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.     

第二类三分子模型的球对称不稳定性

本文采用Hopf分岔理论对第二类三分子模型进行了详细的研究。结果表明,在固定边界条件下,自振荡不稳定性只能出现在稀释过程中。此外,本文还给出了时间周期解的解析表达式。     

动态校正的PI型广义预测控制器及其在反应釜系统中的仿真研究

提出了一种新型的广义预测控制器。由于在控制器的设计中,进行了预测误差的动态校正,并且控制器采用了比例积分型(PI)目标函数,因此该控制器对未建模动态具有很强的鲁棒性。应用低阶的模型对一个强放热的化学反应釜模型进行的仿真研究检验了该方法的有效性。     

动态规划确定化学反应器序列最小占用时间的方法

通过用动态规划给出化学反应器序列最小占用时间的设计方法,提出了一个过程的最优化输出设计,该设计在输出产品浓度给定的条件下建立问题的基本设计量和数学模型,利用动态规划原则确定各阶段的占用时间,使总的占用时间为最小值,能够合理的确定各阶段反应器的体积以取得较好的经济效应.图3,表1,参8.     

具有时滞的非自治的Lotka-Volterra生态系统的全局稳定性

考虑一个具有时滞的非自治的捕食——食饵生态系统。该系统是由一个捕食，二个食饵种群所构成我们给出了系统的周期解是全局稳定的充分条件。     

新时期体育教学与运动训练异同性的再研究

新时期是知识经济的时代。本文结合新世纪初的时代背景特征，从体育教学和运动训练的目的任务、实施内容、实施方法、发展趋势等方面进行异同性的比较研究，旨在对21世纪初的体育教学和运动训练重新认识和定位，为体育工作者提供参考。     

蚕沙提取果胶水解环境研究

果胶的提取率和质量与水解的环境关系密切 .本文重点在蚕沙中提取果胶从产率和颜色方面对水解的环境进行一些定性和定量的研究 ,获知各水解介质采用 0 3 %的稀硫酸液、温度 70— 80℃ ,时间 1h、pH1 5 ,提取的果胶从质量和产率上较理想     

网络计划技术在工程进度计划管理中的应用

以某住宅楼的进度计划管理为例，从网络计划法的特点，编制，优化和动态调整等几个方面，阐述了网络计划技术在工程进度计划管理中的应用。     

一维核废料污染问题的一个二阶格式

利用降价法研究了多孔介质中一维核废料污染问题，此模型由一非线性抛物－椭圆耦合偏微分方程组的初边值问题来描述，对此问题给出了一个关于时间和空间均具有二阶精度的差分格式，并进行了理论分析。     

The problem of time's arrow historico-critically reexamined

Responding to Hasok Chang's vision of the history and philosophy of science (HPS) as the continuation of science by other means, I illustrate the methods of HPS and their utility through a historico-critical examination of the problem of “time's arrow”, that is to say, the problem posed by the claim by Boltzmann and others that the temporal asymmetry of many physical processes and indeed the very possibility of identifying each of the two directions we distinguish in time must have a ground in the laws of nature. I claim that this problem has proved intractable chiefly because the standard mathematical representation of time employed in the formulation of the laws of nature “forgets” one of the connotations of the word ‘time’ as it is used in ordinary language and in experimental physics.