Identification of seasonal arima models using a filtering method

This paper proposes an identification method of ARIMA models for seasonal time series using an intermediary model and a filtering method. This method is found to be useful when conventional methods, such as using sample ACF and PACF, fail to reveal a clear-cut model. This filtering identification method is also found to be particularly effective when a seasonal time series is subjected to calendar variations, moving-holiday effects, and interventions.     

Identifying rational distributed lag models using a joint test applied to the corner table

Often a distributed lag response pattern can be usefully represented in rational polynomial form. When the impulse response function decays, the corner table may be useful for model identification if appropriate statistical tests may be done. One or more joint tests are called for since use of the corner table involves studying groups of its elements. We consider an asymptotic x2 statistic that permits joint tests. We report simulation results showing that the distribution of this statistic follows the x ² distribution, for certain sample sizes and degrees of freedom, well enough to be useful in practice. With two data sets we illustrate how this statistic can be a useful aid when using the corner table.     

Some orthogonal expansions for the logistic distribution

We expand a continuous random variable as a sum of a sequence of un-correlated random variables. These variables are principal components of a Bernoulli process, as well as principal dimensions in continuous metric scaling on a particular distance function. We obtain expansions for the uniform, exponential and logistic distributions. A goodness-of-fit application is given.     

B—值狄里克莱级数在全平面的下级

利用凸正规化得到了B－值狄里克莱级数的下级与其系数和指数的关系。     

电容耐压泄漏自动检测分选仪中的数控高压源设计

文章介绍了“电容耐压泄漏自动检测分选仪”中用于被测电容耐压及标准电流所用的数控直流高压源的设计原理及工作特点,并概述了用串联浮置方式产生高压的模拟电路。     

一个恒等式与一类级数的收敛值

给出一个恒等式 ,可用其化简一些求和式子并能求出一类级数的收敛值 ,其中有的级数用其它方法甚至难以判定其收敛性。     

建国六十载“党政关系”的发展

自建国以来,中国的党政关系发生了十分复杂的变迁,并呈现出明显的阶段性特征.这些阶段性的发展经历了从"党指挥政"到"以党代政"再到"以党领政"的发展历程.党政关系的发展最终使中国行政权力从党权中分离出来并呈现出逐渐扩张的趋势.     

河北省钢铁产业专利状况分析及发展对策研究

针对河北省钢铁产业专利现状,利用对比分析、时间序列分析、聚类分析等手段,指出了河北钢铁产业专利的优势及存在的问题,并提出了河北钢铁产业专利发展对策。     

当代电视剧审美反思

进入新世纪以后,电视剧创作出现空前繁荣,这是市场经济直接推动的结果。过度依赖市场使电视剧创作正在成为金钱和技术的奴婢,媚俗观众成为电视剧创作普遍的审美选择。在电视剧叙事策略上,没意味叙事的泛滥,正在推动电视剧创作走向肤浅化和泡沫化。我国电视剧结构模式虽然具有民族特点和民族风格、适合我国观众欣赏口味,但是,这种结构模式缺乏艺术张力。当电视剧高度繁荣之际,必须对其保持清醒的反思。     

基于灰色时序组合模型的股价预测

基于Cramer分解定理,针对股票价格的随机性提出用灰色系统理论与时序分析相结合的方法描述股价变化。并通过对上证马钢股份数据进行预测分析证明了用GM（1,1）模型和ARMA模型共同描述股价变化的适用性,并用模型预算公式对预测值与实测值作了比较,说明该模型具有较高的预报精度和应用价值。