Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models

This paper uses the dynamic factor model framework, which accommodates a large cross‐section of macroeconomic time series, for forecasting regional house price inflation. In this study, we forecast house price inflation for five metropolitan areas of South Africa using principal components obtained from 282 quarterly macroeconomic time series in the period 1980:1 to 2006:4. The results, based on the root mean square errors of one to four quarters ahead out‐of‐sample forecasts over the period 2001:1 to 2006:4 indicate that, in the majority of the cases, the Dynamic Factor Model statistically outperforms the vector autoregressive models, using both the classical and the Bayesian treatments. We also consider spatial and non‐spatial specifications. Our results indicate that macroeconomic fundamentals in forecasting house price inflation are important. Copyright © 2010 John Wiley & Sons, Ltd.     

What do numerical (climate) models really represent?

The translation of a mathematical model into a numerical one employs various modifications in order to make the model accessible for computation. Such modifications include discretizations, approximations, heuristic assumptions, and other methods. The paper investigates the divergent styles of mathematical and numerical models in the case of a specific piece of code in a current atmospheric model. Cognizance of these modifications means that the question of the role and function of scientific models has to be reworked. Neither are numerical models pure intermediaries between theory and data, nor are they autonomous tools of inquiry. Instead, theory and data are transformed into a new symbolic form of research due to the fact that computation has become an essential requirement for every scientific practice. Therefore the question is posed: What do numerical (climate) models really represent?     

几个导出模型的BLU估计间的关系的研究

首先给出分块奇异模型的一种新的导出模型,得出其M2X1β的BLU估计;讨论分块模型与几个导出模型的BLU估计之间的关系,给出这几个分块导出模型的M2X1β的BLU估计相等的充要条件.     

基于有序Logistic回归模型的北京高校男生有氧能力

为探索北京高校男生有氧能力的影响因素,通过随机抽样法抽取134名18~25岁北京高校男生,空腹抽静脉血测血液指标,用德国MetaMax 3B系统实时监测气体代谢,通过线性递增方案测得VO2max相对值。基于Spearman相关、有序Logistic回归等分析方法进行分析处理。结果表明：北京高校男生有序Logistic回归方程：Ln{P(Y≤1|x)/1-P(Y≤1|x)}=-2.757-0.067*X1-0.025*X2+0.066*X3+0.018*X4-0.009*X5;Ln{P(Y≤2|x)/1-P(Y≤2|x)}=-0.771-0.067*X1-0.025*X2+0.066*X3+0.018*X4-0.009*X5（X1=体重、X2=心率(heart rate, HR)、X3=每搏输出量(stroke volume, SVI)、X4=心室射血时间(ventricular ejection time, VET)、X5=血红蛋白(hemoglobin, HGB)）。回归方程模型系数综合检验步(step)、块(block)、模型(model)检验的P值均小于0.01;拟合优度检验的-2对数似然值(-2LL)为159.374,Cox&SnellR2为0.331,NagelkerkeR2为0.373;预测等级1准确率为45.5%,等级2准确率为100%,等级3准确率为100%,综合为81.8%,说明Logistic回归模型性能良好。Hosmer和Lemeshow检验预测值与观望值无显著性差异（P>0.05）。可见北京高校男生定量负荷心功能、血液指标与有氧能力的多元Logistic回归模型拟合度较好,且HR、SVI、VET、HGB是有氧运动能力的重要预测因素。     

阀控非对称缸液压系统建模研究

考虑了阀控非对称缸液压系统中阀与缸之间采用软管连接的情况,构建了系统方程,推导了活塞杆在两个方向,活塞杆伸出和活塞杆缩回时的两个传递函数,分析了两个方向的增益与固有频率,采用了SimHydraulics实物仿真,仿真结果验证了对传递函数的理论分析.     

球体-平面黏附模型分析

为确定Bradley黏附模型与Hamaker假设黏附模型之间的关系和差异,运用Hamaker假设和原子间的Lennard-Jones势能推导出了两平面间的相互作用力,通过与平面间的Lennard-Jones势能进行对比分析,得到了原子势参数与平面势参数间的关系式.根据此关系式将Bradley模型转化为由Hamaker常数描述的黏附模型,并根据Hamaker常数的定义式将Bradley模型最终转化为由原子势参数和Hamaker常数描述的黏附模型.理论分析与仿真结果表明,基于Hamaker假设的黏附模型与Bradley黏附模型完全一致,证实了原子势参数与平面势参数间关系式的正确性,为采用连续介质力学方法研究微观离散世界的黏附问题提供了理论基础.     

基于时间序列的灰色预测技术在估产模型中的应用

在建立估产模型过程中，引进基于时间序列的灰色预测技术，通过对样本点建立基于时间序列的灰色预测模型和常规的多元线性回归气象模型的分析比较，试图找到一种计算简单，数据要求少而精度较高，时效性较好的建模方法，为时间序列预测在农作物估产方面的应用作出一点探索。     

民办本科高校科学发展的新途径研究

在问卷调查的基础上,以郑州科技学院为典型个案进行详细的论证分析,提出民办高校应该以现有的基础为突破口,发挥其特长,走职业教育之路.     

My Understanding of the Main Similarities and Differences between the Three Translation Models

In this paper, the author wants to prove that the three translation models not only have similarities but also have differences, with the similarities being that they all refer to faithful and free translation and the status of reader, the differences being that their focuses are quite different and their influence upon the present translation theory and practice vary.     

两种识别复杂噪声源的多输入频域模型

本文按多输入/单输出(MISO)频域模型对一台疲劳试验机工作状态下的噪声进行了测量与计算,获得了各部件振动辐射噪声的动态特性和有关数据,同时论述了用多输入/二输出(MITO)频域模型对双麦克风声强法的改进,以解决在机器中同时存在的非结构振动噪声源(如空气动力噪声、电磁噪声)以及互相耦合的多个声源的定量识别问题。