Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model

Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989). Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied. An application concerning some Italian private consumption series provides an example of the model capabilities.     

组合预测误差信息矩阵研究

研究组合预测误差信息矩阵的结构与组合预测方法性质之间的联系,首次提出冗余信息概念,对最优组合预测方法的组合结构进行了研究。     

Bayesian analysis of elapsed times in continuous‐time Markov chains

The authors consider Bayesian analysis for continuous‐time Markov chain models based on a conditional reference prior. For such models, inference of the elapsed time between chain observations depends heavily on the rate of decay of the prior as the elapsed time increases. Moreover, improper priors on the elapsed time may lead to improper posterior distributions. In addition, an infinitesimal rate matrix also characterizes this class of models. Experts often have good prior knowledge about the parameters of this matrix. The authors show that the use of a proper prior for the rate matrix parameters together with the conditional reference prior for the elapsed time yields a proper posterior distribution. The authors also demonstrate that, when compared to analyses based on priors previously proposed in the literature, a Bayesian analysis on the elapsed time based on the conditional reference prior possesses better frequentist properties. The type of prior thus represents a better default prior choice for estimation software.     

析科技翻译论著中汉语语法术语的误用

随着科学技术的发展 ,研究和探讨科技翻译的著作不断问世 ,但是目前有些论述科技英汉、汉英翻译的书籍在使用汉语语法术语方面不够正确。该文从词、句子成分和句的角度分析了汉语语法术语误用的情况。     

An alternative to model selection in ordinary regression

The weaknesses of established model selection procedures based on hypothesis testing and similar criteria are discussed and an alternative based on synthetic (composite) estimation is proposed. It is developed for the problem of prediction in ordinary regression and its properties are explored by simulations for the simple regression. Extensions to a general setting are described and an example with multiple regression is analysed. Arguments are presented against using a selected model for any inferences.     

Loss functions for estimation of extrema with an application to disease mapping

It is often of interest to find the maximum or near maxima among a set of vector‐valued parameters in a statistical model; in the case of disease mapping, for example, these correspond to relative‐risk “hotspots” where public‐health intervention may be needed. The general problem is one of estimating nonlinear functions of the ensemble of relative risks, but biased estimates result if posterior means are simply substituted into these nonlinear functions. The authors obtain better estimates of extrema from a new, weighted ranks squared error loss function. The derivation of these Bayes estimators assumes a hidden‐Markov random‐field model for relative risks, and their behaviour is illustrated with real and simulated data.     

基于EMD的非线性信号自适应分析

根据EMD分解原理,提出通过选择平均包络中的突变点确定自适应滤波器截止分量阶,以此构造时空滤波器组进行非线性信号自适应分析的方法,成功应用于分析波音737飞机涡轮轴振动信号。从噪声中自适应地提取随转速变化的信号分量和低频振动分量,与小波分析方法相比,在轴向位移检测中取得了更为满意的效果。该方法不仅改进了涡轮轴振动信号分析方法,也适用于解决其他非线性信号的分析问题。     

关于外汇期货套期保值比率的实证研究

最佳套期保值比率(OHR)的估计方法一直是金融工程理论研究的核心问题,从最开始的幼稚法到JSE法 以及随后的很多其他改进方法,保值效率都有不同程度的提高。使用包含误差修正结构的GARCH模型估计外汇 (澳大利亚元)期货的套期保值比率。通过效率比较,证实该模型所得到的套期保值比率比起传统方法都具有更好 的降低风险能力。     

Modelling map positional error to infer true feature location

The authors consider the issue of map positional error, or the difference between location as represented in a spatial database (i.e., a map) and the corresponding unobservable true location. They propose a fully model‐based approach that incorporates aspects of the map registration process commonly performed by users of geographic informations systems, including rubber‐sheeting. They explain how estimates of positional error can be obtained, hence estimates of true location. They show that with multiple maps of varying accuracy along with ground truthing data, suitable model averaging offers a strategy for using all of the maps to learn about true location.     

Protel99se在电子学教学中的应用

本文针对电子线路教学实验演示中的困难,提出了使用电路仿真技术来完成教学实验演示的方法,通过实例介绍了如何在电子线路教学中使用protell99 se进行电路仿真。本文讲述了对单相半波整流电路、单相桥式整流电路、滤波电路、电容滤波电路进行仿真的具体操作步骤,分析了仿真电路的特点。