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.     

基于数学建模的学生创新能力培养实践与探讨

考虑到数学建模开放性的特点,将以问题为基础的教学模式和合作学习理论整合在一起,提出一种新的教学模式,并进行了应用实践,新的教学模式加强了学生创新素质能力的培养.     

含有一个参数的p-拉普拉斯方程正解的存在性

通过变化的山路引理,证明了一类含有一个参数的p-拉普拉斯方程正解的存在性.     

三相电机转向指示器的设计

本文介绍一种三相电机转向指示器的设计。对设备的电路原理作了重点介绍。设备使用一片８９Ｃ２０５１单片机，具有设计简单、成本底廉、可靠性高的特点。     

Forecasting high‐frequency financial data with the ARFIMA–ARCH model

Financial data series are often described as exhibiting two non‐standard time series features. First, variance often changes over time, with alternating phases of high and low volatility. Such behaviour is well captured by ARCH models. Second, long memory may cause a slower decay of the autocorrelation function than would be implied by ARMA models. Fractionally integrated models have been offered as explanations. Recently, the ARFIMA–ARCH model class has been suggested as a way of coping with both phenomena simultaneously. For estimation we implement the bias correction of Cox and Reid ( 1987 ). For daily data on the Swiss 1‐month Euromarket interest rate during the period 1986–1989, the ARFIMA–ARCH (5,d,2/4) model with non‐integer d is selected by AIC. Model‐based out‐of‐sample forecasts for the mean are better than predictions based on conditionally homoscedastic white noise only for longer horizons (τ > 40). Regarding volatility forecasts, however, the selected ARFIMA–ARCH models dominate. Copyright © 2001 John Wiley & Sons, Ltd.     

电路的互易性条件研究

互易性不只局限于仅由线性R、L、C元件组成的电路。对于含有线性受控源、或独立电源的电路，当电路结构和元件参数满足一定条件时，也同样具有互易性。     

S桶形空间与可数S桶形空间上的闭图空理

本文给出了Ｓ桶形空间与可数Ｓ桶形空间上的闭图定理，推广了有关桶形空间的相应结果．     

一种荧光灯电子镇流器电路分析

本文分析了一种性能优良的荧光灯电子镇流器的电路结构，工作原理及其使用时的特点。     

关于函数项级数一致收敛判别法的充要条件

介绍函数项级数一致收敛的相关概念及几种判别法,并且进一步对以往教材中没有提到的关于函数项级数一致收敛判别法的充要条件给出了相应的详细证明,最后给出典型例题对几种判别法简单应用。     

并联机器人运动学正解的实解分析

在３ － ６ 并联机器人运动学正解解析解的研究基础上，对其正解的最大实解个数进行进一步的分析研究·研究表明其正解问题最后可转化为一个高次多项式方程求解问题，称此方程为正解的等价多项式方程·通过分析可知，运动学正解实解的个数的上限为： 当自变量在其解区间时其等价多项式方程实解的个数·最后应用 Ｓｔｕｒｍ 定理对正解最大实解个数进行判定·