Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

苯在Ru-Zn/Ru（0001）合金表面上的吸附——密度泛函研究

为了理解苯在Ru-Zn合金催化剂上的部分加氢催化机理,采用密度泛函方法对苯在Ru-Zn/Ru（0001）面上的吸附进行理论研究。计算结果表明,当苯的碳原子或者共轭双键直接位于表面Zn原子的atop位时,其吸附热较Ru（0001）面上的类似吸附状态下降约60%.Zn原子与苯环C原子之间的排斥作用导致苯环的成键轨道与表面Ru原子的价层轨道之间的空间对称性下降,从而不利于苯与合金表面的键合。当吸附位离开Zn原子时,邻近Zn原子对于苯的吸附基本没有影响。     

新的基团法估算沸点下蒸发焓

提出了估算沸点下蒸发焓的含基团重量分率的基团法和估算式，拟合团贡献值，对３８５种有机物的计算平均偏差约为１．５％。所提出的新方法明显优于３种对应状态和用蒸发熵的基团法。     

Functional magnetic resonance imaging of amphetamine craving

The aim of this study is to identify the brain activity associated with amphetamine craving for understanding the neurobiology of addiction by watching pictures of happy, sad or amphetamine. Brain activity was measured in 12 amphetamine addicts and 12 healthy subjects by fMRI while the subjects watched pictures designed to elicit happy feelings, sad feelings, or the desire to use amphetamine. The result demonstrated that amphetamine cues led to abnormally high cingulate and low frontal lobe activation in amphetamine addicts, who showed abnormalities in affect-related brain activation.     

基于RBF网络的混沌时间序列的建模与多步预测

提出将RBF神经网络应用于混沌时间序列的建模与预测中 ,设计了一个三层RBF网络结构 ,说明了RBF网络用于混沌时间序列建模和预测时的基本性质。仿真结果表明 ,RBF网络模型对混沌时间序列有比较强的拟合能力和比较高的一步及多步预测精度。采用RBF网络进行混沌时间序列的建模和预测能够取得比其它方法好得多的效果。     

功能性粘胶纤维及其织物的研究

简述TiO2、ZnO陶瓷粉纳米材料的性能、TiO2、ZnO陶瓷粉纳米功能性粘胶纤维的研制方法及含TiO2、ZnO等陶瓷粉纳米功能性粘胶纤维及其织物的性能分析.试验表明,用纳米材料制成的粘胶长丝与绦纶长丝复合丝(3.4tex/30f)制成的织物耐洗色率度、耐摩色率度、耐汗渍色牢度、燃烧性能均有不同程度改善,织物的服用性能提高,并具有屏蔽和抗菌性能.     

临界等温线的推算──几个立方型状态方程的比较

对ＰＴ方程等几个立方型状态方程描述氩的临界等温线的能力作比较研究。在临界压力以下区域．ＰＴ方程、ＨＳ－ＳＲＫ方程和ＳＲＫ方程推算精度较好，ＡＡＤ＜０．４％。在临界压力以上区域，所讨论的五个方程都不能提供具有合理精度的描述。     

常系数线性中立型微分方程周期解存在唯一的充要条件

本文利用Fourier级数讨论具有常系数的任意阶中立型泛函微分方程的周期解，除一种特殊情况外，我们得到了用有限代数方程组描述的周期解存在唯一性的充要条件，对这种特例，我们也得到了若干实用结果．     

A new model for the life prediction of GH4133 under TMF conditions

Thermal mechanical cyclic strain tests were carried out under in-phase and out-of-phase conditions on a Nickel-base Superalloy GH4133 in the temperature range of 571-823℃. Based on analyzing the present models of TMF (thermal mechanical fatigue) life prediction, a new model for predicting nickel-base superalloy TMF lifetime was proposed.TMF life of superalloy GH4133 was calculated accurately based on the new model. Experimental TMF life has been compared with the calculatedresults and all results fall in the scatter band of 1.5. The calculating results show that the new model is not only simple, but also precise. This model will play great roles in life prediction of the metal materials and the engineering components subjected to non-isothermal service conditions.