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.     

临界等温线的推算──几个立方型状态方程的比较

对ＰＴ方程等几个立方型状态方程描述氩的临界等温线的能力作比较研究。在临界压力以下区域．ＰＴ方程、ＨＳ－ＳＲＫ方程和ＳＲＫ方程推算精度较好，ＡＡＤ＜０．４％。在临界压力以上区域，所讨论的五个方程都不能提供具有合理精度的描述。     

《左传》人物祸福预言类型考论

将<左传>中所记载的人物祸福预言,作出分类与考论,将其分为形貌,言语行为、梦境、卜筮、灾异、天象、歌谣(谶语)六类,并通过此类预言对其所具有的社会思想价值作出分析与评论.     

Time‐simultaneous prediction band for a time series

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods. Copyright © 2007 John Wiley & Sons, Ltd.     

基于RBF神经网络多步预测的自适应PID控制

提出一种基于RBF神经网络多步预测的自适应PID控制算法．该算法用无局部极小的径向基函数网络对非线性系统进行在线辨识，利用多步预测误差对PID型控制器网络进行训练，从而实现PID参数的在线自适应寻优．通过对典型非线性系统的仿真研究，该控制系统具有较强的适应性和鲁棒性．     

人工神经网络在矿井突水预报中的应用

突水预报是一项重要的矿井水文地质工作。借助于人工神经网络在处理非线性问题或非结构问题方面的优势,采用BP算法,基于大量矿井突水样本实例建立了突水预报神经网络模型,并将该模型用于实际预报,并取得了较好的效果。结果表明,模型具有较强的实用性。为了提高模型的预测精度,在训练样本的选择上还应具有一定的代表性。     

模糊神经网络在石油压裂支撑剂研制中的应用

石油压裂支撑剂的研制是一项复杂有难度的技术，受到很多因素的影响。针对研制过程中各项指标具有较大模糊性的特点，应用模糊神经网络系统(FNNS)来获取各影响因素与支撑剂质量的关系模型和预测模型，从而找到原料配比、成球工艺参数、烧结温度与产品质量之间的最佳关系。     

自适应性动态间隔缓存的实现

提出了用于视频服务器的缓存管理策略：自适应性动态间隔缓存。通过间隔缓存与流的状态转换有效地结合起来，满足了视频服务的顺序访问的行性。通过仿真实验证明该机制有效地保证了视频流的持续性与实时性，大大提高了视频服务的并发度。     

正态分布位置参数基于不完全数据的区间估计

对于不完全的样本数据，给出了构造正态分布总体位置参数的置信区间的一个方法，这个结果还适用样本中可能存在异常值的情形。     

线性离散系统的鲁棒控制器综合

利用Ｋｈａｒｉｔｏｎｏｖ定理及其在离散时间域中的推广结果，针对线性离散区间对象讨论了鲁棒状态反馈控制器的设计，完成了稳定二次型鲁棒控制器综合，使得对于对象集合中的所有线性离散系统均为稳定的，且系统性能满足所给定的二次型指标，最后给出了一个算例。