Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

时变条件下有宵禁限制的最短路问题

在组合优化过程中,往往需要获得从起点到终点之间的最短路,而其所考虑的目标可能是一个与时间相关的变量.同时,对于网络中的节点往往有宵禁的限制(curfews).给出时变条件下有软、硬宵禁限制的最短路模型,设计了求解时变条件下有宵禁限制最短路的算法,并对算法的复杂性进行了分析.最后给出了一个应用算例.     

梁的失效包络图及失效评估

利用正则弯矩和正则曲率,提出了梁元失效包络图、工作状态图以及失效指标的概念.基于此,进一步提出了多跨梁的失效包络图、工作状态图及失效指标的概念,并定义了不同的失效指标.对一个三跨超静定连续梁进行了失效评估,提出了若干失效评估需进一步研究的课题.     

发电厂电气部分课程的工学一体化教学改革探索与实践

详细论述了近年来我们对《发电厂电气部分》课程所做的一系列教学改革与探索，提出了工学一体化教学改革模式，该模式旨在将工程实际贯穿于整个教学活动中，将工程思想、理论学习和工程训练相互融通，使其成为一个动态的整体，采用该模式教学，能够强化学生动手能力和培养创新思维，建立工程思想．     

The Translatology Process of the Word''''Gaze''''in Chinese Context

With reference to the concept of'cultural studies'and certain modern theories in translation studies,this essay makes a general analysis of the translation and introduction of the'gaze'concept in China.On the basis of this analysis,it explores how this concept spread to China and why,this concept Was explained and rewritten through translation and interpretation in the course of the spread;and what responses and reflections we should bear during the process.     

Weight measurement using image-based pose analysis

Image-based gait analysis as a means of biometric identification has attracted much research attention. Most of the existing methods focus on human identification, posture analysis and movement tracking. There have been few investigations on measuring the carried load based on the carrier＇s gait characteristics by automatic image processing. Nevertheless, this measurement is very useful in a number of applications, such as the study of the carried load on the postural development of children and adolescence. In this paper, we investigate how to automatically estimate the carried weight from a sequence of images. We present a method to extract human gait silhouette based on an observation that humans tend to minimize the energy during motion. We compute several angles of body leaning and determine the relationship of the carried weight, the leaning angles and the centroid location according to a human kinetic study. Our weight determination method has been verified successfully by experiments.     

医院门诊划价收费系统的设计与实现

门诊划价收费系统采用ADO双层的数据库应用程序设计体系结构，通过对关键技术实现过程的具体描述，阐述了门诊划价收费系统的实现过程．     

脑梗塞急性期胰岛素与血糖水平的研究

选择158例脑梗塞患者为观察组，另选择100例非脑梗塞患者为对照组。24h内抽取两组患者的静脉血测定空腹胰岛素值、空腹血糖值，并计算出胰岛素敏感性指数。对两组的胰岛素值、血糖及胰岛素敏感指数进行统计学比较。结果表明，观察组胰岛素水平、血糖水平明显高于对照组（P＜0．01），胰岛素敏感性指数明显低于对照组（P＜0．01），脑梗塞急性期胰岛素及血糖水平增高，胰岛素敏感性指数降低。