperature coefficient is close to 0. An essential feature of measuring temperature coefficients of compounds without strong intramolecular hydrogen bonds in non-polar solvents and at low temperatures is to keep the concentration low enough to avoid dimerisation.     

LES of turbulent heat transfer: proper convection numerical schemes for temperature transport

Large eddy simulations of two basic configurations (decay of isotropic turbulence, and the academic plane channel flow) with heat transfer have been performed comparing several convection numerical schemes, in order to discuss their ability to evaluate temperature fluctuations properly. Results are compared with the available incompressible heat transfer direct numerical simulation data. It is shown that the use of regularizing schemes (such as high order upwind type schemes) for the temperature transport equation in combination with centered schemes for momentum transport equation gives better results than the use of centred schemes for both equations. Copyright © 2004 John Wiley & Sons, Ltd.     

Radiation effect on the 400-nm-thermoluminescence emission of a potassium-rich feldspar

The UV-blue thermoluminescence (TL) emission of exsolved and twinned potassium feldspars is potentially valid to be employed in the field of dating and retrospective dosimetry. This paper reports about the following results: (i) The dose dependence of the 400 nm TL intensity of a K-rich feldspar exhibits an excellent linearity in the range of 50 mGy–8 Gy. (ii) The stability of the TL signal after 6 months of storage, shows an initial rapid decay (ca. 45%) maintaining the stability from 40 days onwards which indicates that the electron population decreases asymptotically by the X-axis and the involved electrons are located in deeper traps at room temperature. The fading process can be fitted to a first-order decay equation of the sort y=y₀+A exp(−x/t). (iii) The tests of thermal stability at different temperatures confirm a continuous trap distribution with progressive changes in the glow curve shape, intensity and temperature position of the maximum peak. According to this behaviour some physical parameters are defined.     

Self-bonding in an amorphous polymer below the glass transition: A T-peel test investigation

Films of amorphous polystyrene (PS) with a weight-average molecular weight (M_w) of 225 × 10³ g/mol were bonded in a T-peel test geometry, and the fracture energy (G) of a PS/PS interface was measured at the ambient temperature as a function of the healing time (t_h) and healing temperature (T_h). G was found to develop with (t_h)^1/2 at T_h = T_g-bulk − 33 °C (where T_g-bulk is the glass-transition temperature of the bulk sample), and log G was found to develop with 1/T_h at T_g-bulk − 43 °C ≤ T_h ≤ T_g-bulk − 23 °C. The smallest measured value of G = 1.4 J/m² was at least one order of magnitude larger than the work of adhesion required to reversibly separate the PS surfaces. These three observations indicated that the development of G at the PS/PS interface in the temperature range investigated (<T_g-bulk) was controlled by the diffusion of chain segments feasible above the glass-transition temperature of the interfacial layer, in agreement with our previous findings for fracture stress development at several polymer/polymer interfaces well below T_g-bulk. Close values of G = 8–9 J/m² were measured for the symmetric interfaces of polydisperse PS [M_w = 225 × 10³, weight-average molecular weight/number-average molecular weight (M_w/M_n) = 3] and monodisperse PS (M_w = 200 × 10³, M_w/M_n = 1.04) after healing at T_h = T_g-bulk − 33 °C for 24 h. This implies that the self-bonding of high-molecular-weight PS at such relatively low temperatures is not governed by polydispersity. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1861–1867, 2004     

Viscosity,particle size distribution,and structural investigation of tetramethyloxysilane/2‐hydroxyethyl methacrylate sols during the sol–gel process with acid and base catalysts

The tetramethoxysilane (TMOS)/2‐hydroxylethyl methacrylate (HEMA) hybrid gels were synthesized with acid and base catalysts, via the in situ polymerization of HEMA, with and without the cosolvent methanol. With methanol in the TMOS/HEMA sol, the enhanced esterification and depolymerization reactions of the silanols resulted in a slower growth of silica particles. The silica particles that were synthesized with an acid catalyst were less than 40 nm. The thermal resistance of the poly(2‐hydroxyethyl methacrylate) (PHEMA) chains was enhanced by the addition of colloidal silica. The Fourier transform infrared characterizations and the exothermal peaks on the differential scanning calorimetry traces of these hybrid gels indicated chemical hybridization occurring as a result of condensation of the colloid silica and PHEMA at higher temperatures. Hence, the residual weight content of the hybrid gel after its synthesis with the base catalyst was even higher than the content of TMOS in the hybrid sol. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3476–3486, 2004     

Study on the Superhydrophilicity of the SiO2-TiO2 Thin Films Prepared by Sol-Gel Method at Room Temperature

Nanoscale SiO₂-TiO₂ composite thin films with the thickness of about 100 nm were prepared by sol-gel method at room temperature in air. The chemical states of the elements on the surface and near the surface were measured by XPS. The results showed that the Ti on/near the surface of the thin films existed not only as TiO₂ but also as Ti₂O₃. Part of the TiO₂ was changed to Ti₂O₃ after UV irradiation. The crystalline structure of the TiO₂ in the SiO₂-TiO₂ thin films was anatase with the crystallite size of 14–20 nm. It was found that the thin film prepared at room temperature in air has good superhydrophilic property and has strong adherence to the substrate.