Systematics and zoogeography of the deep‐sea hyperbenthic family Arietellidae (Copepoda: Calanoida) collected from the Sulu Sea

A faunistic survey of the deep‐sea hyperbenthic copepods in the Sulu Sea, which has a deep basin and is connected via shallow straits with the Pacific and the South China Sea, was carried out in November and December 2002, using beam trawls and a mid‐water trawl. Two new genera and four new species of the primitive calanoid family Arietellidae are described. A new genus Metacalanalis shows intermediate characteristics between those of Metacalanus Cleve, 1901 and Pilarella Alvarez, . Another new genus, Protoparamisophria, is closely related to Paramisophria Scott, 1897, but exhibits more plesiomorphic states in the female genital system and appendages. Two new species of the genera Paraugaptiloides Ohtsuka, Boxshall and Roe, and Sarsarietellus Campaner, 1984 are the second and the third species, respectively, for these genera. This discovery enhances the validity of these rare genera, and sheds light on the geological history of the Sulu Sea and the evolution of the Arietellidae within it.     

Molecular cloning and sequence analysis of the gene encoding interleukin‐6 of the giant panda (Ailuropoda melanoleuca)

In the present study, the cloning and sequence analysis of interleukin‐6 (IL‐6) from the giant panda (Ailuropoda melanoleuca) were described. Sequencing revealed that IL‐6 complementary DNA contains a 636 base‐pair open reading frame encoding 211 amino acids. Homology analyses indicated that the identity levels of nucleotide and deduced amino acid sequences of IL‐6 between the giant panda and other species in Carnivora ranged from 90.5% to 85.6% and from 82.9% to 76.5%, respectively. Phylogenetic analyses based on nucleotide and amino acid sequences showed that the harbour seal shared a closer relationship with the giant panda than other carnivores (ursids not included). The functionally important domains and sites that have previously been recognized in other carnivores were all observed in the IL‐6 sequence of the giant panda. These findings suggest that the complementary DNA fragment cloned is indeed the IL‐6 molecule with biological activity and can be used in immunological studies of the giant panda.     

The natural history of the parasitic wasp Trogus pennator (Hymenoptera: Ichneumonidae): Host‐finding behaviour and a possible host countermeasure

The parasitic wasp Trogus pennator (Ichneumonidae) attacks the larvae of swallowtail butterflies (Papilionidae). Female T. pennator were followed in the field as they searched for larvae of the zebra swallowtail butterfly, Eurytides marcellus (Papilionidae), feeding on Asimina (Annonaceae) in central Florida, USA. Predictions of host‐finding theory and interactions with the host were thus investigated in a natural setting. Wasps seldom flew to plants other than Asimina and apparently recognized the plants by visual cues. Plants were attractive regardless of host presence, as the wasps approached plants lacking E. marcellus feeding damage twice as often as they approached damaged plants. However, wasps approached damaged plants at a rate greater than their frequency in the Asimina population, indicating that they can detect host damage before they approach the plants. After approaching within 0.5?m of plants, wasps tended not to land on plants lacking feeding damage. A comparison of the plants they landed on, however, showed no consistent preferences for damaged plants. The weaker trends in the latter data indicate that the presence of feeding damage was not the sole criterion for landing, although it evidently influenced behaviour. After landing, wasps spent more time searching damaged plants than undamaged plants. Butterflies preferred to oviposit on plants shorter than those searched by T. pennator. Possible adaptive consequences of this phenomenon are discussed.     

Forecasting value‐at‐risk with a parsimonious portfolio spillover GARCH (PS‐GARCH) model

Accurate modelling of volatility (or risk) is important in finance, particularly as it relates to the modelling and forecasting of value‐at‐risk (VaR) thresholds. As financial applications typically deal with a portfolio of assets and risk, there are several multivariate GARCH models which specify the risk of one asset as depending on its own past as well as the past behaviour of other assets. Multivariate effects, whereby the risk of a given asset depends on the previous risk of any other asset, are termed spillover effects. In this paper we analyse the importance of considering spillover effects when forecasting financial volatility. The forecasting performance of the VARMA‐GARCH model of Ling and McAleer (2003), which includes spillover effects from all assets, the CCC model of Bollerslev (1990), which includes no spillovers, and a new Portfolio Spillover GARCH (PS‐GARCH) model, which accommodates aggregate spillovers parsimoniously and hence avoids the so‐called curse of dimensionality, are compared using a VaR example for a portfolio containing four international stock market indices. The empirical results suggest that spillover effects are statistically significant. However, the VaR threshold forecasts are generally found to be insensitive to the inclusion of spillover effects in any of the multivariate models considered. Copyright © 2008 John Wiley & Sons, Ltd.     

基于混沌人工蜂群算法优化的SVM 齿轮故障诊断

为克服支持向量机中模型参数的随意选择对分类性能造成的不利影响, 提出了基于混沌人工蜂群算法的支持向量机(CABC鄄SVM: Chaotic Artificial Bee Colony algorithm of Support Vector Machine)参数优化方法。该方法采用Logistic 混沌映射初始化种群和锦标赛选择策略, 对支持向量机的惩罚因子和核函数参数进行优化时以分类准确率作为适应度函数。通过UCI 标准数据集实验证明, CABC 具有较强的局部和全局搜索能力, 其优化的支持向量机可在很大程度上克服局部极值点, 从而获取更高的分类准确率, 并有效缩短了搜索时间。将该方法应用于实际齿轮故障诊断中, 采用小波相对能量作为特征输入支持向量机, 分类准确率达到99. 4%, 验证了该方法的可行性和有效性。     

基于3种建模法的食源性 ACE抑制二肽 QSAR 研究

以自组建的食源性血管紧张素转化酶（angiotensin I‐converting enzyme ,ACE）抑制二肽为研究样本,采用氨基酸描述子VHSE（principal component score vector of hydrophilicity ,steric ,and electronic properties）对ACE抑制二肽进行表征后,比较偏最小二乘（partial least square regression ,PLS）、支持向量机（support vector machine ,SVM）及主成分分析（principal component analysis ,PCA）‐SVM相结合的3种建模方法对ACE抑制二肽的QSAR（quantitative structure‐activity relationship）建模。结果显示,对于食源性ACE抑制二肽,3个模型的拟合能力无明显差异,SVM模型的预测能力略强;对其进行权重投影分析发现,C末端氨基酸较N末端氨基酸对其活性的影响更为明显。     

辅助室内定位的关键人体姿态识别

基于步行者航位推算的室内定位方法中位移的计算一定程度上依赖于人体姿态的正确识别。原地踏步和走路是其中主要的关键姿态,两者的加速度信号相似,传统方法很难进行高精度的区分,导致航位推算的步长计算错误。基于惯性传感器进行室内场景中八种人体姿态识别研究,根据运动强度的不同采用分层分类法。首先将原地踏步和走路归为一类,通过时域特征结合支持向量机(SVM)进行姿态分类;然后利用加速度的时域和小波特征以及磁场特征,结合Ada Boost方法进行二分类。关键姿态的识别准确率超过96%,对包含复杂运动姿态的步行者室内定位起到更佳的辅助作用。     

基于多层次非负稀疏编码和SVM的窃电检测方法

针对现有方法对新型窃电方式检测准确率不高的问题,文中提出了一种基于多层次非负稀疏编码和支持向量机(support vector machines, SVM)的窃电检测新方法。该方法以月度用电曲线为检测对象,基于多层次非负稀疏编码提取样本的多层次用电模式特征,以及窃电情景分析提取样本的数值统计特征,将二者的融合检测特征输入SVM分类器进行窃电检测。以爱尔兰智能电表数据集构造的算例验证了所提方法能够提高窃电检测的精确率和召回率。     

A nonparametric method for asymmetrically extending signal extraction filters

Two important problems in the X‐11 seasonal adjustment methodology are the construction of standard errors and the handling of the boundaries. We adapt the ‘implied model approach’ of Kaiser and Maravall to achieve both objectives in a nonparametric fashion. The frequency response function of an X‐11 linear filter is used, together with the periodogram of the differenced data, to define spectral density estimates for signal and noise. These spectra are then used to define a matrix smoother, which in turn generates an estimate of the signal that is linear in the data. Estimates of the signal are provided at all time points in the sample, and the associated time‐varying signal extraction mean squared errors are a by‐product of the matrix smoother theory. After explaining our method, it is applied to popular nonparametric filters such as the Hodrick–Prescott (HP), the Henderson trend, and ideal low‐pass and band‐pass filters, as well as X‐11 seasonal adjustment, trend, and irregular filters. Finally, we illustrate the method on several time series and provide comparisons with X‐12‐ARIMA seasonal adjustments. Copyright © 2010 John Wiley & Sons, Ltd.