Robust seasonal adjustment by Bayesian modelling

Akaike's BAYSEA approach to seasonal decomposition is designed to capture the respective merits of several pre-existing adjustment techniques. BAYSEA is computationally efficient, requires only weak assumptions about the data-generating process, and is based on solid inferential (namely, Bayesian) foundations. We present a model similar to that used in BAYSEA, but based on a double exponential rather than a Gaussian error model. The resulting procedure has the advantages of Akaike's method, but in addition is resistant to outliers. The optimal decomposition is obtained rapidly using a sparse linear programming code. Confidence bands and predictive intervals can be obtained using Gibbs sampling.     

早期老年痴呆症诊断系统数据采集器的研制

介绍采用事件关联电位Ｐ３００ 信号、事件相关脑电去同步及事件相关脑电同步信号、脑血氧饱和度信号诊断早期老年痴呆症的数据采集系统．阐述了事件关联电位、事件相关脑电同步及去同步信号与老年痴呆症之间的关系及诊断系统的工作原理;介绍了采集器的硬件方案和软件构成．     

扩展线性支出系统的贝叶斯估计--Gibbs抽样算法的一个应用

研究了线性支出系统的贝叶斯估计,提出了似然函数的三种等价形式,在条件共轭先验的假设下,推导了该系统贝叶斯估计的Gibbs抽样器,并用我国1999年城镇居民家庭支出数据进行了计算.     

On Selecting a Power Transformation in Time-Series Analysis

The primary aim of this paper is to select an appropriate power transformation when we use ARMA models for a given time series. We propose a Bayesian procedure for estimating the power transformation as well as other parameters in time series models. The posterior distributions of interest are obtained utilizing the Gibbs sampler, a Markov Chain Monte Carlo (MCMC) method. The proposed methodology is illustrated with two real data sets. The performance of the proposed procedure is compared with other competing procedures. © 1997 John Wiley & Sons, Ltd.     

基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用

我国的金融时间序列存在普遍的波动性现象,而波动性又存在尖峰厚尾现象。首先对反映波动性特征的厚尾金融随机波动模型(SV-T)进行贝叶斯分析,然后构造基于Gibbs抽样的MCMC数值计算过程进行仿真分析,最后利用DIC准则对SV-N模型和SV-T模型进行优劣比较。研究结果表明:在模拟我国股市的波动性的方面,SV-T模型比SV-N模型更优,更能反应我国股市的尖峰后尾的特性,并且证明了我国股市具有很强的波动持续性。     

阻垢剂对硫酸钡结晶动力学参数影响研究

以BaSO₄结晶过程为研究对象，基于经典的均相成核理论，采用电导率法研究了添加0.02 mmol/L的阻垢剂DTPA--5Na(二乙烯三胺五乙酸钠)、EDTMPS(乙二胺四亚甲基磷酸)及DTPMP(二乙烯三胺五亚甲基磷酸)前后BaSO₄结晶诱导期、BaSO₄晶体析出时的生成吉布斯自由能及活化能的变化，并通过扫描电镜与X-射线衍射分析了阻垢剂对BaSO₄微观形貌和特征衍射峰的影响。实验结果表明，在实验温度为298~318 K、Ba²⁺与SO₄^2-浓度为0.5~1.2 mmol/L条件下，加入阻垢剂后，BaSO₄的结晶诱导期延长，BaSO₄晶体的活化能增大，同时BaSO₄晶体的生成吉布斯自由能分别提高了10.52、8.06和6.18 mJ/m²。此外，扫描电镜分析与X-射线衍射分析结果表明，3种阻垢剂显著地改变了BaSO₄晶体形貌，使得BaSO₄晶粒更小和分散，并使BaSO₄晶体某些晶面的特征峰衍射强度降低。3种阻垢剂不同程度地抑制了BaSO₄晶体生长。