从消费者信心指数理解CPI变动——来自基本需求之外的证据

在理解CPI因额外需求变动方面,消费者信心指数(CCI)是一个重要变量。CCI与额外需求价格波动的显著关系主要是通过城镇居民消费联系起来的。从时间序列的角度来看,CCI对额外需求价格波动敏感且有时滞,但这种敏感性在经济大起大落的特殊时期会有倒置表现

300kg/a规模流化床制碳纳米管中试研究

采用Ni-Mg-O复合氧化物催化剂进行了流化床甲烷催化裂解法制碳纳米管的中试实验,研究了主要操作变量对甲烷转化率、催化剂产碳率、产品团聚率及催化剂损失率的影响,得到了适宜的操作条件为:甲烷进气流速16～19 cm/s、催化剂粒径150～220μm、催化剂加入量50～60 g、反应温度650～700℃、反应时间120～140 min。多批次重复性实验表明,在选定的操作条件下,甲烷转化率约为30%,催化剂产碳率约为10 gCNTs/gCAT。对纯化后的产品进行SEM及TEM形貌表征显示,制得的碳纳米管管径均匀,中空结构明显,碳纳米管的外径为10～30 nm,内径为2～5 nm。中国海洋石油总公司科技项目(CNOOC-KJ125FZDXM00TJY001-2014

Cellulase Production by Solid-state Fermentation and Saccharification Using the Fibre of the Energy Plant Erianthus arundinaceum

作者简介:张树河(1975 年—),男， 助理研究员。研究方向： 能源植物的选育及转化制生物燃料。 通讯作者： 龙敏南， E-mail:[email protected][中文文摘]以能源植物斑茅(Erianthus arundinaceus)为材料,对其纤维成分、产酶条件和糖化条件进行了分析。结果表明:斑茅含有纤维素43.77%、半纤维素28.57%、木质素11.01%;对斑茅进行预处理后,纤维中纤维素的含量提高至72.54%,半纤维素含量降低至13.02%,木质素的含量降低至3.34%。利用预处理的斑茅纤维进行固态发酵产酶,其最佳的产酶条件为:茅麸比1∶3,固液比1∶2,氮源(脲)0.75%,初始pH 5.0,32℃发酵培养72 h;相对于利用未经预处理的斑茅纤维为原料,其FPA酶活提高210.9%,达到20.74 U/g,CMC酶活提高239.1%,达到218.26 U/g。以纤维素酶对斑茅纤维进行糖化,糖化率达到40.60%。[英文文摘]Using energy plant Erianthus arundinaceus as the material,we analysed the fiber composition,enzyme production conditions and saccharification.The results showed that Erianthus arundinaceus consisted of 43.77% cellulose,28.57% hemicellulose and 11.01% lignin.After pretreatment,the cellulose content increased to 72.54%,while the hemicellulose and lignin content decreased to 13.02% and 3.34%,respectively.The optimal condition for solid-state fermentation to produce cellulase was: ratio of pretreated cellulose fibre to wheat bran 1 ∶ 3, ratio of solid to liquid 1:2, nitrogen source(urea)0.75%, initial pH 5.0, temperature 32 ℃ and fermentation time 72 h. When using the pretreated fibre as the carbon source, the FPA activity and CMC activity increased 210.9% and 239.1%, respectively. The pretreated fibre was used for saccharification under the optimal condition with a yield of 40.60%.国际科技合作重点项目(No.2009DFA60930);; 国家自然科学基金(No.31170067)资

Ordinal Cluster Dummy Variable Method with its Application

本文在对邹至庄检验和递归最小二乘法剖析基础上,综合有序聚类法和虚拟变量方法,提出了一种新的结构稳定性检验方法—有序聚类虚拟变量法,克服CHOW检验和递归最小二乘法等在系数稳定性检验中的缺陷,利用蒙特卡罗模拟方法比较了这三种方法的优劣。并利用这三种方法对从沪深300成份股中按πPS方法抽取出来的30只股票进行β系数稳定性检验比较。研究表明,有序聚类虚拟变量法在检验系数稳定性比邹至庄检验方法和递归最小二乘法更为有效。This article give a new method-ordinal cluster dummy variable to test coefficients stationarity, overcoming the defect of the Chow test and recursive least squares method.Monte Carlo simulation was used to compare the new method with Chow test and recursive least squares.The findings show that ordinal cluster dummy variable is better than other tow methods.At last,the method is applied to test the beta coefficient of Chinese stock market.国家社科基金项目(编号:11BTJ001)资助;全国统计科研计划项目(编号:2011LD002)资助;福建省社会科学基金(编号:2011C042)资助;中央高校基本科研业务费项目(编号:2010221040

A Research into the Forecasting of Fund Return Rate Direction and Trading Strategies Based on the Random Forest Method

笔者引入一种新的非参数随机森林方法预测我国基金超额收益率方向,并和自回归移动平均、随机游走、支持向量机等方法进行比较,发现随机森林方法在收益率方向预测上有很好的效果,一定程度上证明了我国金融市场的可预测性。并在收益率方向预测结果的基础上构建各种交易策略,利用2006年12月至2008年10月我国股市大涨大跌期来检验交易策略,结果表明,在其他条件相同情况下,基于随机森林的交易策略表现明显要好于其他策略。The authors introduce a new method of non-parametric Random Forest to forecast the direction of excess return rate of funds in our country,compare it with ARIMA,random walk and SVM,find that the random forest method has good effect in forecasting the direction of return rate and prove to some extent the predictability of China’s financial markets.On the basis of the forecasting of the direction of return rate,the authors construct various trading strategies,and test the trading strategies with the data during the period between December 2006 and October 2008 when China’s stock market had great ups and downs.The results show that other things being equal,the trading strategy based on Random Forest is obviously better than other strategies

A Review of Technologies on Random Forests

随机森林(rf)是一种统计学习理论,它是利用bOOTSrAP重抽样方法从原始样本中抽取多个样本,对每个bOOTSrAP样本进行决策树建模,然后组合多棵决策树的预测,通过投票得出最终预测结果。它具有很高的预测准确率,对异常值和噪声具有很好的容忍度,且不容易出现过拟合,在医学、生物信息、管理学等领域有着广泛的应用。为此,介绍了随机森林原理及其有关性质,讨论其最新的发展情况以及一些重要的应用领域。Random Forests is a statistical learning theory,using bootsrap re-sampling method form sample sets,and then combining the tree predictors by majority voting so that each tree is grown using a new bootstrap training set.It is widely applied in medicine,bioinformatics,economics and other fields,because of its high prediction accuracy,good tolerance of noisy data,and the law of large numbers they do not overfit.In this paper we first introduce the concept of random forest and the latest research,then provide some important aspects of applications in economics,and a summary is given in the final section.中央高校基本科研业务费专项资金《基于数据挖掘的数据质量管理研究》(2010221040);国家统计局重点项目《金融风险中的统计方法》(2009LZ045

Electrodeposition of Copper into Trenches Under Rotating Hydrodynamic Condition

　将刻有微沟道的芯片固定在旋转圆盘电极上,在旋转对流条件下于微沟道中电沉积铜.微沟道深度为1μm,宽度分别为0.35μm,0.50μm,0.70μm.研究了芯片的旋转、电流密度以及Cu2+浓度等对微沟道中铜沉积的影响.实验表明,在旋转对流传质下,铜在微沟道中的沉积速率比静止芯片时的约快2～3倍.较低的Cu2+浓度和适中的沉积电流密度更有利于超等厚沉积的形成.Silicon chips patterned with treneches were fixed onto a rotating electrode. Copper was electrodeposited into the trenches under rotating hydrodynamic conditions The sizes of the trenches are 1 m in height and 0.35 m, 0.50 m and 0.70 m in width, respectively. The effects of rotating of the chip, the current density and the concentration of Cu~(2+ )on the filling of thetrenches were studied. It is found that lower current density and moderate concentration of Cu~(2+)resulted in a void free filling of the trenches.作者联系地址：福州大学化学化工学院,福州大学化学化工学院,福州大学化学化工学院,福州大学化学化工学院 福建福州350002 ,福建福州350002 ,福建福州350002 ,福建福州350002Author's Address: *,XIE Bu-gao, YIN Wen-hui, CHEN Guo-nan epartment of Chemistry, Fuzhou University, Fuzhou 350002, Chin

Variation of Annual Streamflow and the Effect of Human Activity

为明确水土保持综合治理和矿产资源开发引起的水文情势演变,以黄土高原水蚀风蚀交错区的窟野河流域为研究区域,选择近50 a的径流、降雨资料,运用非参数检验、R/S、小波分析、历时曲线方法,探讨径流的变化趋势、突变和周期,并利用降雨-径流多元线性模型估算气候变化和人类活动对径流的影响。结果表明:径流量表现出显著减少趋势,变率为-0.11&times;108m3/a,跃变时间发生在1979、1996年。与基准期(1956&mdash;1979年)相比,煤炭开发期(1997&mdash;2005年)的日径流量在5%、50%和95%的频率上减少程度均较水土保持效应期(1980&mdash;1996年)大。年径流的演变在9、18、32 a存在显著的周期。水土保持效应期气候变化与人类活动对径流变化的贡献率分别为58.62%、41.38%,煤炭开发期气候变化占21.75%,人类活动占78.25%,其中采煤活动占52.27%。煤炭开采是导致窟野河径流减少的主要因素,但是气候变化的影响也不可忽视,在进行水土保持综合治理和水资源合理规划时应充分考虑。</span

The Memory Effect of MH-Ni Battery

放电深度 (DOD)、放电速率、循环次数对MH Ni电池的记忆效应影响很大 .经过几次全充放循环可以消除记忆效应 .记忆效应的存在与Zn无关 .电池在低DOD循环过程中 ,其放电电位、放电容量一开始下降很快 ,然后逐渐趋于某一值 ,并且放电电流越小 ,相应的最高充电电压越低 .若放电电流增加 ,在随后的第一周充放电过程中最高充电电压迅速增加、放电容量显著小于稳定值 .最后探讨了导致记忆效应的原因 ,并给出了若干消除或减弱记忆效应的设想The memory effect of MH Ni battery was investigated. The depth of discharge, discharge rate and cycle number influence the memory effect greatly. A few completely full charge/discharge cycles could eliminate it. The existence of the memory effect had nothing to do with zinc element. During the course of life cycling at low DOD (degree of discharge),the smaller the discharge current was, the lower was the maximum charge voltage. In addition, discharge voltage and discharge capacity drop fast at the beginning, gradually leveled off at about a value. If the discharge current was increased, the discharge capacity was obviously less than the stabilized value and maximum charge voltage was also changed suddenly. At last, the cause of the memory effect is discussed, and tentative recommendations to eliminate or mitigate the appearance of the memory effect phenomena are given.作者联系地址：浙江大学化学系!浙江杭州310027,浙江大学化学系!浙江杭州310027,浙江大学化学系!浙江杭州310027,浙江大学化学系!浙江杭州310027Author's Address: Dept. of Chem., Zhejiang Univ., Hangzhou City, 310027, Chin