X波段雷达频率综合器设计与分析

讨论并介绍了一种用于动目标显示的雷达频率综合器的设计考虑。分析了相位噪声对动目标改善因子的影响。本振锁相环环路带宽的正确设计是降低相位噪声的关键。对石英晶体振荡器和压控振荡器相位嗓声的测全可以估算出环路带宽。给出了整个系统的的框图与频率综合器的相位嗓声测量结果，也给出了整个频带内的杂散指标测量结果。结果表明：相位噪声在离载波１ｋＨＺ处达—９３ｄＢｃ／Ｈｚ，带内杂散优于—５５ｄＢｃ。     

The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility

It is well known that in finance variances and covariances of asset returns move together over time. Recently, much interest has been aroused by an approach involving the use of the realized covariance (RCOV) matrix constructed from high-frequency returns as the ex-post realization of the covariance matrix of low-frequency returns. For the analysis of dynamics of RCOV matrices, we propose the generalized conditional autoregressive Wishart (GCAW) model. Both the noncentrality matrix and scale matrix of the Wishart distribution are driven by the lagged values of RCOV matrices, and represent two different sources of dynamics, respectively. The GCAW is a generalization of the existing models, and accounts for symmetry and positive definiteness of RCOV matrices without imposing any parametric restriction. Some important properties such as conditional moments, unconditional moments, and stationarity are discussed. Empirical examples including sequences of daily RCOV matrices from the New York Stock Exchange illustrate that our model outperforms the existing models in terms of model fitting and forecasting.     

Letter to the editor comments on Groparu-Cojocaru and Doray (2013)

Although estimating the five parameters of an unknown Generalized Normal Laplace (GNL) density by minimizing the distance between the empirical and true characteristic functions seems appealing, the approach cannot be advocated in practice. This conclusion is based on extensive numerical simulations in which a fast minimization procedure delivers deceiving estimators with values that are quite far away from the truth. These findings can be predicted by the very large values obtained for the true asymptotic variances of the estimators of the five parameters of the true GNL density.     

穿越题材电视剧观众的接受心理简论

穿越题材电视剧的流行与观众的接受心理有着千丝万缕的联系,剧中现代失意古代得志的人物设置,满足了观众潜意识中自我实现的愿望;作品借历史故事对现代人情感诉求的表达,容易引发观众的情感共鸣与情感认同;其具有后现代色彩的古代情境与现代语汇及思想的碰撞,则给观众带来某种轻松愉悦的享受;其形形色色的穿越方式和穿越过程,则大大激发和满足了观众的猎奇心理;而其打破时空束缚的剧情设置,则在某种程度上满足了人类内心不再受限于时空规定性的潜在欲望与需求。这些使得穿越剧有其存在的合理性和必然性。但同时我们也应该看到,穿越剧的模式化和媚俗化倾向也十分明显,极易引起观众的审美疲劳。     

CO-OFDM系统中基于线性预处理的新相位噪声抑制算法

针对相干光正交频分复用（coherent optical orthogonal frequency division multiplexing,CO-OFDM）系统中相位噪声引起的载波间干扰（inter-carrier interference,ICI）问题,提出了一种基于线性预处理的新判决反馈相位噪声抑制算法。该新算法改进了线性预处理部分,利用循环前缀与OFDM符号固有的相关性,在时域进行简单的线性组合运算,充分利用了OFDM符号中冗余信息。仿真分析表明,在激光器线宽为200 kHz且误码率（bit error rate, BER）为10－4时,与判决反馈相位噪声抑制算法和一次迭代的判决反馈相位噪声抑制算法相比,该新算法BER曲线的信噪比（signal to noise ratio,SNR）分别改善了3 dB和1 dB,有效地降低由ICI引起的错误平层。     

Probabilistic Analysis of Dam Accidents Worldwide: Risk Assessment for Dams of Different Purposes in OECD and Non-OECD Countries with Focus on Time Trend Analysis

This study presents probabilistic analysis of dam accidents worldwide in the period 1911–2016. The accidents are classified by the dam purpose and by the country cluster, where they occurred, distinguishing between the countries of the Organization for Economic Cooperation and Development (OECD) and nonmember countries (non-OECD without China). A Bayesian hierarchical approach is used to model distributions of frequency and severity for accidents. This approach treats accident data as a multilevel system with subsets sharing specific characteristics. To model accident probabilities for a particular dam characteristic, this approach samples data from the entire data set, borrowing the strength across data set and enabling to model distributions even for subsets with scarce data. The modelled frequencies and severities are combined in frequency-consequence curves, showing that accidents for all dam purposes are more frequent in non-OECD (without China) and their maximum consequences are larger than in OECD countries. Multipurpose dams also have higher frequencies and maximum consequences than single-purpose dams. In addition, the developed methodology explicitly models time dependence to identify trends in accident frequencies over the analyzed period. Downward trends are found for almost all dam purposes confirming that technological development and implementation of safety measures are likely to have a positive impact on dam safety. The results of the analysis provide insights for dam risk management and decision-making processes by identifying key risk factors related to country groups and dam purposes as well as changes over time.     

Combining Food Frequency and Survey Data to Quantify Long-Term Dietary Exposure: A Methyl Mercury Case Study

Twenty-four-hour recall data from the Continuing Survey of Food Intake by Individuals (CSFII) are frequently used to estimate dietary exposure for risk assessment. Food frequency questionnaires are traditional instruments of epidemiological research; however, their application in dietary exposure and risk assessment has been limited. This article presents a probabilistic method of bridging the National Health and Nutrition Examination Survey (NHANES) food frequency and the CSFII data to estimate longitudinal (usual) intake, using a case study of seafood mercury exposures for two population subgroups (females 16 to 49 years and children 1 to 5 years). Two hundred forty-nine CSFII food codes were mapped into 28 NHANES fish/shellfish categories. FDA and state/local seafood mercury data were used. A uniform distribution with minimum and maximum blood-diet ratios of 0.66 to 1.07 was assumed. A probabilistic assessment was conducted to estimate distributions of individual 30-day average daily fish/shellfish intakes, methyl mercury exposure, and blood levels. The upper percentile estimates of fish and shellfish intakes based on the 30-day daily averages were lower than those based on two- and three-day daily averages. These results support previous findings that distributions of "usual" intakes based on a small number of consumption days provide overestimates in the upper percentiles. About 10% of the females (16 to 49 years) and children (1 to 5 years) may be exposed to mercury levels above the EPA's RfD. The predicted 75th and 90th percentile blood mercury levels for the females in the 16-to-49-year group were similar to those reported by NHANES. The predicted 90th percentile blood mercury levels for children in the 1-to-5-year subgroup was similar to NHANES and the 75th percentile estimates were slightly above the NHANES.     

A Probabilistic Methodology for the Assessment of Safety from Dropped Loads in Offshore Engineering

Pipeline damage by dropped objects from crane activities is a significant hazard for offshore platform installations. In this paper a probabilistic methodology is utilized for the estimation of the pipeline impact and rupture frequencies; this information is obtained both for the overall pipeline section exposed to the hazard and for a number of critical locations along the pipeline route. The presented algorithm has been implemented in a computer program that allows the analysis of a large number of possible drop points and pipeline target point locations. This methodology may be used in common risk analysis studies for evaluating the risk for platform personnel from dropped objects; however, the proposed technique may also be useful for other applications where engineering judgment has so far been the main driving criterion. In particular, two sample cases have been analyzed. The first one is the problem of selecting the best approaching route to a platform. By analyzing different route alternatives, a reduction of the impact frequency and therefore of the risk for the platform personnel may be achieved. The second application deals with the selection of the location for a safety valve at the riser base. The analysis may give useful information, such as the highest impact frequency location and the rupture frequencies upstream and downstream of the valve as a function of the valve position; this information, together with the transported medium inventory upstream of the valve, may give the designer a documented and justifiable rationale for selecting the best location for the valve from a safety point of view.     

基于Hawkes因子模型的股价共同跳跃研究

本文首先比较了三种目前主流的共跳检验方法：基于LM检验的共跳检验、BLT共跳检验和FHLL共跳检验,结果表明,三种方法在识别共跳数量上差距明显,但三者结果的重合部分基本属于市场暴涨暴跌行情,说明共跳识别对市场剧烈波动的聚集性较为敏感。基于跳跃、共跳存在的聚集性问题,本文将Hawkes过程引入跳跃和共跳的研究,构建了基于Hawkes过程的因子模型,结果显示,基于Hawkes因子模型的MJ统计量、CJ统计量和实证数据的拟合程度较好,表明因子模型能够更好地描述跳跃和共跳的聚集性。     

高技术企业联盟知识扩散研究基于小世界网络的视角

知识通过网络可以加快扩散.作者基于NW小世界网络视角,构建高技术企业联盟知识扩散模型,揭示联盟的知识扩散特性,并运用MATLAB软件进行模拟仿真.研究发现,减小网络的特征路径长度、增大网络的集聚系数和提高成员间的知识交流频率是促进高技术企业联盟知识扩散、提高创新效率、加快知识创新的有效途径.