Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

In recent years the singular spectrum analysis (SSA) technique has been further developed and applied to many practical problems. The aim of this research is to extend and apply the SSA method, using the UK Industrial Production series. The performance of the SSA and multivariate SSA (MSSA) techniques was assessed by applying it to eight series measuring the monthly seasonally unadjusted industrial production for the main sectors of the UK economy. The results are compared with those obtained using the autoregressive integrated moving average and vector autoregressive models. We also develop the concept of causal relationship between two time series based on the SSA techniques. We introduce several criteria which characterize this causality. The criteria and tests are based on the forecasting accuracy and predictability of the direction of change. The proposed tests are then applied and examined using the UK industrial production series. Copyright © 2012 John Wiley & Sons, Ltd.     

近代物理学中的唯心主义问题和概念错误

近代物理学中,存在着严重的唯心主义问题。主要表现为:否定感觉与实在的关系、不讲因果律、用数学演绎方法臆想宇宙、宣传不需要时间的超距作用、哲学和物理概念错误、研究宇宙起源、脱离了公理化理论体系、否定基本物理量的定义等。由于这些问题的存在,近代物理学破坏了物理学以至整个科学的基础。在物理学研究中,必须坚持唯物主义、反对唯心主义和神创论。     

Computation in cognitive science: it is not all about Turing-equivalent computation

It is sometimes suggested that the history of computation in cognitive science is one in which the formal apparatus of Turing-equivalent computation, or effective computability, was exported from mathematical logic to ever wider areas of cognitive science and its environs. This paper, however, indicates some respects in which this suggestion is inaccurate. Computability theory has not been focused exclusively on Turing-equivalent computation. Many essential features of Turing-equivalent computation are not captured in definitions of computation as (digital) symbol manipulation. Turing-equivalent computation did not play the role in McCulloch and Pitts’s early cybernetic work that is sometimes attributed to it. Finally, various segments of the neuroscientific community invoke a notion of computation that differs from the Turing-equivalent notion.     

基于VAR模型的上证50指数与沪深300指数的协整分析与实证分析

运用证券软件搜集到最新的上证50和深证300指数的一年收盘数据,并运用计量经济学理论单位根检验、格兰杰因果检验、协整检验、脉冲反应和Eviews5.0软件对其分析,得出处理的数据结果,并对数据信息进行分析,得出相应的结论。     

湖北省CPI和PPI关系的实证分析

对湖北省2001年1月至2010年11月的CPI和PPI进行了协整检验和格兰杰因果关系检验,结果显示,在所检验的时间区间,CPI与PPI存在长期均衡关系,CPI和PPI之间在滞后1～3个月的基础上互为格兰杰因果关系,而直到滞后13个月,CPI一直是PPI的格兰杰原因,说明短期存在PPI和CPI的相互价格传递,长期存在着CPI向PPI的价格传递;建立了PPI关于CPI滞后项的二次回归模型,指出t期PPI是(t-1)期CPI的一元二次函数;通过对2010年12月PPI的真实值和根据函数拟合得到的预测值进行对比分析,验证了模型的可靠性.     

Emergence,Evolution, and the Geometry of Logic: Causal Leaps and the Myth of Historical Development

After sketching the historical development of “emergence” and noting several recent problems relating to “emergent properties”, this essay proposes that properties may be either “emergent” or “mergent” and either “intrinsic” or “extrinsic”. These two distinctions define four basic types of change: stagnation, permanence, flux, and evolution. To illustrate how emergence can operate in a purely logical system, the Geometry of Logic is introduced. This new method of analyzing conceptual systems involves the mapping of logical relations onto geometrical figures, following either an analytic or a synthetic pattern (or both together). Evolution is portrayed as a form of discontinuous change characterized by emergent properties that take on an intrinsic quality with respect to the object(s) or proposition(s) involved. Causal leaps, not continuous development, characterize the evolution of human life in a developing foetus, of a thought out of certain brain states, of a new idea (or insight) out of ordinary thoughts, and of a great person out of a set of historical experiences. The tendency to assume that understanding evolutionary change requires a step-by-step explanation of the historical development that led to the appearance of a certain emergent property is thereby discredited.     

中国股票市场流动性与收益动态关系研究

应用向量自回归(VAR)方法和格兰杰非因果性检验等计量经济方法,研究了中国股票市场流动性和收益的动态关系.研究表明,随着中国证券市场的发展,市场流动性特征也在发生变化,2002年中国股票市场出现了"非流动性溢价"现象.     

汉语因果复句研究综述

"因果关系"即"原因"和"结果"的关系。"因果复句"是"用来表达因果关系的复句,是客观因果关系在语言中的一种主观表现形式"。汉语因果复句的研究成果可以概括为"三点、两面、一线"六个字,其不足主要体现为"四重四轻"。     

信用债券定价中的基准利率选择

银行间债券市场定价基础的不统一导致信用债券误定价现象时有发生,本文采用G ranger因果关系检验方法分析了央行票据与同业拆借利率之间的相互引导关系,研究发现央行票据是引起同业拆借利率变化的G rang-er原因,由此可以推断央行票据利率具有更强的价格发现功能,是当前市场条件下信用债券定价的基准利率。     

四川省社会消费与经济增长关系的实证研究

文章根据1998-2009年四川省社会消费与GDP数据进行回归分析,实证研究四川省消费增长与经济增长之间的相互关系.结果表明:四川省社会消费和GDP之间存在双向因果关系,两者之间相处促进.为此需要继续刺激社会消费增长,从而促进经济与消费的良性循环增长.