Unique decomposition of low-order time series

ABSTRACT

We give necessary and sufficient conditions on the parameters of processes ARMA(1, 1) and ARMA(2, 1) for representation of each as unique sums of independent simpler ARMA processes, including deduction from the sum process of the innovation variances of these summands. This work on inversion is motivated by examples in the article of Granger and Morris (1976 Granger, C.W.J., Morris, M.J. (1976). Time series modelling and interpretation. J. Roy. Statist. Soc., Ser. A 139:246–257.[Crossref] , [Google Scholar]) and by our earlier article (Ku and Seneta, 1998 Ku, S., Seneta, E. (1998). Practical estimation from the sum of AR(1) processes. Commun. Statist. Simul. Computat. 27:981–998.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), to which the present article is a self-contained sequel. The theory is illustrated by the analysis of tree ring data.     

电炉余热利用及烟气净化工程的故障树分析

冶金等行业电炉的余热利用、烟气净化是一个较复杂的工程．本文用故障树分析法进行可靠性分析，找出工程的故障谱，确定薄弱环节，从而对设计、运行、维修起到一定的指导作用．     

New ways of specifying data edits

Summary.   Data editing is the process by which data that are collected in some way (a statistical survey for example) are examined for errors and corrected with the help of software. Edits, the logical conditions that should be satisfied by the data, are specified by subject-matter experts with a procedure which could be tedious and could lead to mistakes with practical implications. To render the process of edit specification more efficient we provide a new step—the definition of the so-called abstract data model of a survey—which describes the structure of the phenomenon that is studied in a survey. The existence of this model enables experts to identify all combinations of variables which should be checked by edits and to avoid the definition of conflicting edits. Furthermore, we introduce an automatic data validation strategy—TREEVAL—that consists of fast tree growing to derive automatically the functional form of edits and of a statistical criterion to clean the incoming data. The TREEVAL strategy is cast within a total quality management framework. The application of the methodologies proposed is demonstrated with the help of a real life application.     

论西南汉魏摇钱树的格套与商品化及其背景——兼谈巴蜀秦汉经商崇富传统

摇钱树由树座、树干和枝叶组成,这三部分都有自己的格套,一株摇钱树有相同的格套,不同的摇钱树、甚至相距很远的异地出土的摇钱树也有相同的格套。摇钱树的格套化为它的商品化提供了条件。摇钱树作为私人作坊制作的独特的商品在西南地区流通,与这一地区的经商和崇尚财富的民风民俗密不可分。     

Risk of Extreme Events in Multiobjective Decision Trees Part 2. Rare Events

Earlier work with decision trees identified nonseparability as an obstacle to minimizing the conditional expected value, a measure of the risk of extreme events, by the well-known method of averaging out and folding back. This second of two companion papers addresses the conditional expected value that is defined as the expected outcome assuming that a random variable is observed only in the upper 100 (1 −α) percent of potential outcomes, where α is a cumulative probability preselected by the decision maker. An approach is proposed to overcome the need to evaluate all policies in order to identify the optimal policy. The approach is based in part on approximating the conditional expected value by using statistics of extremes. An existing convenient approximation of the conditional expected value is shown to be separable into two constituent elements of risk and can thus be optimized, along with other objectives including the unconditional expected value of the outcome, in a multiobjective decision tree. An example of sequential decision making for remediation or environmental contamination is provided. The importance of the results for risk analyis beyond the minimization of conditional expected values is pointed out.     

晚白柚单株产量构成因素的灰色关联度分析

根据随机区组试验结果的资料数据，运用灰色关联度分析方法，对构成晚白柚单株产量的营养性状与生殖性状以及生殖性状与营养性状各因素相互之间的关系进行了研究，认为晚白柚单株产量构成因素中以总叶面积、树冠体积和挂果数为最主要之因素。     

牡丹文化及其旅游开发

牡丹是深受中国人民喜爱的传统名花，牡丹花卉旅游创造了可观的社会效益和经济效益，同时也存在着文化内涵挖掘不够、旅游产品同质化的隐忧。本文通过对牡丹审美文化、地域文化、民俗文化和科技文化的解析，探讨了牡丹花卉旅游个性化、纵深化及可持续发展的路径。     

Partitioning 2-edge-colored complete multipartite graphs into monochromatic cycles, paths and trees

In this paper we consider the problem of partitioning complete multipartite graphs with edges colored by 2 colors into the minimum number of vertex disjoint monochromatic cycles, paths and trees, respectively. For general graphs we simply address the decision version of these three problems the 2-PGMC, 2-PGMP and 2-PGMT problems, respectively. We show that both 2-PGMC and 2-PGMP problems are NP-complete for complete multipartite graphs and the 2-PGMT problem is NP-complete for bipartite graphs. This also implies that all these three problems are NP-complete for general graphs, which solves a question proposed by the authors in a previous paper. Nevertheless, we show that the 2-PGMT problem can be solved in polynomial time for complete multipartite graphs. Research supported by NSFC.     

基于二叉树期权定价模型的企业R&D项目价值评估研究

本文将实物期权理论引入R&D项目管理领域,以阶段门NPD模型为基础,探讨了应用二叉树期权定价模型评估研发项目价值的具体思路和步骤,并通过比较,证明了由于评估时采用不符合研发项目风险特点的高折现率,NPV法倾向于低估项目价值,这将影响企业做出合理的投资决策。     

释“禁”——兼谈树木的生殖崇拜

"禁"是汉语中常见词(字),词义抽象.许慎视为"从示,林声"的形声字,先贤与当代学者多从.笔者则从文字学、民俗学、人类文化学的角度,分析认为"禁"应是形声兼会意,"林"既是声符,也是形符."林"既表明了社祭的场所,又暗示出"禁"的目的,即保证社祭的神圣、严肃、连贯.