旅游数字足迹研究：热点与展望

在疫情蔓延、经济下行的背景下,开展旅游数字足迹研究,分析预测旅游消费行为,是推进旅游消费发展、推动国际国内经济"双循环"的重要基础工作.作为旅游信息化领域的新兴话题,旅游数字足迹是游客在通讯网络、互联网和物联网等泛在网络上留下的海量电子痕迹,真实反映了游客选择偏好和深层次的行为规律.国内外学者对这方面的研究已取得一定成果,但仍处于探索阶段.鉴于此,本研究辨析了旅游数字足迹的定义、类型和相关概念,阐明了旅游数字足迹的数据来源、特征和应用,分析了旅游数字足迹在游客人口特征、游客人格预测和游客行为分析领域的热点问题.最后,从理论体系构建、数据来源和预测方法精度等问题出发,对旅游数字足迹领域未来的研究方向进行了展望,为持续激发旅游消费潜力、推动旅游消费规模增长提供理论参考.     

空间用四轴陀螺组合浪涌防护及数据填补方法

针对空间用四轴陀螺组合换轴及光源切换时产生浪涌以及数据丢失的问题, 提出了一种浪涌防护及数据填补方法。首先，采用双光源方案, 设计了浪涌防护电路, 降低了上电过程中瞬时大电流对元器件的影响。然后，建立了数据填补机制, 用来弥补切换过程中丢失的数据。最后，进行了地面数据填补实验, 角速率分别设为0.174 5 rad/s和1.745 rad/s, 预测的角速率与实际的角速率分别相差不超过0.003 rad/s和0.008 rad/s, 相对残差分别为0.003 9和0.001 2, 验证了所提方法的有效性。     

中药肾茶对家猫夏季饮水和血清尿素含量的影响

家猫饮水、排尿较少,泌尿系统疾病高发.肾茶是一种传统中药,具有良好的利尿作用.本研究采用10只家猫进行实验,结果显示:在饲粮中添加1%(质量分数)肾茶可以显著增加家猫的饮水量,降低血清尿素氮含量,但不影响家猫的体重和采食量.这表明肾茶有增加家猫排尿量、减少其泌尿系统疾病的潜在作用.     

上市公司高管连锁网络与分析师盈余预测精度

以2011~2017年度沪深两市A股上市公司为样本，从私人信息供给的视角，考察企业高管连锁网络对分析师盈余预测精度的影响。研究表明：上市公司网络中心度显著提升了分析师盈余预测精度；当上市公司的公开信息不充分时，其网络中心度对分析师盈余预测精度的提升效果更明显；当上市公司高管与连锁公司其他高管互动机会越多时，其网络中心度对分析师盈余预测精度的提升效果越明显。上述结果表明，上市公司的高管连锁网络上存在泄露的私人信息，这些信息能够被分析师捕获，最终丰富金融市场中的信息供给。进一步研究发现，上市公司高管连锁网络上流动的私人信息包含公开渠道上常常被延迟披露甚至被隐藏的坏消息，有助于纠正分析师的公开信息偏差。研究结果拓展了分析师盈余预测的相关研究，有助于加强对上市公司私人信息流动方式的理解。     

基于群偏好与用户偏好协同演化的群推荐方法

群推荐系统已经成为社交网络平台的重要工具,为群体用户提供兼顾个性化和整体满意度的产品和服务.现有群推荐方法大多是对个性化推荐方法的集成和聚合,忽略了群体和用户的交互影响以及群偏好和成员偏好的动态变化,从而无法保障群推荐系统的效果.为此,本文提出一种基于群偏好和用户偏好协同演化的群推荐方法,能够建模群体和用户的动态交互.具体而言,本文将用户偏好建模成其历史偏好和群影响的加权聚合结果,将群偏好建模成群历史偏好和新加入成员偏好的加权聚合结果,最终预测群体可能消费的产品列表和成员可能加入的群体列表.实验结果表明,本文所提模型在群体消费行为和用户加群行为的预测表现都优于基准算法,并兼具很好的鲁棒性.     

Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

Forecasting the duration of short‐term deflation episodes

The paper proposes a simulation‐based approach to multistep probabilistic forecasting, applied for predicting the probability and duration of negative inflation. The essence of this approach is in counting runs simulated from a multivariate distribution representing the probabilistic forecasts, which enters the negative inflation regime. The marginal distributions of forecasts are estimated using the series of past forecast errors, and the joint distribution is obtained by a multivariate copula approach. This technique is applied for estimating the probability of negative inflation in China and its expected duration, with the marginal distributions computed by fitting weighted skew‐normal and two‐piece normal distributions to autoregressive moving average ex post forecast errors and using the multivariate Student t copula.     

Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

The paper forecasts consumer price inflation in the euro area (EA) and in the USA between 1980:Q1 and 2012:Q4 based on a large set of predictors, with dynamic model averaging (DMA) and dynamic model selection (DMS). DMA/DMS allows not solely for coefficients to change over time, but also for changes in the entire forecasting model over time. DMA/DMS provides on average the best inflation forecasts with regard to alternative approaches (such as the random walk). DMS outperforms DMA. These results are robust for different sample periods and for various forecast horizons. The paper highlights common features between the USA and the EA. First, two groups of predictors forecast inflation: temporary fundamentals that have a frequent impact on inflation but only for short time periods; and persistent fundamentals whose switches are less frequent over time. Second, the importance of some variables (particularly international food commodity prices, house prices and oil prices) as predictors for consumer price index inflation increases when such variables experience large shocks. The paper also shows that significant differences prevail in the forecasting models between the USA and the EA. Such differences can be explained by the structure of these respective economies. Copyright © 2015 John Wiley & Sons, Ltd.     

基于生物质气化湿式净化装置防冻技术模拟研究

提出一种利用生物质气化装置加热空气对净化间采暖的方法,按传热学基本理论进行建模,推导出计算盘管出口空气温度的线性方程及计算采暖后净化间温度的非线性方程.以某生物质气化站数据为例计算盘管内径为0.08,0.10,0.12 m时满足采暖要求所需盘管长度及风速,验证了该方法的可行性.利用软件Origin对计算得出的净化间温度值进行线性拟合,求出了净化间温度与风速之间的对数函数关系式.确定了风速的设定范围,并对比了采暖能耗与采暖产热量.相比于传统的电暖气,可降低能耗95%以上.     

欧式期权市场中带消费行为的投资策略研究

以随机微分方程理论为依托,在经典Black-Scholes模型的基础上进行补充,对欧式期权市场中的投资策略进行了研究,给出了满足预算条件的消费行为的参数限定.