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.     

The genetic diversity of cen-tral and peripheral popula-tions of ratlike hamster(Cricetulus triton)

The impact of habitat fragmentation and isolation on the genetic diversity of populations has attracted much attention in studies of meta-population and conservation biology. In this work, using the randomly amplified polymorphic DNA (RAPD) technique, we studied the genetic diversity of central, peripheral and peninsular populations of ratlike hamster, which were collected in five locations of the North China Plain and its surrounding areas, in 1999. The study revealed that, ⅰ) the genetic diversity of central population of Raoyang County＞the sub-central populations of Gu'an County and Taikang County＞the peripheral population of Shunyi District＞the peninsular population of Mentougou District; ⅱ) the genetic diversities of the five populations were positively correlated to the nearest distances to the peripheral line of population distribution; ⅲ) there were significant differences of gene frequencies of some RAPD fragments among the five populations. More RAPD fragments disappeared in peripheral populations than in central or sub-central populations. The frequencies of two RAPD fragments were correlated to the latitude. This study clearly indicated that the variation of the genetic diversities of the five populations was caused by edge effect and frag- mentation through the enhanced inbreeding and genetic drift, and thus supported the view that habitat fragmentation and related edge effect reduce the population genetic diversity.     

移民村落的权力博弈与移民的适应——以广东三峡移民村落白村为例

通过对一个安置在广东的三峡移民村落白村首任村长上任、下台的调查与分析,探究了移民村落的乡村权力“博弈”过程,以及这种乡村权力与移民适应的关系,指出帮助移民获得适当的社会资本是帮助移民更好地适应的策略之一。     

一种分层多播的带宽适应策略

提出了一种基于接收端意见反馈的带宽适应策略。在该策略中，为了避免反馈信息在源端的爆炸，给出了一个路由器分流合并的方法，使得带宽适应策略具有良好的缩放性。     

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.     

全球变化背景下的几个科技名词

随着人们对全球变化（global change）的关注和研究，这一领域出现了很多科技名词，对这些名词进行统一定名、合理释义非常必要。文章结合国际上全球变化问题的研究进展分析了几个典型名词。     

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.     

互生共长的长青藤与参天大树——从文学作品改编看20世纪中国文学与现代传播之电影

20世纪中国文学十分幸运地发生、发展在一个现代传播飞速发展的时代.电影,是现代传播的一种形式.在过去的近百年的中国文学发展的历史中有许多的文学作品借助电影这一现代传播的形式得以广泛传播,经久不衰;电影也从20世纪中国文学的宝库中汲取了丰富的创作源泉.近百年来,它们互生互长,共同繁荣,结出了累累硕果.