Estimation in Random Coefficient Autoregressive Models

Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions.     

Physiological and behavioral effects of coniferyl benzoate on avian reproduction

Various plant secondary metabolites related to cinnamic acid are of interest because of their repellency to birds and their occurrence in ecologically important food items. Coniferyl benzoate (CB), a phenylpropanoid ester that occurs in quaking aspen (Populus tremuloides) is of particular ecological interest because of its effect on ruffed grouse (Bonasa umbellus) feeding behavior and its possible influence on the population dynamics of this bird. During detoxification processes, CB and other analogous compounds are metabolized into by-products, such as ferulic acid (FA), that can cause anti-reproductive effects. We tested whether consumption of CB produces antire-productive effects similar to FA using male and female Japanese quail (Coturnix coturnix) as avian models for ruffed grouse. The parameters we investigated included: the production, morphology, and development of eggs; reproductive characteristics influenced by estrogen; serum prolactin levels; and male reproductive behavior. Dietary CB did not produce antireproductive effects similar to FA at intake levels that Japanese quail and ruffed grouse would freely consume. Consumption of CB by Japanese quail significantly reduced egg production and body mass but did not affect male reproductive performance. Coniferyl benzoate's effect on egg production may be explained by lower energy acquisition and retention rather than endocrine changes per se. Contrary to previous reports, it is unlikely that FA, or similar compounds act directly as estrogen mimics or antagonists. Although, CB did reduce egg production in quail, it is unlikely that it would affect egg production in wild ruffed grouse. Detoxification costs and the effects of CB on nutrient utilization may explain why ruffed grouse avoid high dietary levels of CB.     

水下拖曳体多源信息监控系统设计与实现

基于海洋电法探测系统中水下拖曳体对多源信息实时监控的需求,设计了一种准实时监测拖曳体的运动状态与环境信息的监控系统。该系统可与水面监控器保持命令与数据沟通,并在监控器的指令下启动水下电法仪执行参数设置、数据采集等操作。经系统样机的海上测试结果表明,系统性能稳定可靠,能够在其他水下信息采集作业中得到推广应用。     

PRIVACY LEAKAGE IN HEALTH SOCIAL NETWORKS

Members of health social networks may be susceptible to privacy leaks by the amount of information they leave behind. The threat to privacy increases when members of these networks reuse their pseudonyms in other social networks. The risk of re‐identifying users from such networks requires quantitative estimates to evaluate its magnitude. The estimates will enable managers and members of health social communities to take corrective measures. We introduce a new re‐identification attack, the social network attack, that takes advantage of the fact that users reuse their pseudonyms. To demonstrate the attack, we establish links between MedHelp and Twitter (two popular social networks) based on matching pseudonyms. We used Bayesian networks to model the re‐identification risk and used stylometric techniques to identify the strength of the links. On the basis of our model 7‐11. 8% of the MedHelp members in the sample population who reused their pseudonyms in Twitter were re‐identifiable compared with 1% who did not. The risk estimates were measured at the 5% risk threshold. Our model was able to re‐identify users with a sensitivity of 41% and specificity of 96%. The potential for re‐identification increases as more data is accumulated from these profiles, which makes the threat of re‐identification more serious.     

一种新的盲源分离拟开关算法

针对电子战中各种信号混叠严重难以分离的现象,在盲源分离开关算法基础上提出一种新的盲信源分离拟开关算法.该算法引入单位对称加权滑动向量来加权每次迭代所得的分离信号作为源信号,用峭度取代原算法的峭度符号位作为判断函数来自适应选择加权相应激活函数,以此优化学习算法,结合信号分选的具体应用,给出了迭代结束的评判方法.计算机仿真实验表明,在强噪声背景影响下,该算法能够更加有效地分离空间未知多源线性混叠信号,且在分离效果、稳定性、处理速度和抗噪性能上都比原算法有较大改进.     

大红山铜矿矿区似大地水准面模型建设及研究

完成大地水准面拟合方法的分析和曲面拟合的方法及对比情况分析,研究数据内插的理论和方法,提出方法的分析及对比情况,研究似大地水准面格网数值模型的理论和方法。根据GPS定位原理和大地测量学理论,对大红山铜矿矿区约20 km2区域的大地水准面的精化理论和方法进行了研究。GPS/水准几何法结合GPS水准数据及EGM2008模型"移去-恢复"法确定似大地水准面,针对大红山铜矿矿区高差大、地形变化激烈的实际情况,计算和比较已知公共点和检核点数据,计算研究大红山铜矿范围内的高程异常。     

Suspended electrode kinetics of mechanically activated pyrite

1　ＩＮＴＲＯＤＵＣＴＩＯＮＭｅｃｈａｎｉｃａｌａｃｔｉｖａｔｉｏｎｉｓｗｉｄｅｌｙａｐｐｌｉｅｄｉｎｅｎ ｈａｎｃｉｎｇｍｅｔａｌｌｕｒｇｉｃａｌｐｒｏｃｅｓｓ[1～ 3] ａｎｄｃｈｅｍｉｃａｌｓｙｎ ｔｈｅｓｉｓ[4 ,5] .Ｓｏｆａｒｉｔｉｓｄｉｆｆｉｃｕｌｔｔ     

一种在线测算交流永磁同步电机定子电感参数的方法

本文介绍了一种采用准电流定向控制在线测算交流永磁同步电机定子电感参数的新方法,该方法利用通用的PWM调制的电压型逆变器在电机定子d轴上施加了一个正负交替的小电压,与d轴上获得的正负交替的小电流一起推算出定子电感参数。该法具有测试时间短和电机无需堵转的特点。它所涉及到的数学计算简单易于数字编程实现。MATLAB仿真结果证明了该方法的可行性和正确性。     

Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions

ABSTRACT

We propose a new variance reduction method for the price and the sensitivities of basket options under time-changed Brownian motion models. The new algorithm combines the pathwise derivative method with control variates, conditional Monte Carlo, and randomized quasi–Monte Carlo. Control variates are constructed by using the conditioning variables of lower bounds of basket options for the purpose of variance reduction. Conditional Monte Carlo further reduces the variance by integrating out the selected conditioning variable. The smoothing effect of conditional Monte Carlo enhances the pathwise derivative and the randomized quasi–Monte Carlo methods. Computational experiments show that the new algorithm yields significant variance reductions.     

基于高维正态积分的串联结构系统可靠性研究

针对串联结构系统可靠性问题,根据一阶可靠性方法,把串联结构系统的失效概率表示为高维正态积分的形式,提出一种有效的计算高维正态积分方法.采用积分变换法将高维正态积分转换为单位超立方域内的高维积分,采用准Monte Carlo方法求解,建立了新的串联结构系统失效概率求解方法.将本文方法和4种近似方法以及精确解进行了比较,研究了该方法的计算精度.最后,进行了某一潜水器结构系统可靠性计算,计算结果表明该方法计算精度较高.