变电站直流高频开关电源的检测与验收

直流系统可靠与否直接关系到电网的安全,随着高频开关直流电源系统大量使用,该种电源系统的建成投运验收交接和运行检测、检查,已显得极为重要,从柜体、元器件外观的检查、整套系统电气技术参数检测都必须严格进行,并根据不同的目的进行相应项目的检查,运行中更应定期检查,及时发现存在的隐患,保证其在规定的参数下运行,以提高电池的服役年限。     

OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS

We examine the behavior of optimal mean–variance hedging strategies at high rebalancing frequencies in a model where stock prices follow a discretely sampled exponential Lévy process and one hedges a European call option to maturity. Using elementary methods we show that all the attributes of a discretely rebalanced optimal hedge, i.e., the mean value, the hedge ratio, and the expected squared hedging error, converge pointwise in the state space as the rebalancing interval goes to zero. The limiting formulae represent 1-D and 2-D generalized Fourier transforms, which can be evaluated much faster than backward recursion schemes, with the same degree of accuracy. In the special case of a compound Poisson process we demonstrate that the convergence results hold true if instead of using an infinitely divisible distribution from the outset one models log returns by multinomial approximations thereof. This result represents an important extension of Cox, Ross, and Rubinstein to markets with leptokurtic returns.     

基于平滑RAT的多相码信号参数估计

针对Radon-ambiguity变换（RAT）在估计多相码信号（Frank码、P1、P2、P3、P4码）调制参数时受噪声影响严重的问题,提出了基于平滑Radon变换的多相码信号参数估计方法。首先理论上分析了噪声影响多相码信号RAT估计性能的原因,进而通过二次平滑估计出信号RAT的噪声基底包络,最后在去除噪声基底的RAT平面中完成多相码信号调制参数的估计。仿真实验表明,该方法调频率和码元宽度估计的信噪比门限相比传统RAT方法分别降低了1 dB和4 dB。     

(n，1，m)递归系统卷积码的盲识别

递归系统卷积码（RSC码）是Turbo码子编码器常采用的编码形式。针对(n,1,m)递归系统卷积码的盲识别问题,给出了完整的编码参数和生成多项式识别方法。首先,采用矩阵分析法先求得卷积码参数,避免后续识别生成多项式时因参数循环估计带来的额外计算量。然后,根据RSC码的特性推导出生成多项式识别模型,给出了模型的具体求解步骤,并对所采用的Walsh-Hadamard变换算法进行了介绍。最后,运用Matlab平台进行仿真验证。仿真结果表明,该方法容错性能明显优于常规方法,在误码率为10－2条件下成功识别概率能达到90%,对于Turbo码的进一步研究具有重要意义。     

Estimating DSGE models across time and frequency

Using a wavelet-based decomposition, this paper exploits the information in the data usually employed in the estimation of DSGE models. A simple New Keynesian model featuring price and wage rigidities is estimated for the United States across different frequencies. The estimations indicate that most structural parameters exhibit a frequency-dependent behavior. The impulse response functions also indicate frequency-dependent responses of output to the exogenous shocks. For lower frequencies, there are more persistent effects, especially for preference and technology shocks.     

箱式变电所在住宅小区中设计应注意的问题

箱式变电所以其显著优点,在住宅小区建设（改造）中得到推广应用。文章以南宁市某住宅小区为例,论述箱式变电所设计中应注意的问题。     

Forecasting the business cycle using survey data

Regular business survey data are published as percentages of firms predicting higher, equal or lower values of some reference variable. Time series of such percentages do not fit production data too well. Univariate models often produce forecasts which are just as accurarate. Still, surveys contain anticipative judgement which, when combined with univariate modeling and proper filtering, may produce a good indicator for business cycle turning points. The way survey data are transformed so as to fit statistics on production seems not to be of much importance. A case study of the Finnish forest industry is offered as an example.     

阿贝尔（Abel）方程的一个特殊解法

给出奇异积分方程阿贝尔方程的一种技巧解法，作累次积分及变量替换推出此方程的解式，提出一个注记，拓展了求解积分方程的思路。变量替换、积分变换是求解微分方程和积分方程的一种重要方法。     

双指数跳跃扩散模型下的二元数字期权定价

双指数跳跃扩散模型下的二元数字期权(digital option)定价问题,应考虑上向二元数字期权和下向二元数字期权,给出了这些期权的价格的拉普拉斯变换(laplace transform)。这些期权价格的拉普拉斯变换表达式的获得得益于使用有关双指数跳跃扩散过程的首达时问题的研究结果。