Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation

Box–Cox together with our newly proposed transformation were implemented in three different real world empirical problems to alleviate noisy and the volatility effect of them. Consequently, a new domain was constructed. Subsequently, universe of discourse for transformed data was established and an approach for calculating effective length of the intervals was then proposed. Considering the steps above, the initial forecasts were performed using frequently used fuzzy time series (FTS) methods on transformed data. Final forecasts were retrieved from initial forecasted values by proper inverse operation. Comparisons of the results demonstrate that the proposed method produced more accurate forecasts compared with existing FTS on original data.     

A generalization of the compound rayleigh distribution: using a bayesian method on cancer survival times

In this paper the generalized compound Rayleigh model, exhibiting flexible hazard rate, is high¬lighted. This makes it attractive for modelling survival times of patients showing characteristics of a random hazard rate. The Bayes estimators are derived for the parameters of this model and some survival time parameters from a right censored sample. This is done with respect to conjugate and discrete priors on the parameters of this model, under the squared error loss function, Varian's asymmetric linear-exponential (linex) loss function and a weighted linex loss function. The future survival time of a patient is estimated under these loss functions. A Monte Carlo simu¬lation procedure is used where closed form expressions of the estimators cannot be obtained. An example illustrates the proposed estimators for this model.     

GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS

ABSTRACT

A new class of weighted signed-rank-based estimates for estimating the parameter vector of an autoregressive time series is considered. The Wilcoxon signed-rank estimate and the GR-estimates of Terpstra et al. (GR-Estimates for an Autoregressive Time Series. Statistics and Probability Letters 2001, 51, 165–172; Generalized Rank Estimates for an Autoregressive Time Series: A U-Statistic Approach. Statistical Inference for Stochastic Processes 2001, 4, 155–179) can be viewed as special cases of the so-called GSR-estimates. Asymptotic linearity properties are derived for the GSR-estimates. Based on these properties, and a symmetry assumption, the GSR-estimates are shown to be asymptotically normal at rate n ^1/2. The theory of U-Statistics along with a characterization of weak dependence that is inherent in stationary AR(p) models are the primary tools used to obtain the results. Tests of hypotheses as well as standard errors for confidence interval procedures can be based on such results. An efficiency study indicates that, for an appropriately chosen set of weights, the GSR-estimate is more efficient than the GR-estimate. Furthermore, the GSR-estimate has an added advantage in that an intercept term can be estimated simultaneously; unlike the GR-estimate. Two examples and a small simulation study are used to illustrate the computational and robust aspects of the GSR-estimates.     

A diagnostic statistic for functional-coefficient autoregressive models

In this paper, functional coefficient autoregressive (FAR) models proposed by Chen and Tsay (1993) are considered. We propose a diagnostic statistic for FAR models constructed by comparing between parametric and nonparametric estimators of the functional form of the FAR models. We show asymptotic properties of our statistic mathematically and it can be applied to the estimation of the delay parameter and the specification of the functional form of FAR models.     

母语在藏族大学生识记中的作用

通过对藏族大学生在识记不同语言材料时表现出不同效果的分析,从信息加工的角度阐述了母语是识记的基础,是识记表象建立的关键,母语所反映的认知取向决定了识记的侧重点。     

从宗教学看壮族布洛陀信仰

壮族布洛陀信仰属于原生型巫教,可称为原生型民族民间宗教,它与壮族的生存与发展紧密联系在一起,是壮族特有的文化传统。布洛陀信仰的活动在社会批判运动连续不断的年代,曾一度销声匿迹。改革开放以来,由于宗教理论的改进和宗教政策的宽松,由于社会对民族文化(包括宗教文化)的重视和对民间信仰的关注,由于布洛陀信仰研究的开展,壮族地区布洛陀信仰开始了它的重建的过程。以广西田阳敢壮山为中心,壮族民众自发地恢复布洛陀祭祀和相应的文化活动,规模越来越大,并得到学者的理论支持和政府的理解。这种民族信仰重构现象,表现了壮族民族文化主体意识的增强和布洛陀信仰的旺盛生命力及其对新的时代的调适能力,如引导得当,会丰富中华民族多元一体的文化内涵,推动两个文明建设,充实壮族人民的文化生活。     

再谈西平亭与西平郡城

该文对西汉元鼎年间所设的西平亭的性质、设立时间、位置及其与东汉建安年间所设的西平郡的位置和相关方位做了简要考证,针对不同意见,提出了西平亭与西平郡在方位上有凭依关系,位置在西宁明清城恒之内的学术观点。     

敖鲁古雅鄂温克族乡经济发展的战略思考

敖鲁古雅鄂温克族乡是我国最后一个移民乡和惟一一个驯鹿养殖基地。特殊的地理环境,独特的民族文化和生产方式,决定了其经济发展必然走驯鹿产业化和发展原生态旅游业之路,发挥城乡边缘区的补充功能,借区域经济发展之力,发挥自身的资源优势,以实现经济的快速和可持续发展。     

花儿会:二元结构下的特定时空--试作花儿会上回族群众的角色转换的分析

回族群众在花儿会上,不同于日常世俗生活的表现说明,花儿会是回族社会生活中二元结构下的特定时空。在这个特定时空里,回族群众完成了角色转换,以弥合现实生活和精神心理上的矛盾。     

Female Labor Supply,Human Capital,and Welfare Reform

We estimate a dynamic model of employment, human capital accumulation—including education, and savings for women in the United Kingdom, exploiting tax and benefit reforms, and use it to analyze the effects of welfare policy. We find substantial elasticities for labor supply and particularly for lone mothers. Returns to experience, which are important in determining the longer‐term effects of policy, increase with education, but experience mainly accumulates when in full‐time employment. Tax credits are welfare improving in the U.K., increase lone‐mother labor supply and marginally reduce educational attainment, but the employment effects do not extend beyond the period of eligibility. Marginal increases in tax credits improve welfare more than equally costly increases in income support or tax cuts.