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.     

《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．     

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。     

各种速率矢量和激励线性预测（VSELP）编码器的实现

研究并改进了矢量和激励线性预测，语音编码器，介绍了８ｋｂｉｔ／ｓＶＳＥＬＰ编码方案的实现及在此基础上利用矢量量化ＬＰＣ参数，减少激励码本数和子块分裂等方法；改进的６．４ｋｂｉｔ／ｓ，４．８ｋｂｉｔ／ｓ及２．４ｋｂｉｔ／ｓ ＶＳＥＬＰ的方案和结果。     

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。     

双向Elman神经网络在卫星电池阵功率预测中的应用研究

针对神经网络预测电池阵功率存在的模型阶数难以确定及预测精度低下的问题，提出一种基于改进的Elman神经网络的双向预测模型。该模型利用关联层动态神经元的反馈连接，将未来预测网络和过去预测网络的信息进行融合。使网络对时间序列特征信息的记忆得到加强，从而提高预测精度。用该文提出的双向预测模型对电池阵功率进行预测，输入层仅需一个节点，不需事先对模型进行定阶。仿真预测表明，预测精度比单向模型明显提高，且网络具有较好的泛化能力。     

基于支持向量机的短期GDP预测模型与应用研究

支持向量机是最近几年国际上模式识别研究的热点,具有全局最优和良好的泛化能力.本文在理论分析江门市GDP预测指标体系的前提下,研究了基于SVM的预测方法,并运用实际数据进行建模和预测,获得了比较准确的预测结果.     

基于灰色理论的煤炭需求预测模型研究

研究了GM(1，1)模型在我国煤炭需求预测中的应用，并以实际数据为基础，建立了我国煤炭需求量的数列预测模型。经检验，模型可靠，可用于对我国煤炭需求总量的预测。简要分析了根据实际变化不断改进模型的必要性。