波罗的海干散货运价指数预测及实证分析

以波罗的海干散货运价指数（BDI）为研究对象,以其月度平均值为单位,分析BDI的季节性与周期性波动规律。通过分析其长期趋势性因素的波动规律,发现BDI的长期波动规律符合生长曲线模型。借助于ADF检验,建立ARMA模型。实证分析结果表明,该模型可用于BDI的短期预测。     

Predicting rainy seasons: quantifying the beliefs of prophets

In general, meteorologists find it difficult to make seasonal predictions in the north-east region of Brazil due to the contrasting atmospheric phenomena that take place there. The rain prophets claim to be able to predict the seasonal weather by observing the behavior of nature. Their predictions have a strong degree of subjectivity; this makes science (especially meteorology) disregard these predictions, which could be a relevant source of information for prediction models. In this article, we regard the prophets’ knowledge from a subjectivist point of view: we apply elicitation of expert knowledge techniques to extract their opinions and convert them into probability densities that represent their predictions of forthcoming rainy seasons.     

季节性易逝品预售与回购联合决策研究

基于季节性易逝品短销售期和短保质期的“双短”特性,其高额利润通常伴随着较大需求不确定性,而且一旦错过销售季节,其极低的残值将导致巨大经济损失与资源浪费.折价预售策略将鼓励消费者提前购买,经销商也可通过预售产品数量的获知来提升市场需求预测的准确性.但消费者在享受预购折价优惠的同时,也可能承担未见到实物产品即进行购买的期望价值损失.此时,经销商若采取回购,则是对消费者利益的直接保障,而在产生回购成本的同时,也可以通过提高预售价格与降低实物订货量等方式带来新增利润.考虑策略型消费者行为,对预售与回购联合策略和单一预售策略进行对比,构建两种策略下的经销商收益模型,并得出相应的最优预售价格与最优订购量.研究发现,当商品单位成本较大或回购价格较低时,预售与回购联合策略的实施能够使经销商获得更优收益,且最优预售价格高于单一预售策略,最优订货量则低于单一预售策略,从而为经销商营销策略选择进行决策支持.     

Testing for cointegration at any frequency using spectral methods

Summary In this paper a new simple test for cointegration at any frequency is presented. This method can thus be applied to test for cointegration both at the zero and at the seasonal frequencies. It requires the estimation of the coherency spectrum of weakly stationary processes, therefore only standard spectral theory is involved. The testing procedure is similar to the one suggested by Phillips and Ouliaris (1988) and recently generalized by Joyeux (1992) to frequencies different from zero, but it does not suffer of some problems connected with the use of principal components methods in the frequency domain. Invited paper at the Conference held in Bologna, Italy, 27–28 May 1993, on ?Statistical Tests: Methodology and Econometric Applications?.     

Avian Flu and Embodied Global Imagery: A Study of Pandemic Geopolitics in the Media

Avian influenza is caused by viruses adapted to birds. The causative agents can, in rare cases, spread to humans, although no human-to-human transmission has been demonstrated. However, the mere possibility of mutation into a human form allowed for media, states and international organizations to speculate about the meaning of the disease's movement across species and localities. The hypothetical scenarios focused on national preparedness and resilience. Such imageries of elastic and shock absorbing communities offer insights into how diseases are used to contain and border in an age of vanishing boundaries and interconnected global reaches. This study tracks the historical trajectory of public cognitions regarding avian flu as it turned from an ordinary livestock disease into a hyperbolic mutable ‘killer disease’. Excerpts from articles carried in The New York Times and Helsingin Sanomat, a Finnish mainstream daily, are used to map how the disease turned into a register of the hostilities inherent in the world. In the American public cognition, the tangible disease threat was triggered when the dangers of mutation were associated with China. For the small peripheral Finland, the pandemic scare instigated public imaginaries of a resilient and efficient Nordic society.

La influenza aviar es causada por virus adaptados a los pájaros. En casos raros, los agentes causativos pueden propagarse a humanos, aunque no se ha demostrado ninguna transmisión entre humanos. Sin embargo, la simple posibilidad de mutación a una forma humana, permitió a los medios, estados y organizaciones internacionales especular sobre el sentido del movimiento de la enfermedad entre las especies y localidades. Los escenarios hipotéticos se enfocaron en la preparación y resistencia nacionales. Tales imágenes de comunidades elásticas y absorbentes de impactos ayudan a comprender mejor cómo se usan las enfermedades para contener y colindar fronteras en una época que están desapareciendo y de extensa interconexión global. Este estudio sigue la trayectoria histórica de conocimiento público respecto a la gripa aviar cuando pasó de una enfermedad ordinaria de ganado a una ‘enfermedad mortal’ hiperbólica mutable. Extractos de artículos publicados en el New York Times y el Helsinki Sanomat, un diario finlandés predominante, se usaron para representar cómo la enfermedad se convirtió en un registro de las hostilidades inherentes en el mundo. En el conocimiento americano, la amenaza tangible de la enfermedad se desencadenó cuando los peligros de la mutación fueron asociados con China. Para la pequeña Finlandia, el susto pandémico instigó la imaginación pública de una resistente y eficiente sociedad nórdica.

禽流感是由鸟类携带的病毒引起的。尽管目前还未发现人到人传播的案例,但在某些罕见的情况下,这些病原体可以传染给人类。尽管如此,仅仅是能变异为人类病毒的可能性就足以让媒体、国家和国际组织思考这种跨物种和地域的病毒传播的后果。这种假想关注国家的准备情况和应变能力。这种关于具有弹性和能吸收震荡的社会的意象让我们能够洞察,在一个边界正在消失、各领域相互联系的时代中,疾病可以如何被用来阻止国家边界的消失并界定国家边界。禽流感已经从一种普通的家畜疾病变为一种夸张的可变异的致命疾病。本文追踪了这一公众认知变化的历史轨迹。通过刊登在《纽约时报》和芬兰主流日报《赫尔辛基新闻》上的文章节选,本文表明了禽流感是如何变为各国固有敌意的记录器的。在美国的公众认知中,禽流感在中国的变异危险导致了这场有形的疾病威胁。对于处于边缘的小国芬兰而言,这种禽流感大流行的恐慌驱使公众想象一个灵活高效的北欧社会。

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提高工厂化养猪产量的生产方案

根据母猪产行量的季节性变化规律.给出了充分利用厂房设备提高工厂化养猪产量的生产安排方案，同时考虑了新老交替的安排.     

TESTS FOR SEASONAL DIFFERENCING WITH AN UNKNOWN BREAK-POINT

Some Lagrange multiplier tests for seasonal differencing are proposed; their main objective is to avoid over-differencing due to structural change. The null hypothesis is either the presence of both regular and seasonal unit roots or the presence of a seasonal unit root. Alternative hypotheses allow for stationarity around a possible structural change where the break-point is unknown. The location of the structural change is estimated using the proposed procedures, the asymptotic distribution of the test statistics under the null hypothesis is derived and some useful percentiles are tabulated. An illustrative example based on the Canadian Consumer Price Index is presented.     

Evaluation of the Influenza Risk Reduction from Antimicrobial Spray Application on Porous Surfaces

Antimicrobial spray products are used by millions of people around the world for cleaning and disinfection of commonly touched surfaces. Influenza A is a pathogen of major concern, leading to up to 49,000 deaths and 114,000 hospitalizations per year in the United States alone. One of the recognized routes of transmission for influenza A is by transfer of viruses from surfaces to hands and subsequently to mucous membranes. Therefore, routine cleaning and disinfection of surfaces is an important part of the environmental management of influenza A. While the emphasis is generally on spraying hard surfaces and laundering cloth and linens with high temperature machine drying, not all surfaces can be treated in this manner. The quantitative microbial risk assessment (QMRA) approach was used to develop a stochastic risk model for estimating the risk of infection from indirect contact with porous fomite with and without surface treatment with an antimicrobial spray. The data collected from laboratory analysis combined with the risk model show that influenza A infection risk can be lowered by four logs after using an antimicrobial spray on a porous surface. Median risk associated with a single touch to a contaminated fabric was estimated to be 1.25 × 10⁻⁴ for the untreated surface, and 3.6 × 10⁻⁸ for the treated surface as a base case assumption. This single touch scenario was used to develop a generalizable model for estimating risks and comparing scenarios with and without treatment to more realistic multiple touch scenarios over time periods and with contact rates previously reported in the literature. The results of this study and understanding of product efficacy on risk reduction inform and broaden the range of risk management strategies for influenza A by demonstrating effective risk reduction associated with treating nonporous fomites that cannot be laundered at high temperatures.     

Influenza Infection Risk and Predominate Exposure Route: Uncertainty Analysis

An effective nonpharmaceutical intervention for influenza interrupts an exposure route that contributes significantly to infection risk. Herein, we use uncertainty analysis (point‐interval method) and Monte Carlo simulation to explore the magnitude of infection risk and predominant route of exposure. We utilized a previously published mathematical model of a susceptible person attending a bed‐ridden infectious person. Infection risk is sensitive to the magnitude of virus emission and contact rates. The contribution of droplet spray exposure to infection risk increases with cough frequency, and decreases with virus concentration in cough particles. We consider two infectivity scenarios: greater infectivity of virus deposited in the upper respiratory tract than virus inhaled in respirable aerosols, based on human studies; and equal infectivity in the two locations, based on studies in guinea pigs. Given that virus have equal probability of infection throughout the respiratory tract, the mean overall infection risk is 9.8 × 10^?2 (95th percentile 0.78). However, when virus in the upper respiratory tract is less infectious than inhaled virus, the overall infection risk is several orders of magnitude lower. In this event, inhalation is a significant exposure route. Contact transmission is important in both infectivity scenarios. The presence of virus in only respirable particles increases the mean overall infection risk by 1–3 orders of magnitude, with inhalation contributing ≥ 99% of the infection risk. The analysis indicates that reduction of uncertainties in the concentration of virus in expiratory particles of different sizes, expiratory event frequency, and infectivity at different sites in the respiratory tract will clarify the predominate exposure routes for influenza.     

我国工业增加值季节波动非线性研究——基于SEATV-STAR模型

多数宏观经济变量时间序列有季节波动,如果季节波动是非线性的,采用经季节调整过的数据或传统季节模型等线性处理季节波动的方法可能就不再适用。本文基于季节时变平滑转换自回归(SEATV-STAR)模型,运用"特殊到一般"的非线性检验策略对我国工业增加值季度增长率季节波动进行研究。结果表明:(1)工业增加值的季节波动兼有结构时变和非线性改变,工业增加值的周期波动是线性的。(2)技术进步、体制变迁等因素使得工业增加值季节波动发生连续的结构时变,它们是季节波动变化的主要影响因素。(3)工业增加值周期波动对其季节波动有非对称影响;在工业增加值的波峰阶段,其季节波幅会减小,且1、2季度工业增长率有明显提高。