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.     

Coarsely Invariant Hilbert Spaces over Infinite Connected Graphs

We study in this paper a Hilbert space HV associated with the coarse geometry of an infinite connected graph X(V,E) with vertex set V and edge set E. We show that X( V, E) is uniformly expanding if and only if l2( V) can be continuously included in HV as a closed subspace, and that the inner product structure of HV is topologically invariant under uniform coarsening of the graph. We also discuss the functorial properties of these Hilbert spaces.     

冷拉拔对LY12铝合金小棒组织和性能的影响

研究了淬火前不同冷变形量对ＬＹ１２铝合金挤压小棒组织和性能的影响．结果表明：不同的冷拉拔量对ＬＹ１２铝合金组织和性能有明显的影响；适当的冷变形量能减少或消除该合金挤压棒材的粗晶环．作者还对粗晶环的形成原因及其消除方法进行了讨论．     

网络环境分布式计算与Java实现研究

讨论了网络环境下的分布式并行计算,构筑了以Ｊａｖａ多线程机制为核心的分布式计算模型,在校园网上利用多台微机作分布式计算,结合水力发电工程算例,讨论了计算模型的建立、实现及实例计算的时效性等有关问题。     

提高分光计调节效率的探索

针对光学实验中分光计调节的困难,提出了调节措施,缩短了调节时间,为分光计后续相关实验的开展奠定了基础.     

混粉镜面电火花加工机理

介绍了混粉镜面电火花加工的发展和应用，论述了大面积混粉电火花加工机理，分析了传统大面积电火花加工很难获得良好表面质量的原因．     

汽轮机湿蒸汽两相流中水滴尺寸研究进展

综述了国内外湿蒸汽两相流的理论和实验研究进展，分析了目前湿蒸汽中水滴尺寸研究的状况和遇到的困难，并详细介绍了能同时测量一次水滴和二次水滴的集成化探针，给出了在电厂350MW汽轮机上的测量结果．     

超高精度定位系统及线性补偿研究

依据一个带有宏定位和微定位的超高精度定位系统设计，应用弹性力学理论进行精定位台的静、动参数的分析和估算，确定了系统的自然频率，并由此设计出双伺服环的控制系统。控制系统由2根循环滚珠丝杠构成宏定位，3个压电驱动器构成微定位。在系统软件中，采用Chebyshev数字滤波器进行去噪，使整个定位系统控制在200mm的行程中，其定位精度达到了8nm。对于由压电驱动器（PZT）的迟滞和非线性特性而产生的系统重复运动误差，系统采用EMM（Exact Model Matching)控制策略，最终实现正向和反向运行的误差量比补偿前降低5倍以上，使得正反向运动几乎落在同一曲线内，实现了对压印光刻工艺集成电路制造中的高精度定位要求。     

治理黄河泥沙的新途径——小北干流放淤

介绍了黄河泥沙的主要来源及危害,提出了治理黄河泥沙的新举措——小北干流放淤,分析了小北干流放淤的客观性和必要性,指出了小北干流放淤对黄河治理的长远影响。     

不同类型禾谷类作物幼芽中甜菜碱醛脱氢酶蛋白含量差异

用Western blot方法分析了甜菜碱生物合成酶之一甜菜碱醛脱氢酶（BADH）在同基因型禾谷类作物——小麦、玉米、水稻、高粱和大麦幼芽中蛋白含量的变化，结果表明BADH在禾谷类作物种子萌发早期（幼芽）中普遍存在，并有较高的含量．不同类型的作物BADH蛋白含量不同，在同一类型作物的不同品种间也表现出明显的差异．