Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

含量子点的A-B环中的持续电流(PC)与环尺寸的关系

对处于磁场中的近藤体系的闭合点环系统，其基态性质用单一杂质安德森模型哈密顿量加以研究；该哈密顿量是用平均场理论Slave—Boson技术求解。结果表明：由磁场感应的电流与系统字称和环的尺寸大小有很大关系，通过理论研究得出一些新的结论并探讨了一些相关问题。     

LaMnO3不同晶位掺杂的磁电阻效应

基于研究钙钛矿型氧化物磁电阻效应的目的,采用固相反应法制备了实验所需的单相多晶样品,主要就La位二价金属离子掺杂和稀土互掺及Mn位掺杂对LaMnO3磁电阻影响的实验结果作比较研究,发现La位稀土互掺对磁电阻的影响可以用晶格效应来解释,并明确指出La位和Mn位掺杂是提高和调制钙钛矿型锰氧化物超大磁电阻效应的一种有效途径.     

量子霍耳效应探讨

本文从线性响应理论的久保公式出发，用正则系综求统计平均的方法，导出了整数量子霍耳电导。从而解释了整数量子霍耳效应。     

动态校正的PI型广义预测控制器及其在反应釜系统中的仿真研究

提出了一种新型的广义预测控制器。由于在控制器的设计中,进行了预测误差的动态校正,并且控制器采用了比例积分型(PI)目标函数,因此该控制器对未建模动态具有很强的鲁棒性。应用低阶的模型对一个强放热的化学反应釜模型进行的仿真研究检验了该方法的有效性。     

Michelson干涉仪测光波波长原理新释

利用光学中的Doppler效应和“拍”现象理论,对Michelson干涉仪测光波波长的实验原理给出新的解释,从而拓宽了对该实验原理的理解和加深了对实验现象本质的认识。     

关于世行贷款基础教育项目实施效果的调查

世界银行贷款第四个贫困地区基础教育发展项目 ,自 1997年在我国西部贫困地区启动以来 ,取得了实实在在的成效。本文以云南省宣威市“贫四项目”实施效果为对象 ,进行了实事求是的调查与分析     

EJK951型油水界面传感器在油田中的应用

结合生产实际 ,从不同角度分析了油田生产中油水界面的特性 ,简要介绍了EJK95 1型油水界面传感器的工作原理、特点及在油田生产中的应用情况 ,该表是基于传统的电容式传感器原理 ,结合现代微电子技术而研制生产的一种新型油水界面传感器 ,具有结构简单、测量精度高、稳定性好等特点 ,是油水界面测量中的优选仪表。①     

双层钙钛矿Sr2FeMoO6，Ba2FeMoO6的电磁性质研究

分析了双层钙钛矿结构的锰氧化合物Sr2FeMoO6,Ba2FeMoO6物相结构和电磁学性质,对巨磁阻效应进行了探讨,揭示了Sr2FeMoO6样品为半导体导电性,Ba2FeMoO6样品为金属导电性.     

Polarized Emission of Molecular Film With Lanthanide (Ⅲ) Complex

1 Results In the coordination system by using complexation with organic ligand, the ff emission of lanthanide(Ⅲ) (Ln(Ⅲ)) is induced the excitation energy transfer form the organic chromophore under the light-irradiation. However, there are not so much number of reports to discuss the energy relaxation mechanism in such complexes with Ln(Ⅲ). Recently, we succeeded firstly to estimate the rate constant of the energy transfer between the ligand and Ln(Ⅲ) in Pr(Ⅲ)-phenanthroline analogs[1]. Here, we will di...