1621号超强台风“莎莉嘉”风暴潮特征分析

为积累风暴潮预报经验,本文采用统计分析法和对比分析法,对1621号超强台风"莎莉嘉"影响广西沿海时的台风资料和风暴潮资料进行研究。结果表明:超强台风"莎莉嘉"路径稳定、强度强、移动速度不稳定,其造成的风暴减水明显,风暴增水周期性明显,多为单峰型,最大增水一般出现在台风登陆前3-5 h;风暴过程中,广西沿海3个监测站最大增水出现时间、强度基本一致;随着风向转变和风速增大,风暴增水呈现逐渐增大的趋势,台风强度越强最大增水越大,最大增水出现时间与台风移动路径有关。     

Moving average threshold heterogeneous autoregressive (MAT-HAR) models

We propose moving average threshold heterogeneous autoregressive (MAT-HAR) models as a novel combination of heterogeneous autoregression (HAR) and threshold autoregression (TAR). The MAT-HAR has multiple groups of lags of a target series, and a threshold term can appear in each group. The threshold is a moving average of lagged target series, which guarantees time-varying thresholds and simple estimation via least squares. We show via Monte Carlo simulations that the MAT-HAR has sharp in-sample and out-of-sample performance. An empirical application on the industrial production of Japan suggests that significant threshold effects exist, and the MAT-HAR has a higher forecast accuracy than the HAR.     

基于互联网大数据的旅游需求分析——以北京怀柔为例

互联网大数据为经济金融以及旅游等行业的准确分析及预测提供了良好的数据基础.随着我国旅游业的蓬勃发展,旅游需求分析及旅游管理迫切需要实时且准确的数据作为支撑.本文以北京怀柔为例,收集两类互联网大数据进行实证研究.首先通过挖掘互联网搜索数据分析旅游目的地的热度,进而利用主成分分析方法构建搜索指数衡量旅游需求;其次通过利用携程网怀柔游客大数据分析游客的基本特征及游客旅游行为,即游客对旅游产品、景区和酒店的偏好.综合大数据分析结果,为旅游管理实践提出相应的建议.本研究有望为大数据时代下的旅游管理提供新的基于数据的分析视角.     

Yield curve forecast combinations based on bond portfolio performance

We propose an economically motivated forecast combination strategy in which model weights are related to portfolio returns obtained by a given forecast model. An empirical application based on an optimal mean–variance bond portfolio problem is used to highlight the advantages of the proposed approach with respect to combination methods based on statistical measures of forecast accuracy. We compute average net excess returns, standard deviation, and the Sharpe ratio of bond portfolios obtained with nine alternative yield curve specifications, as well as with 12 different forecast combination strategies. Return‐based forecast combination schemes clearly outperformed approaches based on statistical measures of forecast accuracy in terms of economic criteria. Moreover, return‐based approaches that dynamically select only the model with highest weight each period and discard all other models delivered even better results, evidencing not only the advantages of trimming forecast combinations but also the ability of the proposed approach to detect best‐performing models. To analyze the robustness of our results, different levels of risk aversion and a different dataset are considered.     

菊方翅网蝽在南京分布及其对中国的风险分析

【目的】了解菊方翅网蝽在南京的分布及危害情况,并确定其在中国的潜在适生分布区和风险大小,为菊方翅网蝽的防控提供参考。【方法】采用实地踏查的方式对南京市8个主城区的公园、广场、绿道等进行调查;采用MaxEnt生态位模型,结合地理信息系统(ArcGIS)预测菊方翅网蝽在中国的潜在适生区;采用多指标综合评价法,从传入的可能性、定殖的可能性、扩散的可能性、受害寄主的经济重要性和危险性管理难度方面,对菊方翅网蝽在中国的入侵风险进行定量和定性分析。【结果】在南京8个主城区均发现有菊方翅网蝽入侵,主要危害菊科杂草,在菊花上危害较轻;预测菊方翅网蝽在中国的潜在适生区约占中国国土面积的40%;菊方翅网蝽在外来入侵有害生物多指标综合评价体系中得分为2.05,属高度风险有害生物。【结论】菊方翅网蝽在南京市已普遍发生,中国潜在适生范围广、风险较大,应加强对该虫的监测,避免进一步扩散。     

Do IMF fiscal forecasts add value?

We used a panel of 29 advanced and emerging market countries to investigate whether the IMF's World Economic Outlook (WEO) fiscal forecasts add value in terms of forecast accuracy and information content, relative to private sector forecasts (from Consensus Economics). We find that: (i) WEO forecasts are not significantly less accurate than Consensus forecasts; (ii) WEO and Consensus forecasts tend to mutually encompass one another; and (iii) each source of forecasts appears to contain some information that is not embedded in the other source.     

LM曲线移动因素的疏漏及其对货币政策效果影响探究

分别采用几何法和代数法,从需求一边研究影响LM曲线位置的因素和影响过程,分析了如何更为规范地表述LM曲线移动的问题,并结合我国实际分析了货币需求一边因素的变化对货币政策效果的影响。分析结果显示:影响LM曲线移动的因素有货币交易需求、货币投机需求和实际货币供给量的变动;货币交易需求函数和货币投机需求函数都有常数项;当LM曲线移动时,表述为LM曲线向上或下移动更为规范;货币交易需求和货币投机需求增加都会导致LM曲线向上移动;我国未来货币交易需求会减小而货币投机需求会增加,进而导致货币政策效应变小。     

维修条件下电器设备备件需求模型

应用随机服务系统理论及矩阵和微分方程理论，建立寿命具有负指数分布的元件在维修条件下的备件需求模型，并给出了模型的软件实现。     

剖析需求优先MAC协议的优势

介绍一种适合在高速局域网上应用的需求优先先介质访问控制协议，它通过采用两个关键技术，在尽可能地保护以往网络的前提下提供了明显优越于以往网络的性能，为我国在现有经济实力下加快网络化和网络升级提供了一条途径。     

农产品的价格和需求对无公害植保技术使用的影响

分析了影响无公害植保技术使用的因素,从生产者具有追求利润最大化的动机入手,建立了农产品价格和需求对无公害植保技术使用的分析模型。得出了农产品在各种需求状况下支持使用无公害植保技术所必须具有的价格;提出了推广使用无公害植保技术若干建议措施。图3,参14。