基于奇异值分解去势的非线性趋势序列单位根检验研究

 如何克服ADF与PP单位根检验法对非线性趋势平稳序列的伪检验,提高单位根检验的功效,是非平稳时间序列分析的重要问题。本文基于奇异值分解的思路,构造出检验非平稳时间序列单位根的SVD-RMA检验法,此方法将时间序列的趋势项与干扰项分离,然后用递归均值调整法对干扰项进行检验。仿真实验表明,SVD-RMA法对线性与非线性趋势、甚至结构突变过程的检验功效都非常好;对非线性趋势平稳的检验而言,SVD-RMA检验得到正确结论的可能性要远远好于ADF与PP检验。     

Some Empirical Findings on Short-Term Forecasting: Technique Complexity and Combinations

The purpose of this research is to determine if prior findings that favor simple forecasting techniques and technique combinations hold true in a short-term forecasting environment, where demand data can be quite volatile. Twenty-two time series of daily data from a real business setting are used to test one-period ahead forecasts, the epitome of short-term forecasting. The time series vary systematically as to data volatility and forecast difficulty. Forecast accuracy is measured in terms of both mean absolute percentage error (MAPE) and mean percentage error (MPE).     

Combining Forecasts: Multiple Regression versus a Bayesian Approach*

Simple linear combinations of forecasts have consistently been found to be more accurate than individual forecasts. Several recent studies have found that combination forecasts derived by constrained or unconstrained multiple regression are more accurate than a simple average of individual forecasts. This study uses macroeconomic data to compare the accuracy of combination forecasts derived by a Bayesian methodology with the accuracy of composite forecasts derived by multiple regression. Using the forecasts of four macroeconomic variables from five well-known econometric models, the study finds that the Bayesian combination procedure produces more accurate composite forecasts than does the regression combination procedure, based on a version of Theil's U² statistic.     

儒学的现代建构与反思——兼论全球化视野下中国传统文化的境遇与发展

"儒学的现代价值何以可能"是新世纪儒学研究中的核心命题,目前的相关研究大致可归纳为"内在超越说"、"生命意识说"和"面向生活说"三种学说形态,它们分别从宗教性精神、类现代性批判精神和日常生活批判精神这三个方面阐发了传统儒学之于现代社会的功能性涵义,这既体现了现代人的价值评判与选择的自由,同时又反映出儒学自身所具有的巨大文化张力,在这一过程中产生的"儒学救世论"、"多元理论模式"和"儒学现代化与马克思主义中国化的关系"等问题也呈现出全球化语境下中国传统文化的境遇及发展所面临的机遇与挑战。     

工程图学教学改革的探索

工程图学是一门以图形为研究对象,用图形来表达设计思想的一门学科,在我国各院校开设已有多年的历史,其教学内容、教学方法、教学手段等自成体系。但随着每年新生人数不断增加,而师资队伍不能同步的发展,课时精简而教学要求不能降低。其次随着计算机技术的发展,信息技术与其他学科教学的结合等诸多因素,使工程图学的传统教学面临严峻挑战,为了应对挑战,需要分析在图学传统教学中存在的问题,解决的方法及措施,建立适应新形势下的现代工程图学的教学模式。     

从“师夷长技”到提倡“格致之学”——论近代前期的科学思潮

近代中国人学习和传播西方近代科学技术的历程是不断深化的.最初是经世派提出"师夷长技"口号;接着洋务派继承这一口号,并掀起一个引进西方技术的实际运动;稍后,部分先进分子认识到西方船坚炮利的背后是发达的格致之学,从而将国人的科技观由感性器物层面发展到"理"与"学"的理论层面.但在整个近代前期,中国人都是在"西学中源"说和"中体西用"论框架内提倡学习西方科技的.这表明人们尚没有从根本上认识近代科学及科学文化的性质,近代科学思潮尚处于萌发和初级阶段.     

我国柯尔克孜族自治地方民族关系及问题

克孜勒苏柯尔克孜自治州是我国惟一一个以柯尔克孜族命名的自治州。在这个柯族自治地方生活着10个民族的居民。维吾尔族人口最多,在农区影响也最大;柯族在牧区占主导地位;汉族则主要在城镇发生影响。各民族和睦共处是主流,充分体现了“谁也离不开谁”。但由于种种原因。这里也存在着一些妨碍民族团结的因素。     

The covariance structure of sequential forecasts obtained by regression analysis

A method is presented for evaluating the covariance matrix of a set of sequential forecasts obtained by regression analysis. The matrix can be used to derive the relation between the variance of the forecasts on the one hand, and the lead times between the forecasting time and the time at which the forecasted variables are realized, on the other hand. The determination of this relation is important whenever the optimal frequency of forecasting must be determined.     

Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method

This study analyzes the properties of the linear filters of the X-11-ARIMA seasonal adjustment method applied for current seasonal adjustment. It provides the general formula for the combined weights that result from the ARIMA model extrapolation filters with the X-11 seasonal-adjustment filters. The three cases studied correspond to the three ARIMA models automatically tested by the X-11-ARIMA program, namely, (0, 1, 1)(0, 1, 1), (0, 2, 2)(0, 1, 1), and (2, 1. 2)(0, 1,1). The parameter values chosen reflect different degrees of flexibility of the trend-cycle and seasonal components. It is shown that the X-11-ARIMA linear filters for current seasonal adjustment are very flexible; they change with both the ARIMA extrapolation model and its parameter values, contrary to those of the X-11 program, which are fixed for a given set of options.     

海南旅游业的定位及走向

使用数量分析的方法,针对海南旅游业在过去10年发展中所存在的问题,从资源、市场、产品和促销形象四个方面对其开发思路和趋向做出了重新定位——生态示范性休闲度假地,以实现海南旅游业的可持续发展。