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.     

基于RBF网络的混沌时间序列的建模与多步预测

提出将RBF神经网络应用于混沌时间序列的建模与预测中 ,设计了一个三层RBF网络结构 ,说明了RBF网络用于混沌时间序列建模和预测时的基本性质。仿真结果表明 ,RBF网络模型对混沌时间序列有比较强的拟合能力和比较高的一步及多步预测精度。采用RBF网络进行混沌时间序列的建模和预测能够取得比其它方法好得多的效果。     

临界等温线的推算──几个立方型状态方程的比较

对ＰＴ方程等几个立方型状态方程描述氩的临界等温线的能力作比较研究。在临界压力以下区域．ＰＴ方程、ＨＳ－ＳＲＫ方程和ＳＲＫ方程推算精度较好，ＡＡＤ＜０．４％。在临界压力以上区域，所讨论的五个方程都不能提供具有合理精度的描述。     

A new model for the life prediction of GH4133 under TMF conditions

Thermal mechanical cyclic strain tests were carried out under in-phase and out-of-phase conditions on a Nickel-base Superalloy GH4133 in the temperature range of 571-823℃. Based on analyzing the present models of TMF (thermal mechanical fatigue) life prediction, a new model for predicting nickel-base superalloy TMF lifetime was proposed.TMF life of superalloy GH4133 was calculated accurately based on the new model. Experimental TMF life has been compared with the calculatedresults and all results fall in the scatter band of 1.5. The calculating results show that the new model is not only simple, but also precise. This model will play great roles in life prediction of the metal materials and the engineering components subjected to non-isothermal service conditions.     

地震参数综合处理方法在储层横向预测中的应用

建立了一套计算机上可实现的地震参数综合研究的算法和程序,将地震参数综合处理方法变为计算机处理过程,再将地球物理数据转换为地质解释语言.从现有的模式识别或统计分析方法中,选用了输出能量最大准则滤波的综合参数法和标准样本学习的判别分析法进行储层岩性预测.尽管综合参数或判别函数本身已失去了各个参数原有的明确的物理意义,但它却代表了多参数共同性的变化,较可靠地反映出产生这些变化的地质因素.     

《左传》人物祸福预言类型考论

将<左传>中所记载的人物祸福预言,作出分类与考论,将其分为形貌,言语行为、梦境、卜筮、灾异、天象、歌谣(谶语)六类,并通过此类预言对其所具有的社会思想价值作出分析与评论.     

我国国内旅游需求影响因素分析及规模预测

近20年来我国国内旅游业发展之所以形成高潮,一方面由于我国实行改革开放的结果,而另一方面更在于近年我国居民可支配收入和闲暇时间的增多.2003年上半年,中国旅游业遭受SARS的沉重打击,2003年下半年国内旅游业经历了迅速恢复期,2004年已经表现出很强的增长势头.就影响我国国内旅游业发展的主要因素进行分析,并对未来五年我国国内旅游发展规模进行预测.     

Time‐simultaneous prediction band for a time series

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods. Copyright © 2007 John Wiley & Sons, Ltd.     

煤与瓦斯突出预报的模糊聚类关联分析法

首先采用模糊聚类分析对煤与瓦斯突出的样本集合进行分类，建立不同突出程度的模糊模式。然后用关联分析确定待预报样本与模式的关联程度，以此预测预报样本的煤与瓦斯突出危险程度。这种预报方法相对于模糊聚类分类后，将模式与待预报样本组成新的样本集合，再进行聚类分析，以此分类结果进行预报法。不仅可靠程度高，而且能定量描述待报样本与模式的亲和程度。     

对逐级递增负荷力竭性运动前后自由基代谢的灰色关联分析

采用灰色关联分析方法研究了逐级递增负荷力竭性运动前后自由基代谢指标的变化，结果显示，自由基代谢系统不同成分之间的相互影响是非常复杂的；尿液T—SOD的变化可能主要受到肾脏本身自由基代谢状态的影响；机体各组织细胞中生成的MDA对尿液MDA含量的变化有重要影响．