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.     

电动势的测定及其应注意的问题

本课题通过用不同的方法测定的电动势分析,经过电动势测定的误差分析,找到各种方法的利弊,并且对电极制备以及测定电动势的装置进行改进,近而对问题进行探讨。改进后找到实验和研究的捷径,从而在高等学校化学实验以及生产中节省很多的人力和财力。     

精密镗削头振动模态的实验研究

通过对国产与进Ｄ的同类型精密镗削头振动模态实验研究，找出了这两种精密镗削头的固有振动频率，给出了它们的各阶动画振型图．从这一侧面解释了国产精密镗削头回转精度偏低的原因。     

CNC系统中任意三维椭圆弧的高速插补新方法

本文根据两步递归插补的思想,导出了任意三维椭圆弧高速插补的公式和算法.它是空间圆弧高速插补方法在三维椭圆弧的情况下进一步推广应用.本文最后还对插补算法进行了稳定性分析和误差分析.     

基于RBF网络的混沌时间序列的建模与多步预测

提出将RBF神经网络应用于混沌时间序列的建模与预测中 ,设计了一个三层RBF网络结构 ,说明了RBF网络用于混沌时间序列建模和预测时的基本性质。仿真结果表明 ,RBF网络模型对混沌时间序列有比较强的拟合能力和比较高的一步及多步预测精度。采用RBF网络进行混沌时间序列的建模和预测能够取得比其它方法好得多的效果。     

一种基于数字水印的错误检测和定位技术

为了增强视频通信系统在有误码信道的适应能力 ,提出了一种基于数字水印技术的错误检测方法 ,使得解码器可以对误码块进行有效的补偿。其原理为编码器在量化后离散余弦变换 (DCT)系数中嵌入易碎的数字水印 ,解码器可以通过提取水印从而确认错误以及错误发生的首宏块位置。仿真结果证明 :在信道误码率为 5× 10 - 4时 ,与常用的基于语法的方法相比 ,本方法的错误检测率是其的 1.32～ 1.82倍 ,错误正确定位率是其的 2 .95～ 5 .32倍 ,而且 PSNR只有微弱降低 ,同时算法复杂度很低     

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。     

A new model for the life prediction of GH4133 under TMF conditions

Thermal mechanical cyclic strain tests were carried out under in-phase and out-of-phase conditions on a Nickel-base Superalloy GH4133 in the temperature range of 571-823℃. Based on analyzing the present models of TMF (thermal mechanical fatigue) life prediction, a new model for predicting nickel-base superalloy TMF lifetime was proposed.TMF life of superalloy GH4133 was calculated accurately based on the new model. Experimental TMF life has been compared with the calculatedresults and all results fall in the scatter band of 1.5. The calculating results show that the new model is not only simple, but also precise. This model will play great roles in life prediction of the metal materials and the engineering components subjected to non-isothermal service conditions.     

一个一维非标准逆热传导问题的Fourier正则化方法

一维非标准逆热传导问题ut ux =uxx,u(1,t) =g(t) ,u(x ,0 ) =0 ,　0≤ x <∞ ,0 相似文献   

现场获取声压－残余声强指数的方法

本文讨论了在现场获取声压－残余声强指数的技术，用实验验证了该技术具有予期的工程精度．