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951.
952.
Eugene Kouassi Joel Sango J.M. Bosson Brou Francis N. Teubissi Kern O. Kymn 《Journal of forecasting》2012,31(7):617-638
In this paper we extend the works of Baillie and Baltagi (1999, in Analysis of Panels and Limited Dependent Variables Models, Hsiao C et al. (eds). Cambridge University Press: Cambridge, UK; 255–267) and generalize certain results from the Baltagi and Li (1992, Journal of Forecasting 11 : 561–567) paper accounting for AR(1) errors in the disturbance term. In particular, we derive six predictors for the one‐way error components model, as well as their associated asymptotic mean squared error of multi‐step prediction in the presence of AR(1) errors in the disturbance term. In addition, we also provide both theoretical and simulation evidence as to the relative efficiency of our alternative predictors. The adequacy of the prediction AMSE formula is also investigated by the use of Monte Carlo methods and indicates that the ordinary optimal predictor performs well for various accuracy criteria. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
953.
This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
954.
Genetic mapping with SNP markers in Drosophila. 总被引:10,自引:0,他引:10
Map-based positional cloning of Drosophila melanogaster genes is hampered by both the time-consuming, error-prone nature of traditional methods for genetic mapping and the difficulties in aligning the genetic and cytological maps with the genome sequence. The identification of sequence polymorphisms in the Drosophila genome will make it possible to map mutations directly to the genome sequence with high accuracy and resolution. Here we report the identification of 7,223 single-nucleotide polymorphisms (SNPs) and 1,392 insertions/deletions (InDels) in common laboratory strains of Drosophila. These sequence polymorphisms define a map of 787 autosomal marker loci with a resolution of 114 kb. We have established PCR product-length polymorphism (PLP) or restriction fragment-length polymorphism (RFLP) assays for 215 of these markers. We demonstrate the use of this map by delimiting two mutations to intervals of 169 kb and 307 kb, respectively. Using a local high-density SNP map, we also mapped a third mutation to a resolution of approximately 2 kb, sufficient to localize the mutation within a single gene. These methods should accelerate the rate of positional cloning in Drosophila. 相似文献
955.
956.
Liam J. A. Lenten 《Journal of forecasting》2012,31(1):68-84
Using a structural time‐series model, the forecasting accuracy of a wide range of macroeconomic variables is investigated. Specifically of importance is whether the Henderson moving‐average procedure distorts the underlying time‐series properties of the data for forecasting purposes. Given the weight of attention in the literature to the seasonal adjustment process used by various statistical agencies, this study hopes to address the dearth of literature on ‘trending’ procedures. Forecasts using both the trended and untrended series are generated. The forecasts are then made comparable by ‘detrending’ the trended forecasts, and comparing both series to the realised values. Forecasting accuracy is measured by a suite of common methods, and a test of significance of difference is applied to the respective root mean square errors. It is found that the Henderson procedure does not lead to deterioration in forecasting accuracy in Australian macroeconomic variables on most occasions, though the conclusions are very different between the one‐step‐ahead and multi‐step‐ahead forecasts. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
957.
We assessed the influence of water depth, extent of unobstructed view, and human disturbance features on use of roost sites by Sandhill Cranes along the Platte River, Nebraska, during spring migratory stopover. Aerial photos taken near dawn were used to determine areas of flock use and habitat availability in four sample reaches, and measurements were made on the ground at flock roost areas. In general, depths of 1-13 cm were used by sandhill cranes in greater proportion than those available. Exposed sandbars and depths >20 cm were avoided, while depths of 14-19 cm were used in proportion to their availability. Sites 11-50 m from the nearest visual obstruction were used significantly greater than their availability, while sites 0-4 and >50 m from visual obstructions were avoided. Sandhill Cranes avoided sites near paved roads, gravel roads, single dwellings, and bridges when selecting roost sites; however, they did not appear to be disturbed by private roads, groups of residential buildings, gravel pits, railroads, or electrical transmission lines. 相似文献
958.
We studied kit fox den characteristics of the northern McGregor Range of Fort Bliss Military Reservation, New Mexico, during 1994 to 1995. Twenty radio-collared kit foxes used 132 different dens, including 16 natal dens. Kit fox dens were located primarily in creosote-dominated habitat found in relatively flat, well-drained terrain. Natal dens were virtually indistinguishable from non-natal dens; however, natal den entrances were taller than non-natal den entrances. Entrances found at all dens were oriented more frequently toward the northwest and southwest. Kit foxes used more dens during the breeding (January-February) and pup-rearing season (May-July) than during gestation. 相似文献
959.
Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4 st1\:*{behavior:url(#ieooui) } /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} Of 42 Microtus pennsylvanicus trapped 1 km from Bozeman, Montana, 14 (33.3 percent) were infected by strobilocerci of Taenia taeniaeformis, while only one (2.1 percent) of 47 was infected at a rural site 16 km from Bozeman. The higher incidence of the primary host, domestic cats, is believed to account for the higher rate of infection near Bozeman. 相似文献
960.
Yellow pine chipmunks ( Tamias amoenus ) scatter-hoard food during summer and autumn but must form a larder as a winter food source before winter begins. Yellow pine chipmunks do not larder-hoard large quantities of food during the summer, apparently because a summer larder could not be defended from pilferers. We tested the assumption that the rate of pilferage from an unguarded larder would be significantly greater than the rate of pilferage from surface caches (which are also unguarded by yellow pine chipmunks) during the summer and autumn. Buried plastic buckets were used as artificial nests containing larders of 1000 sunflower seeds or 200 Jeffrey pine ( Pinus jeffreyi ) seeds. The pilferage of larder contents was monitored daily and compared to pilferage of surface caches. Animals (yellow pine chipmunks and deer mice, Peromyscus maniculatus ) removed sunflower seeds from caches much faster than from larders, but caches of Jeffrey pine seeds disappeared much more slowly than pine seeds in larders. Further, animals removed pine seeds from larders more quickly than they did sunflower seeds from larders. The difference between seed species was probably because sunflower seeds have much stronger odors, which rodents readily detect, and because chipmunks prefer pine seeds over sunflower seeds. Yellow pine chipmunks must spend a considerable portion of their time foraging for seeds and may not be able to defend a large larder during summer. 相似文献