Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives

Motivated in part by applications in model selection in statistical genetics and sequential monitoring of financial data, we study an empirical process framework for a class of stopping rules which rely on kernel-weighted averages of past data. We are interested in the asymptotic distribution for time series data and an analysis of the joint influence of the smoothing policy and the alternative defining the deviation from the null model (in-control state). We employ a certain type of local alternative which provides meaningful insights. Our results hold true for short memory processes which satisfy a weak mixing condition. By relying on an empirical process framework we obtain both asymptotic laws for the classical fixed sample design and the sequential monitoring design. As a by-product we establish the asymptotic distribution of the Nadaraya-Watson kernel smoother when the regressors do not get dense as the sample size increases.Acknowledgements The author is grateful to two anonymous referees for their constructive comments, which improved the paper. One referee draws my attention to Lifshits paper. The financial support of the Collaborative Research Centre Reduction of Complexity in Multivariate Data Structures (SFB 475) of the German Research Foundation (DFG) is greatly acknowledged.     

正交试验优化复合电刷镀镍铁—金刚石工艺

为了获得复合电刷镀镍铁—金刚石的最佳工艺参数,采用正交实验方法研究施镀电压等工艺参数对镀层的厚度及镀层中金刚石含量的影响。结果表明:当施镀电压为12V,施镀温度为50℃,镀笔与工件间的相对运动速度为10m/min,镀液中金刚石含量达到30g/l时能够获得光亮平整的镍铁—金刚石复合镀层,施镀60min,镀层中金刚石含量为11.20%,镀层厚度为33.60μm。镀层的显微硬度为HV870,镀层具有较高的耐磨性能,具有广泛的应用前景。     

铁路客专现浇连续梁碗扣满堂支架的设计及检算

本文详细介绍成渝客运专线梁滩河特大桥预应力混凝土连续梁现浇施工中碗扣满堂支架的设计及检算,为类似工程施工提供参考。     

PLC在汽车启动电机测试系统中的应用

本文介绍采用PLC实现汽车启动电机测试系统,完成启动电机的推力、间隙等参数的测量,并判断启动电机是否合格。     

福建省经济运行的实证分析

任何一个国家或地区的经济发展都是由很多因素决定的,从宏观经济理论可知,拉动地区经济增长的因素主要有消费,投资和出口。本文从这三个因素入手,通过Granger-causality因果关系检验的方法,以福建省的数据为例,对区域经济的运行情况进行实证分析,得出出口是拉动福建经济的主要因素的结论。并对今后福建省的经济发展提出了一些简单的政策和建议。     

常规兵器试验设计和开发过程中的质量控制

通过对常规兵器试验如何进行＂设计和开发过程的质量控制＂这一具体问题的研究,将PDCA循环管理模式用于试验的设计和开发过程。文章结合常规兵器试验设计和开发的工作实际,探讨了在试验设计和开发工作中借鉴PDCA循环理论与实践,进一步提升试验设计和开发的工作效益,使试验设计和开发向标准化发展,进而促进试验设计和开发质量的全面提升。     

Exact linear rank tests for two‐sample equivalence problems with continuous data

The present paper introduces a methodology for the semiparametric or non‐parametric two‐sample equivalence problem when the effects are specified by statistical functionals. The mean relative risk functional of two populations is given by the average of the time‐dependent risk. This functional is a meaningful non‐parametric quantity, which is invariant under strictly monotone transformations of the data. In the case of proportional hazard models, the functional determines just the proportional hazard risk factor. It is shown that an equivalence test of the type of the two‐sample Savage rank test is appropriate for this functional. Under proportional hazards, this test can be carried out as an exact level α test. It also works quite well under other semiparametric models. Similar results are presented for a Wilcoxon rank‐sum test for equivalence based on the Mann–Whitney functional given by the relative treatment effect.     

煤层气注入/压降测试方法分析及应用

煤层气开发过程中,试井测试作为求取地层参数及对煤层进行定量和定性的评价的手段,是不可或缺的重要环节。本文就注入/压降测试方法的工艺研究、试井解释方法的分析以及与常规油气井测试方法的对比分析,探讨注入/压降测试方法在煤层气勘探开发中的应用。     

光缆自动化监测系统

介绍了远程光纤监测系统(RFTS)的结构、测试方法及其与电信管理网(TMN)的结合情况,并列举出一些典型的RFTS系统以阐明其应用和发展趋势。同时,还讨论了影响光时域反射仪(OTDR)测试精度的要素和消除测试误差通常采用的对策。     

人民币汇率波动对NFDI波动的影响及其检验

本文通过对我国NFDI资本流动性及其波动性的计算,检验了人民币/美元汇率波动对NFDI波动性的关系。通过实证分析表明,人民币汇率的波动将导致NFDI资本流动的明显不稳定。在理论研究的基础上,引申出其政策含义：在国际资本流动不断加大的今天,我们必须维护人民币/美元汇率的稳定,这样对于有效引导NFDI的资本流动和维护金融稳定都具有重要的意义。