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31.
Manabu Asai 《Journal of forecasting》2013,32(5):469-480
The paper considers the return and range model with dynamic conditional correlations (DCC). The paper suggests the new specifications for the asymmetric effects on log‐volatilities and dynamic correlations, combined with long‐run dependences. The new DCC model can be estimated by the quasi‐maximum likelihood method. Empirical analysis on Nikkei 225, Hang Seng and Straits Times indices shows the daily, weekly and monthly pattern of asymmetric effects. For the period including the global financial crisis, the new DCC model provides plausible one‐step‐ahead forecasts of the VaR thresholds, and yields positive economic values of switching from other DCC models. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
32.
The meteorotropic reaction of the human organism is a function of different factors, such as the type and intensity of the effects of the physical environment as well as individual conditions like adaptive capacity and state of health. Many medical-meteorological studies show causal correlations between conditions in the lower atmosphere and reactions of the human organism, but also combined or synergistic effects of different weather situations, which can only be proved stochastically. These effects are described and the methodology of the investigations, as well as the results, critically discussed. Furthermore, application of the results in the areas of medical-meteorological consultation, with the goal of improving living conditions, is considered. 相似文献
33.
K. Ikemoto T. Utsunomiya M. A. Ball M. Kobayashi R. B. Pollard F. Suzuki Ph.D. 《Cellular and molecular life sciences : CMLS》1994,50(5):456-460
The antiviral activity of Shigyaku-to (TJS-109), a traditional Chinese herbal medicine, was investigated in mice infected with herpes simplex virus type 1 (HSV-1). TJS-109 is a combination of the medicinal plant extracts fromZingiberis siccatum rhizoma,Aconiti tuber andGlycyrrhizae radix in a specific proportion. Mice infected with a 10 LD50 dose of HSV-1 were treated with TJS-109 orally at doses of 1.25 to 20 mg/kg 2 days before, and 1 and 4 days after the infection. The treated groups had 80% (1.25 mg/kg), 40% (5 mg/kg) and 23% (20 mg/kg) mortality rates 25 days after the infection as compared with a 100% mortality rate in control mice treated with saline. When HSV-1 infected mice (recipients) received CD8+T cell fractions derived from spleens of mice treated with TJS-109 (donors), 70% of recipients survived, as compared with 0% survivors in the groups of mice treated with saline, B cell fractions, CD4+ T cell fractions or macrophage-enriched fractions prepared from the same donors. TJS-109 did not show any virucidal activities against HSV-1 or any virostatic activities on the growth of HSV-1 in Vero cells. These results suggest that TJS-109 protected mice exposed to lethal amounts of HSV-1 through the activation of CD8+ T cells. 相似文献
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Micro panels characterized by large numbers of individuals observed over a short time period provide a rich source of information, but as yet there is only limited experience in using such data for forecasting. Existing simulation evidence supports the use of a fixed‐effects approach when forecasting but it is not based on a truly micro panel set‐up. In this study, we exploit the linkage of a representative survey of more than 250,000 Australians aged 45 and over to 4 years of hospital, medical and pharmaceutical records. The availability of panel health cost data allows the use of predictors based on fixed‐effects estimates designed to guard against possible omitted variable biases associated with unobservable individual specific effects. We demonstrate the preference towards fixed‐effects‐based predictors is unlikely to hold in many practical situations, including our models of health care costs. Simulation evidence with a micro panel set‐up adds support and additional insights to the results obtained in the application. These results are supportive of the use of the ordinary least squares predictor in a wide range of circumstances. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
36.
Transgenic cultigens may become feral as we know of some non-transgenic cultigens. The article explains two basic ways how cultigens become feral: through hybridization with a closely related wild plant and through revert to the wild-type. A long list of examples of cultigens becoming feral in Central Europe is presented. The process of becoming feral is compared to the naturalization of non-native species (Exotic Species Model). Ecological long-term effects of both cultigens becoming feral and non-native species being naturalized are discussed with special regard to the predictability of such events. The ecological aspects discussed in the article are as significant for transgenic cultigens as for non-transgenic cultigens. 相似文献
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红外探测器是红外成像技术的核心,直接影响着红外成像系统的性能。在分析目标成像尺寸的基础上,详细分析光学弥散、探测器噪声、成像阵列盲元等的形成机理,并进行建模和仿真,最后将这些模型依次叠加。采用此方法得到的仿真图像充分考虑了探测器各种效应的影响,提高了仿真图像的真实性与逼真度,可为红外成像系统的研制及目标检测识别算法提供测试场景与依据。Abstract: Infrared detector, which can directly influence the performance of infrared imaging system, plays a key role in infrared imaging technology. The scale of the target image, the causation of optics dispersion, noise of the detector and blind pixels in the imaging arrays were detailed analyzed. More actual infrared images would be simulated by adding the effects mentioned above to the theoretical image model, because the ill effects were calculated. The simulated images could be used to test infrared imaging system or the algorithm of target detecting and recognition. 相似文献
39.
处理效应模型作为分析政策效应的量化工具,在社会与经济的各个领域有着广泛的应用.现有文献为了得到处理效应的一致估计量,通常需要加一些较强的限制条件(如条件均值独立)或采用工具变量法,在较弱的与实际更吻合的条件下给出处理效应的一致估计量并不多见.本文在误差项对称的假定下,讨论了条件处理效应模型的非参数识别和估计,并进一步估计了平均处理效应.我们通过放松模型中函数形式的假定,同时考虑了较为普遍的广义异方差形式,大大减少了模型误设的可能性,拓展了现有模型的适用性.本文对估计量的大样本性质进行了分析,表明了估计量的一致性和渐近正态性,蒙特卡罗模拟显示了估计量良好的有限样本性质.最后,本文将估计量应用于研究大学教育回报及其性别差异,进一步解释了估计量的实用价值. 相似文献
40.
计算机生成兵力的操作员接口 总被引:1,自引:0,他引:1
CGF作为DIS的重要组成部份,在多兵种、多武器平台的综合仿真环境中发挥着越来越重要的作用。操作员接口作为CGF的一个重要组成部分,通常同管理台协同工作,共同管理CGF自治系统。本文首先介绍CGF的组成、作用,重点介绍了北航实验系统中操作员接口的实现方式。 相似文献