基于二次分解策略和模糊时间序列模型的航空客运需求预测研究

提高航空客运需求预测的准确性对于航空公司以及整个航空运输系统的发展都具有重要的现实意义。以往研究普遍采用单一分解策略去处理航空客运需求时序中存在的复杂特征,以此提升组合模型的预测性能。然而传统的分解策略存在着特征提取不完全、分解方法带有固有缺陷等问题,导致组合模型预测效果不能得到充分的提升。为此,本文提出一种基于二次分解策略和模糊时间序列模型的航空客运需求预测方法。该方法首先利用季节调整模型（X12-ARIMA）将原始时序分解成季节成分序列与季节调整后序列,继而利用改进的自适应噪声集成经验模态分解方法（ICEEMDAN）将季节调整后序列分解成一系列不同时间尺度的本征模态函数（IMF）和残差序列（Residue）。然后使用基于模糊C均值算法（FCM）划分论域区间的FTS模型对季节成分序列、各IMF分量以及残差序列分别进行预测。最后将各分量序列的预测结果进行集成,重构出航空客运需求的预测值。实证结果表明,本文所提出的二次分解策略表现显著优于传统的分解策略,并且本文所提出模型对于航空客运需求预测有着较高的准确性。     

火力发电企业离散决策及其对碳排放权价格影响

随着碳交易市场的建立,对于参与减排企业,如何制定合理的减排决策从而降低减排成本成为了一个重要问题。在有效市场下,参与减排企业的边际成本将直接影响碳排放权价格的走势。以往研究大多基于连续时间模型,运用动态优化原理解决此类问题。而事实上,企业的决策过程是离散的,这是由于碳排放权不能跨期交易,如果简单连续化会使得企业有过度减排的可能,与现实不符。基于此,本文以电力企业为例,运用动态优化方法,建立电力企业的离散减排决策模型,从而得出企业的最优边际减排成本,为政府调控碳排放权市场提供理论指导。为了验证模型,本文采用深圳碳排放权的相关实际数据进行数值模拟。研究表明,当企业做出离散减排决策时,企业的减排成本及边际减排成本与初始排放量、配额、单位惩罚成本、减排决策次数等因素相关。企业的离散决策会使得企业的边际减排成本波动加大,进而可能引起碳排放权市场的动荡,但企业的离散决策更有利于企业完成减排任务。     

Semiparametric multiparameter regression survival modeling

We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates, and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many interesting features of survival data at a relatively low cost in model complexity. Estimation procedures are developed, and asymptotic properties of the resulting estimators are derived using empirical process theory. Finally, a resampling procedure is developed to estimate the limiting variances of the estimators. The finite sample properties of the estimators are investigated by way of a simulation study, and a practical application to lung cancer data is illustrated.     

Sizing Up a Superstorm: Exploring the Role of Recalled Experience and Attribution of Responsibility in Judgments of Future Hurricane Risk

Research suggests that hurricane‐related risk perception is a critical predictor of behavioral response, such as evacuation. Less is known, however, about the precursors of these subjective risk judgments, especially when time has elapsed from a focal event. Drawing broadly from the risk communication, social psychology, and natural hazards literature, and specifically from concepts adapted from the risk information seeking and processing model and the protective action decision model, we examine how individuals’ distant recollections, including attribution of responsibility for the effects of a storm, attitude toward relevant information, and past hurricane experience, relate to risk judgment for a future, similar event. The present study reports on a survey involving U.S. residents in Connecticut, New Jersey, and New York (n = 619) impacted by Hurricane Sandy. While some results confirm past findings, such as that hurricane experience increases risk judgment, others suggest additional complexity, such as how various types of experience (e.g., having evacuated vs. having experienced losses) may heighten or attenuate individual‐level judgments of responsibility. We suggest avenues for future research, as well as implications for federal agencies involved in severe weather/natural hazard forecasting and communication with public audiences.     

Combined double sampling and variable sampling interval np chart

A combined double sampling and variable sampling interval (DSVSI) np chart is investigated in this study. The optimal design of the DSVSI np chart is based on minimizing the out-of-control average time to signal. From the numerical results, the DSVSI np chart performs reasonably well in comparison with the standard np chart, double sampling np chart, synthetic double sampling np chart, and other existing np type control charts for detecting increases in the process of fraction non conforming, based on the zero-state case. An example is provided to illustrate the application of the DSVSI np chart.     

The increase in marital status differences in mortality up to the oldest age in seven European countries, 1990–99

We investigate mortality differentials by marital status among older age groups using a database of mortality rates by marital status at ages 40 and over for seven European countries with 1 billion person-years of exposure. The mortality advantage of married people, both men and women, continues to increase up to at least the age group 85–89, the oldest group we are able to consider. We find the largest absolute differences in mortality levels between marital status groups are at high ages, and that absolute differentials are: (i) greater for men than for women; (ii) similar in magnitude across countries; (iii) increase steadily with age; and (iv) are greatest at older age. We also find that the advantage enjoyed by married people increased over the 1990s in almost all cases. We note that results for groups such as older divorced women need to be interpreted with caution.     

Turbulent dynamics in a Xviith century population

A reconstruction of the population of the Pays de Caux (1589–1700) yields the time series of a fertility behavior indicator, the overall Coale index If. In spite of the noisy appearance of its evolution, the trajectory of If looks ordered, as if it were confined alternatively to two given zones, looping in each of them for a while, then suddenly jumping from the low one to the higher one, or slowly whirling down from the high to the low one.

An attempt is made to explain this general temporal structure by using a simulation model based on the autoregulation model (the so‐called European Marriage Pattern), putting into play a choice of the spouse function, a fertility function, modalities of marriage and remarriage, under the environmental forcing of the reconstructed mortality conditions.

The correspondence between reconstruction and simulation turns out to be quite good, not only for the population size or the Coale index, but also for the marriage series, quite independently of the reconstructioa

A second simulation with simulated mortality conditions shows a bifurcation point: as the mean frequency of crisis increases, the state of the system leaves the lower level and concentrates more and more in the higher level.

Thus, not only does the autoregulator model appear validated by empirical data, but its bi‐modal structure is revealed, depicting the dynamic response of a traditional community both to the environment and to the endogeneous demographic process.     

现代汉语习惯体分析

文章介绍了围绕着习惯体的类型学争论,具体分析了汉语中习惯体的表达方法和时间指涉特点,在此基础上进一步分析了习惯体和非现实原型的相似度,认为汉语中存在习惯体并且比较接近非现实范畴。     

百年“嘉靖说”学术史的回顾与反思

《水浒传》成书于元末明初自上世纪30年代以来逐渐成为比较权威和主流的观点，但反对的声音亦未销声匿迹。近30年来以张国光、石昌渝等为代表学者提出的嘉靖说越来越受到学界的重视并得到不少学人的响应，大有取代元末明初说之势。文章在爬梳大量研究文献的基础上，从学术史的视角对嘉靖说的学术源流和研究方法进行了回顾和反思。     

On the distributions of the differences between the estimated autocorrelations and partial autocorrelations at the same lag

Pukkila (1982) introduced a new portmanteau-type test of white noise. The test is based on the differences between the estimated autocorrelations and the corresponding partial autocorrelations. In the present paper the distributions of these differences are consider in the case of normal white noise. Approximations to these distributions are given. Goodness of fit of these theoretical distributions and the corresponding observed distributions is studied using simulated time series of various lengths.