Bias‐corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting

This paper proposes the use of the bias‐corrected bootstrap for interval forecasting of an autoregressive time series with an arbitrary number of deterministic components. We use the bias‐corrected bootstrap based on two alternative bias‐correction methods: the bootstrap and an analytic formula based on asymptotic expansion. We also propose a new stationarity‐correction method, based on stable spectral factorization, as an alternative to Kilian's method exclusively used in past studies. A Monte Carlo experiment is conducted to compare small‐sample properties of prediction intervals. The results show that the bias‐corrected bootstrap prediction intervals proposed in this paper exhibit desirable small‐sample properties. It is also found that the bootstrap bias‐corrected prediction intervals based on stable spectral factorization are tighter and more stable than those based on Kilian's stationarity‐correction. The proposed methods are applied to interval forecasting for the number of tourist arrivals in Hong Kong. Copyright © 2010 John Wiley & Sons, Ltd.     

20CrMnTi齿轮轴裂纹分析

采用光学显微镜分析、化学成分分析和力学性能试验,对20CrMnTi齿轮裂纹进行分析。结果表明,齿轮裂纹属于钢材存在皮下裂纹,严重的硫化物和大颗粒氧化物夹杂,造成应力集中,是齿轮裂纹的原因之一。热处理工艺不当是造成齿轮裂纹的另一重要原因。     

用半实物半符号电路图辨析电容器的联接关系

提出了一种易于辨析组合电容器联接关系的半实物半符号电路图.以球形电容器和空气平板电容器为例,给出了简要的推演过程.     

本征值问题的修正傅里叶级数解

为了使本征值问题的求解更加完善,利用Iserles在2008年提出的修正傅里叶级数的三角基函数,使数学物理方法中的分离变量法成为一个全新的求解方法.利用这一方法对一类定解问题进行求解,最终得到了该问题的修正傅里叶级数解,验证了所提出的新方法的正确性.     

浅析二十世纪上半叶西安地区的美术活动

长期以来人们对“西安美术”历史的关注，首先是汉唐之辉煌，其次是20世纪中期掘起的“长安画派”以及延安时期和建国后的美术。从唐以后到长安画派之前千余年的跨度，其间的书画在陕西文化史、美术史上都少有记载。有如此之丰厚文化传统的地域为什么在书史上记载甚少．不能不引起人们的思考。本文试图通过对二十世纪上半叶西安地区美术活动的疏理与回顾，以期更加深入地了解长安画派之前西安所接受到的传统文化脉络和长安画派背后文化艺术传统的丰厚性，重新勾勒出西安清末至解放前美术发展的历史脉络。     

复形式Fouries级数内积空间的积分公式

主要通过内积空间基本性质及二重积分性质,得到复形式Fourier级数内积空间的积分公式.     

Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model

We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward‐in‐Time Selection (BTS), which takes into account feedback and multicollinearity, often present in multivariate time series. We compare BTS to other known methods, also in conjunction with regularization techniques used for the estimation of model parameters, namely principal components, partial least squares and ridge regression estimation. The predictive efficiency of the different models is assessed by means of Monte Carlo simulations for different settings of feedback and multicollinearity. The results show that BTS has consistently good prediction performance, while other popular methods have varying and often inferior performance. The prediction performance of BTS was also found the best when tested on human electroencephalograms of an epileptic seizure, and for the prediction of returns of indices of world financial markets.Copyright © 2013 John Wiley & Sons, Ltd.     

用特征方程推导斐波那契数列的通项公式

斐波那契数列是一个古老的问题,吸引着无数人的兴趣,而其通项公式则是在这个数列诞生之后很长的一段时间后才用数学归纳法解决的.受微分方程中常系数线性微分方程的代数解法的启发,本文采取常系数线性递推方程的特征方程解法推导出斐波那契数列的通项公式。     

低维混沌时序的预测方法及其应用研究

研究由低维非线性动力系统所产生的混沌时序的预测方法及其应用。通过改进的最小二乘方法来估计模型的参数，并在其相空间中对时序的未来值进行预测。给出了有代表性的实例对本文的模型和算法进行验证。结果发现选取最佳的模型阶数能增加预测的准确程度，且混沌时序不可能进行长期的预测。算例表明本文建议的方法是有效的。     

~(20)Ne核谱在壳模型,Democratic mapping和微观IBM方案中计算结果的直接比较

对于20Ne核，在相同的核壳和单粒子能级下，将在壳模型，Democracticmapping（DM）和微观IBM方案下的计算能谱与实验值作了直接比较通过DM揭示出壳模型理论与微观IBM理论间的关系：至少在sd壳上，后者源于前者，又是完成前者计算的一条好途径与一个好近似.