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1.
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. 相似文献
2.
Wai-Hung Ng S F Lee 《厦门大学学报(自然科学版)》2002,(Z1)
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... 相似文献
3.
See-How Ng 《复旦学报(自然科学版)》2007,(5)
1 Results In order to develop high capacity anode materials for enhancing the performance of lithium-ion batteries,silicon (Si) and a variety of metals that alloy with lithium,such as Sn,Sb,and Al,were studied and found to be promising candidates as anode materials[1-4].Among them,Si appears to be the most attractive candidate due to its large theoretical lithium insertion capacity of 4 200 mAh g-1[1].Unfortunately,there is one severe problem with the application of Si anode,i.e., the large volume chang... 相似文献
4.
Genetic studies of diseases 总被引:1,自引:0,他引:1
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. 相似文献
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Ong CK Subimerb C Pairojkul C Wongkham S Cutcutache I Yu W McPherson JR Allen GE Ng CC Wong BH Myint SS Rajasegaran V Heng HL Gan A Zang ZJ Wu Y Wu J Lee MH Huang D Ong P Chan-on W Cao Y Qian CN Lim KH Ooi A Dykema K Furge K Kukongviriyapan V Sripa B Wongkham C Yongvanit P Futreal PA Bhudhisawasdi V Rozen S Tan P Teh BT 《Nature genetics》2012,44(6):690-693
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. 相似文献
8.
Dynamic protein methylation in chromatin biology 总被引:1,自引:1,他引:0
9.
Chan TL Yuen ST Kong CK Chan YW Chan AS Ng WF Tsui WY Lo MW Tam WY Li VS Leung SY 《Nature genetics》2006,38(10):1178-1183
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. 相似文献
10.
Milne JC Lambert PD Schenk S Carney DP Smith JJ Gagne DJ Jin L Boss O Perni RB Vu CB Bemis JE Xie R Disch JS Ng PY Nunes JJ Lynch AV Yang H Galonek H Israelian K Choy W Iffland A Lavu S Medvedik O Sinclair DA Olefsky JM Jirousek MR Elliott PJ Westphal CH 《Nature》2007,450(7170):712-716
Calorie restriction extends lifespan and produces a metabolic profile desirable for treating diseases of ageing such as type 2 diabetes. SIRT1, an NAD+-dependent deacetylase, is a principal modulator of pathways downstream of calorie restriction that produce beneficial effects on glucose homeostasis and insulin sensitivity. Resveratrol, a polyphenolic SIRT1 activator, mimics the anti-ageing effects of calorie restriction in lower organisms and in mice fed a high-fat diet ameliorates insulin resistance, increases mitochondrial content, and prolongs survival. Here we describe the identification and characterization of small molecule activators of SIRT1 that are structurally unrelated to, and 1,000-fold more potent than, resveratrol. These compounds bind to the SIRT1 enzyme-peptide substrate complex at an allosteric site amino-terminal to the catalytic domain and lower the Michaelis constant for acetylated substrates. In diet-induced obese and genetically obese mice, these compounds improve insulin sensitivity, lower plasma glucose, and increase mitochondrial capacity. In Zucker fa/fa rats, hyperinsulinaemic-euglycaemic clamp studies demonstrate that SIRT1 activators improve whole-body glucose homeostasis and insulin sensitivity in adipose tissue, skeletal muscle and liver. Thus, SIRT1 activation is a promising new therapeutic approach for treating diseases of ageing such as type 2 diabetes. 相似文献