Assessing the Calibration of High-Dimensional Ensemble Forecasts Using Rank Histograms

Any decision-making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This article proposes new methods for empirically assessing forecast calibration in a multivariate setting where the probabilistic forecast is given by an ensemble of equally probable forecast scenarios. Multivariate properties are mapped to a single dimension through a prerank function and the calibration is subsequently assessed visually through a histogram of the ranks of the observation’s preranks. Average ranking assigns a prerank based on the average univariate rank while band depth ranking employs the concept of functional band depth where the centrality of the observation within the forecast ensemble is assessed. Several simulation examples and a case study of temperature forecast trajectories at Berlin Tegel Airport in Germany demonstrate that both multivariate ranking methods can successfully detect various sources of miscalibration and scale efficiently to high-dimensional settings. Supplemental material in form of computer code is available online.     

The minimum forcing number of perfect matchings in the hypercube

Let $M$ be a perfect matching in a graph. A subset $S$ of $M$ is said to be a forcing set of $M$, if $M$ is the only perfect matching in the graph that contains $S$. The minimum size of a forcing set of $M$ is called the forcing number of $M$. Pachter and Kim (1998) conjectured that the forcing number of every perfect matching in the $n$-dimensional hypercube is $2^{n?2}$, for all $n\ge 2$. This was revised by Riddle (2002), who conjectured that it is at least $2^{n?2}$, and proved it for all even $n$. We show that the revised conjecture holds for all $n\ge 2$. The proof is based on simple linear algebra.     

Uniqueness of Solution to Systems of Elliptic Operators and Application to Asymptotic Synchronization of Linear Dissipative Systems II: Case of Multiple Feedback Dampings

In this paper, the authors consider the asymptotic synchronization of a linear dissipative system with multiple feedback dampings. They ?rst show that under the observability of a scalar equation, Kalman’s rank condition is su?cient for the uniqueness of solution to a complex system of elliptic equations with mixedobservations. The authors then establish a general theory on the asymptotic stability and the asymptotic synchronization for the corresponding evolutional system subjected to mixed dampings of various natures. Some classic models are presented to illustrate the ?eld of applications of the abstract theory.     

Characterizing and Generating Bivariate Empirical Rank Distributions Satisfying Certain Positive Dependence Concepts

Abstract

This article introduces an approach for characterizing the classes of empirical distributions that satisfy certain positive dependence notions. Mathematically, this can be expressed as studying certain subsets of the class S_N of permutations of 1, …, N, where each subset corresponds to some positive dependence notions. Explicit techniques for it-eratively characterizing subsets of S_N that satisfy certain positive dependence concepts are obtained and various counting formulas are given. Based on these techniques, graph-theoretic methods are used to introduce new and more efficient algorithms for constructively generating and enumerating the elements of various of these subsets of S_N. For example, the class of positively quadrant dependent permutations in S_N is characterized in this fashion.     

Groups with many subgroups having polycyclic-by-finite layers or derived subgroup

A group is called (PF)L if the subgroups generated by its elements having same order (finite or infinite) are polycyclic-by-finite. In the present paper we prove that a group is locally graded minimal non-((PF)L∪(𝔓𝔉)𝔄) if, and only if, it is non-perfect minimal non-FC, where (𝔓𝔉)𝔄 denotes the class of (polycyclic-by-finite)-by-abelian groups. We prove also that a group of infinite rank whose proper subgroups of infinite rank are in ((PF)L∪(𝔓𝔉)𝔄) is itself in ((PF)L∪(𝔓𝔉)𝔄) provided that it is locally (soluble-by-finite) without simple homomorphic images of infinite rank. Our last result concerns groups that satisfy the minimal condition on non-((PF)L∪(𝔓𝔉)𝔄)-subgroups.     

改进的pair-copula参数估计方法在经济研究中的应用

对于pair-copula中的参数估计,大多假设copula函数的参数和条件变量独立,将参数简化成一个不依赖于条件变量的常数.本文假设copula函数的参数和条件变量不独立,该参数是以条件变量为自变量的一元函数.应用该方法实证分析了“克强指数”三个指标铁路货运量、工业用电量和贷款发放量的对数增长率之间的关系,研究发现该方法优于简化的pair-copula参数估计,并且得出在固定铁路货运量不变时,工业用电量和银行贷款发放量成负相关关系,且这种负相关性随铁路货运量增加而减弱.     

m次幂等矩阵的等价条件

利用矩阵的秩和齐次线性方程组解空间的维数,给出了m(m≥2)次幂等矩阵的一些等价条件,推广了2,3次幂等矩阵的相应结果.此外,所获结果还给推广到了m次幂等线性变换中.