住房市场模型研究——基于非稳定时间序列的FM-OLS估计

通过对住房市场进行系统分析,提取影响房价和销售额的主要变量:房地产开发国内贷款、已开发的房产当前的存量、住宅施工面积、金融机构中长期贷款、储蓄存款余额和宏观经济环境变量GDP,建立住房市场房价与销售额回归模型。并通过FM-OLS方法对非平稳时间序列回归模型进行估计和统计推断,解决了传统OLS方法无法对非平稳时间序列回归进行统计推断问题,避免了对数据差分平稳化处理导致的信息丢失及回归系数不易解释的问题。实证结果表明房价和销售额受宏观经济环境GDP影响显著,房屋存量在方程中的表现揭示了中国房地产市场房地产开发商囤积房源和减少供给量导致住房市场价格持续上涨的现象。最后,通过与ARIMA模型拟合效果进行比较,证明了模型的拟合效果更优,更能体现市场的真实情况。

自适应参数的AOSVR算法及其在股票预测中应用

以股票预测为背景,在一种在线SVR算法AOSVR中,引入Cherkassky参数选择策略,形成自适应参数的AOSVR算法.根据时间序列的变化,通过在线调整SVR参数达到更好的预测精度和泛化能力.另外,针对股票市场特性,利用AOSVR的"忘记"阈值丢掉早期数据来集中刻画近期的股市特点.将自适应参数的AOSVR算法应用到上证综合指数构成的时间序列上,取得了良好的预测效果.

Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises:Mean First-Passage Time

The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.

Stabilization of a class of nonlinear discrete time systems with time varying delay

The stability and stabilization of a class of nonlinear discrete time delayed systems(NDTDS) with time-varying delay and norm-bounded nonlinearity are investigated. Based on discrete time Lyapunov–Krasovskii functional method, a sufficient delaydependent condition for asymptotic stability of nonlinear systems is offered. Then, this condition is used to design a new efficient delayed state feedback controller(DSFC) for stabilization of such systems. These conditions are in the linear matrix inequality(LMI) framework. Illustrative examples confirm the improvement of the proposed approach over the similar cases. Furthermore, the obtained stability and stabilization conditions will be extended to uncertain discrete time delayed systems(UDTDS) with polytopic parameter uncertainties and also with norm-bounded parameter uncertainties.

A novel stabilization approach for small signal disturbance of power system with time-varying delay

Small signal instability may cause severe accidents for power system if it can not be dear correctly and timely. How to maintain power system stable under small signal disturbance is a big challenge for power system operators and dispatchers. Time delay existing in signal transmission process makes the problem more complex. Conventional eigenvalue analysis method neglects time delay influence and can not precisely describe power system dynamic behaviors. In this work, a modified small signal stability model considering time varying delay influence was constructed and a new time delay controller was proposed to stabilize power system under disturbance. By Lyapunov-Krasovskii function, the control law in the form of nonlinear matrix inequality （NLMI） was derived. Considering synthesis method limitation for time delay controller at present, both parameter adjustment method by using linear matrix inequality （LMI） solver and iteration searching method by solving nonlinear minimization problem were suggested to design the controller. Simulation tests were carried out on synchronous-machine infinite-bus power system. Satisfactory test results verify the correctness of the proposed model and the feasibility of the stabilization approach.

Diver自动监测仪在抽水试验中的应用

介绍荷兰产Diver自动监测仪的工作原理、安装和操作过程,并以南京地铁5号线机场路站的抽水试验(1抽水井带2个观测井)为例,抽水井采用Diver自动监测仪观测水位降深和水温,观测井采用传统方法观测。通过对两种方法试验数据、图表和曲线成果进行对比分析得出:Diver自动监测仪在自动测量水位、水温,记录间隔设定,数据采集和处理,抽水人员的投入等方面比传统的观测方法操作更为方便可靠,能更准确和及时地反映水位、水温变化,降低了人工成本,提高了生产效率,可为相关的工程抽水试验提供参考借鉴。

Energy Stable Schemes for Cahn-Hilliard Phase-Field Model of Two-Phase Incompressible Flows

Numerical approximations of Cahn-Hilliard phase-field model for the two-phase incompressible flows are considered in this paper.Several efficient and energy stable time discretization schemes for the coupled nonlinear Cahn-Hilliard phase-field system for both the matched density case and the variable density case are constructed,and are shown to satisfy discrete energy laws which are analogous to the continuous energy laws.

Coherent States of Nonlinear Oscillators with Position-Dependent Mass:Temporal Stability and Fractional Revivals

We develop generalized coherent states for a class of nonlinear oscillators with position-dependent effective mass in the context of the Gazeau–Klauder formalism and discuss some of their properties. In order to investigate the temporal evolution we first explore the statistical properties by means of weighting distribution and the Mandel parameter. It is found that the temporal evolution of the coherent states may exhibit the phenomena of quantum revivals and fractional revivals for a particular choice of position-dependent mass oscillator.

A large deviation for occupation time of critical branching α-stable process

In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations. Our result is an extension of Cox and Griffeath’s (in 1985) for branching Brownian motion for d > 4.