国债指数GARCH模型实证研究

上证国债指数2003年2月24日至2005年7月14日日收盘时间序列经一阶差分后是平稳序列,利用一阶差分序列建立的ARIMA模型存在自回归条件异方差,在ARIMA模型基础上建立的GARCH(1,1)模型、ARCH(1,1)-M模型、TA．RCH(1,1)模型,模型系数检验、标准化残差检验及自回归条件异方差检验都非常理想。由于一阶差分代表收益,利用GARCH(1,1)模型可以对上证国债指数日收益的波动性以及波动性的不对称性,即均值和方差进行准确地预测,同时按差分的定义可将GARcH(1,1)模型转化为预测下一交易日收盘的预测模型。     

面向故障仿真的舵机系统建模方法研究

传统的基于传递函数和非线性微分方程的舵机系统模型无法直接描述舵机组件的物理参数,而这些参数直接反应组件的健康状况。专业的电路仿真软件的出现,为解决这一问题提供了方法。针对舵机系统故障仿真的需求,设计舵机模型原理框图;选用电路仿真软件Proteus搭建舵机的电路模型,设计单片机程序,实现舵机位置随动功能;分析模型的时域响应和频域响应特性,验证舵机系统电路仿真设计方法的可行性。以直流电机线圈电阻的故障模式为例,进行了故障仿真分析。     

Validation of B0 and B1 in the IRI 2001 model at low solar activity for Ilorin an equatorial station

A new set of data obtained at low solar activity from Ilorin, Nigeria (geog. latitude 8.5°N, geog longitude, 4.6°E, dip 4.1°S) is used to validate the IRI 2001 model at low solar activity. The results show in general a good agreement between model and observed B0 at night but an over estimation during daytime. The overestimation is greatest during the morning period (0600LT–1000LT). The model prediction for B1 is fairly good at night and during the day. A dependence of B0 on solar zenith angle χ is observed during the daytime. A formulation of the form B0 = A[cos(χ)ⁿ] is therefore proposed. Values of the constants n and A were determined for the period of low solar activity for this station.     

PHOTOMOS继电器在ZT—1自动投放接口盒测试仪中的应用

介绍最新半导体器件ＰＨＯＴＯＭＯＳ集成继电器的特点及其在ＺＴ－１型自动投放接口盒测试仪中的应用。     

3D information from 2D images recorded in the European Modular Cultivation System on the ISS

The European Modular Cultivation System (EMCS) on the ISS allows long-term biological experiments, e.g. on plants. Video cameras provide near real-time 2D images from these experiments. A method to obtain 3D coordinates and stereoscopic images from these 2D images has been developed and is described in this paper. The procedure was developed to enhance the data output of the MULTIGEN-1 experiment in 2007. One of the main objectives of the experiment was to study growth movements of the Arabidopsis plants and the effect of gravity on these. 3D data were important during parts of the experiment and the paper presents the method developed to acquire 3D data, the accuracy of the data, limitations to the technique and ways to improve the accuracy. Sequences of 3D data obtained from the MULTIGEN-1 experiment are used to illustrate the potential of this newfound capability of the EMCS. In the experiment setup, a positional depth accuracy of about ±0.4 mm for relative object distances and an absolute depth accuracy of about ±1.4 mm for time dependent phenomena was reached. The ability to both view biological specimens in 3D as well as obtaining quantitative 3D data added greatly to the scientific output of the MULTIGEN-1 experiment. The uses of the technique to other researchers and their experiments are discussed.     

CBERS-1卫星IRMSS主体电控子系统研制

文章介绍了CBERS_1卫星红外多光谱扫描仪(IRMSS)主体电控子系统的研制过程 ,对平衡电阻的引入进行了重点论述。CBERS_1卫星扫描仪主体电控子系统具有体积小、质量轻、功能密度高的特点     

0-1线性规划的连续化求解方法

针对0-1线性规划的优化问题,提出一种惩罚函数方法。考虑到0-1线性规划的最优值特征,通过在目标函数中加上惩罚函数,将0-1离散线性规划模型连续化成非线性规划模型,并使用Matlab的Fmincon函数进行求解。经对多个算例的计算,并和其他算法比较,结果表明惩罚函数法的可行性和有效性。将该方法应用于实际的飞机排班问题上,取得比较满意的结果。     

CBERS-1卫星的红外多光谱扫描仪设计与在轨运行

文章介绍了CBERS -1卫星红外多光谱扫描仪(IRMSS)的设计与在轨运行情况