Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.     

基于可拓-集对的经济策略生成方法

提出经济策略的概念，经济策略不是最优策略，经济策略也不等同于满意策略。经济策略的生成是决策科学研究的一个重要内容。以可拓方法和集对分析为基础，提出一种适合于生成经济策略的新方法——基于可拓一集对的经济策略生成方法，并以赈灾物资的管理为例．介绍该方法的应用步骤。     

DETERMINATION OF KRAFT LIGNIN CONCENTRATIONS BY FTIR

A fast and accurate method based on FTIR is developed for determining the lignin content and its characteristic bands in alkali solutions. The work consisted of two main parts: 1) establishing a predictive model and 2) determination of the accuracy of the model. The model was derived by applying the partial least squares algorithm for multivariate analyses to a set of spectrum data obtained from selected IR absorption regions in the range of 1600 - 900 cm-1. The model was tested with spent liquors obtained from commercial pulp mills.The accuracy of the predictive model is extremely high suitable for commercial applications,particularly for monitoring the dynamic response of modern kraft pulping processes.     

Krzyz猜想的证明及其在调和单叶函数中的应用

在族B0中引进了Loewner微分方程，证明了Krzyz猜想，并且在调和单叶函敷中给出系数不等式的应用。     

籽瓜植株(地上部)的生长发育规律

对内蒙古地区有代表性的四个籽瓜品种植株(地上部)的生长发育进行了研究．结果表明：内蒙古籽瓜的全生育期为92-101d，籽瓜植株的生长发育可分为发芽期、幼苗期、伸蔓期和结果期，结果期分为前期(开花座果期)、中期(果实膨大期)、后期(种子成熟期)．发芽期、幼苗期以叶为生长中心，伸蔓期、结果前期以茎为生长中心，进入结果中期以果实为生长中心不同生育分期长短的差异主要表现在结果中期的差异上．     

中小企业ERP实施成因初探

通过对一个中小企业实施ERP的典型案例分析，归纳出了中小企业实施ERP失败的主要原因。并给出了中小企业实施ERP成功的要点。     

Which survey indicators are useful for monitoring consumption? Evidence from European countries

This paper assesses the information content of two survey indicators for consumption developments in the near future for eight European countries in the period 1985–1998. Empirical work on this topic typically focuses on consumer confidence, the perceptions of buyers of consumption goods. This paper examines whether perceptions of sellers of consumption goods, measured by retail trade surveys, may also improve short‐term monitoring of consumption. We find that both consumer confidence and retailer confidence embody valuable information, when analysed in isolation. For France, Italy and Spain we conclude that adding retail confidence does not improve the indicator model once consumer confidence has been included. For the UK the reverse case is obtained. For the remaining four countries we show that combining consumer sentiment and retail trade confidence into a composite indicator leads to optimal results. Our results suggest that incorporating information from retail trade surveys may offer significant benefits for the analysis of short‐term prospects of consumption. Copyright © 2004 John Wiley & Sons, Ltd.     

烟气分析在转炉冶炼过程中的应用研究

介绍转炉烟气分析控制系统,研究转炉烟气和炉气在冶炼过程中的变化规律,并开发烟气定碳模型。结论表明,在转炉冶炼过程中利用烟气成分的变化规律,可进行转炉炉况判断、终点判断和了解炉内反应过程。开发的烟气定碳模型对于含碳量低于0.12%的炉次,其控制精度为±0.02%,命中率为90%。     

Environmental Issues of Geothermal Development in Yangbajing, Tibet and the Countermeasures

The pollution source and pollution state of surface water is respectively assessed with equal-standard-pollution-load index and Nemero index, and the habitans' health is assessed as well by comparison with pre-development of geothermal field. Results show that: 1 ) Three pollutive factors obviously fail to attain the required standards and their order sorted by impact degree is As＞F- ＞S2-. 2) The Nemero index of Donggua cross section of Duilongqu River is 0. 725and the water quality is at mildly-polluted level. 3) In Lhasa River, the Nemero indexes of cross sections affected by geothermal fields are much higher than that of the unaffected one, which shows the present and potential impacts of geothermal development. 4) Much more inhabitants nearby got trichomadesis sickness after geothermal development, which shows that the surface water pollution in this area has threatened the inhabitants' health. In addition, other environmental issues caused by Yangbajing geothermal development are analyzed and some countermeasures are proposed.