Forecasting recessions using the yield curve

We compare forecasts of recessions using four different specifications of the probit model: a time invariant conditionally independent version; a business cycle specific conditionally independent model; a time invariant probit with autocorrelated errors; and a business cycle specific probit with autocorrelated errors. The more sophisticated versions of the model take into account some of the potential underlying causes of the documented predictive instability of the yield curve. We find strong evidence in favour of the more sophisticated specification, which allows for multiple breakpoints across business cycles and autocorrelation. We also develop a new approach to the construction of real time forecasting of recession probabilities. Copyright © 2005 John Wiley & Sons, Ltd.     

Genetic algorithm-based wide-band deterministic maximum likelihood direction finding algorithm

1 .INTRODUCTIONThe problemof esti mating direction of arriving waveusing array signal processing has wide applications inradar ,sonar ,seismology,astronomy and mobile andsatellite communication system, and has receivedmuch attentionin recent years .But the current liter-ature about direction finding algorithmpays more at-tention to narrow-band signal ,that is to say band-width of signal is far smaller than center frequency ofsignal and so envelop of signal keeps invariant in thesensors of …     

NURBS曲线半正交小波分解的Gauss算法

在多分辨率曲线和曲面造型中,B样条小波已经得到广泛应用 为了进行小波分解,通常要解一个线性方程组或者求矩阵的逆 如果曲线比较复杂,控制点较多 (例如:数千个以上 ),则矩阵的阶数就会很大,所需的内存将难以容忍,小波分解的速度也会受到很大影响 本文根据B样条小波的综合滤波器的特点,给出了GaussB样条半正交小波的快速分解算法     

Finding global minima with a new dynamical evolutionary algorithm

A new dynamical evolutionary algorithm (DEA) based on the theory of statistical mechanics is presented. This algorithm is very different from the traditional evolutionary algorithm and the two novel features are the unique of selecting strategy and the determination of individuals that are selected to crossover and mutate. We use DEA to solve a lot of global optimization problems that are nonlinear, multimodal and multidimensional and obtain satisfactory results. Foundation item: Supported by the National Natural Science Foundation of China (No. 60133010, NO. 60073043 and No. 700/1042) Biography: Zou Xiu-fen(1996-), female, Ph. D candidate, Associate professor, research direction: evolutionary computing, parallel computing.     

基于层面信息的路径优化

根据分层物体快速成型（LOM）中零件逐层累积的特点，从缩短加工时间、提高制件效率方面着手阐述了路径优化的必要性，针对LOM机的运动机理和软件数据结构，给出了扫描路径优化的原理，将图论中的便宜算法用于LOM机的扫描路径优化。     

基于像素特征的路面裂缝图像自适应滤噪

分析了破损路面图像的像素点区域特征，针对不同区域提出加权邻域滤波和自适加权中值滤波算法。其权值是通过对图像中区域特征的推理得到的，所以算法中能根据图像的区域特征自适应的进行滤波。试验表明，本算法能够有效滤除噪声，并具有很好的细节保护能力。     

知识库中精确知识的判定算法

研究了知识库中挖掘它所包含的精确知识的方法，给出知识库的相关概念及精确知识的定义，讨论了一种在所定义的知识库中提取并判定精确知识的算法．     

ISAT方法在射流火焰PDF计算中的应用

描述了一种应用于湍流反应流场中，用以减少化学反应计算时间的有效方法——当地自适应建表方法，并对之做了改进，使其可以适用于变时间步长环境下的计算流场．应用此方法计算甲烷／空气湍流射流扩散火焰问题，结果显示同直接数值积分方法比较，当地自适应建表方法可以在保证满足计算精度要求的条件下有效的减少化学反应计算时间．     

EQUILIBRIUM ALGORITHMS WITH NONMONOTONE LINE SEARCH TECHNIQUE FOR SOLVING THE TRAFFIC ASSIGNMENT PROBLEMS

This paper presents a unified bination algorithms （such as FrankWolfe problems. Global convergence results are framework of the nonmonotone convex comAlgorithm） for solving the traffic assignment established under mild conditions. The line search procedure used in our algorithm includes the nonmonotone Armijo rule, the non- monotone Goldstein rule and the nonmonotone Wolfe rule as special cases. So, the new algorithm can be viewed as a generalization of the regular convex combination algorithm.     

可变分区存储管理方式的模拟

论述了如何用C语言模拟可变分区存储管理方式的过程。形象地展示了操作系统中可变分区存储管理中采用的最佳适应算法的分配与回收过程，达到了理论与实践相联系的目的。