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1.
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. 相似文献
2.
化学教学中文献探究教学模式初探 总被引:1,自引:0,他引:1
文章对文献探究教学模式的概念、特点、功能、评价以及适用范围进行了介绍;设计出文献探究教学模式在中学化学教学中的使用程序,并且指出了运用文献探究模式教学时需要注意的事项. 相似文献
3.
W. D. MacRae G. F. Q. Chan Chi-Kit Wat G. H. N. Towers J. Lam 《Cellular and molecular life sciences : CMLS》1980,36(9):1096-1097
Summary -Terthienyl and 5 polyacetylenes were examined for chromosome damaging activity using Syrian hamster cells. None of these naturally occurring compounds induced sister chromatid exchanges and neither -terthienyl nor phenylheptatriyne induced chromosome aberrations.The authors wish to thank the National Science and Engineering Research Council for financial support of this research. 相似文献
4.
Effects were examined of atropine, diazepam, pethidene, promethazine, scopolamine, omnopon and papaverine on basal and noradrenaline-stimulated lipolysis in rat isolated fat cells and on rat adipose tissue cyclic AMP phosphodiesterase activity. Papaverine at high concentration (1 mM) inhibited both basal and hormone-stimulated lipolysis, whereas diazepam enhanced basal lipolysis. At a 'clinical dose', omnopon increased both basal and noradrenaline-stimulated lipolysis. Adipose tissue cAMP phosphodiesterase activity was strongly inhibited by 1 mM diazepam, papaverine, promethazine and omnopon (280 microgram ml-1). Lack of enhancement of lipolysis by the established cAMP phosphodiesterase antagonist papaverine, is compatible with simultaneous inhibition also of adipose adenyl cyclase. Diazepam-stimulated lipolysis is compatible with its phosphodiesterase inhibitory activity. It is proposed that papaverine-containing omnopon may offer some survival advantages during surgical stress by facilitating a caloric supply. 相似文献
5.
光聚合和热聚合蒙脱土插层纳米复合材料的制备 总被引:2,自引:0,他引:2
利用光引发聚合和热引发聚合研究了单体(MMA)和蒙脱土(Mot)插层复合材料(PMMA/Mot)的制备.用X衍射技术对两种产物内蒙脱土的结构进行了表征.结果表明,蒙脱土经改性后能很好地使聚合单体插入蒙脱土层内并在光或热的作用下发生原位聚合反应生成复合材料.利用DSC、SEM研究了产物的结构和形态,并对两种聚合方法制备蒙脱土纳米复合材料的特点进行了初步讨论. 相似文献
6.
陈婵 《杭州师范学院学报(社会科学版)》1996,(6)
本文论述了空间解析几何、高等几何与师范教学的关系。一、逻辑思维与空间想象力,二、观察有关几何学的联系,三、设计中学几何题,四、教学科研的方向,五、加强科学性的教学. 相似文献
7.
用子波变换分析方法实时监测视觉诱发电位的潜伏期 总被引:1,自引:0,他引:1
诱发电位的实时监测在临床中有重要意义。本文提出利用多分辨率子波分析技术来实时监测视觉诱发电位的潜伏期。为克服随机噪声的影响,我们引入相邻响应的相关系数来修正所检测得的潜伏期的偏移,并应用前一次响应的波峰位置来决定当前的搜寻范围。实验表明,本方法能实时监测视觉诱发电位的潜伏期。 相似文献
8.
复合材料Terfenol-D/PMNT的磁电和逆磁电响应 总被引:2,自引:0,他引:2
给出了Terfenol-D/PMN-PT/Terfenol-D(TD/PMNT/TD)和PMNT/TD/PMNT两种层状复合材料的磁电和逆磁电响应的测试方法和测试结果. 这两种复合结构的优化直流偏置磁场大小均为350 Oe(1 Oe=79.58 A/m). 在1 kHz频率下, 这两种复合材料的最大磁电电压系数分别为384 mV/Oe和158 mV/Oe, 最大逆磁电系数分别为118 mG/V和162 mG/V (1 G = 10-4 T). 另外研究了这两种复合材料在谐振频率下的磁电响应. 通过对两种复合结构的比较得知, 磁致/压电/磁致复合结构具有好的磁电响应; 而压电/磁致/压电复合结构具有好的逆磁电响应. 这一结果有助于优化设计高性能压电/磁致复合磁电材料. 相似文献
9.
针对指针式仪表人眼读数效率低,不能转化成数字信号输入计算机,提出一种基于Hough变换的指针式仪表自动判读方法.该方法运用图像减影技术,通过调节图像分辨率实现指针的检出,再利用Hough变换做峰值检测、线检测和链接,通过转换偏转角度的基线位置,确定出仪表指针的读数.实验表明,该方法能快速有效地完成指针式仪表的自动判读,且最大不确定度明显优于人眼的识别,具有较高的精度. 相似文献
10.
SLAC1 is required for plant guard cell S-type anion channel function in stomatal signalling 总被引:2,自引:0,他引:2
Vahisalu T Kollist H Wang YF Nishimura N Chan WY Valerio G Lamminmäki A Brosché M Moldau H Desikan R Schroeder JI Kangasjärvi J 《Nature》2008,452(7186):487-491
Stomatal pores, formed by two surrounding guard cells in the epidermis of plant leaves, allow influx of atmospheric carbon dioxide in exchange for transpirational water loss. Stomata also restrict the entry of ozone--an important air pollutant that has an increasingly negative impact on crop yields, and thus global carbon fixation and climate change. The aperture of stomatal pores is regulated by the transport of osmotically active ions and metabolites across guard cell membranes. Despite the vital role of guard cells in controlling plant water loss, ozone sensitivity and CO2 supply, the genes encoding some of the main regulators of stomatal movements remain unknown. It has been proposed that guard cell anion channels function as important regulators of stomatal closure and are essential in mediating stomatal responses to physiological and stress stimuli. However, the genes encoding membrane proteins that mediate guard cell anion efflux have not yet been identified. Here we report the mapping and characterization of an ozone-sensitive Arabidopsis thaliana mutant, slac1. We show that SLAC1 (SLOW ANION CHANNEL-ASSOCIATED 1) is preferentially expressed in guard cells and encodes a distant homologue of fungal and bacterial dicarboxylate/malic acid transport proteins. The plasma membrane protein SLAC1 is essential for stomatal closure in response to CO2, abscisic acid, ozone, light/dark transitions, humidity change, calcium ions, hydrogen peroxide and nitric oxide. Mutations in SLAC1 impair slow (S-type) anion channel currents that are activated by cytosolic Ca2+ and abscisic acid, but do not affect rapid (R-type) anion channel currents or Ca2+ channel function. A low homology of SLAC1 to bacterial and fungal organic acid transport proteins, and the permeability of S-type anion channels to malate suggest a vital role for SLAC1 in the function of S-type anion channels. 相似文献