Perspectives on forecasting research in accounting and finance

This paper offers some perspectives on forecasting research in accounting and finance. It is maintained that many common areas of forecasting research exist. Yet, most research has focused upon a particular (Box-Jenkins) technique and a particular (reported earnings) variable, virtually neglecting numerous other relevant forecasting research topics. This symposium issue includes papers which address several of these neglected research topics. The eight papers constituting the issue are classified into three categories: (1) univariate time-series modelling; (2) multivariate time-series modelling; and (3) comparison of experts' forecasts with those of statistical models. Following a summary of the papers, some suggestions for future research are offered.     

Back propagation in time-series forecasting

One of the major constraints on the use of back propagation neural networks as a practical forecasting tool is the number of training patterns needed. We propose a methodology that reduces the data requirements. The general idea is to use the Box-Jenkins model in an exploratory phase to identify the 'lag components' of the series, to determine a compact network structure with one input unit for each lag, and then apply the validation procedure. This process minimizes the size of the network and consequently the data required to train the network. The results obtained in eight studies show the potential of the new methodology as an alternative to the traditional time-series models.     

基于技术进步和信息不对称的证据合成研究

证据理论著名的Dempster-Shafer合成公式忽视了证据信息源的主观差异性,导致其在应用中存在一些不合理性.本文初步研究了不同专家意见在决策中的分配、组合问题,提出了基于技术进步和信息不对称的动态证据合成规则,在设立专家权威系数和时间序列信度分配函数的基础上实现了新的合成法则.实例分析表明,新的合成公式比较符合直观和常理,并较好地解决了冲突证据的合成问题.     

基于时序遥感数据的九寨沟核心景区崩塌发育分布特征

2017年“8.8”地震导致九寨沟核心景区发育数以千计的高位或极高位崩塌灾害,造成自然景观及旅游设施严重损毁。震后三年以来崩塌仍表现出较高活动性,为九寨沟震后恢复重建与生态治理等带来更大挑战。本文基于地震前后5期高精度遥感影像数据,结合多年实地调查、遥感解译与核密度分析等方法,从时间和空间角度分析了崩塌空间聚集趋势及发育分布特征。结果表明,地震前后崩塌发育具有空间聚集效应,在0-5.6 km范围聚集性显著,但震后三年内的总体聚集趋势变化不大。此外,崩塌显著分布于高程2800~3400 m与30°~55°的陡坡段,地震触发与震前重力诱发崩塌多分布在北东-南的优势坡向,岩性上集中分布于石炭系与石炭二叠系的厚层坚硬碳酸盐岩地层。本文成果对九寨沟崩塌灾害防治与风险管控具有积极意义,可为震后地质灾害长期活动性研究提供基础数据。     

微生物相互作用研究进展：从观察到预测?

地球上的微生物有着极高的丰富度和多样性.它们的生命活动和相互作用对维持生态系统稳定性起到关键作用;生存在宿主体内的微生物对其宿主的健康有重要影响.第二代测序技术的发展使得科学家获得了大量的关于微生物群落和功能基因组成的数据;而微生物群落和生态系统生态学的重点,正在从获得观测数据转变到理解微生物相互作用过程,并预测群落结构和功能的动态变化.近年来发展了很多针对第二代测序数据的算法和数学模型,以推测微生物种间相互作用网络,但这种自上而下的研究仍存在局限性.自下而上的实验研究可以对微生物种间作用进行直接验证,并帮助我们理解更高层次上的生态学模式和过程.与此同时,基于数学分析或模拟的理论研究展示了微生物相互作用的动态及其对群落动态和功能的影响.今后的研究应该结合观测数据、实验验证、理论模型多种研究方法,增进我们对微生物种间相互作用的理解并做出预测,以应对全球气候变化、传染病暴发、抗生素抗性进化等诸多挑战.     

一种两段解耦Wiener滤波设计新方法

应用现代时间序列分析方法,基于ARMA新息模型和白噪声估值器,提出了一种分离随机偏差两段解耦Wiener滤波新方法,同两段解耦Kalman滤波理论相比,避免了解Riccati方程,实现了完全解耦.仿真例子说明了本算法的有效性.     

Effect of tropical monsoon on fishery abundance of Indian squid (Uroteuthis (Photololigo) duvaucelii)

Indian squid, Uroteuthis (Photololigo) duvaucelii (Loliginidae) constitute an important component of the inshore cephalopod fisheries along the eastern Arabian Sea. Local environmental variation plays an important role in species–environment interactions in neritic squids, which inhabit nearshore/coastal waters. Such ‘active’ and ‘passive’ responses of squids to environmental changes is crucial in understanding their relationships and influence on the biological processes, distribution and abundance of the fast-growing short-lived coastal loliginids. The empirical relationship between squid abundance and the variability in rainfall and sea surface temperature (SST) were explored in a tropical monsoon fishery. Monthly catch rates (catch per fishing hour) of squids in commercial trawl during 1987–2009 were used as the abundance index. Linear regression models with ARIMA errors were fitted with catch per unit hour time series as dependent variable and rainfall and SST as exogenous variables. While rainfall was observed to have a negative effect on squid abundance, the SST recorded a positive impact. ARIMA models provided satisfactory fit to observed data and forecast of 22 months. Given that the squid life-cycle is a function of their environment, this result is relevant in forecasting squid biomass for the management of tropical monsoon fisheries.     

气液两相单孔鼓泡过程的小波分析

运用小波能谱分析中的能量最大准则,对双头电导探针前针在单孔鼓泡口测得的时间序列进行了分析,并用最大尺度强度考察了液体性质和鼓泡口直径对鼓泡过程的影响。结果表明：单孔鼓泡过程,随着雷诺数的增加分为低频鼓泡、过渡鼓泡和高频鼓泡3个过程;最大尺度强度随雷诺数增加不是严格意义上的单调递减,在雷诺数约为1600左右时出现了一极值点;液体粘度增加会使最大尺度强度相应增加而鼓泡口直径主要影响高雷诺数下的最大尺度强度。     

电力负荷预测方法

简要介绍了电力负荷预测技术的发展情况,具体介绍了电力负荷预测的几种常用方法,并详细分析了各种负荷预测方法的优点和缺点。