The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

This paper presents results on the size and power of first generation panel unit root and stationarity tests obtained from a large scale simulation study. The tests developed in the following papers are included: Levin et al. (2002), Harris and Tzavalis (1999), Breitung (2000), Im et al. (1997, 2003), Maddala and Wu (1999), Hadri (2000), and Hadri and Larsson (2005). Our simulation set-up is designed to address inter alia the following issues. First, we assess the performance as a function of the time and the cross-section dimensions. Second, we analyze the impact of serial correlation introduced by positive MA roots, known to have detrimental impact on time series unit root tests, on the performance. Third, we investigate the power of the panel unit root tests (and the size of the stationarity tests) for a variety of first order autoregressive coefficients. Fourth, we consider both of the two usual specifications of deterministic variables in the unit root literature.     

摩托车化油器腔体内部二维流动的数值模拟

建立了摩托车化油器腔体内部气体流动的二维不可压湍流模型，并对节气门全开、并开及经济工况下的流场进行数值模拟，得出了流场的变化规律．     

Effects of maintenance policies on the productivity of flexible manufacturing cells

Flexible manufacturing cells (FMCs) often operate with increasing failure rate due to extensive utilization and wear-outs of equipment. While maintenance plans can eliminate wear-out failures, random failures are still unavoidable. This paper discusses a procedure that combines simulation and analytical models to analyze the effects of corrective, preventive, and opportunistic maintenance policies on productivity of a flexible manufacturing cell. The production output rate of an FMC, which is a function of availability, is determined under different maintenance policies and mean time between failures.     

健跳南港区疏港公路连接线周边海域流场的数值模拟

敏感海岸的建设工程,会引起周边海域的水动力改变。运用基于三角形网格有限元模式的数学模型,模拟了疏港公路跨海湾的大桥和路堤修建后所引起的周边海域水动力的变化情况。结果表明,这种模式能较好地模拟地形复杂水域的水动力场,可用于预测海岸工程建设后所引起的流场变化,对今后计算模型的选择具有一定的借鉴作用。     

Quantifying costs of forecast errors: A case study of the warehouse environment

Our study evaluates the impact of forecast errors on organizational cost by simulating a labor-intensive warehouse environment using realistic cost data from a case study. Unlike past studies that measure forecast error in terms of forecast standard deviation, our study also considers the impact of forecast bias, and the complex interaction between these variables. Two cases of organizational cost curves are considered, with differing and asymmetric structures. Results find forecast bias to have a considerably greater impact on organizational cost than forecast standard deviation. Particularly damaging is a high bias in the presence of high forecast standard deviation. Although biasing the forecast in the least costly direction is shown to yield lower costs, sensitivity analysis shows that increasing bias beyond the optimum point rapidly increases costs. ‘Overshooting’ the optimal amount of bias appears to be more damaging than not biasing the forecast at all. Given that managers often deliberately bias their forecasts, this finding underscores the importance of having a good understanding of organizational cost structures before arbitrarily introducing bias. This finding also suggests that managers should exercise caution when introducing bias, particularly for forecasts that inherently have large errors. These findings have important implications for organizational decision making beyond the simulated warehouse, as high forecast errors are endemic to many labor-intensive organizations.     

关于数项级数的求和方法

主要给出了数项级数求和的三类不同的方法。     

水平管湍流吸收过程的数值模拟

对新型吸收方式-水平管内受迫流动吸收过程进行了数学模化，为解决边界上的气液相互作用问题，引入了表面更新速率的概念进行模化，并将模拟结果同实验结果相比较，检验了模拟结果的正确性。     

数控系统实验装置的研制

介绍一种基于PC平台的数控系统实验装置 ,利用它可以模拟实现数控系统的有关功能和操作 ,能够满足该课程教学大纲的要求 ,学生还可以在上面进行课程设计和毕业设计     

基于双频超声波多普勒的血流量测量理论模型及仿真

文章提出双频超声波多普勒血流量测量的理论模型,并加以理论证明,在此基础上通过Matlab对其进行仿真,得到双频超声波多普勒血流量测量的理论结果。即两束多普勒信号虽然载波的频率不同,但是经过带通滤波和低通滤波等一系列处理后,两束多普勒频移信号的频谱分布规律没有发生改变。经运算可使多普勒频移信号得到加强,而噪声信号的功率谱得到有效抑制。     

Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks Lambda statistic

In this paper a measure of proximity of distributions, when moments are known, is proposed. Based on cases where the exact distribution is known, evidence is given that the proposed measure is accurate to evaluate the proximity of quantiles (exact vs. approximated). The measure may be applied to compare asymptotic and near-exact approximations to distributions, in situations where although being known the exact moments, the exact distribution is not known or the expression for its probability density function is not known or too complicated to handle. In this paper the measure is applied to compare newly proposed asymptotic and near-exact approximations to the distribution of the Wilks Lambda statistic when both groups of variables have an odd number of variables. This measure is also applied to the study of several cases of telescopic near-exact approximations to the exact distribution of the Wilks Lambda statistic based on mixtures of generalized near-integer gamma distributions.