独立与叛逆——简·爱与林黛玉之比较

身世相近命运迥异的人物———简·爱和林黛玉 ,她们从小父母双亡 ,都住在舅父家过着寄人篱下的生活 ,相似的身世造就了她们独立与叛逆的性格 ,但这一品格并未给她们带来相同的命运结局。     

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.     

Time‐simultaneous prediction band for a time series

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods. Copyright © 2007 John Wiley & Sons, Ltd.     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

Unit roots versus other types of time heterogeneity,parameter time dependence and superexogeneity

This paper stresses the restrictive nature of the standard unit root/cointegration assumptions and examines a more general type of time heterogeneity, which might characterize a number of economic variables, and which results in parameter time dependence and misleading statistical inference. We show that in such cases ‘operational’ models cannot be obtained, and the estimation of time‐varying parameter models becomes necessary. For instance, economic processes subject to endemic change can only be adequately modelled in a state space form. This is a very important point, because unstable models will break down when used for forecasting purposes. We also discuss a new test for the null of cointegration developed by Quintos and Phillips (1993), which is based on parameter constancy in cointegrating regressions. Finally, we point out that, if it is possible to condition on a subset of superexogenous variables, parameter instability can be handled by estimating a restricted system. Copyright © 2002 John Wiley & Sons, Ltd.     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

《吾国吾民》与西方“中国形象”话语的互动

林语堂在《吾国与吾民》中建构的“中国形象”与西方“中国形象”话语谱系有着明显的联系与区别。针对西方“中国形象”话语的负面成分。例如“黄祸说“”以及中国妇女形象等问题，林语堂在建构自己的“中国形象”时作了修改；同时，林语堂也借鉴了西方“中国形象”的合理成分。这一借鉴隐含了现代性的观照。林语堂的“中国形象”建构策略为中西文化交流提供了很好的范倒。     

浅论林语堂对古代汉语方言研究的贡献

学术界对林语堂的语言学成就研究主要集中于他的音韵学方面和现代方言方面。文章探讨了林语堂对古代汉语方言研究做出的不可磨灭的成就,得出了林语堂这位语言大师对古代汉语方言有着深入的研究、对现代汉语方言的创立和发展作出了巨大贡献的结论。     

林白小说中的女妖原型及其文化意义

用原型批评的方法解读女作家林白的小说，分析归纳了女妖神话在其作品中的四种移植类型，分别是“沙街”女妖、都市复仇女神、乡村性爱女妖和“银角”变异女妖。这四种类型代表她不同时期的创作理念的变化：从早期的唯美的女性独语，到中期创作表现出激进的女性主义写作，再到新世纪以来民间女性立场的确立和对消费文化下女性存在的独特思考。因此，原型及其演变的追踪可看出林白作品独特的艺术魅力以及创作轨迹的变迁。     

A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

Observing that a sequence of negative logarithms of 1‐year survival probabilities displays a linear relationship with the sequence of corresponding terms with a time lag of a certain number of years, we propose a simple linear regression to model and forecast mortality rates. Our model assuming the linearity between two mortality sequences with a time lag each other does not need to formulate the time trends of mortality rates across ages for mortality prediction. Moreover, the parameters of our model for a given age depend on the mortality rates for that age only. Therefore, whether the span of the study ages with the age included is widened or shortened will not affect the results of mortality fitting and forecasting for that age. In the empirical testing, the regression results using the mortality data for the UK, USA and Japan show a satisfactory goodness of fit, which convinces us of the appropriateness of the linear assumption. Empirical illustrations further show that our model's performances of fitting and forecasting mortality rates are quite satisfactory compared with the existing well‐known mortality models. Copyright © 2015 John Wiley & Sons, Ltd.