Testing for Granger (non‐)causality in a time‐varying coefficient VAR model

In this paper we propose Granger (non‐)causality tests based on a VAR model allowing for time‐varying coefficients. The functional form of the time‐varying coefficients is a logistic smooth transition autoregressive (LSTAR) model using time as the transition variable. The model allows for testing Granger non‐causality when the VAR is subject to a smooth break in the coefficients of the Granger causal variables. The proposed test then is applied to the money–output relationship using quarterly US data for the period 1952:2–2002:4. We find that causality from money to output becomes stronger after 1978:4 and the model is shown to have a good out‐of‐sample forecasting performance for output relative to a linear VAR model. Copyright © 2008 John Wiley & Sons, Ltd.     

Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models

We evaluate forecasting models of US business fixed investment spending growth over the recent 1995:1–2004:2 out‐of‐sample period. The forecasting models are based on the conventional Accelerator, Neoclassical, Average Q, and Cash‐Flow models of investment spending, as well as real stock prices and excess stock return predictors. The real stock price model typically generates the most accurate forecasts, and forecast‐encompassing tests indicate that this model contains most of the information useful for forecasting investment spending growth relative to the other models at longer horizons. In a robustness check, we also evaluate the forecasting performance of the models over two alternative out‐of‐sample periods: 1975:1–1984:4 and 1985:1–1994:4. A number of different models produce the most accurate forecasts over these alternative out‐of‐sample periods, indicating that while the real stock price model appears particularly useful for forecasting the recent behavior of investment spending growth, it may not continue to perform well in future periods. Copyright © 2007 John Wiley & Sons, Ltd.     

基于关注点的序列图逆向生成优化算法

针对序列图逆向生成过程中由于动态信息过大造成生成序列图耗时巨大,生成的序列图过于复杂,不利于对目标系统的理解的问题,提出了一种基于关注点的序列图生成算法,对原有算法进行了优化。该算法基于用户在程序理解中关注的方面,包括进程、函数调用层次、某一时间段内的目标程序运行情况、对象在目标系统中扮演的角色等,对收集到的动态信息进行提取,生成基于用户关注点的序列图。使用该算法生成序列图,耗费的时间大大减少,而且生成的序列图便于用户理解目标系统。通过实验验证了这种算法的正确性和有效性。     

王阳明致良知说的学术关怀

“致良知”的思想是王阳明思想中具有贯穿整体意义的学说,它是在批评程朱的过程中提出。在这里良知上升到了本体的高度,有了多层次的规定,是是非的标准,德性的本原和意义世界的根据。良知是吾性具足的,致良知的功夫只是去良知所受之蔽。致良知以“天地万物本吾一体”的观念为其出发点和归宿,良知的发用流行是一个有先后远近的向外推行的的过程,其中有着总体宇宙关怀和终极人文关切。     

Statistical analyses of freeway traffic flows

This paper concerns the exploration of statistical models for the analysis of observational freeway flow data, and the development of empirical models to capture and predict short‐term changes in traffic flow characteristics on sequences of links in a partially detectorized freeway network. A first set of analyses explores regression models for minute‐by‐minute traffic flows, taking into account time of day, day of the week, and recent upstream detector‐based flows. Day‐ and link‐specific random effects are used in a hierarchical statistical modelling framework. A second set of analyses captures day‐specific idiosyncrasies in traffic patterns by including parameters that may vary throughout the day. Model fit and short‐term predictions of flows are thus improved significantly. A third set of analyses includes recent downstream flows as additional predictors. These further improvements, though marginal in most cases, can be quite radically useful in cases of very marked breakdown of freeway flows on some links. These three modelling stages are described and developed in analyses of observational flow data from a set of links on Interstate Highway 5 (I‐5) near Seattle. Copyright © 2002 John Wiley & Sons, Ltd.     

Additional information on Atherimorpha White (Diptera: Rhagionidae)

Material from Southern Chile and Patagonia was revised, and information on distribution and adult morphology of Atherimorpha imitans Malloch, A. nemoralis (Philippi), A. scutellaris Malloch and A. triangularis Malloch is given.     

Self‐Restraining Bass Models

We extend the classic Bass diffusion model to address the case in which existing adopters could depress the growth of adoption, i.e. the diffusion process is self‐restraining. Two modified Bass models are proposed according to whether the negative depressive effect is exerted on potential adopters or existing adopters. We then characterize the diffusion paths for several generalizations. Copyright © 2015 John Wiley & Sons, Ltd.     

以主体为中心的微博计算方法--微博计算微革命:从“信息”中心到以“人”为本

针对以微博为对象的分析挖掘,提出了“以人为本”的微博计算模型,即以微博主体为微博计算的主要对象,研究微博博主个性化表示模型,博主情绪感知算法、及微博内容分析等关键技术,综述了微博计算已有的研究进展.创新之处在于突破了纯粹内容分析的局限,更好地适应了微博计算的需求.     

Asymmetric larval competition between two species of neotropical foam‐nesting frogs: Leptodactylus fuscus and Engystomops pustulosus

Larval competition was investigated in foam‐nesting frogs with contrasting breeding strategies. Leptodactylus fuscus nests in burrows with moderate numbers of large eggs, mainly on dry nights; Engystomops pustulosus makes floating nests with large numbers of small eggs, mainly on wet nights. Both use the same temporary pools in open habitat over an extended breeding season. Larval growth to metamorphosis was assessed in a semi‐natural experiment and in the laboratory. Tanks contained either single species or equal numbers of both species. Inter‐specific competition was asymmetric; L. fuscus survived as well as or better in competition with E. pustulosus than in intra‐specific competition. Leptodactylus fuscus attained larger sizes with E. pustulosus present. In interspecific competition E. pustulosus showed worse survival and grew slower and to a smaller size. Outdoors, both species tolerated water temperatures that often rose to 42°C and reached metamorphosis in very short times: 14 days after oviposition in L. fuscus and 17 days in E. pustulosus.     

基于中心度的中国航空客流网络抗毁性分析

以中国航空客流为样本,运用复杂网络理论,构建中国航空客流网络,并论证其系统结构特性。从点度中心度、中间中心度和接近中心度角度确定网络的关键节点,采取基于3个中心度的蓄意攻击方式,根据网络整体效能和簇系数两项指标及其下降率的变化情况,对网络的抗毁性进行了实证分析。在可视化视角下,对比分析3种蓄意攻击方式下航空客流网络结构的变化情况。研究表明:目前中国航空客流网络面对3种蓄意攻击时,网络抗毁性较弱,结构呈现出不同的变化,为此应分别从3个中心度角度出发,着重确保网络关键节点的安全,增加更多的功能不同的关键节点,优化航线网络结构。