Forecasting the Antwerp maritime traffic flows using transformations and intervention models

This article uses univariate time-series models with data transformations and intervention models to forecast the volumes of twenty-two maritime traffic flows in the port of Antwerp which are expressed in tonnes. The models obtained produce forecasts that are a substantial improvement over those obtained with unadjusted data. The models also provide useful insight into the behaviour of maritime traffic flows during the period 1971–82.     

Quantitative genetic models of sexual selection

Summary Quantitative genetic models of sexual selection have disporven some of the central tenets of both the handicap mechanism and the sexy son hypothesis. These results suggest that the good genes approach to sexual selection may generally lead to erroneous results.Runaway sexual selection seems possible under a wide variety of circumstances. Quantittive genetic models have revealed runaway processes for sexually selected attributes expressed in both sexes and for attributes of parental care. Furthermore, the runaway could occur simultaneously in a series of populations that straddle an environmental gradient. While the models support the feasibility of runaway processes, empirical studies are needed to evaluate whether runaways actually happen. Estimates of critical genetic parameters are particularly needed, as well as measures of natural and sexual selection acting on the same population.The models also show that sexual selection has tremendous potential to produce population differentiation, particularly in epigamic traits. Differentiation is promoted by indeterminancy of evolutionary outcome, transient differences among populations during the final slow approach to equilibrium, sampling drift among equilibrium populations, and the tendency of sexual selection to amplify geographic variation arising from spatial differences in natural selection. Recent work with two- and three-locus models of sexual selection has produced results that parallel the results of the polygenic models^36–38,58. Thus the feature of indeterminate equilibria (outcome dependent on initial conditions) is common to both types of model.     

Forecasting under model uncertainty: Non-homogeneous hidden Markov models with Pòlya-Gamma data augmentation

We consider finite state-space non-homogeneous hidden Markov models for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state-dependent coefficients and time-varying transition probabilities that depend on the predictors via a logistic/multinomial function. In a hidden Markov setting, inference for logistic regression coefficients becomes complicated and in some cases impossible due to convergence issues. In this paper, we aim to address this problem utilizing the recently proposed Pólya-Gamma latent variable scheme. Also, we allow for model uncertainty regarding the predictors that affect the series both linearly — in the mean — and non-linearly — in the transition matrix. Predictor selection and inference on the model parameters are based on an automatic Markov chain Monte Carlo scheme with reversible jump steps. Hence the proposed methodology can be used as a black box for predicting time series. Using simulation experiments, we illustrate the performance of our algorithm in various setups, in terms of mixing properties, model selection and predictive ability. An empirical study on realized volatility data shows that our methodology gives improved forecasts compared to benchmark models.     

多阶段任务系统任务持续能力仿真模型研究

多阶段任务系统(PMS)是一种典型的复杂系统,它包括多个在时间上连续且无相互重叠的阶段任务,执行作战与使用任务的武器装备多数属于这种复杂系统。分析了PMS及任务可靠度、可信度和任务效能等任务持续能力评价参数。结合实际装备系统大都属于可用马尔可夫过程进行描述的可修复系统的特点,为简化模型复杂程度提出了一些合理的假设条件。在此基础上,结合多阶段任务系统自身特点,通过分析多阶段任务系统任务持续能力建模仿真步骤,多阶段任务系统任务效能仿真方法,建立了基于Petri网的多阶段任务系统任务效能多层仿真模型。最后结合常见的"靶场打靶"任务进行了实例验证,并对仿真结果进行了分析。