Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model

Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989). Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied. An application concerning some Italian private consumption series provides an example of the model capabilities.     

论以德治国

以德治国是新的治国方略,它既体现出中国传统政治文化一德治的意蕴,又是毛泽东以来几代国家领导人不懈探索的结晶。从毛泽东首倡的为人民服务到邓小平的精神文明与物质文明要两手抓,两手都要硬,再到江泽民的以德治国,中国共产党的治国方略逐渐走向成熟。贯彻这一治国方略,应从以德治党着手。     

Sampling Strategies for Toxic Air Contaminants

Annual concentrations of toxic air contaminants are of primary concern from the perspective of chronic human exposure assessment and risk analysis. Despite recent advances in air quality monitoring technology, resource and technical constraints often impose limitations on the availability of a sufficient number of ambient concentration measurements for performing environmental risk analysis. Therefore, sample size limitations, representativeness of data, and uncertainties in the estimated annual mean concentration must be examined before performing quantitative risk analysis. In this paper, we discuss several factors that need to be considered in designing field-sampling programs for toxic air contaminants and in verifying compliance with environmental regulations. Specifically, we examine the behavior of SO2, TSP, and CO data as surrogates for toxic air contaminants and as examples of point source, area source, and line source-dominated pollutants, respectively, from the standpoint of sampling design. We demonstrate the use of bootstrap resampling method and normal theory in estimating the annual mean concentration and its 95% confidence bounds from limited sampling data, and illustrate the application of operating characteristic (OC) curves to determine optimum sample size and other sampling strategies. We also outline a statistical procedure, based on a one-sided t-test, that utilizes the sampled concentration data for evaluating whether a sampling site is compliance with relevant ambient guideline concentrations for toxic air contaminants.     

Optimal sampling for repeated binary measurements

The authors consider the optimal design of sampling schedules for binary sequence data. They propose an approach which allows a variety of goals to be reflected in the utility function by including deterministic sampling cost, a term related to prediction, and if relevant, a term related to learning about a treatment effect To this end, they use a nonparametric probability model relying on a minimal number of assumptions. They show how their assumption of partial exchangeability for the binary sequence of data allows the sampling distribution to be written as a mixture of homogeneous Markov chains of order k. The implementation follows the approach of Quintana & Müller (2004), which uses a Dirichlet process prior for the mixture.     

建筑与城市设计中的时间观

时间与形式、功能、空间四要素完备才能组成一个完整的建筑 ,运用时间设计的概念 ,分析和解决当今建筑界和城市规划出现的问题是现实的需要     

Model Diagnostics for Remote Access Regression Servers

To protect public-use microdata, one approach is not to allow users access to the microdata. Instead, users submit analyses to a remote computer that reports back basic output from the fitted model, such as coefficients and standard errors. To be most useful, this remote server also should provide some way for users to check the fit of their models, without disclosing actual data values. This paper discusses regression diagnostics for remote servers. The proposal is to release synthetic diagnostics—i.e. simulated values of residuals and dependent and independent variables–constructed to mimic the relationships among the real-data residuals and independent variables. Using simulations, it is shown that the proposed synthetic diagnostics can reveal model inadequacies without substantial increase in the risk of disclosures. This approach also can be used to develop remote server diagnostics for generalized linear models.     

从分笔交易数据透视中国债券市场流动性

采用分笔交易数据,用相对买卖价差分析我国债券市场流动性,可以得出如下结论:各期限国债流动性差异不大,短期和长期国债流动性相对较好;国债买卖价差最小,可转债累计深度最大;债券市场流动性和波动性特征之间存在紧密的内在联系。     

Issues in applying recent CPMP ‘Points to Consider’ and FDA guidance documents with biostatistical implications

The International Conference on Harmonisation guideline ‘Statistical Principles for Clinical Trials’ was adopted by the Committee for Proprietary Medicinal Products (CPMP) in March 1998, and consequently is operational in Europe. Since then more detailed guidance on selected topics has been issued by the CPMP in the form of ‘Points to Consider’ documents. The intent of these was to give guidance particularly to non‐statistical reviewers within regulatory authorities, although of course they also provide a good source of information for pharmaceutical industry statisticians. In addition, the Food and Drug Administration has recently issued a draft guideline on data monitoring committees. In November 2002 a one‐day discussion forum was held in London by Statisticians in the Pharmaceutical Industry (PSI). The aim of the meeting was to discuss how statisticians were responding to some of the issues covered in these new guidelines, and to document consensus views where they existed. The forum was attended by industry, academic and regulatory statisticians. This paper outlines the questions raised, resulting discussions and consensus views reached. It is clear from the guidelines and discussions at the workshop that the statistical analysis strategy must be planned during the design phase of a clinical trial and carefully documented. Once the study is complete the analysis strategy should be thoughtfully executed and the findings reported. Copyright © 2003 John Wiley & Sons, Ltd.     

农业产业化与城镇体系结构的相关性研究--以烟台市为例

分析了改革开放以来烟台市城镇体系的发展阶段及特征,指出了农业产业化日益成为城镇发展的主要动力,对农业产业化与城镇体系地域结构、等级规模结构、职能结构的相互关联性进行了实证分析,并对如何更好地促进农业产业化与城镇体系的协调发展提出了相应的对策。     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。