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.     

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.     

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。     

Rational Functions with Prescribed Global and Local Minimizers

A family of multivariate rational functions is constructed. It has strong local minimizers with prescribed function values at prescribed positions. While there might be additional local minima, such minima cannot be global. A second family of multivariate rational functions is given, having prescribed global minimizers and prescribed interpolating data.     

异方差回归中的广义方差比检验

在同方差假设之下,线性模型在回归分析的理论与应用方面起着突出的作用,很受许多研究工作者的青睐.然而,回归模型中同方差性这一标准假设不一定总是成立的.因此我们考虑了用一类基于似残差的方法来检验异方差情形下线性模型拟合观测数据的情况.本文既给出了大量的模拟,又给出了实际数据作为应用的例子.效果都很好.     

增塑剂ZS-301的合成研究

以棕榈油为原料合成增塑剂ZS-301，对棕榈油品质(以熔点计)，氢氧化钠用量，氯化锌用量通过正交试验进行了确定。结果表明最佳条件为：选择熔点为48℃～51℃的棕榈油．氢氧化钠的用量16份，氯化锌用量15份(以棕榈油重量为100份计)。在最佳条件下所制得的10批样品均符合国外Pirelli公司同类产品的指标要求。     

圆形池壁滑模提升系统设计与施工

本阐述了郑州污水处理厂等直径钢筋混凝土消化池，采用滑升模板施工，连续浇筑混凝土提高工效，经过满水和闭气试验，符合设计要求，保证工程质量．取得较好的结果。