Forecasting recessions using the yield curve

We compare forecasts of recessions using four different specifications of the probit model: a time invariant conditionally independent version; a business cycle specific conditionally independent model; a time invariant probit with autocorrelated errors; and a business cycle specific probit with autocorrelated errors. The more sophisticated versions of the model take into account some of the potential underlying causes of the documented predictive instability of the yield curve. We find strong evidence in favour of the more sophisticated specification, which allows for multiple breakpoints across business cycles and autocorrelation. We also develop a new approach to the construction of real time forecasting of recession probabilities. Copyright © 2005 John Wiley & Sons, Ltd.     

岩土体渗透变形在坝基工程中的危害及防治

介绍了渗透变形的特征，危害及其影响因素，阐述了渗透变形的预测和防治方法。     

应用等维新息双向差分灰色模型进行趋势分析的新发现

本建立了最佳等维新息双向差分灰色模型，不仅拓宽了灰色预测的适用范围，而且还通过维数选择确定了最佳维数；使用最新数学工具软件MATLAB进行编程，同时通过对上证周指进行趋势分析，该等维新息预测能较准确地预测未来随机时间序列的涨、跌幅度。     

我国工业重大灾害的Delphi预测方法及其应用──重大危险源辨识的德尔菲（Delphi）专家系统设计

文章针对我国工业企业重大灾害频繁发生的现实，运用Ｄｅｌｐｈｉ方法对人－机－环境系统中大量无法定量的危险源作出概率估算和危险度分级，为建立重大危险源辨识的定量与定性分析相结合的专家系统等做一些初步探讨。     

灰色预测和时序预测的探讨

本文讨论了灰色模型,特别是GM(1,1)模型的特点和适用范围,并将GM(1,1)模型和时序AR(n)模型结合起来(称为组合模型),对我国轻工业产量发展指数等三个项目分别进行了组合模型预测。结果表明,在一般GM模型中引入AR模型可显著提高预测的准确度;在非平稳时序建模中引入GM模型,可作为提取趋势项的另一种方法。文中还从预测的角度将灰色模型和时序模型进行了比较和分析,对“灰”的物理概念进行了初步探讨。     

马尔柯夫链状预测的概率计算及拓广

提出了一种马尔柯夫链状预测中的概率计算新方法：状态划分矩阵法;具有模糊状态的马尔柯夫链的概率计算公式,并用实例计算作了说明。     

基于Bayes准则的广义判别预报模式及其应用

根据Ｂａｙｅｓ准则,提出一种时间序列与多元分析相结合的广义判别模式．该模式既保留了时间序列线性模式的优点,同时又吸收了多元分析线性模式的长处．从气象状况演变的物理机制来看,这种综合考虑系统状况的方法比单纯考虑前期状态演变或单纯考虑某一时次的状态更有意义．     

Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing

Tests of forecast encompassing are used to evaluate one‐step‐ahead forecasts of S&P Composite index returns and volatility. It is found that forecasts over the 1990s made from models that include macroeconomic variables tend to be encompassed by those made from a benchmark model which does not include macroeconomic variables. However, macroeconomic variables are found to add significant information to forecasts of returns and volatility over the 1970s. Often in empirical research on forecasting stock index returns and volatility, in‐sample information criteria are used to rank potential forecasting models. Here, none of the forecasting models for the 1970s that include macroeconomic variables are, on the basis of information criteria, preferred to the relevant benchmark specification. Thus, had investors used information criteria to choose between the models used for forecasting over the 1970s considered in this paper, the predictability that tests of encompassing reveal would not have been exploited. Copyright © 2005 John Wiley & Sons, Ltd.     

关于河道一维非恒定流水温预测模型的研究

作者在全面地分析影响河道水温变化各种因素的基础上，根据大渡河流域实测资料所推荐的有关计算纵向离散系数的经验公式．确定了一种适宜于河道一维非恒定流水温的预测模型．作者运用此模型预测了水库下泄低温水、火电厂温排水对下游水环境的影响及其应用价值，其结果可为制定水库生态用水调度方案和流域开发的环境影响评价提供科学依据．     

公路客运量预测方法的比较

科学准确地预测公路客运量,超前掌握公路客运量发展的趋势、特点、规律和数量,是制定公路客运发展和站场配置规划的基础。运用灰色模型、指数平滑模型、回归分析法、弹性系数法等多种预测模型对某城市2003~2015年公路客运量进行了分析预测,通过残差分析和绝对百分误差(MAPE)进行择优,提高了预测精确度。最后采用组合预测确定终值并进行了分析比较。结果表明,组合预测综合考虑了各种因素的影响,能够提高公路客运量预测精度,为公路客运发展提供科学决策依据。