基于回归分析与三次指数平滑的组合预测

组合预测是把几种单一的预测方法进行组合后得到更好的预测结果的方法.文章根据国家财政用于科学研究支出的统计数据,运用回归预测与三次指数平滑预测,而后求出组合预测的权重,最后得出更优的预测结果.     

Do Long‐Run Theory Restrictions Help in Forecasting?

Do long‐run equilibrium relations suggested by economic theory help to improve the forecasting performance of a cointegrated vector error correction model (VECM)? In this paper we try to answer this question in the context of a two‐country model developed for the Canadian and US economies. We compare the forecasting performance of the exactly identified cointegrated VECMs to the performance of the over‐identified VECMs with the long‐run theory restrictions imposed. We allow for model uncertainty and conduct this comparison for every possible combination of the cointegration ranks of the Canadian and US models. We show that the over‐identified structural cointegrated models generally outperform the exactly identified models in forecasting Canadian macroeconomic variables. We also show that the pooled forecasts generated from the over‐identified models beat most of the individual exactly identified and over‐identified models as well as the VARs in levels and in differences. Copyright © 2011 John Wiley & Sons, Ltd.     

风力发电节能技术的状况分析

本文介绍了国内外风力发电产业发展概况,从风力资源、电网情况、制造能力、公众环保意识等方面指出了影响我国风电产业的主要因素,并提出了相关的解决办法。     

BP神经网络在不等时距滑坡变形预报中的应用

介绍神经网络模型的建模原理和方法,并采用该模型对实际滑坡不等时距监测数据进行处理和分析。结果表明神经网络模型能够对变形监测不等时距数据做出比较准确的模拟和预报,从而能够为变形监测的不等时距数据处理提供一种较好的方法,可以作为今后同类数据处理的模型。     

Henderson‐Trending of Macroeconomic Variables and Forecasting Accuracy

Using a structural time‐series model, the forecasting accuracy of a wide range of macroeconomic variables is investigated. Specifically of importance is whether the Henderson moving‐average procedure distorts the underlying time‐series properties of the data for forecasting purposes. Given the weight of attention in the literature to the seasonal adjustment process used by various statistical agencies, this study hopes to address the dearth of literature on ‘trending’ procedures. Forecasts using both the trended and untrended series are generated. The forecasts are then made comparable by ‘detrending’ the trended forecasts, and comparing both series to the realised values. Forecasting accuracy is measured by a suite of common methods, and a test of significance of difference is applied to the respective root mean square errors. It is found that the Henderson procedure does not lead to deterioration in forecasting accuracy in Australian macroeconomic variables on most occasions, though the conclusions are very different between the one‐step‐ahead and multi‐step‐ahead forecasts. Copyright © 2011 John Wiley & Sons, Ltd.     

Functional methods for time series prediction: a nonparametric approach

The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional Nadaraya–Watson method and with finite‐dimensional nonparametric predictors for several real‐time series. Prediction intervals based on the bootstrap and conditional distribution estimation for those nonparametric methods are also compared. Copyright © 2010 John Wiley & Sons, Ltd.     

Real‐Time Forecasts of Inflation: The Role of Financial Variables

We present a mixed‐frequency model for daily forecasts of euro area inflation. The model combines a monthly index of core inflation with daily data from financial markets; estimates are carried out with the MIDAS regression approach. The forecasting ability of the model in real time is compared with that of standard VARs and of daily quotes of economic derivatives on euro area inflation. We find that the inclusion of daily variables helps to reduce forecast errors with respect to models that consider only monthly variables. The mixed‐frequency model also displays superior predictive performance with respect to forecasts solely based on economic derivatives. Copyright © 2012 John Wiley & Sons, Ltd.     

Study of Combination Forecasting in Airline Traffic Turnover

There are many sophisticated forecasting methods at present,butitis difficultto getaccurate and reliable resultwith only one method in forecasting practice.Ifmany differentforecasting methods were adopted in one forecasting subject,and combined appropriately,then available information coming from the varied methods was used adequately to improvethe forecasting accuracy.That is the basic idea of the combination forecasting.Bates andGranger first put the combination forecasting method forward at…     

一种基于串行总线的智能容错飞控计算机系统

从工程技术角度出发,讨论了适用于无人驾驶飞行器的容错飞控计算机系统的实现,给出了基于串行总线的智能容错飞控计算机系统结构,将工作状态检测系统和故障预测技术应用到容错计算机系统中,可在故障发生前采取容错措施,避免故障发生和故障造成的系统失效.给出了总线接口、运算控制单元、A/D转换单元、通讯模块的结构和实现方法,指出利用CPLD和HDL语言进行电路综合具有效率高、测试方便、易修改的特点,应在实践中广泛推广.     

A New Approach to Optimal Filtering for SingularDiscrete-Time Stochastic Linear System

1IntroductionBecausetherealisticproblemwhichsingularsystemdescribesiswiderthanthenormalsystemsdo,theresearchofsingularsystemshasreceivedagreatdealofattention.Andmanyachievementshavebeenobtainedinthefieldsofstructuralcharacteranalysisanddesignmethodsofsingularsystems.Butforthestateestimationonlypreliminaryprobehasbeenmade.References[2]--[51proposedrespectivesolutionsbasedonleastsquaremethod.References[6]--[71transformsingularsystemsintonormalsystemsthroughmatrixresolutionandthenmakeuseofKalman…