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.     

规范经济行为是珠江上游生态建设的根本途径

江河上游的规划和治理是建设生态环境的基础和关键。珠江上游生态环境建设要从规范现实经济行为入手，以便遏制日趋恶化的生态环境，进一步拓展生态环境对经济发展的承载能力。规范珠江上游各经济主体的行为，要以可持续发展观为价值标准，以分析实际情况为出发点，采用切实可行的对策措施。     

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.     

300 MN水压机垫板组力学行为规律研究

针对巨型水压机多层垫板组力学行为的多维非线性特征,本文应用作者开发的多体接触有限元程序,分析了300MN水压机垫板组力学行为规律,揭示了垫板组加载方式为几何空间状态与力学行为的相关性,说明了垫板组异常变形机制,提出了垫板组设计和使用的几点准则。     

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.     

直线电机瞬态特性的场路耦合分析法

运用磁网络法,进行了单边直线感应电动机的性能分析。提出了此种电机的磁网络模型,由电磁场方程导出了磁网络的参数,从而考虑了直线电机边端效应、绕组不对称分布等结构特点。场路耦合及机电耦合法的运用,使文中提供的分析模型更接近实际情况,适合于动态特性的分析     

一类具有时滞捕食-食饵系统的稳定性分析

研究了一类带有时滞和对食饵具有阶段结构的捕食-食饵系统，通过线性化得到了该系统平衡点的局部稳定的充分条件．给出了解的渐近性质和阶段结构对种群持续生存的负面影响、     

基于比率的离散型捕食系统的周期解

针对一类基于比率的离散型捕食系统，利用重合度理论给出了该系统正周期解的存在性判据．