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.     

Decoration of disclinations by solidification-induced band texture and focal-conic texture for a low-molar-mass liquid crystal

Two decoration techniques, solidification-induced band texture decora tion and focal-conictexture decoration, have been established to exhibit the director field of disclinations in a low-molar-mass methacrylate liquid crystal. The disclinations with strength s = 1/2 and s = ±1 are observed by the two decor ation methods. For the solidification-induced band texture decoration, the molecular orientation is perpendicular to the direction of the band. While for focal- conictexture decoration, it has been proved by the results of IR dichroism that the direction of the director is parallel to the direction of the focal-conic. Therefore, the sketch map of the molecular director filed can be mapped according to the morphological pattern of the solidification-induced band textureor focal-conic texture.     

粉末冶金陶瓷模工艺中的快速脱蜡新技术

粉末冶金陶瓷模工艺是一种先进的过净形成形工艺．本文报道该工艺中一种新的脱蜡技术．采用快速加热、管径集中热量和定向导热传热综合方法，在陶瓷模和大部分蜡模材料处于较低温度下，使蜡模材料来不及发生显著的热膨胀而直接蒸发，得到脱蜡干净、外形完整的陶瓷模．     

矿山酸性废水的治理及综合回收

研究了ｐＨ值、中和剂、硫化物等对沉淀除去酸性矿山废水中有害金属离子的影响以及回收废水中重金属离子的可能途径．确定了ＣａＣＯ３除铁－Ｈ２Ｓ沉铜、锌－石灰乳中和絮凝沉淀处理矿山酸性废水的工艺．出水水质可达到国家排放标准．硫化渣中含铜量达３２％，含锌量７．２％，可以综合回收铜、锌等有价金属．     

蝗虫体内无机物的百分含量

动物体的鲜重(FM)、干重(DM)、灰分重(AM)及其比值在不同分类群和不同生态型的动物类群中变化很大,其中 DM/FM 和 AM/DM 比值反映了动物体水、无机矿物质和有机物三者之间的比例,是了解动物体化学组成的两个重要参数.我们在进行直翅目蝗总科昆虫整体痕量元素含量分析的同时,测定和计算了35种蝗总科昆虫的AM/DM 比值,现将结果以及其它主要动植物类群的有关资料一并介绍如下.     

Desargues定理的推广

本文将射影几何著名的Desargues透视三点形定理推广到四面体和三维射影空间的完全n(n≥4)点形(体)中。     

城市土地规划的优化方法研究

以多目标决策理论、组合优化理论以及预测科学技术为依据 ,首先建立了土地功能配置模型 ,帮助规划师对各种不同功能土地的片面布置进行分析 ,从而找到最合理的城市土地布局 ;然后以遗传算法作为优化工具 ,对建立的模型进行了优化。     

平果铝高压溶出过程结疤形成影响因素探索

平果铝高压溶出过程，结疤的形成是不可避免的，而且对生产带来的危害也很大。对结疤形成影响因素的研究，对于生产中结疤的治理，强化氧化铝生产具有十分重要的意义。     

三峡库区移民区曲溪小流域能源利用分析

通过分析小流域的能源资源现状、不同时期能源需求变化对生态环境的影响、秸秆利用对坡耕地生产力的影响、经济发展对生物质能需求影响、节能及替代能源对生物质能需求的影响等,提出了解决能源问题,促进生态环境持续改善的对策.     

鱼腥藻毒素合成中间体的不对称合成

报道(一)-AnTx-a关键中间体的四步合成新途径,设计一个新型(一)-AnTx-a类似物并以同法合成其中间体,本法是对以Mannich反应为基础的AnTX-a的合成策略的补充。