On the Circulant and Aperiodic Models of Deconvolution

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Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.     

Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated how, after a slight modification to the testing problem, classical test procedures may be applied to the problem of testing for such restrictions. The performance of the Lagrange Multiplier test for a variety of different restrictions is then investigated via simulation. An empirical application involving testing for homogeneity in a random walk coefficient version of the AIDS model is given.     

A ground‐level ozone forecasting model for Santiago,Chile

A physically based model for ground‐level ozone forecasting is evaluated for Santiago, Chile. The model predicts the daily peak ozone concentration, with the daily rise of air temperature as input variable; weekends and rainy days appear as interventions. This model was used to analyse historical data, using the Linear Transfer Function/Finite Impulse Response (LTF/FIR) formalism; the Simultaneous Transfer Function (STF) method was used to analyse several monitoring stations together. Model evaluation showed a good forecasting performance across stations—for low and high ozone impacts—with power of detection (POD) values between 70 and 100%, Heidke's Skill Scores between 40% and 70% and low false alarm rates (FAR). The model consistently outperforms a pure persistence forecast. Model performance was not sensitive to different implementation options. The model performance degrades for two‐ and three‐days ahead forecast, but is still acceptable for the purpose of developing an environmental warning system at Santiago. Copyright © 2002 John Wiley & Sons, Ltd.     

语境因素在The Sampler一文的语篇理解中的应用

运用背景知识,认知模式,认知语境知识和知识草案等理论去分析理解购物行为模式,通过分析行为模式的特殊性以及对词语标记性的运手,揭示了一个特殊购物者———TheSam-pler———充满孤独无助的内心世界。     

Radar Imaging Based on Iterative Algorithms

It has long been realized that the problem of radar imaging is a special case of image reconstruction in which the data are incomplete and noisy. In other fields, iterative reconstruction algorithms have been used successfully to improve the image quality. This paper studies the application of iterative algorithms in radar imaging. A discrete model is first derived, and the iterative algorithms are then adapted to radar imaging. Although such algorithms are usually time consuming, this paper shows that, if the algorithms are appropriately simplified, it is possible to realize them even in real time. The efficiency of iterative algorithms is shown through computer simulations.     

高等师范学生教师职业技能训练及培养模式新论

高等师范学生的教师职业技能训练,自国家1995年《教师资格条例》颁布以来,虽在全国有关高校一度出现好的势头,但很快被我国高校扩招的形势冲淡了,目前情况令人担忧。因此,在我国高等教育发展的新形势下,从宏观上构建高等师范学生教师职业技能培养模式应是当务之急。     

砼强度准则在井壁结构中的应用研究

本文根据井壁结构模型试验结果,对目前具有代表性的复杂应力状态下的砼强度准则进行了分析和对比,找到了一种比较适合于井壁结构的砼强度准则,从而为井壁结构承载能力的合理计算提供了理论基础.     

宇宙的拓扑结构及应用

宇宙的拓扑结构及应用杨旭（四平师范学院）关键词宇宙，拓扑，模型通过对几何公理内在矛盾的分析和近代科学发展内在逻辑之探讨，本文揭示了宇宙的拓扑结构并提出一个全新的宇宙模型，从而对宇宙奇点，有限无限以及黑洞与白洞的问题给出更为合理的解答．在奇点处被消灭的...     

组织和个体激励效益合理最大化的规划模型

激励是人力资源管理中的一项重要职能 ,激励是有投入与产出的管理活动 .文章通过定义激励过程中的组织和个体的激励效益及其合理最大化的概念 ,建立了一个组织激励效益和个体效益合理最大化的规划模型