基于神经网络技术的干散货运价指数预测

在考虑了干散货运输需求、干散货船舶供给以及干散货船舶闲置等对运价指数影响的基础上,采用神经网络技术对月度干散货指数进行了研究,并且与基于ARCH模型和多元线性回归模型的预测进行了对比研究,结果表明从提高预测精度的角度来说神经网络技术是最优的.     

南大洋冰山特征初步分析

基于中国第19次南极科学考察从2002年12月至2003年1月在南大洋航行期间利用船舶雷达对航线两侧冰山的观测,给出了从雷达图像中获取冰山尺寸及其运动速度、方向的方法,获得了航线周围冰山的运动速度和尺寸分布.通过比较分析发现R oss海和W edde ll海冰山长度主要集中在880 m和1 180 m左右,冰山运动主要呈东北或西北向,运动速度与北极冰山的速度接近;P rydz湾的最大冰山尺寸则在65.4°S~68.2°S内随着接近Am ery冰架先增大后减小,符合一般物体崩塌的力学规律.另外,通过多元回归分析建立了冰山运动速度和同步测量的风速、流速间的关系,发现在当地典型情况下,风速对冰山运动的贡献是流速贡献的一半.     

基于无条件分位回归的民营上市公司高管薪酬问题研究

高级管理人员的薪酬作为现代企业委托代理关系中的核心问题一直是社会的焦点.本文以我国民营上市公司为样本,首先研究了公司规模、每股收益、营业收入、流动负债和高管持股比例作用于高管薪酬不同分位点处的条件分位偏效应,结果表明它们在不同分位水平下的影响各异;然后为了获得这些因素的一般边际影响,利用无条件分位回归分析了它们的无条件分位偏效应,结果指出公司规模、每股收益和营业收入与各个分位水平的高管薪酬呈不同程度的正相关而流动负债则为负相关,高管持股比例与低分位水平的高管薪酬正相关而对中高分位水平的影响不显著;最后对相关结果进行了对比,发现每个影响因素的条件和无条件分位偏效应有所区别,并且无条件分位偏效应的解释意义更具有现实价值.     

基于LWSVR的繁忙机场航班滑出时间预测

针对繁忙机场航班滑出时间预测准确率低的问题,结合局部回归和加权支持向量回归,提出基于局部加权支持向量回归的离港航班滑出时间预测模型。该模型采用K最近邻方法,减小训练样本集容量,并为每个预测样本构建一个预测模型。通过计算训练样本与预测样本间的马氏距离,来优化加权支持向量回归中高斯核加权函数的带宽参数,获得加权系数。结合某机场离港航班数据仿真分析,实验结果表明模型在误差允许范围内的预测准确率达到83.33%,模型更加稳定。     

Correcting the January optimism effect

Each month, various professional forecasters give forecasts for next year's real gross domestic product (GDP) growth and unemployment. January is a special month, when the forecast horizon moves to the following calendar year. Instead of deleting the January data when analyzing forecast updates, I propose a periodic version of a test regression for weak-form efficiency. An application of this periodic model for many forecasts across a range of countries shows that in January GDP forecast updates are positive, whereas the forecast updates for unemployment are negative. I document that this January optimism about the new calendar year is detrimental to forecast accuracy. To empirically analyze Okun's law, I also propose a periodic test regression, and its application provides more support for this law.     

小群体互动与大学生寝室人际关系

运用小群体互动理论来分析大学生寝室人际关系,通过对上海某重点高校本科生生活园区的抽样调查数据,运用有序变量的logistic回归分析影响大学生寝室人际关系的主要因素。研究发现寝室人际关系在性别、是否独生子女、家庭条件、学科、年级均不存在显著差异,其主要影响因素是大学生对于寝室的价值定位、和室友聊天的时间以及参与寝室公共活动的多少等。     

掘进工作面瓦斯涌出规律研究

通过对潘一矿掘进工作面涌出量进行实测,对工作面瓦斯涌出来源及构成进行了分析。利用回归分析法,找出了工作面落煤、煤壁瓦斯涌出规律,为工作面的通风管理与安全生产提供了必要的技术指导。     

Price–Dividend Ratios and Stock Price Predictability

A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–dividend (PD) ratios. The current research focuses on the significance of the time‐varying mean and nonlinear dynamics of PD ratios in the empirical analysis. Empirical results support the proposed nonlinear model of the PD ratio and the stationarity of the trend‐adjusted PD ratio. Furthermore, this paper rejects the non‐predictability hypothesis of stock prices statistically based on in‐ and out‐of‐sample tests and economically based on the criteria of expected real return per unit of risk. Copyright © 2011 John Wiley & Sons, Ltd.     

一种基于视频图像的挖掘机工作状态识别方法

为了实现违法用地现象的实时监测,对土地间的挖掘机等施工机械的工作状态识别是非常重要的.实际场景下,因随机噪声和光照变化的影响,给挖掘机工作状态识别带来极大的挑战.本文提出一种基于视频图像的挖掘机工作状态识别方法,首先,对同一品牌挖掘机工作装置的各种姿态建立混合local binary features (LBF)形状回归模型并进行离线训练;其次,利用上述模型预测输入视频帧中挖掘机工作装置的形状信息,构建挖掘机的工作状态特征描述子;最后,利用support vector machine (SVM)分类器自动判别挖掘机的工作状态—-工作状态或非工作状态.实验结果表明,该方法很好地克服了多姿态导致形状变化的影响,对挖掘机工作状态识别准确率达到了93.53%.     

Treed Avalanche Forecasting: Mitigating Avalanche Danger Utilizing Bayesian Additive Regression Trees

Little Cottonwood Canyon Highway is a dead‐end, two‐lane road leading to Utah's Alta and Snowbird ski resorts. It is the only road access to these resorts and is heavily traveled during the ski season. Professional avalanche forecasters monitor this road throughout the ski season in order to make road closure decisions in the face of avalanche danger. Forecasters at the Utah Department of Transportation (UDOT) avalanche guard station at Alta have maintained an extensive daily winter database on explanatory variables relating to avalanche prediction. Whether or not an avalanche crosses the road is modeled in this paper via Bayesian additive tree methods. Utilizing daily winter data from 1995 to 2011, results show that using Bayesian tree analysis outperforms traditional statistical methods in terms of realized misclassification costs that take into consideration asymmetric losses arising from two types of error. Closing the road when an avalanche does not occur is an error harmful to resort owners, and not closing the road when one does may result in injury or death. Copyright © 2016 John Wiley & Sons, Ltd.