Forecasting volatility by means of threshold models

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.     

干旱胁迫下草地早熟禾幼苗几种抗旱性指标的变化

测定了干旱胁迫下冷季型草坪草草地早熟禾幼苗几种抗旱性指标。结果表明：在干旱胁迫期间，早熟禾幼苗植株体内过氧化物酶活性、脯氨酸含量均先升后降，与对照相比较，差异显著（P〈0．05）；当土壤含水量大于17．9％时，MDA的含量均高于对照，但没有显著差异（P〉0．05），当土壤含水量小于17．9％时，MDA的含量显著上升，与对照相比较，差异极显著（P〈0．01），表明膜结构遭到破坏，抗逆性显著下降，为草地早熟禾幼苗抗旱的临界值。     

Weight measurement using image-based pose analysis

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.     

Im∪CP形图的匹配等价

完整刻画了 I_m∪C_p(p≥6为偶数或素数且 p≠m-3)及其补图的匹配等价图．     

一种测试圆度的新算法

轴承的外圆环、内圆环是否圆以及圆的程度如何,都会对使用轴承的机械设备产生很大的影响,但是它们是否圆,靠肉眼是很难观察出来的,我们只能用仪器进行测量,假设仪器测量的结果是准确的或者误差是确定的,由于算法不合理,可能本来是圆的但得到的结果却是不圆的,这样就把本来是合格的产品当作废品处理了,这是不应该出现的问题,本文提供了一种新的算法来解决此问题.     

柳林香严寺及其保护初探

概述了柳林香严寺的起源，分析了柳林香严寺损坏的原因及保护面临的问题，提出了真实性、整体性、多样性、协调性的保护理念及保护内容（包括寺院环境的保护与寺院本体的保护）。     

不同分散剂对纳米羟基磷灰石粒子团聚的影响

为了解决纳米羟基磷灰石团聚的问题，在纳米羟基磷灰石制备过程中，加入适量的乙醇、铈盐和聚乙二醇作为表面分散荆，研究其分散作用。试验结果表明：乙醇具有脱水作用，减少毛细管收缩作用，具有一定的分散作用，且不改变HA六方晶体形貌；铈盐的加入，使六方晶体结构进一步分化，粒子尺寸变小，有细化纳米HA晶粒的作用及分散作用，同时，在分散过程中，参与反应，形成Ce5（PO4）3（OH）；聚乙二醇对纳米羟基磷灰石形貌影响不大，但在表面形成簿膜，隔阻纳米粒子间的接触，具有减少硬团聚的作用。     

对一种筛法的探讨

从筛法的本质出发,深入讨论一种标准筛法的有关性质,寻找其内在规律,最后得出一种差集非空的充分条件和一些比较实用的结论。     

PA菌毛株菌苗的应用研究

结合国内外近年来生物科学领域中的迅速进展以及个人多年研究多种菌毛株的经验,作者于1984年建成一株“绿脓杆菌MSHA菌毛株”。本菌毛株具有跨菌属的广谱免疫原性。使用此新型菌毛株,1985年制成“绿脓杆菌MSHA菌毛株菌苗”(简称PA菌毛株菌苗)。经基础实验研究、动物实验、志愿者人体验证及临床试用,均获得良好效应。     

基于脑涨落图和抑郁评分系统评价中医综合治疗抑郁症的疗效

以DEP患者作为研究对象,利用脑涨落图仪（EFG）的客观检查方法及DEP现代医学评分系统,评价解郁合欢汤+五行音乐疗法的中医综合治疗方式对DEP的疗效。指标包括EFG检测大脑神经递质相对功率值、汉密尔顿抑郁量表（HAMD）以及蒙哥马利抑郁评定量表（MADRS）。EFG结果显示,患者治疗后脑内γ-氨基丁酸的相对功率值较治疗前显著降低（P<0.001）,去甲肾上腺素（P<0.001）、多巴胺相对功率值（P<0.001）较治疗前显著提高,患者治疗后的HAMD(P<0.001)、MADRS(P<0.001)较治疗前显著降低。说明中医综合疗法对DEP的疗效确切,可通过对大脑神经递质的调节作用而发挥抗抑郁疗效。