Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach

Most empirical investigations of the business cycles in the United States have excluded the dimension of asymmetric conditional volatility. This paper analyses the volatility dynamics of the US business cycle by comparing the performance of various multivariate generalised autoregressive conditional heteroskedasticity (GARCH) models. In particular, we propose two bivariate GARCH models to examine the evidence of volatility asymmetry and time-varying correlations concurrently, and then apply the proposed models to five sectors of Industrial Production of the United States. Our findings provide strong evidence of asymmetric conditional volatility in all sectors, and some support of time-varying correlations in various sectoral pairs. This has important policy implications for government to consider the effective countercyclical measures during recessions.     

Continuous and impulsive vaccination of SEIR epidemic models with saturation incidence rates

In this paper, two delayed SEIR epidemic models with continuous and impulsive vaccination and saturating incidence are investigated. The dynamical behaviors of the disease are analyzed. For continuous vaccination, we obtain a basic reproductive number _R1$R_1$ and prove that if _R1≤1$R_1\le 1$ then the disease-free equilibrium is globally attractive and if _R1>1$R_1>1$ then the disease is permanent by using the Lyapunov functional method. For impulsive vaccination, we obtain two thresholds R^∗$R^{\ast }$ and _R∗$R_{\ast }$ and prove that if R^∗<1$R^{\ast }<1$ then the disease-free periodic solution is globally attractive and if _R∗>1$R_{\ast }>1$ then the disease is permanent by using the comparison theorem of impulsive differential equation and the Lyapunov functional method. Lastly, we compared the effects of two vaccination strategies.     

On the convective nature of the instability of a front undergoing a supercritical Turing bifurcation

Fronts are traveling waves in spatially extended systems that connect two different spatially homogeneous rest states. If the rest state behind the front undergoes a supercritical Turing instability, then the front will also destabilize. On the linear level, however, the front will be only convectively unstable since perturbations will be pushed away from the front as it propagates. In other words, perturbations may grow but they can do so only behind the front. It is of interest to show that this behavior carries over to the full nonlinear system. It has been successfully done in a case study by Ghazaryan and Sandstede [A. Ghazaryan, B. Sandstede, Nonlinear convective instability of Turing-unstable fronts near onset: a case study, SIAM J. Appl. Dyn. Syst. 6 (2007) 319–347]. In the present paper, analogous results are obtained for the same system as in Ghazaryan and Sandstede (2007), but for a different parameter regime.     

An alternative Kalman-Yakubovich-Popov lemma and some extensions

This paper introduces an alternative formulation of the Kalman-Yakubovich-Popov (KYP) Lemma, relating an infinite dimensional Frequency Domain Inequality (FDI) to a pair of finite dimensional Linear Matrix Inequalities (LMI). It is shown that this new formulation encompasses previous generalizations of the KYP Lemma which hold in the case the coefficient matrix of the FDI does not depend on frequency. In addition, it allows the coefficient matrix of the frequency domain inequality to vary affinely with the frequency parameter. One application of this results is illustrated in an example of computing upper bounds to the structured singular value with frequency-dependent scalings.     

CC$:一种面向分布式众核平台的并行编程语言

CC$是一种并行编程语言,目的是解决分布式众核并行计算机的编程困难。CC$的编程模型以Multi BSP 模型为基础,将分布式众核并行计算机的硬件架构抽象为3层。数据按照存储的层次和共享范围分为5类,以便在不 同层次上提供共享。LL$还提出一类虚拟指令来解决不同层次之间的数据交换,实现数据访问的逻辑化描述。并行 程序按照3层Multi BSP超步嵌套执行。CC$具有统一的编程风格、内建的多层会共地址空间、数据访问请求的表达 式描述和数据传输编译优化4大特点。测试表明,CC$程序的运行效率高,易学易用,大幅地缩短了开发周期。     

PKI安全体系在手机智能卡中的应用

介绍PKI系统和智能卡系统的基本原理和安全技术,重点研究PKI安全体系在手机智能卡中的应用。利用存储在卡中的PKI安全插件,为手机卡和SP应用之间提供身份认证、数字签名等服务支持,有效确保了手机智能卡在网络数据传输中的安全性、完整性。     

以太网基于优先级的流控仿真设计

互联网在飞速发展的同时,也给网络系统的正常运行带来了一系列的问题,其中最突出的是由网络流量过大引起的网络拥塞。通过对多种流控方法的研究,最终从队列调度方面着手,利用OPNET网络仿真软件对所设计的三种流控机制进行仿真,初步解决了以太网较高优先级的数据流无法得到及时响应的问题以及公平性问题。     

基于FSK调制模式的新型胎压监测系统开发(英文)

分析了间接式胎压监测系统(TPMS)的不足,并基于FSK信号调制模式抗噪声强的特点,开发了一种新的直接式胎压监测系统.该系统由轮胎压力传感器和胎压控制器组成:轮胎压力传感器采用高集成复合芯片SP37实现轮胎内部压力、温度、加速度等信息的检测和发射,体积小、重量轻;胎压控制器以8位单片机控制射频接收器MC33596实现无线数据的接收、显示和报警.基于素数的动态延时算法和节能策略,降低了多个传感器同时发射时发生连续数据冲突的概率,在满足系统监测实时性的前提下延长了工作寿命.实车测试效果表明,该系统数据接收灵敏度可达到-100 dBm,在汽车时速100 km时工作很稳定.     

采用高效塔盘和填料综合成组技术改造催化主分馏塔

针对催化分馏塔的工艺特点，在不改变塔体的基础上，提出了ADV高效塔盘和SP规整填料的综合成组技术，并应用该技术时塔内件进行改造，实现了催化主分馏塔的扩能及综合性能的完善。与改造前相比，改造后的催化主分馏塔处理能力增大，操作弹性提高，压降减小，分离效率提高，能耗降低；消除了操作过程中的瓶颈，保证了汽油降烯烃的要求。     

短消息服务提供商系统的研究与实现

短信服务（SMS）在通信产业中正在占据越来越重要的位置。文章介绍了中国网通SMS短信服务提供商（SP）与中国网通短信中心（SMSC）以及用户手机终端之间的数据交互原理，给出了SP提供商的短信增值业务运营平台的设计原理及实现方法。该平台已投入使用，并取得了良好的效果。