太湖流域2016年、1991年大洪水对比分析

采用数理统计方法比较分析太湖流域2016 年、1991 年2 场大洪水对应的降水、水位、洪水蓄 泄及工程调控情况,结果表明:(a) 这2 个年份致洪降水发生日期和降水总量十分接近,但在时程 分布上差异明显,2016 年致洪性降水较1991 年对流域防洪更为不利;( b) 受降水影响,1991 年洪 水期太湖水位具有2 次明显上涨过程,而2016 年太湖水位系连续上涨;(c)在2016 年洪水期,作为 太湖水量主要来源的湖西、浙西入湖水量明显超过1991 年,且湖区降水量也明显大于1991 年,这 是导致太湖最高水位超过1991 年的重要原因;( d) 因治理太湖骨干工程的建成,2016 年流域洪灾 损失占GDP 的比重远低于1991 年。     

基于二层分解技术和改进极限学习机模型的PM_(2.5)浓度预测研究

准确的PM_(2.5)浓度预测对于保护公众健康和提高空气质量有重要意义,然而,由于PM_(2.5)浓度序列的随机性、非线性以及非平稳性等特征增加了对其准确预测的难度.本文提出了一种基于二层分解技术和改进极限学习机(ELM)模型的PM_(2.5)浓度预测方法,该方法融合了快速集成经验模态分解(FEEMD)和变分模态分解(VMD)两种分解技术以及经过差分演化(DE)算法优化的ELM模型.为了验证所提出预测方法的有效性,本文使用该方法对北京市和石家庄市的PM2.5浓度序列进行了预测研究.结果表明:1)相比于单层分解技术,本文提出的二层分解技术可以更加有效地降低PM2.5浓度序列的非线性及非平稳性特征;2)基于二层分解技术的DE-ELM预测模型可以显著提高PM_(2.5)浓度的预测精度.     

基于季节调整和BP神经网络的月度负荷预测

月度电力负荷序列中离群值及节假日因素会影响月度负荷预测的准确性.为此,提出了基于季节调整方法和BP神经网络的月度电力负荷组合预测模型.首先,利用季节调整方法对原始负荷序列进行预处理,消除离群值和春节假日的影响;然后用BP神经网络对回归残差序列建模预测得到预测结果或对季节调整后序列和季节成分序列分别建模预测,并对分量预测结果重构后得到最终预测结果的方法.通过实例对预测效果进行检验,结果表明提出的预测方法的预测表现要优于BP神经网络,SARIMA,支持向量机等模型,可以获得更高的预测精度.     

降雨对花岗岩残积土边坡孔压及稳定性影响

针对一个花岗岩残积土边坡的简化模型,基于非饱和渗流理论和Bishop条分法,利用Geo-Studio软件,对4种不同降雨模式下的边坡孔隙水压力和稳定安全系数进行计算与分析,得到主要结论:(1)降雨入渗对花岗岩残积土边坡的中上部有较显著的不利影响;(2)不同降雨模式对花岗岩残积土边坡的影响时效差异较大,前峰型和均布型、中峰型、后峰型降雨的最不利影响时刻分别在降雨后1.0~1.5d、1.5~2.0d、2.5~3.5d;(3)降雨入渗引起的花岗岩残积土边坡失稳形式,极可能是从坡体中部诱发的浅层滑坡。     

基于集对分析的城市供水管网漏损预测及降漏研究

为了降低管网漏损水平,保障城市供水安全性和可靠性,以云南省某城市典型供水片区作为研究对象,运用集对分析漏损预测模型（SPA LF）,从供水管网漏点数和漏点率两个方面分析了不同管材漏损的实际情况,预测未来不同管材的漏损趋势。该研究能够提高供水企业主动检漏水平与供水安全可靠性,降低管网漏损率与供水成本。     

基于网络搜索的票房预测模型——来自中国电影市场的证据

建立了一个将网络搜索与电影票房联系起来的模型, 考察了影片上映前后消费者网络搜索的动态变化及其在电影票房预测中的作用. 文章就中国电影产业对该模型进行了实证检验. 结果显示, 影片网络搜索量以及增长趋势都能预测该影片的首映周票房. 对于后续周票房, 动态联立方程模型的估计结果表明, 网络搜索既是电影票房的先行信号, 也是电影票房的后向结果. 样本外分析表明, 整合了网络搜索的模型能够提高预测的准确性.     

A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

Observing that a sequence of negative logarithms of 1‐year survival probabilities displays a linear relationship with the sequence of corresponding terms with a time lag of a certain number of years, we propose a simple linear regression to model and forecast mortality rates. Our model assuming the linearity between two mortality sequences with a time lag each other does not need to formulate the time trends of mortality rates across ages for mortality prediction. Moreover, the parameters of our model for a given age depend on the mortality rates for that age only. Therefore, whether the span of the study ages with the age included is widened or shortened will not affect the results of mortality fitting and forecasting for that age. In the empirical testing, the regression results using the mortality data for the UK, USA and Japan show a satisfactory goodness of fit, which convinces us of the appropriateness of the linear assumption. Empirical illustrations further show that our model's performances of fitting and forecasting mortality rates are quite satisfactory compared with the existing well‐known mortality models. Copyright © 2015 John Wiley & Sons, Ltd.     

Forecasting of dependence,market, and investment risks of a global index portfolio

This paper undertakes an in-sample and rolling-window comparative analysis of dependence, market, and portfolio investment risks on a 10-year global index portfolio of developed, emerging, and commodity markets. We draw our empirical results by fitting vine copulas (e.g., r-vines, c-vines, d-vines), IGARCH(1,1) RiskMetrics value-at-risk (VaR), and portfolio optimization methods based on risk measures such as the variance, conditional value-at-risk, conditional drawdown-at-risk, minimizing regret (Minimax), and mean absolute deviation. The empirical results indicate that all international indices tend to correlate strongly in the negative tail of the return distribution; however, emerging markets, relative to developed and commodity markets, exhibit greater dependence, market, and portfolio investment risks. The portfolio optimization shows a clear preference towards the gold commodity for investment, while Japan and Canada are found to have the highest and lowest market risk, respectively. The vine copula analysis identifies symmetry in the dependence dynamics of the global index portfolio modeled. Large VaR diversification benefits are produced at the 95% and 99% confidence levels by the modeled international index portfolio. The empirical results may appeal to international portfolio investors and risk managers for advanced portfolio management, hedging, and risk forecasting.     

Comparison of Near Neighbour and Neural Network in Travel Forecasting

In this paper we confirm the existence of nonlinear dynamics in a time series of airport arrivals. We subsequently propose alternative non‐parametric forecasting techniques to be used in a travel forecasting problem, emphasizing the difference between the reconstruction and learning approach. We compare the results achieved in point prediction versus sign prediction. The reconstruction approach offers better results in sign prediction and the learning approach in point prediction. Copyright © 2015 John Wiley & Sons, Ltd.     

红脂大小蠹监测预报方法及防治

阐述了对红脂大小蠹虫情的一般调查、预测方法,结合太原市国营林场对红脂大小蠹的防治实践,总结出对红脂大小蠹虫害的防治经验。