技术经济研究中的系统分析模型方法创新

随着技术经济现实问题的日趋复杂,基于数学规划方法和市场均衡理论的一系列系统分析模型在实际应用中得以演化与完善。通过对技术经济研究领域中农户模型、生态经济模型、可计算一般均衡模型以及局部均衡模型等典型系统分析模型特点及应用的述评,揭示出技术经济研究从重视经济效益评价转向经济、生态与社会效益的整体评价,不同模型可以相互衔接与综合应用,并根据时空环境变化而不断完善,在技术经济学研究中已展现出重要的研究价值和应用潜力。     

Treatments of non-metric variables in partial least squares and principal component analysis

This paper reviews various treatments of non-metric variables in partial least squares (PLS) and principal component analysis (PCA) algorithms. The performance of different treatments is compared in an extensive simulation study under several typical data generating processes and associated recommendations are made. Moreover, we find that PLS-based methods are to prefer in practice, since, independent of the data generating process, PLS performs either as good as PCA or significantly outperforms it. As an application of PLS and PCA algorithms with non-metric variables we consider construction of a wealth index to predict household expenditures. Consistent with our simulation study, we find that a PLS-based wealth index with dummy coding outperforms PCA-based ones.     

《朱载墒论有变音无变律第十二》释解辨析

纵横比较分析了蔡元定八十四声旧图和朱载靖八十四声新图,诠释了蔡元定六变律和朱载墒的变音理论。在对两图以现代音分数、全音数、相对波长、音程系数等作出数据分析对比后,用得出的直观、明确的数据释解了朱栽墒的《论有变音无变律第十二》。     

Ridge regression methodology in partial linear models with correlated errors

In this article, a generalized restricted difference-based ridge estimator is defined for the vector parameter in a partial linear model when the errors are dependent. It is suspected that some additional linear constraints may hold on to the whole parameter space. The estimator is a generalization of the well-known restricted least-squares estimator and is confined to the (affine) subspace which is generated by the restrictions. The risk functions of the proposed estimators are derived under balanced loss function. Finally, the performance of the new estimators is evaluated by a simulated data set.     

Ordinal ridge regression with categorical predictors

In multi-category response models, categories are often ordered. In the case of ordinal response models, the usual likelihood approach becomes unstable with ill-conditioned predictor space or when the number of parameters to be estimated is large relative to the sample size. The likelihood estimates do not exist when the number of observations is less than the number of parameters. The same problem arises if constraint on the order of intercept values is not met during the iterative procedure. Proportional odds models (POMs) are most commonly used for ordinal responses. In this paper, penalized likelihood with quadratic penalty is used to address these issues with a special focus on POMs. To avoid large differences between two parameter values corresponding to the consecutive categories of an ordinal predictor, the differences between the parameters of two adjacent categories should be penalized. The considered penalized-likelihood function penalizes the parameter estimates or differences between the parameter estimates according to the type of predictors. Mean-squared error for parameter estimates, deviance of fitted probabilities and prediction error for ridge regression are compared with usual likelihood estimates in a simulation study and an application.     

高斯公式的一个推广

将高斯公式的条件放宽一点,使其的应用范围扩大些．证明在函数以及都在闭区域V上连续,而在V上除有限个点之外都连续的条件下,高斯公式也仍然成立．     

分批分期装运条款实例分析

分批分期装运条款是一种常见而又重要的装运条款,在实际操作中经常引起争议和纠纷。根据《联合国国际货物销售合同公约》以及新近生效的《UCP600）、（ISBP681》等国际惯例,结合分析涉外货运分批分期装运的典型案例分析,论者认为准确理解并区分分批、分期装运国际惯例的含义和合同规定,规范操作,将对减少国际商务的争端,保持良好的双方商务关系起到重要的作用。     

短缺量拖后率、需求和采购价均为时变的变质物品EOQ模型

基于需求和采购价均为时变的EOQ模型,进一步考虑时变短缺量拖后率以及资金时间价值等因素对变质物品库存管理的影响,建立了相应的EOQ模型。采用Mathematica4 1对模型进行仿真寻优和主要参数的灵敏度分析,结果显示,最优解存在且库存系统的各参数对最优库存控制策略有不同程度的影响。     

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach

The exact density distribution of the non‐linear least squares estimator in the one‐parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the non‐linear regression with an arbitrary number of linear parameters and one intrinsically non‐linear parameter. For a very special non‐linear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieler almost a century ago, unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the non‐linear least squares are illustrated, such as non‐existence and/or multiple solutions, as major factors contributing to poor density approximation. The non‐linear Markov–Gauss theorem is formulated on the basis of the near exact EE density approximation.     

部分响应形成滤波器的设计

讨论了有最小符号间干扰(ISI)的第一类部分响应滤波器的最佳设计方法。所设计滤波器的选择性和阻带衰减可预先给定并易于控制。以小的频带损失在Nyquist频率附近引入滚降,可使ISI进一步减小。利用这种滤波器还可以获得第四类部分响应信号。给出的设计实例说明这种设计方法很有实用价值。