1961—2014年中原核心区干旱事件时空变化特征

[目的]通过对中原核心区降水指标分析,揭示该区域54年干旱事件的时空变化特征。[方法]文章基于1961—2014年中原核心区23个国家级气象站点的逐日降水资料,采用降水量距平百分率、线性回归等方法,对年均降水量、干旱频率、干旱等级等年尺度和季节尺度的干旱事件的时空变化特征进行了分析。[结果](1)中原核心区降水波动性大,多年平均降水量总体呈减少趋势,干旱事件多发的态势,各干旱等级发生频次的排序为轻旱中旱特旱重旱;冬季是干旱的高发季节且呈现出重发的态势。(2)中原核心区多年平均降水量呈现出自东南向西北递减的带状分布特征。就区域而言,郑州干旱的发生频率最高且旱情较重。中原核心区发生高频次干旱的范围随年代际逐渐缩小。就季节而言,郑州为春季和冬季干旱的高发地,开封和洛阳西部是夏季干旱的高发地,洛阳北部和开封东部为秋季干旱的高发地。[结论]中原核心区干旱事件呈增加趋势。研究结果可为该区域有针对性地抗旱减灾提供科学支撑。     

2001—2020年鄱阳湖平原耕地复种时空变化研究

目的 区域特点背景下,利用遥感手段实时获取局部区域耕地复种信息并分析其时空变化特征,可有效反映区域农业集约化变化趋势。方法 文章以鄱阳湖平原为研究区域,利用MODIS09Q1数据建立二波段增强型植被指数（Two-band Enhanced Vegetation Index,EVI2）;基于时序EVI2,利用二次差分法提取研究区2001—2020年耕地复种频率逐年结果;基于Mann-Kendall检验方法、最小二乘法、转移矩阵等方法分析20年复种时空变化特征。结果 基于EVI2提取复种频率的总体精度为90.70%,Kappa系数0.81,满足应用要求。研究区复种以一年二熟为主,耕地整体复种水平以2013年为突变年份呈波动上升趋势,2001—2013年研究区复种降低,2013—2020年则表现为上升趋势,其中2020年复种较2018年和2019年都有所上升,表明恢复早稻政策作用明显。空间上看,20年间研究区82.14%的耕地复种并未表现出明显的变化,保持稳定状态;复种显著降低区域主要分布在余江县、鹰潭市、抚州市、南昌市等县市区部分区域,显著上升区域则主要分布在新建县、余干县北部、鄱阳县北部等。从转移类型上来看,主要发生一年一熟和一年二熟间的相互转换。2001—2013年一年二熟转为一年一熟现象严重,2013—2020年则一年一熟转为一年二熟现象明显。结论 基于EVI2提取复种频率取得了良好的效果。长时序复种频率时空变化特征反映了研究区耕地集约化程度加强的趋势,可为区域“藏粮于地”战略布局提供数据支撑和理论依据。未来研究可进一步从种植制度的视角去理解多年的不同种植制度和休耕策略是如何结合的,从而丰富耕地集约化评价理论体系。     

Evaluating the Factors Influencing the Number of Visits to Farmers’ Markets

The primary objective of this article was to determine key factors affecting the frequency of consumer visits to farmers’ markets. Data were obtained from in-person surveys administered in two farmers’ markets locations in Texas, and used to determine consumer factors, market factors, and socio-demographic characteristics of shoppers influencing frequency of visits. The results of the model showed that travel distance, number of adults in the household, market promotional activities such as entertainment and education, food events, and, to a lesser degree, some demographic variables were all determinants of frequency of visits to farmers’ markets. The negative effect of the distance to the market highlights the importance of farmers’ market location and influences the demographic profile of buyers as most visitors tend to shop in nearby markets. Thus, results also suggest that demographics characteristics are a weak predictor of farmers’ markets interest.     

Co-dependence of extreme events in high frequency FX returns

In this paper, we investigate extreme events in high frequency, multivariate FX returns within a purposely built framework. We generalize univariate tests and concepts to multidimensional settings and employ these novel techniques for parametric and nonparametric analysis. In particular, we investigate and quantify the co-dependence of cross-sectional and intertemporal extreme events. We find evidence of the cubic law of extreme returns, their increasing and asymmetric dependence and of the scaling property of extreme risk in joint symmetric tails.     

The one-trading-day-ahead forecast errors of intra-day realized volatility

Two volatility forecasting evaluation measures are considered; the squared one-day-ahead forecast error and its standardized version. The mean squared forecast error is the widely accepted evaluation function for the realized volatility forecasting accuracy. Additionally, we explore the forecasting accuracy based on the squared distance of the forecast error standardized with its volatility. The statistical properties of the forecast errors point the standardized version as a more appropriate metric for evaluating volatility forecasts.We highlight the importance of standardizing the forecast errors with their volatility. The predictive accuracy of the models is investigated for the FTSE100, DAX30 and CAC40 European stock indices and the exchange rates of Euro to British Pound, US Dollar and Japanese Yen. Additionally, a trading strategy defined by the standardized forecast errors provides higher returns compared to the strategy based on the simple forecast errors. The exploration of forecast errors is paving the way for rethinking the evaluation of ultra-high frequency realized volatility models.     

Does stock exchange consolidation improve market liquidity? A study of stock exchange acquisition in Russia

The last couple of decades have witnessed significant institutional and structural changes in financial sector within a worldwide trend toward consolidation. In the segment of organized trading stock exchanges merge and develop into large and diversified publicly traded companies. These processes are rather complicated in case of a transition economy like Russia. In December 2011 MICEX, the first largest and state-controlled stock exchange acquired RTS, the second largest and privately owned stock exchange primarily designed for foreign investors. We empirically investigate whether the acquisition resulted in improved liquidity of the Russian stock market which was one of the declared acquisition objectives. We use the Kolmogorov–Smirnov and the Wilcoxon tests to compare market-wide liquidity in several discrete periods pre and post acquisition. A deep and thorough insight into liquidity performance is ensured by assessing liquidity from limit order book data of tick frequency along three dimensions (tightness, immediacy, and elasticity).     

宽带通信中的干扰抑制处理方法研究

综述了DS/FH宽带通信系统中的干扰抑制预滤波处理方法，并侧重时频域的干扰消除技术，基于有关处理算法的适用条件和性能，探讨多系统共存环境下AIC（自适应干扰消除）处理的使用。     

LC振荡器寄生振荡的分析和消除

振荡器在不需要的频率发生的寄生振荡(不一定是由寄生参数引起，在这里暂且称其为寄生振荡)，对振荡器的设计与调试带来了很大的困扰。本文对寄生振荡进行理论了分析，并提出避免寄生振荡的措施。     

跟踪与数据中继卫星Ku频段的同频干扰分析

本文主要就中国入世后物流业面临的压力和问题,借鉴欧美国家政府推动其物流业发展的有效举措,从宏观上阐述政府促进中国物流业发展的方略:设置专门的物流管理机构,构建统一的大市场;政府政策扶持物流业,推进中国物流现代化进程;鼓励支持物流教育与研究,培养现代化物流急需人才。     

基于“已实现”高阶矩的动态组合投资分析

为度量高阶矩风险的时变特征,将高频"已实现"二阶矩扩展到"已实现"高阶矩,给出一元及多元"已实现"高阶矩的计算方法;基于效用函数的Taylor展开解决了动态资产配置问题;将"已实现"高阶矩风险测度应用于动态组合投资分析中,推导出带有高阶矩风险的动态投资组合策略,弥补了传统组合投资理论没有考虑高阶矩风险和静态处理问题两大缺陷。选取中国股市的高频金融时间序列进行实证,结果显示高阶矩风险存在波动聚集性,动态组合投资效果优于静态组合投资效果。