Correcting the January optimism effect

Each month, various professional forecasters give forecasts for next year's real gross domestic product (GDP) growth and unemployment. January is a special month, when the forecast horizon moves to the following calendar year. Instead of deleting the January data when analyzing forecast updates, I propose a periodic version of a test regression for weak-form efficiency. An application of this periodic model for many forecasts across a range of countries shows that in January GDP forecast updates are positive, whereas the forecast updates for unemployment are negative. I document that this January optimism about the new calendar year is detrimental to forecast accuracy. To empirically analyze Okun's law, I also propose a periodic test regression, and its application provides more support for this law.     

Intermittent demand forecasting in the Enterprise: Empirical verification

Forecasting methods are often valued by means of simulation studies. For intermittent demand items there are often very few non–zero observations, so it is hard to check any assumptions, because statistical information is often too weak to determine, for example, distribution of a variable. Therefore, it seems important to verify the forecasting methods on the basis of real data. The main aim of the article is an empirical verification of several forecasting methods applicable in case of intermittent demand. Some items are sold only in specific subperiods (in given month in each year, for example), but most forecasting methods (such as Croston's method) give non–zero forecasts for all periods. For example, summer work clothes should have non–zero forecasts only for summer months and many methods will usually provide non–zero forecasts for all months under consideration. This was the motivation for proposing and testing a new forecasting technique which can be applicable to seasonal items. In the article six methods were applied to construct separate forecasting systems: Croston's, SBA (Syntetos–Boylan Approximation), TSB (Teunter, Syntetos, Babai), MA (Moving Average), SES (Simple Exponential Smoothing) and SESAP (Simple Exponential Smoothing for Analogous subPeriods). The latter method (SESAP) is an author's proposal dedicated for companies facing the problem of seasonal items. By analogous subperiods the same subperiods in each year are understood, for example, the same months in each year. A data set from the real company was used to apply all the above forecasting procedures. That data set contained monthly time series for about nine thousand products. The forecasts accuracy was tested by means of both parametric and non–parametric measures. The scaled mean and the scaled root mean squared error were used to check biasedness and efficiency. Also, the mean absolute scaled error and the shares of best forecasts were estimated. The general conclusion is that in the analyzed company a forecasting system should be based on two forecasting methods: TSB and SESAP, but the latter method should be applied only to seasonal items (products sold only in specific subperiods). It also turned out that Croston's and SBA methods work worse than much simpler methods, such as SES or MA. The presented analysis might be helpful for enterprises facing the problem of forecasting intermittent items (and seasonal intermittent items as well).     

Taming theory with thought experiments: Understanding and scientific progress

I claim that one way thought experiments contribute to scientific progress is by increasing scientific understanding. Understanding does not have a currently accepted characterization in the philosophical literature, but I argue that we already have ways to test for it. For instance, current pedagogical practice often requires that students demonstrate being in either or both of the following two states: 1) Having grasped the meaning of some relevant theory, concept, law or model, 2) Being able to apply that theory, concept, law or model fruitfully to new instances. Three thought experiments are presented which have been important historically in helping us pass these tests, and two others that cause us to fail. Then I use this operationalization of understanding to clarify the relationships between scientific thought experiments, the understanding they produce, and the progress they enable. I conclude that while no specific instance of understanding (thus conceived) is necessary for scientific progress, understanding in general is.     

阿罗不可能性定理和社会选择的无矛盾性问题

2017年2月21日,国际著名数理经济学家、1972年度诺贝尔(Nobel)经济学奖获得者阿罗(K.J.Arrow)于美国辞世。谨作此文,以纪念他在社会选择理论,特别是其中将有关数学应用于研究经济学领域发现的"阿罗不可能性定理"作出的重大贡献。     

基于SHPB试验的高速铁路CRTSⅡ型CA砂浆动态性能

采用分离式霍普金森压杆(Split Hopkinson Pressure Bar,SHPB)试验研究了高速铁路CRTS II型水泥乳化沥青砂浆(CA砂浆)的动态力学性能,并建立了CRTS II型CA砂浆的动态本构关系模型.结果表明:随着应变率的增大,CRTS II型CA砂浆峰值强度逐渐增加,但增加速率随应变率的增大而减小,当应变率从44.17增加至54.79 s-1和从54.79增加至108.47 s-1时,峰值强度分别增加了初始峰值强度的52.28%和7.5%,弹性模量随应变率的变化规律性较差;应变率越大,破坏时的贯通裂纹越多,碎裂程度越大;CRTS II型CA砂浆的比能量吸收随着应变率的增大而增大.所建立的动态本构模型拟合曲线与试验曲线具有较好的一致性.     

基于人眼状态识别的驾驶员疲劳检测方法研究

提出一种基于眼睛状态识别的驾驶员疲劳状态检测的方法。首先通过建立肤色模型分割出人脸区域,再利用搜索连通域的方法实现眼睛区域的定位;然后计算出眼睛区域的垂直积分投影曲线,提取并比较曲线的特征参数,从而识别眼睛的状态;最后以眼睛闭合时间比率为测量标准实现对驾驶员疲劳程度的检测。实验表明,该方法简单、有效、实时性较好,疲劳检测的正确率较高。     

公益工商研究所始末

本文系统地介绍了由中国最大的民族资本集团——荣家企业经营的公益工商研究所的创办过程及其所进行的研究课题和所取得的成果。文中指出该所是为荣家企业的生存和发展服务的,是集工业、科技、经济于一体的研究机构。     

Shifted Legendre多项式用于泛函∫_0~a∫_0~b［0．5（u_x~2）＋u_y~2）＋uf］dxdy的解法

本文介绍ＳｈｉｆｔｅｄＬｅｇｅｎｄｒｅ多项式及其微分运算矩阵．并用它作为试函数，利用运算矩阵，使变分问题简化为求解代数方程组．该方法比较简单，所得的结果较为满意．     

对足球裁判员工作素质综合评估方法的探讨

运用模糊数学的方法，设计了足球裁判员综合评估表，对临场裁判员的工作进行量的描述，并建立了足球裁判员工作素质综合评估的模型。     

利用软汉字库在X－Y寻址DC－PDP上显示汉字

大型的汉字显示日益普及，而显示内容，如新闻提要等却千变万化，以往的单片机、单板机等用造字的方法来进行显示已不能满足需要。本文提出一种无需中文操作系统管理，只在西文状态下直接用微机中软汉字库，将任何已编辑好的中文文本在Ｘ－Ｙ寻址ＤＣ－ＰＤＰ上进行显示的方法。