A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models

When prediction intervals are constructed using unobserved component models (UCM), problems can arise due to the possible existence of components that may or may not be conditionally heteroscedastic. Accurate coverage depends on correctly identifying the source of the heteroscedasticity. Different proposals for testing heteroscedasticity have been applied to UCM; however, in most cases, these procedures are unable to identify the heteroscedastic component correctly. The main issue is that test statistics are affected by the presence of serial correlation, causing the distribution of the statistic under conditional homoscedasticity to remain unknown. We propose a nonparametric statistic for testing heteroscedasticity based on the well-known Wilcoxon''s rank statistic. We study the asymptotic validation of the statistic and examine bootstrap procedures for approximating its finite sample distribution. Simulation results show an improvement in the size of the homoscedasticity tests and a power that is clearly comparable with the best alternative in the literature. We also apply the test on real inflation data. Looking for the presence of a conditionally heteroscedastic effect on the error terms, we arrive at conclusions that almost all cases are different than those given by the alternative test statistics presented in the literature.     

两个不同品牌洗衣粉抑菌效果的测定与研究

为了比较汰渍、碧浪两种不同品牌洗衣粉的抑菌效果,本试验采用滤纸片琼脂平板扩散法,将待洲样品溶液转移至接种有大肠杆菌(Escherichia coli)、枯草芽孢杆菌(Bacillus Subtilis)和金黄色葡萄球菌(Staphylococcus aureus)敏感菌株的培养基上,经培养后测定其抑菌圈的大小,以判断其抑菌能力的强弱.通过对抑菌圈直径的比较和两个均数的差异显著性分析,发现汰溃、碧浪两种洗衣粉的押菌效果差异不显著.     

基于EMD的非线性信号自适应分析

根据EMD分解原理,提出通过选择平均包络中的突变点确定自适应滤波器截止分量阶,以此构造时空滤波器组进行非线性信号自适应分析的方法,成功应用于分析波音737飞机涡轮轴振动信号。从噪声中自适应地提取随转速变化的信号分量和低频振动分量,与小波分析方法相比,在轴向位移检测中取得了更为满意的效果。该方法不仅改进了涡轮轴振动信号分析方法,也适用于解决其他非线性信号的分析问题。     

球载捷联惯性/GPS组合导航系统及动态对准技术

为了实现系留气球载雷达系统天线的空域稳定,球载航姿系统是不可缺少的重要设备.文中阐述了用捷联惯性/全球定位系统组合导航系统实现球载航姿系统的设计技术,针对系留气球平台系统在空中漂浮不定的特点,提出了在动态条件下,小型系留气球载捷联惯性/GPS组合导航系统的对准技术.     

基于时变参数的中国总量生产函数估计

总量生产函数是宏观经济增长分析和技术进步定量化测算的基础,传统方法估算总量生产函数具有很多不足之处。利用1952—2005年中国宏观经济数据,建立时变参数模型,应用卡尔曼滤波算法,对我国1952—2005年间历年的总量生产函数进行了估算。研究结果表明:利用时变参数估算生产函数较好地捕捉到了经济政策的重大事件对于总量生产函数的影响,可能是理论与实际情况更加接近的一种拟合。我国技术进步和资本、劳动的产出弹性三者相互影响,呈同方向变化,并且技术进步对资本的产出弹性影响较大,对劳动的产出弹性影响较小,1978—2005年间我国属于节约资本型技术进步。     

美国互联网过滤制度研究

美国互联网过滤制度是指美国联邦政府以扣减联邦补贴作为强制手段,要求公立中小学、博物馆和图书馆过滤互联网上对未成年人有害信息的法律制度。透过相关法律的制定过程、概念、特征、主要措施、落实情况,以及治理模式及其背后的政治、经济、社会和技术原因,提出四点启示：遵循互联网信息传播规律,采用间接监管和共同治理方式,减少对企业的限制和负担,减少对成年人的妨碍等。     

LC滤波器设计的优化解析公式

给出了改进的Chebyshev和Butterworth低通原型LC滤波器的解析设计公式.此公式充分利用阶数取整带来的余量,在不改变滤波器阶数的前提下减小了通带波动,极大地方便了集成滤波器的实现.给出了集成有源高通滤波器设计实例,验证了改进的Chebyshev和Butterworth低通原型LC滤波器解析设计公式的有效性.     

用氢作涡流室柴油机副燃料的可能性研究

用 S195柴油机为试验样机,采取在进气过程中吸入少量氢气的方法,通过台架试验及分析,探讨了用氢作为涡流室柴油机副燃料的可能性及其实用价值。结果表明,吸入副燃料氢能显著改善燃烧,提高发动机性能,但保证性能良好的许用吸氢量具有一定限度,并存在最佳值;用氢作副燃料时,仅需适当增大涡流室通道截面比,而无需变动燃烧系统其它参数,即可获得较好效果。     

气浮综合改进设施处理高浓度造纸废水

本文报道了气浮综合改进设施处理高浓度造纸废水的流程和改革，结果表明：改进后的气浮设施COD去除率由60％提高到75％，SS去除率由51％提高到71％，气浮出水河直接回用于造纸的主要过程，处理效果明显优于单纯的气浮处理。而且改进部分投资少，动力消耗少，是处理高浓度造纸废水的简便易行、值得推广的方法。     

Comparative Potency Method for Cancer Risk Assessment: Application to Diesel Particulate Emissions1

An estimation of the human lung cancer “unit risk” from diesel engine particulate emissions has been made using a comparative potency approach. This approach involves evaluating the tumorigenic and mutagenic potencies of the particulates from four diesel and one gasoline engine in relation to other combustion and pyrolysis products (coke oven, roofing tar, and cigarette smoke) that cause lung cancer in humans. The unit cancer risk is predicated on the linear nonthreshold extrapolation model and is the individual lifetime excess lung cancer risk from continuous exposure to 1 μg carcinogen per m³ inhaled air. The human lung cancer unit risks obtained from the epidemiologic data for coke oven workers, roofing tar applicators, and cigarette smokers were, respectively, 9.3 × 10^?4, 3.6 × 10^?4, and 2.2 × 10^?6 per μg particulate organics per m³ air. The comparative potencies of these three materials and the diesel and gasoline engine exhaust particulates (as organic extracts) were evaluated by in vivo tumorigenicity bioassays involving skin initiation and skin carcinogenicity in SENCAR mice and by the in vitro bioassays that proved suitable for this analysis: Ames Salmonella microsome bioassay, L5178Y mouse lymphoma cell mutagenesis bioassay, and sister chromatid exchange bioassay in Chinese hamster ovary cells. The relative potencies of the coke oven, roofing tar, and cigarette smoke emissions, as determined by the mouse skin initiation assay, were within a factor of 2 of those determined using the epidemiologic data. The relative potencies, from the in vitro bioassays as compared to the human data, were similar for coke oven and roofing tar, but for the cigarette smoke condensate the in vitro tests predicted a higher relative potency. The mouse skin initiation bioassay was used to determine the unit lung cancer risk for the most potent of the diesel emissions. Based on comparisons with coke oven, roofing tar, and cigarette smoke, the unit cancer risk averaged 4.4 × 10^?4. The unit lung cancer risks for the other, less potent motor-vehicle emissions were determined from their comparative potencies relative to the most potent diesel using three in vitro bioassays. There was a high correlation between the in vitro and in vivo bioassays in their responses to the engine exhaust particulate extracts. The unit lung cancer risk per μg particulates per m³ for the automotive diesel and gasoline exhaust particulates ranged from 0.20 × 10^?4 to 0.60 × 10^?4; that for the heavy-duty diesel engine was 0.02 × 10^?4. These unit risks provide the basis for a future assessment of human lung cancer risks when combined with human population exposure to automotive emissions.