Testing for cointegration using induced-order statistics

In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random walks against wide cointegrating alternatives including monotonic nonlinearities and certain types of level shifts in the cointegration relationship. We call our testing device the induced-order Kolmogorov–Smirnov cointegration test (KS), since it is constructed from the induced-order statistics of the series, and we derive its limiting distribution. This non-parametric statistic endows the test with a number of desirable properties: invariance to monotonic transformations of the series, and robustness for the presence of important parameter shifts. By Monte Carlo simulations we analyze the small sample properties of this test. Our simulation results show the robustness of the induced order cointegration test against departures from linear and constant parameter models. This paper is an extension of the work of Aparicio and Granger (1995) and Aparicio and Escribano (1998).     

论柔性生产系统在我国服装工业中的应用

在研究分析国外不同模式的柔性生产系统的基础上,提出了在国内服装业推行柔性生产系统的方案,以促进我国服装工业的发展。     

Central Units,Class Sums and Characters of the Symmetric Group

In the search for central units of a group algebra, we look at the class sums of the group algebra of the symmetric group S _n in characteristic zero, and we show that they are units in very special instances.     

MORPHIC MODULES

A module M is called morphic if M/M α ? ker(α) for all endomorphisms α in end(M), and a ring R is called a left morphic ring if _RR is a morphic module. We consider the open question when the matrix ring M_n(R) is left morphic by relating it to when Rⁿ is morphic as a left R-module. More generally, we investigate when M being morphic implies that end(M) is left morphic, and conversely. Finally, we relate the morphic condition to internal cancellation in the module.     

Ultra-Small-Bandgap Conjugated Polymers Based on an N−B←N Unit

Since the breakthrough of conductive polymers in 1977, scientists have made great efforts to create small band gap (E_g) conjugated polymers. Two general strategies to design small E_g conjugated polymers are quinoid structure and donor-acceptor structure. Ultrasmall E_g conjugated polymers (E_g<1.0 eV) always suffer from poor air stability because of high-lying HOMO energy levels. In this work, we report a new strategy to design ultrasmall E_g conjugated polymers by N−B←N unit, i.e. balanced resonant boron-nitrogen covalent bond (B−N) and boron-nitrogen coordination bond (B←N). The resulting polymer exhibits an E_g of 0.82 eV and an onset absorption wavelength of >1500 nm. Moreover, the polymer exhibits excellent air stability because of its low-lying LUMO/HOMO energy levels. An unprecedented property of this polymer is the selective light absorption in the infrared range (800–1500 nm) and high transparency in the visible range (400–780 nm). Using this property, for the first time, we demonstrate the application of conjugated polymers as transparent thermal-shielding coating layer on glass, which reduces indoor solar irradiation through window and consequently reduces power consumption for cooling of buildings and cars in summer.     

The generalized Libera transform is bounded on the Besov mixed-norm, BMOA and VMOA spaces on the unit disc

The main results of this note prove that the generalized Libera operator is bounded on the Besov mixed-norm space as well as on the spaces BMOA and VMOA on the unit disk. The compactness of the operator on is also studied.     

A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes

The Perspective Reformulation generates tight approximations to MINLP problems with semicontinuous variables. It can be implemented either as a Second-Order Cone Program, or as a Semi-Infinite Linear Program. We compare the two reformulations on two MIQPs in the context of exact or approximate Branch-and-Cut algorithms.     

带无序保护单元的系统可靠性分析

在寿命分布为离散型和连续型的情形下,对带无序保护单元的系统进行可靠性分析,给出了此类系统部分可靠性参数的计算方法和计算结果.同时还给出了一个计算实例,用以说明上述分析结果的具体应用.     

饶阳凹陷蠡县斜坡“油藏单元”划分及其地质意义

蠡县斜坡位于饶阳凹陷的西部,勘探形势严峻,构造油藏增产上储难度增大。同时,早期发现的单一圈闭内的单一油藏内部由于储层非均质性,并没有统一的油水界面,经典的石油地质理论受到了挑战。在此背景下,以蠡县斜坡高30断块ES_2上为例,通过对单一油藏内部油水系统进一步精细刻画,提出油藏单元概念及划分方法,重新厘定该地区的油水分布。通过油藏单元的划分和油水分布的精细刻画,使得蠡县斜坡的油藏面积进一步扩大,油气储量从2004年的1 965×10~4 t增加到2016年的8 514×10~4 t,表明油藏单元的划分对于油气田后期的勘探开发具有重要的意义。