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.     

Statecharts for Distributed Product Data Management System Modelling

Product data management (PDM) has been accepted as an important tool for the manufacturing industries. In recent years, more and mor e researches have been conducted in the development of PDM. Their research area s include system design, integration of object-oriented technology, data distri bution, collaborative and distributed manufacturing working environment, secur ity, and web-based integration. However, there are limitations on their rese arches. In particular, they cannot cater for PDM in dis...     

Observation of conformation-specific pathways in the photodissociation of 1-iodopropane ions.

Many molecules can rotate freely around single bonds and thereby interconvert between different conformations, such as gauche and anti 1,2-disubstituted ethane, a classic example of conformational isomerism. Even though rotation occurs rapidly at room temperature, the product selectivity seen in some reactions has been explained by conformation-dependent reaction mechanisms: if reactant molecules differing only in their conformation are located at different positions on the reaction path, they may undergo different reactions. But a direct verification of this effect is difficult, because the energy barrier separating conformational isomers is so low that under ambient conditions reactants with more than one conformation will be present. But by using temperatures low enough to suppress the interconversion between different conformations, gauche-1-iodopropane ions and anti-1-iodopropane ions have been selectively generated. Here we show that the kinetic energy released during the photodissociation of 1-iodopropane ions depends strongly on the conformation of the ions. Thermodynamic arguments and ab initio calculations indicate that this difference in kinetic energy release results from differences in the reaction mechanism, with gauche-1-iodopropane ions forming 2-propyl ions and anti-1-iodopropane ions forming protonated cyclopropane ions. These findings suggest that the well-known concept of conformation selection forms the basis of a simple scheme for reaction control, thus providing in some cases an attractive alternative for more involved schemes that utilize the phase and pulse shape of laser beams to control chemical reactions.     

Intelligence service binding architecture for interoperability between home network devices

Existing home devices in home network provides only independent services limited on a homogeneous protocol and/or do not fully support an intelligent service provided by cooperating among heterogeneous protocol devices. This paper proposes an intelligent and integrated service binding architecture which allow the users to figure out the status of devices and to cooperate among home network devices regardless of supported protocols or operational characteristics.     

汉人王弥与匈奴汉国的地方统治

公元307年,王弥反晋起义失败后,决心依附匈奴汉国。他和刘渊“深有分契”,尽量利用汉国的名义,其势力逐渐达到“东王青州”的程度。他成为匈奴汉国地方武装势力后,始终以半独立的状态存在。将以王弥为例,寻找汉国地方武装势力的生存过程,并分析其地方统治模式是一件颇为有意义的工作。     

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...     

北宋明州高丽使行馆

明州(即宁波)地处中国大陆东海之滨，航道四通八达，海外交通便利，是开展海外贸易较早的城市之一，和世界各国进行通商贸易已有一、二千年的历史．到了宋代，明州和世界各国(如：高丽、东南亚、阿拉伯等)的交往达到繁盛的阶段．特别是到了北宋时期，明州与高丽的交往有了显著的增加．北宋时，由于与高丽的交往日益频繁，高丽来明州的人日益增加，北宋政府为了接待高丽使者和商人，在明州兴建了“高丽使行馆”．为了了解北宋和高丽的交往情况，中韩两国历史学界和建筑学界提供了许多重要的线索，高丽使行馆作为两国交往的重要场所有很高的研究价值．本文尝试了解、研究有关高丽使行馆的情况．     

近红外光谱技术鉴别海面溢油

近红外光谱技术分析速度快、效率高、成本低、重现性好,典型的无损分析;主要用于样品类别鉴定和纯度检验.近红外光谱技术结合模式识别方法,在纯品油种类的鉴别中已得到成功应用[1,2],本实验室也初步建立了纯品油近红外谱图数据库[3],但该法在实际海面溢油样品的鉴别中应用仍甚少.     

关于微分方程组dU／dt=H·U的李代数解

求解线性微分方程组6UN，llH（z）．U（t），U（0）ll1的方法，已经由JamesWei和EdwardNorman给出(1)，他们的方法建立在李代数理论的基础之上。本文讨论解的结构。对于上述方程组，其中U是有限维空间中依赖于时间的线性算子，而H（＝6t（Ht、（z）＋．．．．．．、，！（r），！＋（z），如果Ht，Hz，…，，！。生成可解的李代数L，则它的解U（U＝explgt（r）HJexpk2（…”exp“（z）1可以表示为一个矩阵，其所有的元素都是g（illl，2，…，m）的初等函数，并且只出现指数函数与乘幂。最后用两个例子说明具体的解法。