Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

Radiation effect on the 400-nm-thermoluminescence emission of a potassium-rich feldspar

The UV-blue thermoluminescence (TL) emission of exsolved and twinned potassium feldspars is potentially valid to be employed in the field of dating and retrospective dosimetry. This paper reports about the following results: (i) The dose dependence of the 400 nm TL intensity of a K-rich feldspar exhibits an excellent linearity in the range of 50 mGy–8 Gy. (ii) The stability of the TL signal after 6 months of storage, shows an initial rapid decay (ca. 45%) maintaining the stability from 40 days onwards which indicates that the electron population decreases asymptotically by the X-axis and the involved electrons are located in deeper traps at room temperature. The fading process can be fitted to a first-order decay equation of the sort y=y₀+A exp(−x/t). (iii) The tests of thermal stability at different temperatures confirm a continuous trap distribution with progressive changes in the glow curve shape, intensity and temperature position of the maximum peak. According to this behaviour some physical parameters are defined.     

Viscosity,particle size distribution,and structural investigation of tetramethyloxysilane/2‐hydroxyethyl methacrylate sols during the sol–gel process with acid and base catalysts

The tetramethoxysilane (TMOS)/2‐hydroxylethyl methacrylate (HEMA) hybrid gels were synthesized with acid and base catalysts, via the in situ polymerization of HEMA, with and without the cosolvent methanol. With methanol in the TMOS/HEMA sol, the enhanced esterification and depolymerization reactions of the silanols resulted in a slower growth of silica particles. The silica particles that were synthesized with an acid catalyst were less than 40 nm. The thermal resistance of the poly(2‐hydroxyethyl methacrylate) (PHEMA) chains was enhanced by the addition of colloidal silica. The Fourier transform infrared characterizations and the exothermal peaks on the differential scanning calorimetry traces of these hybrid gels indicated chemical hybridization occurring as a result of condensation of the colloid silica and PHEMA at higher temperatures. Hence, the residual weight content of the hybrid gel after its synthesis with the base catalyst was even higher than the content of TMOS in the hybrid sol. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3476–3486, 2004     

Addition–fragmentation chain transfer: Molecular weight distributions and retardation in the system methyl methacrylate/methyl α‐(bromomethyl)acrylate

A detailed investigation of addition–fragmentation chain transfer (AFCT) in the free‐radical polymerization of methyl methacrylate (MMA) in the presence of methyl α‐(bromomethyl)acrylate (MBMA) was carried out to elucidate mechanistic details with efficient macromonomer synthesis as an underlying goal. Advanced modeling techniques were used in connection with the experimental work. Curve fitting of simulated and experimental molecular weight distributions with respect to the rate coefficient for addition of propagating radicals to MBMA (k_add) over 60–120 °C resulted in E_add = 21.7 kJ mol^?1 and A_add = 2.18 × 10⁶ M^?1 s^?1 and a very weak temperature dependence of the chain‐transfer constant (E_add ≈ E_p). The rate coefficient for fragmentation of adduct radicals at 60 °C was estimated as k_f ≈ 39 s^?1 on the basis of experimental data of the MMA conversion and the concentration of 2‐carbomethoxy‐2‐propenyl end groups. The approach developed is generic and can be applied to any AFCT system in which copolymerization does not occur and in which the resulting unsaturated end groups do not undergo further reactions. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2640–2650, 2004     

BMAP/G/1 queue with correlated arrivals of customers and disasters

We consider a single server queue with disasters where the arrivals of customers and disasters are correlated. When a disaster occurs, it removes all the customers in the system and there requires repair time for the system to be operated normally. The stationary queue length distribution at the embedded points and at an arbitrary time are presented.     

The evolution of a truncated gaussian probability density through time—modelling animal liveweights after selection

The form of the probability density derived from the evolution in time of a previously truncated frequency distribution of animal Liveweights is of interest in animal husbandry. Truncated frequency distributions arise when the heavier animals are sold for slaughter and the lighter animals retained. The demands of modern quality assurance schemes require that, given information on animal growth, the farmer is able to estimate the number of animals that would meet the specifications at some time in the future after truncation. Assuming that animal growth can be described by a linear stochastic differential equation, we derive an explicit expression for the probability density of animal Liveweights at any time after the truncation of an initial Gaussian density. It is shown that this probability density converges rapidly to a Gaussian density, so that after about 20 days of typical growth rates for lambs, the resulting density is practically indistinguishable from Gaussian.     

Space time-index plots for probing dynamical nonstationarity

We propose a simple method to efficiently probe dynamical nonstationarity in observed time series. In a space time-index plot, the density distributions as a function of normalized time-index are V-shaped due to nonstationarity. We show that this method is workable for short data sets and typical examples are illustrated.     

The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems

This paper gives a condition which implies the nonexistence of parametric statistical procedures with bounded risk or error performance characteristics. Many examples for which such a condition is satisfied are considered.     

EXISTENCE OF PERIODIC SOLUTION OF A NEURONIC EQUATION

１ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｂｒａｉｎｏｆｍａｎｋｉｎｄｈａｓｍａｎｙｃｏｇｎｉｔｉｖｅｆｕｎｃｔｉｏｎｓｓｕｃｈａｓｌｅａｒｎｉｎｇ，ａｓｏｃｉａｔｉｏｎａｎｄｏｐｔｉｍｉｚａｔｉｏｎｅｔｃ．．Ｔｈｅｎｅｕｒｏｎｉｓｔｈｅｍｏｓｔｆｏｕｎｄａｍ...