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.     

高含固量聚苯乙烯－聚丙烯酸酯复合乳胶的合成及表征

本文采用种子乳液聚合技术，合成聚苯乙烯－聚丙烯酸酯复合乳液，用ＴＥＭ电镜观察其乳液的形态，用ＧＰＣ方法测定了乳胶聚合物的化学组成。     

The Relationship of Corporate Culture and Positive Conflict Management

With a unique corporate culture based on ancient Ch in ese wisdom being implemented at workplace for more than 10 years, we have been e ncountering various issue of managing conflicts, in particular at organization r estructure period, although we perceive that conflict does not necessarily have dysfunctional effect on our group performance. However, conflicts between and am ong various levels of the organization hierarchy are inevitably creating certain impact on our organization cohesiveness, performa...     

Genetic studies of diseases

The biological system is a complex physicochemical system consisting of numerous dynamic networks of biochemical reactions and signaling interactions between cellular components. This complexity makes it virtually unanalyzable by traditional methods. Hence, biological networks have been developed as a platform for integrating information from high- to low-throughput experiments for analysis of biological systems. The network analysis approach is vital for successful quantitative modeling of biological systems. The numerous online pathway databases vary widely in coverage and representation of biological processes. An integrated network-based information system for querying, visualization and analysis promised successful integration of data on a large scale. Such integrated systems will greatly facilitate the understanding of biological interactions and experimental verification.     

Heritable germline epimutation of MSH2 in a family with hereditary nonpolyposis colorectal cancer

Epimutations in the germline, such as methylation of the MLH1 gene, may contribute to hereditary cancer syndrome in human, but their transmission to offspring has never been documented. Here we report a family with inheritance, in three successive generations, of germline allele-specific and mosaic hypermethylation of the MSH2 gene, without evidence of DNA mismatch repair gene mutation. Three siblings carrying the germline methylation developed early-onset colorectal or endometrial cancers, all with microsatellite instability and MSH2 protein loss. Clonal bisulfite sequencing and pyrosequencing showed different methylation levels in different somatic tissues, with the highest level recorded in rectal mucosa and colon cancer tissue, and the lowest in blood leukocytes. This mosaic state of germline methylation with different tissue distribution could act as the first hit and provide a mechanism for genetic disease inheritance that may deviate from the mendelian pattern and be overlooked in conventional leukocyte-based genetic diagnosis strategy.     

Exome sequencing of liver fluke-associated cholangiocarcinoma

Opisthorchis viverrini-related cholangiocarcinoma (CCA), a fatal bile duct cancer, is a major public health concern in areas endemic for this parasite. We report here whole-exome sequencing of eight O. viverrini-related tumors and matched normal tissue. We identified and validated 206 somatic mutations in 187 genes using Sanger sequencing and selected 15 genes for mutation prevalence screening in an additional 46 individuals with CCA (cases). In addition to the known cancer-related genes TP53 (mutated in 44.4% of cases), KRAS (16.7%) and SMAD4 (16.7%), we identified somatic mutations in 10 newly implicated genes in 14.8-3.7% of cases. These included inactivating mutations in MLL3 (in 14.8% of cases), ROBO2 (9.3%), RNF43 (9.3%) and PEG3 (5.6%), and activating mutations in the GNAS oncogene (9.3%). These genes have functions that can be broadly grouped into three biological classes: (i) deactivation of histone modifiers, (ii) activation of G protein signaling and (iii) loss of genome stability. This study provides insight into the mutational landscape contributing to O. viverrini-related CCA.     

基于熵权的模糊层次分析法在雷达情报质量评估系统中的应用

本文提出一种基于熵权的模糊层次分析法，该方法综合模糊数学、熵权概念与层次分析法等新兴学科的精华，有机地结合而成。它能有效地确定雷达情报质量评估准则。结果表明：这种方法简便可行，易于在计算机上实现，具有较高的应用价值。