Error rates in quadratic discrimination with constraints on the covariance matrices

In multivariate discrimination of several normal populations, the optimal classification procedure is based on quadratic discriminant functions. We compare expected error rates of the quadratic classification procedure if the covariance matrices are estimated under the following four models: (i) arbitrary covariance matrices, (ii) common principal components, (iii) proportional covariance matrices, and (iv) identical covariance matrices. Using Monte Carlo simulation to estimate expected error rates, we study the performance of the four discrimination procedures for five different parameter setups corresponding to standard situations that have been used in the literature. The procedures are examined for sample sizes ranging from 10 to 60, and for two to four groups. Our results quantify the extent to which a parsimonious method reduces error rates, and demonstrate that choosing a simple method of discrimination is often beneficial even if the underlying model assumptions are wrong.The authors wish to thank the editor and three referees for their helpful comments on the first draft of this article. M. J. Schmid supported by grants no. 2.724-0.85 and 2.038-0.86 of the Swiss National Science Foundation.     

基于Notes开发环境的OAS工作流的设计与实现

分析了OAS子系统体系结构和应用层的功能，介绍了基于Notes的OAS工作流实现技术．在此基础上，针对OAS系统的现存问题，采用功能强大的Lotus Notes群件系统，实现了OAS系统的核心模块．     

复方中药制剂对奶牛血液生化指标的影响

利用党参、白芍、熟地、炙黄芪、补骨脂、枸杞子、山药等中药组成的复方中药散剂对围产期奶牛血液生化指进行测定。结果显示:复方中药制剂能显著地降低产后奶牛血清谷草转氨酶(SGOT)、血清γ-谷氨酰转肽酶(Sγ-GT)、血清碱性磷酸酶(SALP)的活性(P<0.05);血清酮体含量(KB),血清甘油三酯(TG)含量显著减少(P<0.01);血糖(G)含量升高(P<0.05);血清钙,无机磷的含量维持正常水平;并能有效地改善围产期奶牛的肝脏功能,维持奶牛的正常代谢,预防奶牛围产期的营养代谢性疾病。     

因子分析在学生成绩影响因素调查结果中的应用

因子分析基本思想是通过对多个原始变量提取主成分,经过正交旋转,可以找出主要的独立影响因素。通过对学生的多因素多样本问卷调查,将因子分析应用于教育教学数据分析之中,从而找出影响学生学习成绩的主要原因,为进一步的教育教学改革提供了一定的理论依据。     

基于模糊推理的人工鱼嗅觉感知研究

“人工鱼”利用人工生命方法实现计算机动画。为了丰富人工鱼的感知能力，提高对自然鱼的逼真动画效果，文章在分析“自然鱼”嗅觉机制、参考“机器鱼”感知系统的基础上，研究并实现了人工鱼的虚拟嗅觉感知．首先在人工鱼体系结构基础上建立了人工鱼嗅觉感知模型，并仿照生物嗅觉形成机理设计了三层嗅觉识别模型，采用基于主成分分析的模糊推理方法实现了嗅觉感知．经动画仿真，得到满意结果。嗅觉感知的研究和实现为人工鱼多感知融合系统提供了基础，也可为机器鱼嗅觉研究提供软件仿真平台。     

Unobserved components in ARCH models: An application to seasonal adjustment

The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence of (moderate) non-linearity, which does not disappear with simple outlier correction. The GARCH structure explains reasonably well the non-linearity, and this explanation is robust with respect to the GARCH specification. We look at the time variation of the standard error of the adjusted series estimator and show how it can be measured. Next, we look at the implications this variation has on short-term monetary control. The non-linearity seems to have a small effect in practice. It is further seen that the conditional variance of the GARCH process may, in turn, be decomposed into components. In fact, the conditional variance of the money supply series is the sum of a weak linear trend, a strong non-linear seasonal component, and a moderate non-linear irregular component. This information has policy implications: for example, there are periods in the year when policy can be more assertive because information is more precise. Finally, looking at the non-linear components of the money supply it is seen how linear combinations of non-linear series can produce series that behave linearly.     

Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment

A variety of recent studies provide a skeptical view on the predictability of stock returns. Empirical evidence shows that most prediction models suffer from a loss of information, model uncertainty, and structural instability by relying on low‐dimensional information sets. In this study, we evaluate the predictive ability of various lately refined forecasting strategies, which handle these issues by incorporating information from many potential predictor variables simultaneously. We investigate whether forecasting strategies that (i) combine information and (ii) combine individual forecasts are useful to predict US stock returns, that is, the market excess return, size, value, and the momentum premium. Our results show that methods combining information have remarkable in‐sample predictive ability. However, the out‐of‐sample performance suffers from highly volatile forecast errors. Forecast combinations face a better bias–efficiency trade‐off, yielding a consistently superior forecast performance for the market excess return and the size premium even after the 1970s.     

Forecasting Death Rates Using Exogenous Determinants

Mortality models used for forecasting are predominantly based on the statistical properties of time series and do not generally incorporate an understanding of the forces driving secular trends. This paper addresses three research questions: Can the factors found in stochastic mortality‐forecasting models be associated with real‐world trends in health‐related variables? Does inclusion of health‐related factors in models improve forecasts? Do resulting models give better forecasts than existing stochastic mortality models? We consider whether the space spanned by the latent factor structure in mortality data can be adequately described by developments in gross domestic product, health expenditure and lifestyle‐related risk factors using statistical techniques developed in macroeconomics and finance. These covariates are then shown to improve forecasts when incorporated into a Bayesian hierarchical model. Results are comparable or better than benchmark stochastic mortality models. Copyright © 2014 John Wiley & Sons, Ltd.     

COM组件的设计与使用

本文从现代编程思想出发，介绍了COM组件技术及在现实编程环境中遇到的一些有关COM编程的关键技术．并具体描述了联机手写汉字规整化COM组件的设计及在客户程序中如何使用组件．     

红豆浆果的成分分析

红豆学名越桔(Cowberry,拉丁名Vaccinium Vitis-idaea),为杜鹃花科野生植物,果实红色,味酸甜,可生食,亦可用糖或盐淹后食用。内蒙古大兴安岭一带盛产,藏量丰富。当地用其来酿制红豆酒及生产软饮料。急待开发新产品,以便提高资源利用率。 本文着眼于内蒙地区丰富的天然资源及应用现状,对红豆果的组成及氨基酸的含量进行了测定。结果表明,其中含有常见的十八种氨基酸,八种人体必需的氨基酸,且含量较高,具有很高的营养价值。这为该项资源的开发和深加工提供了可靠的实验数据。