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.     

调和α-Bloch函数和调和小α-Bloch函数

用给定的增函数刻画调和α-Bloch函数和调和小α-Bloch函数的特征,它们改进了第二作者早期的一些结果。     

中国小城镇污泥资源化方案决策方法的探讨

为了找到可以指导中国小城镇污泥资源化方案的决策方法,通过调查研究,论文确定了中国小城镇污泥处置与资源化方向的评判指标体系,综合运用层次分析法、专家评判法、熵值法确定各评判指标的权值,并采用模糊综合评判方法对中国小城镇污泥资源化方案进行决策.研究结果表明:堆肥及农用是小城镇污泥资源化的最佳方案,填埋及土地利用次之,焚烧最差.     

Fermat小定理的推广及其应用

利用映射的不动点以及不动点阶的思想将整数环Z上的Fermat小定理推广到一般集合S上，并运用该推广讨论了Dirichlet定理的一种特殊情形：只要给定正整数m≥3，那么算术数列1＋lm（l=0，1，2，…）中一定存在无穷多个素数．     

财经类实验教学小老师队伍建设的探索

通过问卷调查，结合笔者多年实验教学经验和引入实验小老师的尝试，从学生需求的角度，分析了建设财经类实验教学小老师队伍的可行性与重要性。并从实验中心、老师和小老师3者的角度，践行实践观，对实验小老师队伍的建设进行了再探索，从建设整体规划上提出了笔者的建议。     

短语音说话人识别新方法的研究

提出了一种较短训练语音的说话人识别新方法。利用模糊核聚类算法设计矢量量化器,对说话人的语音特征进行训练。模糊核矢量量化器将原始空间通过非线性映射到高维特征空间,在高维特征空间中对说话人的训练语音特征进行模糊聚类分析,将得到的每个类中心作为说话人的语音模型。识别时将识别矢量映射到高维空间进行匹配决策。由于核方法的引入,使得原来没有显现的特征突现出来,增加了说话人之间的可区分性。实验表明,该方法对于较短的训练语音,其识别效果优于高斯混合模型和模糊矢量量化。     

Inter-hemispheric comparison of climate change in the last millennium based on the ECHO-G simulation

The commonality and difference in the variations of temperature and precipitation between the Northern Hemisphere （NH） and Southern Hemispheres （SH） in the last millennium are investigated by analysis of the millennium simulation with the ECHO-G coupled climate model. The NH mean temperature variations are generally consistent with those of the SH counterpart on the interannual, decadal and centennial time scales. But, the transition times between the medieval warm period （MWP）, the little ice age （LIA）, and the present-day warm period （PWP） in the NH leads that in the SH; and the anomaly amplitude in the NH is significantly larger than the SH counterpart. For the precipitation variations, the NH mean precipitation varies in-phase with the SH mean precipitation on decadal and centennial scales （mainly in the mid-high latitudes） but out-of-phase on the interannual scale （mainly in the low latitudes）. During the MWP the warming has comparable amplitude in the NH and SH; however, during the PWP the NH warming is considerably stronger than the SH warming. Further, the present-day temperature rises in the NH high latitudes but decreases in the SH high latitudes, which is very different from the warming pattern during the MWP. Since during the MWP the greenhouse gases （GHG） concentration stayed at a low level, we infer that the present-day opposite temperature tendency in the high latitudes between the two hemispheres may be related to the increase of the GHG concentration.     

基于史料记载的1470～1949年广东沿海地区台风活动历史重建与分析

根据史料文献记载,并结合现代台风活动特征,对历史时期（公元14701949年）广东沿海地区的台风活动进行了重建,采用相关性分析和交叉小波分析方法探讨了历史时期的台风活动、北半球平均气温以及太平洋年代际震荡（Pacific Decadal Oscillation, PDO）相互之间的关系. 研究结果显示: (1)重建的历史时期台风活动年均频次与现代台风活动统计结果比较接近,二者在登陆区域上的分布比例也基本一致; (2)近500年来北半球平均气温与影响广东沿海地区的台风活动频次之间存在较为显著的正相关性,特别是在PDO暖位相时期二者之间的正相关性显著提高,这在一定程度上意味着在当前全球变暖背景下影响广东沿海地区的台风活动频次有可能增多.     

“旂铃”与“圣人振铎”神话——从文化大传统探寻“工史”如何“书世”

当下人文社科研究的人类学和考古学两大转向语境下,书契与讽诵作为四重证据和文化大传统的重新发现,为因筛选、遮蔽和遗忘而导致的文字文献难解谜题提供了释读新视界。＂工史书世＂的基本方式,是工史身份递降和人类文明传承方式及技术变迁的物证。后世王者所追认的圣王谱系和神性祖先,原本是天神之子或可以借助神赐法器变形幻游通神的宗教领袖。职司书世与诗世的史官用事之物旂铃、玉瑹和圣人振铎、凤鸣衔珪等圣瑞建构均深植于神圣传统和法器信仰神话。     

槽波勘探技术在鸡西杏花煤矿的应用

针对鸡西矿区的矿井地质小构造，首次采用槽波透射法及槽波反射法，在鸡西杏花矿进行了试验研究，取得了令人满意的效果。表明槽波勘探技术在该区具有良好的应用前景。