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.     

大学“通才教育”背景下《无机化学》教学改革探讨

无机化学是化学及相关专业的一门重要基础课。在通才教育背景下，如何深化无机化学教学改革？本文在教学理念、教学内容、教学方法和评价体系等四个方面进行了初步的探讨。     

在环境中创造建筑的自我

在环境中创造建筑的自我，就是以客观环境制约条件和人文环境背景为基础，探索有个性和特色的建筑形态．从“建筑环境协调、建筑文脉意象”等视角，提出了“顺应协调、对比协调、历史文脉、建筑文脉、自然文脉”等5种在环境中创造建筑特色的设计手法．     

Examination of naturally occurring polyacetylenes and α-terthienyl for their ability to induce cytogenetic damage

Summary -Terthienyl and 5 polyacetylenes were examined for chromosome damaging activity using Syrian hamster cells. None of these naturally occurring compounds induced sister chromatid exchanges and neither -terthienyl nor phenylheptatriyne induced chromosome aberrations.The authors wish to thank the National Science and Engineering Research Council for financial support of this research.     

Effects of several preoperative medications on fat cell lipolysis, and activity of adipose tissue cyclic AMP phosphodiesterase.

Effects were examined of atropine, diazepam, pethidene, promethazine, scopolamine, omnopon and papaverine on basal and noradrenaline-stimulated lipolysis in rat isolated fat cells and on rat adipose tissue cyclic AMP phosphodiesterase activity. Papaverine at high concentration (1 mM) inhibited both basal and hormone-stimulated lipolysis, whereas diazepam enhanced basal lipolysis. At a 'clinical dose', omnopon increased both basal and noradrenaline-stimulated lipolysis. Adipose tissue cAMP phosphodiesterase activity was strongly inhibited by 1 mM diazepam, papaverine, promethazine and omnopon (280 microgram ml-1). Lack of enhancement of lipolysis by the established cAMP phosphodiesterase antagonist papaverine, is compatible with simultaneous inhibition also of adipose adenyl cyclase. Diazepam-stimulated lipolysis is compatible with its phosphodiesterase inhibitory activity. It is proposed that papaverine-containing omnopon may offer some survival advantages during surgical stress by facilitating a caloric supply.     

海南省珍稀濒危植物和重点保护野生植物

基于《中国植物红皮书———稀有珍稀濒危植物》(第1册)和1999年由国务院批准的《国家重点野生植物名录》(第1批),经调查海南省共有珍稀濒危植物35科49属57种,蕨类植物1科1属1种,裸子植物5科7属10种,被子植物29科41属46种;国家重点保护野生植物25科34属43种,其中蕨类植物4科5属10种,裸子植物3科4属6种,被子植物18科25属27种.海南共有国家级保护植物40科60属75种.     

高职高专英语课程考试的改革与实践

目前高职高专英语课程考试仍存在试题设计不太科学、考试内容与教学要求不一致等问题,为此,在课程考试改革的过程中,应着重从改革考试评价、改革考试形式及评估方法等方面入手,使考试与教学形成良性互动.     

基于模拟退火算法的子集AR模型辨识方法及其应用

该文提出一种子集ＡＲ模型辨识算法，该方法采用模拟退火随机搜索算法，对模型的回归项子集进行优化辨识，克服“组合爆炸”问题，简化计算。文中还讨论了基于该算法的人口死亡率建模和预报问题。     

Reconstruction of Temperature Field in 3-D, Absorbing, Emitting, and Anisotropically Scattering Medium

IntroductionRecently ,theinvestigation on numerical radiative heattransfer has been focused onthe reconstruction of temperatureprofile in target space according to its boundary heat fluxgained by detectors[1 8], whichis a kind of inverse problemofradiation. Among these investigation, Li HY[1 4]hasresearched on one-di mension or two-di mension rectangular ,spherical or cylindrical medium which is absorbing ,emitting , and isotropically scattering ; Liu LH[5,6]hasresearched on the semitranspar…     

数据挖掘与人工智能技术

数据挖掘是人工智能中的一个重要分支。对人工智能的发展及其最基本的技术：知识表示、知识推理、搜索，以及数据挖掘进行了详细介绍。通过实例给出了数据挖掘的定义，最后论述了数据挖掘与人工智能的联系，并结合国内外在该领域的研究成果指出了其广阔的发展前景。