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.     

关于图的第二特征标R2(G)

对任意图G，h(G，x)表示图G的伴随多项式，R2(G)表示图G的第二特征标，本文刻画了R2(G)=-2，-1，0，1，2的全部连通图。     

DEGREE CONDITIONS FOR GRAPHS TO BE FRACTIONAL （a, b, n）-CRITICAL GRAPHS

Let G be a graph, and a and b be integers with a ≤ b. A graph G is called a fraetional （a, b, n）-critical graph if after any n vertices of G are deleted the remaining subgraph has a fractional [a, b]-factor. In this paper two degree conditions for graphs to be fractional （a, b, n）-eritical graphs are presented, and the degree conditions are sharp in some sense.     

Research on a New-style Pipeline Inspection Robot System

IntroductionRecently pipe is used widely on the industry,agriculture and daily life. Natural gas and oil supplybecomes one of the fundamental public services and itsimpact on the urban infrastructure is getting larger. Theurban oil/gas pipelines, as they are buried under theground, are prone to external corrosion usually derived bymoisture and chemical agent in soil, which causes materiallosses of the pipe wall. Also, cracks in the welded regionand the da…     

青海湖旅游区生命周期问题探讨

本文立足青海实际，在分析影响青海湖旅游区生命周期的诸因素基础上，提出了延长该区旅游生命周期的具体措施。     

伞花木染色体核型的研究

本文首次报道了国家二级保护植物伴花木（无患子科）的染色体数目，并对其核型进行了分析，结果表明：该种染色体的核型公式为：Ｋ（２ｎ）＝２２＝１６ｍ＋６ｓｍ，染色体属较对称的“２Ｂ”型。     

第二类三分子模型的球对称不稳定性

本文采用Hopf分岔理论对第二类三分子模型进行了详细的研究。结果表明,在固定边界条件下,自振荡不稳定性只能出现在稀释过程中。此外,本文还给出了时间周期解的解析表达式。     

一种用于PLC的模拟量／开关量转换电路

本文以可编程逻辑控制器(PLC)在某大型远洋测量船上首次成功的应用为例,提出一种简便、实用、可靠的模拟量/开关量转换电路。     

基于ASP+SQL的远程MIS系统安全特性分析与研究

为构建基于ASP+SQL体系结构的铁路电务管理信息系统,结合网络安全模型和基于角色的访问控制(RBAC)模型分别设计了实际的网络系统和应用系统,并对其安全特性进行了分析.     

动态规划确定化学反应器序列最小占用时间的方法

通过用动态规划给出化学反应器序列最小占用时间的设计方法,提出了一个过程的最优化输出设计,该设计在输出产品浓度给定的条件下建立问题的基本设计量和数学模型,利用动态规划原则确定各阶段的占用时间,使总的占用时间为最小值,能够合理的确定各阶段反应器的体积以取得较好的经济效应.图3,表1,参8.