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111.
The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
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Enzymatic control of cell division in micro-organisms 总被引:1,自引:0,他引:1
NICKERSON WJ 《Nature》1948,162(4111):241-245
114.
Hong Zhang Kui Zhang Ying Mu Ning Yao Robert J. Sclabassi Mingui Sun 《自然科学进展(英文版)》2008,18(12):1507-1512
Image-based gait analysis as a means of biometric identification has attracted much research attention. Most of the existing methods focus on human identification, posture analysis and movement tracking. There have been few investigations on measuring the carried load based on the carrier's gait characteristics by automatic image processing. Nevertheless, this measurement is very useful in a number of applications, such as the study of the carried load on the postural development of children and adolescence. In this paper, we investigate how to automatically estimate the carried weight from a sequence of images. We present a method to extract human gait silhouette based on an observation that humans tend to minimize the energy during motion. We compute several angles of body leaning and determine the relationship of the carried weight, the leaning angles and the centroid location according to a human kinetic study. Our weight determination method has been verified successfully by experiments. 相似文献
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The effects of alcohol consumption, cigarette smoking and age on sister chromatid exchange (SCE) frequency in human lymphocytes were assessed by means of multiple linear regression. An increase in SCE rates was associated with alcohol consumption (p = 0.0001), smoking (p = 0.0231), and, to a small extent (p = 0.057), age. These three confounding factors explain 48% of the inter-personal variation in SCE rates among subjects studied. 相似文献
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Transgenesis in fish 总被引:1,自引:0,他引:1
Gene transfer into fish embryo is being performed in several species (trout, salmon, carps, tilapia, medaka, goldfish, zebrafish, loach, catfish, etc.). In most cases, pronuclei are not visible and microinjection must be done into the cytoplasm of early embryos. Several million copies of the gene are generally injected. In medaka, transgenesis was attempted by injection of the foreign gene into the nucleus of oocyte. Several reports indicate that the injected DNA was rapidly replicated in the early phase of embryo development, regardless of the origin and the sequence of the foreign DNA. The survival of the injected embryos was reasonably good and a large number reached maturity. The proportion of transgenic animals ranged from 1 to 50% or more, according to species and to experimentators. The reasons for this discrepancy have not been elucidated. In all species, the transgenic animals were mosaic. The copy number of the foreign DNA was different in the various tissues of an animal and a proportion lower than 50% of F1 offsprings received the gene from their parents. This suggests that the foreign DNA was integrated into the fish genome at the two cells stage or later. An examination of the integrated DNA in different cell types of an animal revealed that integration occurred mainly during early development. The transgene was found essentially unrearranged in the fish genome of the founders and offsprings. The transgenes were therefore stably transmitted to progeny in a Mendelian fashion. Southern blot analysis revealed the presence of possible junction fragments and also of minor bands which may result from a rearrangement of the injected DNA. In all species, the integrated DNA appeared mainly as random end-to-end concatemers. In adult trout blood cells, a small proportion of the foreign DNA was maintained in the form of non-integrated concatemers, as judged by the existence of end fragments. The transgenes were generally only poorly expressed. The majority of the injected gene constructs contained essentially mammalian or higher vertebrates sequences. The comparison of the expression efficiency of these constructs in transfected fish and mammalian cells indicates that some of the mammalian DNA sequences are most efficiently understood by the fish cell machinery. Chloramphenicol acetyl transferase gene under the control of promoters from Rous sarcoma virus, and human cytomegalovirus, was expressed in several tissues of transgenic fish. Chicken delta-crystallin gene was expressed in several tissues of transgenic fish.(ABSTRACT TRUNCATED AT 400 WORDS) 相似文献