Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach

Traditional Box–Jenkins prediction intervals perform poorly when the innovations are not Gaussian. Nonparametric bootstrap procedures overcome this handicap, but most existing methods assume that the AR and MA orders of the process are known. The sieve bootstrap approach requires no such assumption but produces liberal coverage due to the use of residuals that underestimate the actual variance of the innovations and the failure of the methods to capture variations due to sampling error of the mean. A modified approach, that corrects these deficiencies, is implemented. Monte Carlo simulations results show that the modified version achieves nominal or near nominal coverage.     

Forecast Combination Across Estimation Windows

In this article we consider combining forecasts generated from the same model but over different estimation windows. We develop theoretical results for random walks with breaks in the drift and volatility and for a linear regression model with a break in the slope parameter. Averaging forecasts over different estimation windows leads to a lower bias and root mean square forecast error (RMSFE) compared with forecasts based on a single estimation window for all but the smallest breaks. An application to weekly returns on 20 equity index futures shows that averaging forecasts over estimation windows leads to a smaller RMSFE than some competing methods.     

企业自主创新能力提升的有效实践--"上海三维药物研究中心"产研结合10年探索与启迪

自主创新能力建设作为一项国家战略,最重要的是科学技术第一生产力的实现程度.提高自主创新能力,既需要政府的引导和扶持,更需要千百万企业的主动参与."以企业为主体,市场为导向、产学研结合的技术创新体系"的建立,有利于突破科研成果产业化的瓶颈,把自主创新战略真正落到实处.产研结合的"上海三维药物研究中心"10年探索,对科技创新和科技成果产业化的实施路径,包括合作方式、推进机制和配套条件等的实践认识,提供了可以为社会所分享的"产研结合制度创新"的宝贵经验.     

大学应用写作教学仍需以“读”为先导

从信息理论、传统和近现代基础语文教学的视角,论述"读"与"写"的相互关系,提出大学应用写作教学应加强和重视阅读教学,要以"读"导"写"、促"写"的观点,并针对目前学生学习应用写作普遍存在的"语言表达难、格式规范难和思维理顺难"三大难题,分析原因并提出改善的对策。     

曲小韵美——论《玫瑰三愿》的艺术特色

《玫瑰三愿》这首艺术歌曲,由龙沐勋作词、黄自作曲,创作于1932年淞沪会战之后,反映了知识分子在国破家亡时的忧愤心情。《玫瑰三愿》是中西方音乐文化结合的典范,它呈现出单二部曲式的精致结构,旋律上具有顶针格式的国乐特色,小提琴助奏、钢琴伴奏为主体的伴奏形式,实现了“立意尽象”这一艺术创作的最高境界。     

发挥文化资源优势 构建和谐山西

构建和谐山西，离不开文化建设。和谐文化为和谐山西提供正确的指导思想，强大的凝聚力、调节力、精神动力和智力支持，是构建和谐山西的定向仪、粘合剂、安全阀和推进器。山西有着悠久丰厚的历史文化资源，是全国文化资源大省，但不是文化强省。构建和谐山西需要将山西的文化资源优势转化为文化实力强势，将静态的资源转变为动态的活力，调动全省各界发展文化的积极性，整合各种文化资源，形成历史合力，共建和谐家园。     

On the validity of MAPE as a measure of population forecast accuracy

The mean absolute percent error (MAPE) is the summary measure most often used for evaluating the accuracy of population forecasts. While MAPE has many desirable criteria, we argue from both normative and relative standpoints that the widespread practice of exclusively using it for evaluating population forecasts should be changed. Normatively, we argue that MAPE does not meet the criterion of validity because as a summary measure it overstates the error found in a population forecast. We base this argument on logical grounds and support it empirically, using a sample of population forecasts for counties. From a relative standpoint, we examine two alternatives to MAPE, both sharing with it, the important conceptual feature of using most of the information about error. These alternatives are symmetrical MAPE (SMAPE) and a class of measures known as M-estimators. The empirical evaluation suggests M-estimators do not overstate forecast error as much as either MAPE or SMAPE and are, therefore, more valid measures of accuracy. We consequently recommend incorporating M-estimators into the evaluation toolkit. Because M-estimators do not meet the desired criterion of interpretative ease as well as MAPE, we also suggest another approach that focuses on nonlinear transformations of the error distribution.     

党对马列主义与中国实际相结合原则的认识

中国共产党对马列主义与中国实际相结合这个根本原则的认识，经历了一个逐步明确、逐步确立、逐步深化、逐步丰富和发展的过程。回顾党对这个原则认识的历史，了解这个原则的科学内涵，对于建设有中国特色的社会主义具有重要的现实意义。     

基于网络组织理论的高校董事会运行分析

高校建立董事会，联系政府、企业与研究机构进行共建和产学研联合办学，实际上形成了产学研联合办学模：式网络组织结构。从网络组织理论角度看，建立运行有效的机制，使组织成员的优势资源得以充分利用，是高校董事会运行成效显现的优势途径选择。