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.     

Influence of hydrochlorothiazide on the pain threshold and on the antinociceptive activity of morphine,in rats

Summary Hydrochlorothiazide, acutely injected in rats, has a weak analgesic activity per se and potentiates and prolongs the antinociceptive effect of morphine.This work was supported in part by grants from Consiglio Nazionale delle Ricerche, and by Ministero della Pubblica Istruzione, Roma.     

极值VaR度量的一个新方法研究

在险价值是度量市场风险的一种普遍使用的工具，是市场风险度量的基石。本文应用统计学中的极值理论与泊松过程于VaR的计算。这种新方法是VaR度量方法中最稳健的方法之一。     

高、低感觉寻求者的心理差异比较及在教学中的应用

通过对360名大学生进行随机抽样，经过朱克曼的感觉寻求量表SSS－V测定，从中挑选出高、低感觉寻求各30名，比较研究两心理差异，旨在为体育教学改革提供一定的参考依据。     

Energy flow and community structure in freshwater ecosystems

The goal of this article is twofold: 1) It aims at providing an overview on some major results obtained from energy flow studies in individuals, populations, and communities, and 2) it will also focus on major mechanisms explaining community structures. The basis for any biological community to survive and establish a certain population density is on the one hand energy fixation by primary producers together with adequate nutrient supply and the transfer of energy between trophic levels (bottom-up effect). On the other hand, predator pressures may strongly control prey population densities one or more trophic levels below (top-down effect). Other interpopulation effects include competition, chemical interactions and evolutionary genetic processes, which further interact and result in the specific structuring of any community with respect to species composition and population sizes.     

二极管端面泵浦Nd:YAG 946 nm激光器理论分析及其相关量的数值模型

利用激光谐振腔处于稳态时的速率方程导出了准三能级Nd：YAG　946nm起振时透射损耗与最佳激光晶体长度的关系，我们直观地给出了其计算机模拟，在与1064nm透射损耗相比较的基础上，形象给出了一系列情况下的最低镀膜要求(对这个问题系统、细致的讨论在以往的文献中还没有见过)，并且计算机模拟了阈值、输出功率和它们各自相关量的关系，为设计室温下高效运转的946nm激光器提供了必要的理论数值参照．这种分析方法对此类低增益，准三能级或三能级系统有借鉴意义。     

中碳钢缺口疲劳裂纹的萌生及扩展规律的研究

经研究中碳合金结构钢３５ＣｒＭｏ，４２ＣｒＭｏ在不同应力比下（Ｒ＝０．１和Ｒ＝０．３）三点弯曲缺口试件的疲劳裂纹萌生及长，短裂纹的扩展规律，确定了该钢的缺口根部最大应力范围△σｍａｘ和疲劳裂纹萌生周次Ｎｉ的关系及疲劳裂纹萌生门截坎值（△σｍａｘ）ｔｈ，并得出了这两种钢在长，短期纹阶段的扩展规律。     

复杂媒质中差分方程的构造及其在电磁散射问题中的应用

有关非均匀复杂媒质电磁散射问题的求解是一个复杂而困难的问题。该文利用求解偏微分方程的分插值肖为有关非均匀复杂媒南电磁散射建立差分方程，给出了建模过程并应用于各向异性媒质和旋波媒质电磁散射问题差分方程的构造，并分析了每个方程的计算准确度，一些典型问题的数值计算结果表明了该方法的有效性。     

一类多点边值问题的算法研究

针对一类拉普拉斯方程多点边值问题的数学计算方法进行了研究,构造出了一类差分格式。对该差分方法进行了误差分析,并给出了数值实验结果。     

非线性时间序列的重构及预测

采用自适应前馈网络算法(AFN)进行非线性时序预测，对网络结构设计进行详细的探讨，并应用该方法对经典非线性时间序列数据进行预测，与传统预测方法(TAR)比较，结果证明此种方法具有较好的效果，网络的结构得到了简化。不仅满足了误差目标的要求，而且提高了网络的推广能力。且AFN方法可以对时间序列数据间的关系给出一种基于贡献率的解释。