无斑肥螈生殖腺季节性变化的初步研究

对分布在湖南、广东交界处的南岭地区的无斑肥螈（Pachytrion labiatus)雌、雄性生殖腺在不同月份的大小、重量和不同发育程度卵的数量变化进行了调查研究。结果表明：5-8月份为生殖腺的快速生长期,9-10月为产卵期。     

基于季节调整和Holt-Winters的月度负荷预测方法

针对负荷序列中异常数据会导致模型误设或参数估计发生偏差的问题,提出利用季节调整方法,先对原始负荷序列进行季节调整,获得消除离群值、节假日影响的季节调整后序列和季节成分序列;然后用改进的Holt-Winters方法对季节调整后成分进行预测,用虚拟回归方法预测季节成分序列;最后对各成分预测结果重构得到最终预测结果的月度负荷预测方法。通过实例检验,提出的方法能明显提高预测精度,预测效果要优于季节性Holt-Winters、SARIMA、神经网络、支持向量机等模型。     

Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns

This work presents a framework of dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns. The framework is based on the multiple sources of randomness formulation. A noise model is formulated to allow the incorporation of randomness into the seasonal component and to propagate this same randomness in the coefficients of the variant trigonometric terms over time. A unique, recursive and systematic computational procedure based on the maximum likelihood estimation under the hypothesis of Gaussian errors is introduced. The referred procedure combines the Kalman filter with recursive adjustment of the covariance matrices and the selection method of harmonics number in the trigonometric terms. A key feature of this method is that it allows estimating not only the states of the system but also allows obtaining the standard errors of the estimated parameters and the prediction intervals. In addition, this work also presents a non-parametric bootstrap approach to improve the forecasting method based on Kalman filter recursions. The proposed framework is empirically explored with two real time series.     

上海流动人口犯罪特征及原因分析——透过新闻资料的梳理、分析

流动人口犯罪是目前城市犯罪的主要构成因素之一,上海流动人口犯罪比重已占到城市犯罪总数的60%左右,并呈继续上升趋势。透过新闻资料对上海流动人口犯罪特征及原因进行具体分析,可以看出上海流动人口犯罪表现出了犯罪的一些共性,也反映了上海城市犯罪的一些个性特征:侵财型犯罪比重大;流动人口共同结伙犯罪、团伙犯罪比重较大;犯罪成员年龄结构轻;犯罪发案时间季节性明显;罪案主要集中于城郊结合部。导致流动人口犯罪的首要因素是社会环境。因此,应加强社会公平性建设,加强城市流动人口社会保障制度建设,建立有效的流动人口管理机制和统一的流动人口管理机构,加强对流动人口的法制教育和技能培训。     

“民工潮”现象的社会学研究

民工潮是在我国经济和社会改革深化的过程发展起来的农民和农村人口的临时性的机械迁移,是我国农村乃至整个社会新的社会分层和社会流动机制运行引发的一个社会经济现象.从另一种视觉来看,民工潮包含的两个社会流动过程涨潮(农民从农村向城市流动)是一个下降的社会流动过程,而落潮(民工回乡)是一个向上的社会流动过程.民工潮是增强我国农村和城市社会经济发展活力的重要因素,对我国城乡的稳定发展也有特殊的积极意义.对民工潮的疏导是长期性工作,除了要促进区域经济的平衡发展和乡镇经济发展,让农业剩余劳动力尽量就近转移外,政府的服务工作和农村教育事业的发展也意义重大.     

Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index

This study is mainly concerned with basic issues that arise in connection with the seasonal: adjustment of the Canadian Consumer Price Index when used as a current indicator of inflation. It analyzes the seasonal characteristics of the series and evaluates whether a direct or an indirect adjustment is preferred from the viewpoint of the degree of smoothness of the monthly rate of change. The use of ARIMA extrapolations versus no ARIMA extrapolations and the application of concurrent versus year-ahead seasonal factors are also discussed. The selection of the optimal procedure is made according to the degree of smoothness and size of the revisions of the seasonally adjusted monthly rate of change.     

季节性需求下受资源限制及缺货之存货模型

目前,没有任何研究同时对季节性需求、允许缺货及受资源限制之存货管理问题加以探讨.所以,此研究使用整数规划之方法来求解此一存货管理问题,使用此方法所建立的模型不仅容易应用于现实生活之中.除此之外,决策者也可轻易地将限制式加入模型之内以符合其实际情况.最后,使用范例以说明如何实际应用此模型.     

The Surrogate Henderson Filters in X-11

This paper explains the surrogate Henderson filters that are used in the X-11 variant of the Census Method II seasonal adjustment program to obtain trends at the ends of time series. It describes a prediction interpretation for these surrogate filters, justifies an approximation to the filters, proposed by Kenny & Durbin (1982), and proposes a further interpretation of the results. The starting point for the paper is unpublished work by Musgrave (1964a, 1964b). His work has continuing relevance to current seasonal adjustment practice. This paper makes that work generally available for the first time, and reviews and extends it.     

Effect of neglected deterministic seasonality on unit root tests

Whenever deterministic seasonality is ignored, the distribution of the Dickey-Fuller test is shifted to the left, with lower dispersion at the same time. When accounting for serial correlation, the distortions become less predictable. A Monte Carlo study confirms that the (augmented) Dickey-Fuller test without seasonal dummies is oversized and has little power at the same time, due to the need of lag augmentation. The effect of neglecting seasonal deterministics on the KPSS test for stationarity depends on the way the long-run variance is estimated. This is a shorter version of a working paper containing additional experimental evidence and the proofs of the propositions. The working paper is available online under http://www.wiwi.uni-frankfurt.de/~deme/ends_urt.pdf.