Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

The first known use of vermillion

Vermillion has been shown to be useful in preserving human bones from 5000 years ago. Remarkably well-preserved human bones have been found in the dolmenic burial La Velilla in Osorno (Palencia, Spain), carefully covered by pulverized cinnabar (vermillion) which ensured their preservation even in non-favorable climatic conditions. We believe the red powder was deliberately deposited for preservative use because no cinnabar mine is to be found within 160 km, because of the large amount (hundreds of kilograms) used, and because its composition, red mercuric sulphide, is similar to that of preparations used in technical embalming. This finding pushes back the data of the use of mercury ore for preservation by four millennia in South America, and by at least one millennium in the Old World. Chemical and thermal analyses of vermillion in La Velilla have demonstrated its great purity and shown that the cinnabar was pulverized and washed (but not heated), producing a bright red-orange tone.     

一类拟线性第二边值问题的存在唯一性

本文在ｆ（ｔ,ｘ）,ｆｘ（ｔ,ｘ）,β（ｔ）连续,ｆｘ（ｔ,ｘ）≥－β（ｔ）,β（ｔ）≤π２０＋α２４,β（ｔ）π２０＋α２４,π０为方程αｓｉｎｘ２＋ｘｃｏｓｘ２＝０的最小正根条件下,证明了第二边值问题．ｘ＂＝αｘ＋ｆ（ｔ,ｘ）,ｘ（０）＝ａ,ｘ（１）＝ｂ对于任给实数α,ａ,ｂ都有唯一解     

The timing of cyclophosphamide therapy in tumor-bearing rats affects the resistance to tumor challenge in survivors

Summary Cyclophosphamide given to rats 2 or 5 days after an injection of Yoshida ascites sarcoma cured approximately the same proportion of animals, but the resistance to a subsequent tumor challenge was found only in rats treated with the drug 5 days after tumor injection.     

Protein degradation in human T-lymphocytes

Summary Protein from resting or phytohemagglutinin-stimulated human peripheral blood T-lymphocytes, pulse-labeled in vitro for 1 h with³H-leucine, had a half-life of 30 h.     

Some properties of the goat placental lactogen

Summary Goat placental lactogen was partially purified from a medium collected after placental tissue incubation. The data obtained by disc electrophoresis and isoelectric focusing experiments, as well as by means of radioreceptor assay methods, provide evidence of the similarity between the goat and ovine placental lactogen.The careful technical assistance of L. Tichovská is gratefuly acknowledged.     

纳米Ni-Al2O3金属陶瓷粉末热压致密化过程

采用粒径小于100 nm,金属Ni包覆Al2O3得到的纳米Ni-Al2O3化学包覆粉为原料,将Ni含量不同的几种纳米Ni-Al2O3(粒径约为38 nm)金属陶瓷复合粉末首先采取模压成形方式压制成直径为30 mm的圆片,然后放在石墨模具中在热压机上进行热压,研究热压(HP)温度和Ni含量对致密化过程的影响.研究结果表明:当Ni含量为20%和热压温度为1 400℃时,制品密度和显微硬度最高;在1 400℃热压2 h,Al2O3-Ni2O烧结体的相对密度最高,达到99.6%,Al2O3-Ni5的显微硬度HV达到1 690.9kg/mm2;随着Ni含量的增加,制品硬度降低,当Ni含量超过20%时,硬度降低非常显著,Ni含量为50%时HV降至1 316.7 kg/mm2;烧结体中Ni颗粒均匀分布在基体中,且大部分位于三角晶界处,有效地阻止了Al2O3基体晶粒的长大.     

Ni46Mn35Ga19单晶中磁转变和马氏体相变的物理表征及形状记忆效应

NiMnGa是最早发现的铁磁形状记忆合金,是一种新型的形状记忆材料。自发现以来,许多学者对其进行了深入的研究,但对磁转交和马氏体转变共同发生的转变特性却缺乏系统的表征。本文采用多种测量手段,如相变潜热、电阻、交流磁化率和应变测量,对提拉法生长的Ni46Mn35Ga19单晶的磁转变和马氏体相变同时发生的转变行为进行了系统表征;根据合金形状记忆的特点和马氏体变体择优取向的机理,对实验结果进行了分析和讨论。应变测量结果表明,伴随该转变行为,材料展现出应变量达-0．89％的自发双向形状记忆效应和应变量高达-1．90％的磁控形状记忆效应。     

离子束增强纯铁的磨损行为研究

纯铁表面沉积Ｔｉ和Ａｌ膜的同时，用Ｎ＾＋离子束注入增强沉积，成功地形成了性能优越的表面改性层。与ＺｒＯ２陶瓷球对磨结果表明，经Ａｌ＋Ｎ＾＋ＡＫ Ｉ＋ｎ＾＋离子束增强沉积后，纯铁的表面显微硬度及磨损性能得到了较大的提高，磨痕形貌和元素分布观察结果表明：离子束增强沉积处理前后，磨损的机理发生了变化。