On hysteretic vector autoregressive model with applications

This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei.     

汇率货币模型的非线性协整关系检验——基于深度GRU神经网络

本文采用深度门控循环单元（GRU）神经网络探讨三种汇率货币模型（弹性价格、前瞻性和实际利率差模型）的非线性协整关系。GRU技术在深度学习中具有智能记忆、自主学习和强逼近能力等优点。为此，本文运用该技术对6组典型浮动汇率制国别数据进行了非线性Johansen协整检验。结果表明，汇率与宏观经济基本面之间存在非线性协整关系，从而说明了货币模型在非线性条件下的有效性，以及先进的深度学习工具在检验经济理论中的优势。     

一类非线性波动方程的新精确解

利用李群对称方法,通过构造变换不变量,将一类1 1维非线性波动方程化为常微分方程,得到了这一类非线性波动方程的一些新的显式精确解,包括孤子解、三角函数解和椭圆函数周期解。     

一类非线性时滞微分方程的振动性

讨论了非线性时滞微分方程Ｈ（ｔ，ｘ（ｔ），ｘ（ｔ—ｒ）＋ｆ（ｔ，ｘ（ｔ—τ））—ｇ（ｘ（ｔ—σ））＝０的振动性，推广了有关文献的部分结果．     

What to Do at Low Doses: A Bounding Approach for Economic Analysis

To quantify the health benefits of environmental policies, economists generally require estimates of the reduced probability of illness or death. For policies that reduce exposure to carcinogenic substances, these estimates traditionally have been obtained through the linear extrapolation of experimental dose-response data to low-exposure scenarios as described in the U.S. Environmental Protection Agency's Guidelines for Carcinogen Risk Assessment (1986). In response to evolving scientific knowledge, EPA proposed revisions to the guidelines in 1996. Under the proposed revisions, dose-response relationships would not be estimated for carcinogens thought to exhibit nonlinear modes of action. Such a change in cancer-risk assessment methods and outputs will likely have serious consequences for how benefit-cost analyses of policies aimed at reducing cancer risks are conducted. Any tendency for reduced quantification of effects in environmental risk assessments, such as those contemplated in the revisions to EPA's cancer-risk assessment guidelines, impedes the ability of economic analysts to respond to increasing calls for benefit-cost analysis. This article examines the implications for benefit-cost analysis of carcinogenic exposures of the proposed changes to the 1986 Guidelines and proposes an approach for bounding dose-response relationships when no biologically based models are available. In spite of the more limited quantitative information provided in a carcinogen risk assessment under the proposed revisions to the guidelines, we argue that reasonable bounds on dose-response relationships can be estimated for low-level exposures to nonlinear carcinogens. This approach yields estimates of reduced illness for use in a benefit-cost analysis while incorporating evidence of nonlinearities in the dose-response relationship. As an illustration, the bounding approach is applied to the case of chloroform exposure.     

高精度渗碳控制方法

在采用电阻法直接测控碳势的方法中,提出了一种分段参数调节增量式PID算法,通过实际调试和理论推导表明,渗碳工艺过程控制具有控制超调量小、过渡时间短、精度高、软件实现方便等优点,稳定后碳势控制精度可达±0.03%。     

基于分数本征特征的手写数字识别

特征提取是手写体数字识别研究中的重要问题,有效、稳定的特征是提高识别率和识别精度的关键。该文提出了一种基于分数本征特征和核非线性分类器的手写数字识别方法,首先找到时频平面的一个轴进行分数傅里叶变换,使不同类别样本在这个轴上最大限度地分开,然后用主元分析进行降维,得到比较稳健的低维特征,再将常用分类器用于特征分类,实现对手写数字的识别。对实际数据进行实验,结果表明上述本征特征与核非线性分类器相结合有较高的识别率和训练、分类效率。     

Sobolev空间中非线性椭圆组的Riemann边值问题

本文研究平面非线性随圆型方程组的Riemann边值问题：在假设条件A1、A2、A3之下，我们证明了该问题存在唯一的解w（z）∈W1.,（■），1＜P＜＋∞     

一类非线性混合整规划的无约束连续化解法

将整系数多项式 0 - 1混合整规划问题化成无约束多项式规划问题。通过解该问题 ,能得到原问题的近似解。处理方法的特点是能够直接处理不等式约束情形 ,而不需要先将不等式约束化成等式约束再来处理     

线性科学与非线性科学哲学思想研究

在简述线性科学的科学基础、科学方法和哲学思想的基础上，研究了非线性科学的科学基础、科学方法和哲学思想，其中较为详细地探讨了非线性科学的哲学范畴和哲学思想，认为要多角度观察事物，要从变化中认识主要矛盾，事物的发展是多元竞争与协同的统一，这一结果将对非线性科学的哲学思想的进一步研究有一定的启发和借鉴作用。