Bayesian break-point forecasting in parallel time series,with application to university admissions

A regular supply of applicants to Queen's University in Kingston, Ontario is provided by 65 high schools. Each high school can be characterized by a series of grading standards which change from year to year. To aid admissions decisions, it is desirable to forecast the current year's grading standards for all 65 high schools using grading standards estimated from past year's data. We develop and apply a Bayesian break-point time-series model that generates forecasts which involve smoothing across time for each school and smoothing across schools. “Break point” refers to a point in time which divides the past into the “old past” and the “recent past” where the yearly observations in the recent past are exchangeable with the observations in the year to be forecast. We show that this model works fairly well when applied to 11 years of Queen's University data. The model can be applied to other data sets with the parallel time-series structure and short history, and can be extended in several ways to more complicated structures.     

扬雄"四赋"考论--兼论扬雄"三世不徙官"的重要原因

"四赋"是指扬雄入仕后所作的<甘泉赋>、<河东赋>、<羽猎赋>和<长杨赋>.文章就"四赋"的写作时间、旨趣和表现手法分别作了比较深入细致的考证和评述."四赋"的创作,证明扬雄是一个关心民瘼、以天下治乱为己任的文人;而这正是他"三世不徙官"的重要原因.     

"象同意异"与"象异意同"--试论先秦诗文比兴手法运用的一大特色

取象完全一致,但喻意不尽相同甚至截然不同的"象同意异"现象与取象全然不同,喻意却大致相仿甚至完全一样的"象异意同"现象在先秦诗文中大量存在,成为先秦诗文比兴手法运用的一大特色,文中主要研究探讨形成这一现象的诸多原因、所取得的独特效果以及对后世的深远影响.     

Fixed‐Effects Dynamic Panel Models,a Factor Analytical Method

We consider the estimation of dynamic panel data models in the presence of incidental parameters in both dimensions: individual fixed‐effects and time fixed‐effects, as well as incidental parameters in the variances. We adopt the factor analytical approach by estimating the sample variance of individual effects rather than the effects themselves. In the presence of cross‐sectional heteroskedasticity, the factor method estimates the average of the cross‐sectional variances instead of the individual variances. The method thereby eliminates the incidental‐parameter problem in the means and in the variances over the cross‐sectional dimension. We further show that estimating the time effects and heteroskedasticities in the time dimension does not lead to the incidental‐parameter bias even when T and N are comparable. Moreover, efficient and robust estimation is obtained by jointly estimating heteroskedasticities.     

两汉经略岭南述考

在岭南地方发展史上,两汉是一个十分重要的时期。两汉中央政权所采取的一系列经略岭南的重要措施,对于当时大一统帝国南疆的开拓和巩固,无疑起到了积极的作用,加强了对岭南地区的控制并促进了这一地区经济和文化的发展。     

论北宋法律制度中"例"的发展

中华法系是一种把成文法与判例法有机结合的法制,二者相得益彰.当代学者对宋代判例法的性质和意义往往认识不足,宋代的法制中已经产生了成文的<断例>.北宋的历史情况清楚地说明了判例法在中国的传统渊源.宋代"例"的发展可以看作是中国古代判例法及其实践步入成熟的关键时期,具有立法上的成文化和实践上的自觉因循之特点.     

论元杂剧的复仇精神

中国古代,允许无辜被害者的家属向加害者寻仇的法律制度,从春秋时期一直延续到元代,仍然被写进法律文本。它是元杂剧复仇精神的源头。元杂剧体现了传统文化背景下顽强的复仇理念。在复仇遇到阻碍时,为了达到复仇的目的往往借助清官侠客乃至鬼神     

Detection and Interpretation of a Multivariate Signal Using Combined Charts

A control procedure is presented in this article that is based on jointly using two separate control statistics in the detection and interpretation of signals in a multivariate normal process. The procedure detects the following three situations: (i) a mean vector shift without a shift in the covariance matrix; (ii) a shift in process variation (covariance matrix) without a mean vector shift; and (iii) both a simultaneous shift in the mean vector and covariance matrix as the result of a change in the parameters of some key process variables. It is shown that, following the occurrence of a signal on either of the separate control charts, the values from both of the corresponding signaling statistics can be decomposed into interpretable elements. Viewing the two decompositions together helps one to specifically identify the individual components and associated variables that are being affected. These components may include individual means or variances of the process variables as well as the correlations between or among variables. An industrial data set is used to illustrate the procedure.     

The relationship between two parameterizations of linear patterned mean and covariance models

Andrade and Helms (1984) study problems involving estimation and testing of linearly patterned mean and covariance matrices. They parameterize their models under the null hypothesis by using linear constraints on the alternative hypothesis parameterization. In this paper, we show that the nested models that Andrade and Helms consider can be transformed into the nested models considered by Anderson (1969, 1970, 1973) and Szatrowski (1979, 1980, 1981, 1983, 1985).     

Evaluation of a method for setting confidence intervals on the common mean of two normal populations

Let X₁, , X₂, …, X be distributed N(µ, σ² _x), let Y₁, Y₂, …, Y"_n be distributed N(µ, σ² _y), and let X , X , … X_m, Y₁, Y₂, …, Y_n be mutually independent. In this paper a method for setting confidence intervals on the common mean µ is proposed and evaluated.