基于最小二乘法的航空地面电源谐波检测研究

以航空地面电源的供电特点为基础,重点讨论比较了快速傅里叶变换基2算法、基4算法和分裂基算法的优缺点,确定了基2 FFT算法进行谐波检测。并在仿真的基础上,提出了一种利用最小二乘法进行谐波参数估计的新方法,仿真结果表明该方法可以有效地提高检测精度。     

一种提高雷达系统输出信噪比的方法

在给定雷达的检测概率和虚警概率后，系统输出信噪比直接影响雷达的作用距离。采用距离分段加权技术，可以减小加权引起的信噪比损失，从而提高了雷达的作用距离。给出了泰勒窗函数在距离分段加权中的应用，事实已证明该方法的可行性。     

一种OFDM系统信道密钥生成方法

提出了一种在正交频分复用(OFDM)系统中提取信道频率响应(CFR)表征信道特征，经过探测、量化、协商、一致性确认以及隐私放大生成信道密钥的方法。首先，利用OFDM系统多载波的优势，在各个子信道提取信道特征，并进行量化；然后，采用滑窗密钥生成机制以及分段校验，通过一次位置信息交互，高效地完成协商,生成初始信道密钥；最后，利用隐私放大函数生成信道密钥。所提方法通过滑窗生成大量密钥比特，以一轮协商代替多轮协商；只限定初始密钥最大长度，使得初始密钥在长度及信息两个维度保持随机化。     

十堰某扶贫产业园高填方边坡整体与局部稳定性分析

以十堰某扶贫产业园挖山填沟工程形成的高填方边坡为背景,基于Geo-Studio软件的SLOPE/W模块,对边坡进行稳定性计算,确定其最危险滑面.此外,对于局部小边坡分别考虑天然、饱和以及地震作用不同工况下的稳定系数,给出不同计算工况对边坡稳定性的一般影响规律.稳定性分析结果表明,滑体一般沿着土和岩体接触面滑动;此外,考虑水和地震作用的边坡稳定性会明显降低.     

Revenue management forecasting: The resiliency of advanced booking methods given dynamic booking windows

Forecasting is the initial component of the hospitality revenue management (RM) cycle. The accuracy of the forecast is critical for RM systems to make appropriate recommendations to optimize revenue. Over recent years the industry has cited shifting booking windows due to a variety of macro (e.g., technology and economy) and micro (e.g., promotion) factors. These shifts pose challenges for RM forecasting algorithms particularly in the domain of pick-up based techniques. In this paper, we review the literature on hotel RM forecasting, particularly with respect to popular techniques used in practice. We then introduce a neural network approach to the advance booking environment to address issues related to booking window shifts. The models are estimated and tested for accuracy, and then re-tested years later after the booking window has shifted. The results are synthesized with discussion as to which models are more suitable for forecasting in dynamic booking windows.     

EXAMINING THE STABILITY OF OKUN'S COEFFICIENT

The stability of Okun's law coefficient in the United States from 1949 to 2015 is examined using a regression with GARCH errors in order to capture the volatility of the series. Rolling estimations suggest that taking the volatility of the series into account yields more stable results compared to the simple OLS estimation, irrespective of the specification (gap or growth model), the data frequency (monthly or quarterly), or the length of the rolling window. The results also suggest that the persistence of shocks became much more important in explaining contemporaneous volatility when data from the recent global financial crisis were incorporated. In contrast, the feedthrough of output shocks in next period's output volatility was more important in the past, and especially during the 1970s stagflation period, but has been declining since.     

水行业上市公司股权融资效率及影响因素

通过超效率DEA视窗模型分析我国13家水行业上市公司2011—2015年股权融资效率,并根据Malmquist指数对其效率进行分解,最后使用灰色关联度分析法对股权融资效率影响因素进行分析。研究结果表明,各公司融资效率有差距,其中,企业规模和盈利能力对股权融资效率影响程度最大,总资产周转效率、资本结构和资本担保值产生的影响次之。     

Electricity Generation and Economic Efficiency: Panel Data Evidence from World and East Asian Countries

Abstract

This paper investigates the effect of electricity generation on countries’ economic efficiency. By using a sample of 42 World and East Asian countries for the time period 1996–2006 the paper employs Data Envelopment Analysis (DEA) window analysis and econometric panel techniques. The results reveal that there is an inverted U-shape relationship between electricity generation and countries’ economic efficiency. Finally, the turning point for the European countries is much smaller compared to the one of East Asian countries indicating that the European countries shift in energy use from electricity to other sources of energy. In addition the electricity generation–economic efficiency relationship depends also on the structure of the economy.     

基于蚁群算法的机场除冰车辆调度问题研究

除冰车辆调度是飞机除冰作业中的一项核心任务。为了使除冰效率更高,本文对机场除冰车辆调度问题进行研究,考虑飞机的机型,除冰液类型,航班的重要程度以及除冰车需要满足的时间窗,以最小化飞机的除冰成本为目标函数建立数学模型,并采用改进的蚁群算法优化求解该模型。结果证明了模型的正确性和算法的有效性。     

Herding,anti-herding behaviour in metal commodities futures: a novel portfolio-based approach

The purpose of this article is twofold. Motivated by the heated debate on the financialization of commodities, we examine the existence of herding behaviour in metal commodities futures. In order to identify any time-dependent properties reflected in time-varying parameters, we employ the overlapping rolling window regression technique. The empirical evidence confirms a time-varying anti-herding behaviour before the global financial crisis and the absence of herding or anti-herding behaviour during the crisis. Next we attempt to formally establish the link between the documented anti-herding behaviour and portfolio management with the use of dynamic conditional correlations via the DCC-GARCH family multivariate modelling. After specifying the correlations, an in-sample recursive dynamic Markowitz portfolio is constructed and monitored. By doing so, we attribute the anti-herding behaviour to different portfolio positioning and rebalancing. On the other hand, in the absence of herding or anti-herding behaviour, we document a shift in the correlations and covariances of the commodity futures especially during the crisis, resulting in a decrease of the portfolio weights together with a substantial cash flow towards the risk-free asset.