Forecasting and signal extraction with misspecified models

This paper evaluates multistep estimation for the purposes of signal extraction, and in particular the separation of the trend from the cycle in economic time series, and long‐range forecasting, in the presence of a misspecified, but simply parameterized model. Our workhorse models are two popular unobserved components models, namely the local level and the local linear model. The paper introduces a metric for assessing the accuracy of the unobserved components estimates and concludes that multistep estimation can be valuable. However, its performance depends crucially on the properties of the series and the paper explores the role of the order of integration and the relative size of the cyclical variation. On the contrary, cross‐validation is usually not suitable for the purposes considered. Copyright © 2005 John Wiley & Sons, Ltd.     

电子计数器测量周期的误差分析

从电子计数器测量周期的原理出发,分析了测周误差产生的原因并指出测周误差由量化误差、时基误差、转换误差三部分组成,在此基础上提出了减小电子计数器测周误差的几种方法;为电子计数器在频率、时间间隔等参数测量时,如何减少测量误差提供了理论依据。     

一类多项式系统极限环的存在唯一性

考虑如下一类多项式系统dxdt=-y(1-ax^k)(1-bx^k) δx^k-lx^3k dydt=x^k(1-ax^k)(1-bx^k)给出了其极限环存在唯一的完整结果。     

关于哈密顿回路的一个求解方法及必要条件

首先给出哈密顿回路的定义以及子圈和圈族的定义，然后讨论了哈密顿回路的一个求解方法和一个必要条件。     

冻融循环作用下非饱和黏土的抗剪强度试验

通过对湖南黏土反复冻融循环后的强度试验,分析了非饱和黏土在冻融循环作用下的强度变化特征,探讨了非饱和状态下不同含水量对强度和变形的影响规律,重点研究了冻融循环对抗剪强度的影响规律.试验结果表明,含水量越大,冻土的抗剪强度越大,相应的内摩擦角和黏聚力也越大.相同含水量,冻融循环次数越多,融土的抗剪强度则越大.除了高含水量...     

Hamilton图中的H圈数

设Гk={G||E(G)|—|V(G)|=k且G是至少有3个顶点的H图}，Гn,k={G|G是阶为n≥3的图且|E(G)|—|V(G)|=k}，用，(G)表示图G的H圈数，令h(k)=max{f(G)|G∈Гk}和h(n，k)=max{f(G)|G∈Гn,k}，作者得到h(是)的上界和下界，并且当n为大于等于k的奇数以及k≤号 l时，确定了h(n，k)。     

曲轴箱压铸模温度场分析

该文主要阐述对曲轴箱压铸模进行温度场分析的重要意义，以及采用有限元法模拟压铸型的温度场，时间域内采用有限差分法模拟非稳定温度场的变化的方法。采用这种方法连续画出一系列平行截面的温度场图形，便可得知整个压铸模的温度场分布规律，设计模具时，便可根据温度场的分布规律合理地调整冷却通道的位置和数目，解决冷却系统的设计难题。     

一类拟三次系统的广义焦点量、等时中心与极限环分支

本文给出了一类拟三次系统的前6个奇点量和可积性条件,由此统一解决了几类实平面微分自治系统的初等奇点、高次奇点以及无穷远点的中心焦点判定、等时中心与极限环分支问题.     

Do credit booms predict US recessions?

This paper investigates the role of bank credit in predicting US recessions since the 1960s in the context of a bivariate probit model. A set of results emerge. First, credit booms are shown to have strong positive effects in predicting declines in the business cycle at horizons ranging from 6 to 9 months. Second, I propose to isolate the effect of credit booms by identifying the contribution of excess bank liquidity alongside a housing factor in the downturn of each cycle. Third, the out-of-sample performance of the model is tested on the most recent credit-driven recession: the Great Recession of 2008. The model performs better than a more parsimonious version where we restrict the effect of credit booms on the business cycle in the system to be zero.     

Reproduction,planula development,and substratum selection in three species of Stylactaria (Cnidaria: Hydrozoa) from Hokkaido,Japan

Modes of reproduction, morphology and behaviour of planulae, and substratum specificity were studied and compared in three species of the hydrozoan genus Stylactaria from Hokkaido, S. conchicola, S. uchidai, and S. multigranosi. Observed differences in these attributes provide additional characters for discrimination of the three species. Stylactaria conchicola is oviparous, its planulae are sedentary, and its hydroid is substratum specific (living only on shells of the gastropod Homalopoma amussitatum). Stylactaria uchidai differs in being ovoviviparous, in having crawling planulae, and in being a substratum generalist. Stylactaria multigranosi is parthenogenetic, its planulae are sedentary, and it is substratum specific (occurring exclusively on the gastropod Nassarius multigranosus). Only female colonies of S. multigranosi are known, and gonophores of this species differ from those of S. conchicola and S. uchidai in being eumedusoid rather than styloid. Correlations were noted between attributes of the planula larva and substratum specificity in the three species. The cnidome differences between the species suggest that penetrant nematocysts are particularly important for sedentary planulae colonizing moving substrata. These characters are also considered useful in the taxonomy of species of Stylactaria. The phylogenetic significance of different gonophore types in the genus is considered.