Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

基于GM（1，1）模型的某高校招生人数预测

分析了近年来我国高校招生人数的变化趋势，并利用GM（1，1）模型对某高校2008年的招生人数进行了预测．从而为高校招生人数决策提供了依据。     

多档次概率罐子模型估计的渐近性质

对多个处理且试验结果为多档次的临床试验,构建了其概率罐子模型。研究了模型中每个处理试验结果发生的概率。利用极大似然估计方法得到其估计量,并获得此估计量具有渐近正态性。     

双面加热环形通道内干涸点的确定

根据环形管通道内流体流动和换热的特点,以Kirillov和Smogalev提出的干涸点理论模型假设为基础,从最基本的质量守恒方程出发,并引入临界液膜厚度等相应的辅助模型,得到了双面加热环形通道内流动沸腾干涸点的理论模型。同时针对间隙为1.0mm和1.5mm的环形窄缝进行了低压低质量流速工况下干涸点的实验研究。比较发现理论模型预测值与实验结果基本相符。说明本文提出的理论模型适用于低压低流量条件下的窄环形通道。实验同时发现:环状流临界热流密度在系统压力为2.2MPa达到最大值,临界含汽量随质量流速的增大呈缓慢下降趋势。     

Mathematical Modeling, Control, Computer Simulation and Laboratory Experiments of a Spatial Servopneumatic Parallel Robot

In this paper, the special construction of a parallel robot, called spatial servopneumatic multi-axis test facility, will be discussed. The investigations include the following aspects: (i) the laboratory set-up of the robot, (ii) various results obtained in laboratory experiments, taking into account quite different control algorithms and command-input signals, (iii) a comparison of the laboratory experiments with the computer simulations of Part I of this paper, and ({vi}) a quality check of the results compared with the cost of the different controller realizations. The results of both the computer simulations and the laboratory experiments show: (i) The dynamic behavior of the parallel structure can be tremendously improved by using sophisticated nonlinear control algorithms. (ii) This improvement has to be paid by a drastically increased amount of work for deriving the model equations and control algorithms, and by augmented hardware cost of the sensing elements and controller electronics. (iii) Carefully developed model equations and identified model parameters provide theoretical models of the complex parallel structure that are very close to reality. This enables the design engineer to systematically investigate constructive alternatives of the design parameters, sensor and actuator concepts, and control strategies of the MAP prior to their hardware realization.This work has been supported by the German Science Foundation (DFG) under Contract No. Ha 1666/6-3.     

The Analysis and Improving of the Microwave Exciter in the Lower Hybrid Wave System

When we carry out lower hybrid wave heating and current driving plasma experiment at tokamak, we need mega-watt order of microwave power. The microwave signal at frequency of 2450 MHz is generated by a microwave exciter. According to the experiment＇s demands, the microwave exciter must provide output power of 1.5～ 2. 5 W with stabilized frequency and amplitude tobe used as the klystron input. Being amplified by the klystron, the microwave signal is transmitted through the transmitting system to the antenna and is emitted into the HL-2A tokamak. So we can see that the microwave exciter＇s function is very important to the lower hybrid wave heating and current driving plasma experiment.     

Decreasing the Displacements of a Composite Saddle-Shaped Cable Roof

The structural possibilities of decreasing the compliance of a composite saddle-shaped cable roof having a compliant support contour are investigated. The use of a supporting contour consisting of cables joined together with tie-bars is considered as a structural method enabling one to decrease the compliance of the roof. Each cable of the support has its own initial flexure. The method is most efficient from the viewpoint of material consumption per unit of covered area relative to the increasing rigidity and prestress level of the cable net.The efficiency of the method was evaluated by a numerical experiment, which was carried out for a composite saddle-shaped cable roof 50 × 50 m in the plan. The roof was formed by two orthogonal cable groups joined with a compliant supporting contour. A hybrid composite cable based on a carbon-fiber-reinforced plastic, a glass-fiber-reinforced plastic, and steel was considered as a material for the cable net in combination with steel. The material consumption and the maximum vertical displacement of the cable net in relation to the initial geometrical characteristics of the supporting contour were obtained. A possibility of decreasing the maximum vertical displacements of the roof by 8% was established.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

ISLAND—Inverse Square Law Acceleration Measurement Using iNertial Drift

By using a novel free-flying, rotating, optical bench aboard the International Space Station (ISS) as the basis for a measurement of differential acceleration between two gravitating bodies, in principle the Newtonian inverse-square law and the constant of gravitation, G, can be determined at the parts in 10⁶ level.     

改善a-Si太阳电池界面特性的新方法

本文介绍一种用非晶金属硅化物改善a—Sipin太阳电池TCO/p界面特性的新方法.文章中详细讨论了载流子的传输模型并给出了一系列的实验数据.利用这种方法,用单反应室等离子体CVD装置使a—Si电池的短路电流提高了10%以上,并已获得10.6%的转换效率.