Optimal non-diagonal-type estimators in linear regression under the prediction error sum of squares criterion

This article considers the notion of the non-diagonal-type estimator (NDTE) under the prediction error sum of squares (PRESS) criterion. First, the optimal NDTE in the PRESS sense is derived theoretically and applied to the cosmetics sales data. Second, we make a further study to extend the NDTE to the general case of the covariance matrix of the model and then give a Bayesian explanation for this extension. Third, two remarks concerned with some potential shortcomings of the NDTE are presented and an alternative solution is provided and illustrated by means of simulations.     

Estimation and Prediction of Functional Autoregressive Processes

We present a generalization of some previous works (Bosq, Mourid, Pumo) about the functional forecast of a Banach autoregressive processes. We are mainly concerned with order p , p >1, autoregressive processes which appear to be a natural extension of the well-known R d -valued autoregressive processes to a functional framework. This modelization provides an new approach for estimating and for predicting a continuous time stochastic process over an entire time interval. Using results from [12] we prove asymptotic properties of estimators of the parameters and predictors which are based upon a principal component decomposition of a Hilbert-Schmidt operator with unknown eigenvectors.     

Estimating the propagation rate of a viral infection of potato plants via mixtures of regressions

A problem arising from the study of the spread of a viral infection among potato plants by aphids appears to involve a mixture of two linear regressions on a single predictor variable. The plant scientists studying the problem were particularly interested in obtaining a 95% confidence upper bound for the infection rate. We discuss briefly the procedure for fitting mixtures of regression models by means of maximum likelihood, effected via the EM algorithm. We give general expressions for the implementation of the M-step and then address the issue of conducting statistical inference in this context. A technique due to T. A. Louis may be used to estimate the covariance matrix of the parameter estimates by calculating the observed Fisher information matrix. We develop general expressions for the entries of this information matrix. Having the complete covariance matrix permits the calculation of confidence and prediction bands for the fitted model. We also investigate the testing of hypotheses concerning the number of components in the mixture via parametric and 'semiparametric' bootstrapping. Finally, we develop a method of producing diagnostic plots of the residuals from a mixture of linear regressions.     

浅析网络营销的发展趋势

网络营销是21世纪企业营销实践与现代信息通讯技术、计算机网络技术相结合的产物，它以广阔的范围和低廉的价格正在逐步占领市场的每个角落，并且成为一种重要的营销方式。中国经济及其互联网飞速发展的情况、网络新技术发展和网络最根本的互动性这三方面推动着网络营销呈现加速发展的态势。它必将成为覆盖面最大、最新的营销方式。     

Reverse Regression and Employment Discrimination

The importance of interval forecasts is reviewed. Several general approaches to calculating such forecasts are described and compared. They include the use of theoretical formulas based on a fitted probability model (with or without a correction for parameter uncertainty), various “approximate” formulas (which should be avoided), and empirically based, simulation, and resampling procedures. The latter are useful when theoretical formulas are not available or there are doubts about some model assumptions. The distinction between a forecasting method and a forecasting model is expounded. For large groups of series, a forecasting method may be chosen in a fairly ad hoc way. With appropriate checks, it may be possible to base interval forecasts on the model for which the method is optimal. It is certainly unsound to use a model for which the method is not optimal, but, strangely, this is sometimes done. Some general comments are made as to why prediction intervals tend to be too narrow in practice to encompass the required proportion of future observations. An example demonstrates the overriding importance of careful model specification. In particular, when data are “nearly nonstationary,” the difference between fitting a stationary and a nonstationary model is critical.     

基于Markov过程的市场预测

本文根据产品在市场流通领域中所处地位，把它分为四个状态，利用Ｍａｒｋｏｖ过程建立其状态分布的数学模型，给企业提供市场信息，以便组织货源与作出科学决策，从而减少参与市场竞争的盲目性．     

我国房地产价格发展趋势研究

 本文从房地产价格的相关理论出发，主要从房地产需求、房地产供给、房地产金融和房地产宏观调控等角度对影响房价的因素进行了分析，并从实证角度分析了各因素对房价的影响。本研究运用近10年房地产价格季度数据和时间序列模型对房地产价格发展趋势进行预测，最后提出房地产价格发展预警和稳定房价的建议。     

基于相空间形状分析预测房颤终止

识别和描述房颤有可能自发终止还是持续,不仅可以更好地了解心律不齐发作和终止的机制,还可以更有效地治疗持续房颤。本文从非线性角度提取房颤信号特征并预测其能否自发终止。先重建心电信号的相空间,获取相空间中指定庞加莱截面上的点,然后基于形状分析提取刻画庞加莱面上相似点对相对数量的参数ρ,最后基于ρ来分类非终止房颤和可终止房颤。实验研究了一个由Holter心电信号组成的包括训练集和测试集的房颤数据库,结果表明:本文提出的特征参数ρ可正确分类90%的测试集。可见,该方法能从Holter心电信号有效地预测房颤的自发终止。     

Transitional appreciation of equilibrium exchange rates and the ERM II

A suitable parity for exchange rate fixing can be derived from an analysis of the equilibrium exchange rate. As the equilibrium exchange rates of the new EU 5 countries, the Czech Republic, Hungary, Poland, Slovenia, and the Slovak Republic, tend to exhibit appreciation trends, credibility of the potential commitment to fixed exchange rate parity with respect to the euro can be undermined. In order to investigate this issue, we estimate a behavioral model of real exchange rates for EU 5 countries and derive the respective equilibrium real exchange rates. Using the linear-quadratic filter we estimate permanent equilibrium exchange rates and their stationary points. We find that as of 2004 fixing of the national currencies to the euro should not be undermined by further significant trend appreciation in the equilibrium exchange rates of the EU 5 countries, in aggregate.     

要善于从本质上认识社会主义与资本主义的区别--评关于社会主义与资本主义的"趋同论"

本文对社会主义与资本主义的所谓“趋同论”进行了分析和批判 ,提出要正确认识社会主义与资本主义出现的趋同现象 ,要善于从本质上认识社会主义与资本主义的区别 ,坚定社会主义信念