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.     

关于代数类课程教学改革的一些思考

本文从代数课程的重要地位入手,结合自身教学实践分析了代数课程的教学现状以及教学中存在的一些问题,探讨了代数课程教学中几点有益的教学方法改革尝试.     

非线性时间序列定性相空间推理方法研究

提出一种基于定性仿真的非线性时间序列重构相空间的方法,定性相空间推理是其关键一步。通过时间序列定性状态的抽象来裁减其状态空间,规约行为轨迹,重构其定性相空间图。用3变量Lorenz系统产生的数据流对算法进行验证,结果表明能够保留原始相空间图的几何形状和拓扑关系,捕捉到相空间图中存在的行为轨迹的特征。     

支持向量机在围岩变形监测中的应用

根据支特向量机优越的非线性拟合性能，建立变形量的时间序列预测模型，滚动预测围岩变形量，提高了预测模型的训练速度和预测推广能力。该方法用于西乡-固戍盾构段围岩变形预测，并与BP神经网络预测进行比较。结果表明这种模型可预测区间较长且具有较高的准确度，能够科学地指导现场施工和监测。     

广义Broer-Kaup方程的自Bcklund变换、有理级数解及N孤子解

通过引入恰当的函数变换,将广义Broer-Kaup方程转化为单个非线性偏微分方程。应用推广的齐次平衡原理,得到了变换后的单个方程的自Bcklund变换。并基于此变换,给出了广义Broer-Kaup方程的有理级数解和N孤子解。     

A nonparametric method for asymmetrically extending signal extraction filters

Two important problems in the X‐11 seasonal adjustment methodology are the construction of standard errors and the handling of the boundaries. We adapt the ‘implied model approach’ of Kaiser and Maravall to achieve both objectives in a nonparametric fashion. The frequency response function of an X‐11 linear filter is used, together with the periodogram of the differenced data, to define spectral density estimates for signal and noise. These spectra are then used to define a matrix smoother, which in turn generates an estimate of the signal that is linear in the data. Estimates of the signal are provided at all time points in the sample, and the associated time‐varying signal extraction mean squared errors are a by‐product of the matrix smoother theory. After explaining our method, it is applied to popular nonparametric filters such as the Hodrick–Prescott (HP), the Henderson trend, and ideal low‐pass and band‐pass filters, as well as X‐11 seasonal adjustment, trend, and irregular filters. Finally, we illustrate the method on several time series and provide comparisons with X‐12‐ARIMA seasonal adjustments. Copyright © 2010 John Wiley & Sons, Ltd.     

二重级数收敛性研究

研究了二重级数和累次级数收敛问题,提出了二重级数与累次级数收敛的判别法并给出了证明,在此基础上研究了二者之间的关系,丰富了级数基本理论.     

中华医学会系列杂志和国外知名杂志的办刊经验及对医学学术期刊改制的启示

医学学术期刊因其专业性在出版体制改革的进程中必然要求采取有针对性的应对策略.本文通过分析国内的龙头医学学术期刊——中华医学会系列杂志在品牌建设、集团化发展、数字化、多重合作等方面的办刊策略以及国外知名相关期刊运营的独到之处,以期对国内该类期刊的改制和发展方向提供相应的借鉴.     

φ混合序列乘积和的强大数定律

建立了φ混合序列的矩不等式,利用这个不等式得到了φ混合序列的三级数定理及乘积和的强大数定律。     

阿贝尔判别法在一类特殊傅立叶级数的收敛性判定上的应用

本文主要从物理专业学科的应用出发,介绍了一般项级数的收敛判别法——阿贝尔判别法,并给出了应用这一判别法的例子。