Estimating yield curves of the U.S. Treasury securities: An interpolation approach

Following the approach of interpolation, this paper proposes the multiple exponential decay model to fit yield curves for both the U.S. TIPS market and the conventional Treasury security market. Several estimation methods, including the unconstrained/constrained nonlinear minimization, quadratic programming, and the iterative linear least squares, are applied to estimate the unknown parameters according to different curve‐fitting purposes. Comparisons between the proposed model and the alternatives show that the multiple exponential decay successfully (1) adapts to a variety of shapes associated with yield curves, (2) (partially) keeps in line with the economic interpretations of Nelson–Siegel summarized by Diebold and Li ( 2006 ), and (3) dominates the competing models in curve‐fitting performance measured by mean fitted‐price errors over the sample period. In addition, the exact specification of a nonparametric interpolation model is pinned down by applying three statistical tools, which enable us to jointly take into account validity, optimality, and parsimoniousness of the proposed model.     

瞬态瑞雷面波法在软岩地层勘探中的应用

结合工程实例，介绍了在物性条件和地质条件复杂地区利用面波勘探技术解决软岩地区第四系覆盖层及其岩埋深的勘探方法。     

用弦线模量法计算地基沉降和黄土湿陷变形

用弦线模量法^[1]设计黄土地基，从计算地基沉降和湿陷变形出发，概念清楚，方法简单，用地基的物理指标得出弦线模量，可省去做压缩实验。     

用高程与河道断面特性平均积分曲线图解河道水面线

从恒定、渐变流河段能量方程式中推导出以高程与河道断面特性平均积分曲线图解河道水面线的方法,并通过某河段水面线计算实例说明了此方法的计算图解步骤。对于同一河道,由于高程与河道断面特性平均积分曲线不变。故曲线可重复利用。因此,对进行多种设计标准的水面线计算可很方便地直接从曲线图上得出水面线结果。     

川中丘陵区一种新型小流域径流输沙模型的建立与应用

径流输沙模型对定量评价水沙的输出响应具有重要的意义。本研究在已有研究成果的基础上，通过对四川盐亭县林山西沟小流域的径流、泥沙进行现场观测与分析，提出含沙量单位线的定义及其确定方法，建立了适应该小流域的径流输沙模型。并应用实测资料进行比较，表明模型的模拟结果可靠，模拟过程确定性系数达0．8以上，为川中丘陵区小流域径流输沙过程的预测预报提供了一个新方法。     

拱坝三次样条曲线拱圈线型及优化研究

建立拱坝拱圈三次样条曲线模型，根据非线性规划町行域与最优解的理论。比较了抛物线、椭圆、双曲线和三次样条曲线线型的优劣，并采用复合形法对这些线型的拱圈进行了优化。结果表明，三次样条曲线拱圈最优。     

辽河流域平原区浅层地下水水化学特征和水质状况

本文根据多年地下水水质监测资料和近期实测监测资料,系统地对辽河流域平原区浅层地下水的水化学特征进行了分析,并对浅层地下水的水质类别及水质污染状况进行了分析评价.结果表明:平原区地下水化学类型以重碳酸盐型为主,浅层地下水有污染加重和扩大的趋势.     

泥沙悬浮的特征长度和悬移质浓度垂线分布

通过对紊动水流中混合掺长概念的类比,本文引入了泥沙作悬浮运动的特征长度的概念并讨论了其表达式的确定方法,从而在未经引入任何流速分布公式的情况下得到了一个悬移质浓度分布的统一公式,几乎所有已有各家公式均为本公式的特例。本文所采用的方法具有许多优点,采用本文的有关结果也便于从统一的高度来分析以往类似公式之间的内在联系、各公式的合理性及局限性。     

企业竞争策略中的成本效益分析方法

企业每一项经营决策都应该进行成本效益分析，市场竞争中可以根据本企业的成本曲线和需求曲线，预测出竞争策略实施后对内部成本和外部需求可能产生的影响，从而计算出某项决策的经济效果。     

Assessment of Capillary Rise from Shallow Groundwater by the Simulation Model SIMWASER Using Either Estimated Pedotransfer Functions or Measured Hydraulic Parameters

The performance of the water balance and crop growth model SIMWASER to estimate the water supply of a lawn by capillary rise from shallow ground water was investigated by using lysimeter measurements with a sandy and a clayey soil. Moreover the robustness of the model was evaluated by running it either with measured hydraulic soil parameters or with estimated pedotransfer functions (PTFs) derived from texture and bulk density. Simulations were performed for the years 1996–1998 with input data from the lysimeter station Berlin-Dahlem (Germany) for lysimeters containing undisturbed sandy or clayey soil monoliths, with groundwater at 135 cm depth. Simulated evapotranspiration and percolation/capillary rise were in good agreement with the measured data for all variants, while simulated soil water storage was acceptable only for the variants using hydraulic soil data based on laboratory measurements or using PTFs derived from known soil class and bulk density. PTFs based on mean total pore volume of the respective soil classes yielded soil water storages which were evidently too high; therefore they should be used with care and must be avoided at all in simulating the soil water balance of arid sites with shallow groundwater.