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12.
平稳性检验方法的有效性研究 总被引:2,自引:1,他引:1
平稳性检验是时间序列分析的重要研究内容,现有检验方法的性能缺乏系统的比较分析。文章从样本长度的视角研究平稳性检验方法的性能,采用ADF检验、PP检验、KPSS检验和LMC检验四种方法展开实证研究。仿真实验结果表明:时间序列数据长度会对检验方法的准确率产生明显的影响,数据长度较小时检验准确率偏低;数据长度增大时可以提升检验方法的准确率,但仍未能达到100%的上限值。当样本长度较小时,这些方法的检验统计量的渐进分布难以满足,因此其实际检验效果值得探究。样本长度是有限的,因此渐进分布检验方式的改进空间有限,新的检验方式值得探究。 相似文献
13.
《Omega》2014
Electricity consumption forecasting has been always playing a vital role in power system management and planning. Inaccurate prediction may cause wastes of scarce energy resource or electricity shortages. However, forecasting electricity consumption has proven to be a challenging task due to various unstable factors. Especially, China is undergoing a period of economic transition, which highlights this difficulty. This paper proposes a time-varying-weight combining method, i.e. High-order Markov chain based Time-varying Weighted Average (HM-TWA) method to predict the monthly electricity consumption in China. HM-TWA first calculates the in-sample time-varying combining weights by quadratic programming for the individual forecasts. Then it predicts the out-of-sample time-varying adaptive weights through extrapolating these in-sample weights using a high-order Markov chain model. Finally, the combined forecasts can be obtained. In addition, to ensure that the sample data have the same properties as the required forecasts, a reasonable multi-step-ahead forecasting scheme is designed for HM-TWA. The out-of-sample forecasting performance evaluation shows that HM-TWA outperforms the component models and traditional combining methods, and its effectiveness is further verified by comparing it with some other existing models. 相似文献
14.
高雅冰 《河南理工大学学报(社会科学版)》2009,10(3)
我国物权法规定,业主可以设立业主大会,作为区分所有权人团体的最高意思机构。业主大会之下,设有业主委员会,作为意思执行机构,负责日常管理事务。对于业主团体的法律人格问题我国目前尚未定论,法国、德国、日本、我国台湾与香港的物业管理法律制度均确认业主团体的法律人格。笔者赞成肯定业主委员会的诉讼地位的说法,在理论与实践中都应当作为管理维护建筑物和区分主利益的表征,更多地体现为诉讼程序的功能,而非实体功能。 相似文献
15.
Pami Dua 《商业与经济统计学杂志》2013,31(3):381-384
The accuracy of forecasts of interest rates over different forecast horizons and time periods is examined. The results indicate a deterioration in “absolute” forecast accuracy measured by the mean absolute error and the root mean squared error but no decrease in “relative” accuracy measured by the Theil coefficient with an increase in the forecast span. The results also indicate a decline in accuracy in periods of volatile interest rates. Support is found for the hypothesis that the ratio of the variability of predicted changes to that of actual changes falls with an increase in the forecast horizon. 相似文献
16.
This paper considers five test statistics for comparing the recovery of a rapid growth‐based enumeration test with respect to the compendial microbiological method using a specific nonserial dilution experiment. The finite sample distributions of these test statistics are unknown, because they are functions of correlated count data. A simulation study is conducted to investigate the type I and type II error rates. For a balanced experimental design, the likelihood ratio test and the main effects analysis of variance (ANOVA) test for microbiological methods demonstrated nominal values for the type I error rate and provided the highest power compared with a test on weighted averages and two other ANOVA tests. The likelihood ratio test is preferred because it can also be used for unbalanced designs. It is demonstrated that an increase in power can only be achieved by an increase in the spiked number of organisms used in the experiment. The power is surprisingly not affected by the number of dilutions or the number of test samples. A real case study is provided to illustrate the theory. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
17.
This paper tackles the problem of scheduling in the assembly of SMT electronic boards. In particular, it focuses on a new scheduling method developed within the framework of an industry-university joint research project. The scheduling system aims at minimizing the makespan; this goal is achieved by reducing setup times and idle times of the machines. As an example, the outcome of a test carried out on a production mix made up of 10 board types is presented and analyzed in a summarized form. 相似文献
18.
M. Austin Betz 《统计学通讯:理论与方法》2013,42(11):3169-3183
A procedure for estimating power in conjunction with the Hotelling-Lawley trace is developed. By approximating a non-central Wishart distribution with a central Wishart, and using McKeon's (1974) F-type approximation, a relatively simple procedure for obtaining power estimates is obtained. The accuracy of the approximation is investigated by comparing the approximate results with those for a wide range of conditions given in Olson's (1973) extensive Monte Carlo study. Siotani's (1971) asymptotic expansion is used to provide further comparative assessments. It is demonstrated that the approximation is of sufficient accuracy to be used in practical applications. 相似文献
19.
《Journal of Organizational Behavior Management》2012,32(3-4):247-256
ABSTRACTFeedback is often used in Organizational Behavior Management to improve employee performance. Accurate feedback results in greater improvements in performance and accurate observations enable accurate feedback. However, employees may find providing feedback to peers aversive. The present study contrived a method to evaluate whether instructing individuals to deliver feedback following observations impacted the accuracy of those observations. Five college-aged participants were exposed to a counterbalanced ABAB design. In the observation-only condition (Condition A) participants conducted observations of confederate posture, scoring whether the confederate’s feet and back were “safe” or “at risk.” In the required-feedback condition (Condition B) participants observed and collected data identically to phase A, but were additionally instructed to deliver feedback regarding confederate postures following each session. The results show that all five participants demonstrated higher accuracy of observations in the observation-only condition. Factors potentially influencing lower accuracy when feedback was required are discussed. 相似文献
20.
语块运用不仅是本族语使用中的普遍现象,对二语学习者也有重要的意义。通过实验分析二语学习者的语块知识、语法知识与其在阅读理解中的表现之间的关系,结果表明:语块知识比语法知识更能预测学习者在阅读理解中的表现.且语块知识在阅读理解中的作用基本不受语法知识的影响。 相似文献