Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

用带时序子模块的系统动力学模型预测Brent原油价格

提出在系统动力学模型中加入时序自回归AR(p)子模块，并且自动确定每个AR(p)子模块的阶数p。带时序子模块的系统动力学模型既体现了因素问的横向因果关系，又体现了每个因素的纵向关系。建立欧佩克(OPEC)石油产量、世界GDP、煤炭产量与价格、天然气、需求量、供求差额、消费系数、非欧佩克石油产量、非欧佩克供求差额，石油库存和OPEC组织的期望油价共十一个因素影响下的Brent原油价格预测模型，模型的预测结果表明：在系统动力学模型中加入时序自回归AR(p)子模块的方法是可行的、有效的，并且能提高模型的预测精度。     

Hybrid SVM／HMM Method for Face Recognition

A face recognition system based on Support Vector Machine(SVM) and Hidden Markov Model (HMM) has been proposed. The powerful discriminative ability of SVM is combined with the temporal modeling ability of HMM. The output of SVM is moderated to be probability output, which replaces the Mixture of Gauss (MOG) in HMM. Wavelet transformation is used to extract observation vector, which reduces the data dimension and improves the robustness.The hybrid system is compared with pure HMM face recognition method based on ORL face database and Yale face database. Experiments results show that the hybrid method has better performance.     

一种基于B/S的农业资源综合数据服务系统──通用农业资源数据服务系统开发设计

基于浏览器 /服务器 (B/S)结构的通用农业资源数据库系统 ,将农业统计中常用的 5 0 0多个技术指标分成三大类 ,17个小类 ,基本涵盖了农业生产和管理统计的主要领域 普通用户通过浏览器实现对数据库的组合查询或浏览 ,也可将数据文件下载 系统提供了 9种统计分析方法以及 5种预测方法 ,授权用户可进行数据文件上载 管理员通过浏览器可对数据库进行管理维护     

能源供求予测模型

本文论述了三种予测能源需求的方法,并对其作了评价;提出了一种能源供应予测模型;最后对我省能源、经济、予测研究提出了建议。     

DEA-based anti-HIV immunotherapy model

Acquiredimmunitydeficiencysyndrome(AIDS)isoneofthemostfataldiseasesthathasspreadacrossthewholeworldsinceitfirstoccurred.Itiscausedbythehumanimmunodeficiencyvirus(HIV)[1].Mostofthechemotherapiesareaimedatkillingorhaltingthepathogen,butanewtreatmentistoreduceviralpopulationandimprovetheimmuneresponse.Thistreatmentcanboosttheimmunesystemandservetohelpthebodyfightinfectiononitsown,soitiscalledantiHIVimmunotherapy[2,3].TheaimofthisworkistofindefficientstrategiesforsuchtreatmentsusingtheDataEnv…     

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.     

RSCRR空间5杆变角机构的结构和几种位置分析方法

本文对有名的 RSCRR 空间5杆变角机构进行了结构分析,进而用4种不同的方法对其进行位置分析,得出了相同的结论,证明了机构输出角δ与输入角α的关系是δ:arcsin[ctgλtg(arcctg((a/e)+cisa)/(sina))],并用实例证明了结论的正确。     

我国居民消费水平的中长期预测

根据全国1992－1999年居民消费水平的统计数据，采用灰色系统理论的数据预测及缓冲算子公理，结合定性分析，建立了GM（1，1）模型，预测了我国2000－2005年居民消费水平的发展前景。