Covariance functions that are stationary or nonstationary in space and stationary in time

There is a great demand for statistical modelling of phenomena that evolve in both space and time, and thus, there is a growing literature on covariance function models for spatio-temporal processes. Although several nonseparable space–time covariance models are available in the literature, very few of them can be used for spatially anisotropic data. In this paper, we propose a new class of stationary nonseparable covariance functions that can be used for both geometrically and zonally anistropic data. In addition, we show some desirable mathematical features of this class. Another important aspect, only partially covered by the literature, is that of spatial nonstationarity. We show a very simple criteria allowing for the construction of space–time covariance functions that are nonseparable, nonstationary in space and stationary in time. Part of the theoretical results proposed in the paper will then be used for the analysis of Irish wind speed data as in HASLETT and RAFTERY ( Applied Statistics , 38 , 1989, 1).     

统计在建筑企业项目法施工中的作用探索

文章阐述了在建筑企业中实行项目法施工,以成本管理为中心实行资源配置的情况下,统计工作通过夯实基础等途径获得真实、系统的数据资料后,如何利用数据资源的优越性,分析方法的特有性等优势发挥重要作用。     

地质统计学及其在地质工程中的应用分析

随着科技日益发展,地质统计学在地质工程中也发挥着重要的作用,这就对地质统计提出了更高的要求。本文从地质统计方法入手,简要阐述了地质统计学发展的现状,并分析了统计方法在地质工程中的重要作用及其应用。     

Measurement and its Uses: Harmonization and Quality in Social Statistics

The European construction has induced a strong demand of harmonization of statistics of the various countries. The latter can be focused on an harmonization of outputs , already practised for a long time by national accountants: the statistical variables are defined in common, then each country measures them according to its own means. On the other hand, the harmonization of inputs, more ambitious, seeks a standardization of all the construction process and data collection. This leads to distinguish clearly the two moments of use and of production of economic and social statistics. Now the same distinction is made in the debates over the notion of quality of statistics, which contrast the quality of the product with the one of the process. This quality cannot be judged independently from the expected uses of these statistics and of their form of social credibility. From this point of view, the various harmonization levels are compared with the various forms of connection and convertibility between the national currencies.     

从数据分析谈统计特色

统计是数学学科的一个分支,但是它不同于数学学科,有着自己的特色,文章通过一些实例分析,来描述统计一些有趣的特色。     

Stochastic trends,deterministic trends,and business cycle turning points

This study examines the relationship between specifications for long-run output patterns and specifications for business cycle dynamics. In an application to US GDP, it is found that inferences about the nature of the trend in output are not robust to changes in the specification for short-run fluctuations. Similarly, the choice of which model best describes the transitory movements in output depends on the way in which the trend is specified. The empirical analysis makes use of Bayesian methods to compare time series models for US GDP. Inspection of the predictive densities for the individual data points suggests that the information contained in the data is largely limited to the observations associated with business cycle turning points. © 1997 John Wiley & Sons, Ltd.     

Analysis and design of focused demand chains

The paper describes the evolution of focused demand chains over an extended period of time as a major UK lighting manufacturer has sought to remain an international player in a fast changing business environment. Analysis and design procedures make use of the concepts of Wickham Skinner and Marshall Fisher to answer the strategic questions “what facilities are required and how should they be laid out to enable the necessary focused demand chains?” and to answer the tactical question “which focused demand chain is appropriate for this product?” The case study then details how the company has been transformed from operating within a traditional supply chain to driving change via the engineering of four focused demand chains. The paper concludes with a comparison of operations enablers, customer choice, and business performance metrics covering the transition period culminating in the current focused demand chain scenario. By matching products to the appropriate value stream there is a consequential reduction in product development time of 75%; manufacturing costs reduction of up to 27%; and up to 95% reduction in delivery lead times.     

Hierarchical clustering of spatially correlated functional data

Classification problems of functional data arise naturally in many applications. Several approaches have been considered for solving the problem of finding groups based on functional data. In this paper, we are interested in detecting groups when the functional data are spatially correlated. Our methodology allows to find spatially homogeneous groups of sites when the observations at each sampling location consist of samples of random functions. In univariable and multivariable geostatistics, various methods of incorporating spatial information into the clustering analysis have been considered. Here, we extend these methods to the functional context to fulfil the task of clustering spatially correlated curves. In our approach, we initially use basis functions to smooth the observed data, and then, we weight the dissimilarity matrix among curves by either the trace‐variogram or the multivariable variogram calculated with the coefficients of the basis functions. This paper contains a simulation study as well as the analysis of a real data set corresponding to average daily temperatures measured at 35 Canadian weather stations.     

A note on the Robust Trend and ARARMA methodologies used in the M3 Competition

This brief note describes two of the forecasting methods used in the M3 Competition, Robust Trend and ARARMA. The origins of these methods are very different. Robust Trend was introduced to model the special features of some telecommunications time series. It was subsequently found to be competitive with Holt’s linear model for the more varied set of time series used in the M1 Competition. The ARARMA methodology was proposed by Parzen as a general time series modelling procedure, and can be thought of as an alternative to the ARIMA methodology of Box and Jenkins. This method was used in the M1 Competition and achieved the lowest mean absolute percentage error for longer forecasting horizons. These methods will be described in more detail and some comments on their use in the M3 Competition conclude this note.     

Ultimate 100‐m world records through extreme‐value theory

We use extreme‐value theory to estimate the ultimate world records for the 100‐m running, for both men and women. For this aim we collected the fastest personal best times set between January 1991 and June 2008. Estimators of the extreme‐value index are based on a certain number of upper order statistics. To optimize this number of order statistics we minimize the asymptotic mean‐squared error of the moment estimator. Using the thus obtained estimate for the extreme‐value index, the right endpoint of the speed distribution is estimated. The corresponding time can be interpreted as the estimated ultimate world record: the best possible time that could be run in the near future. We find 9.51 seconds for the 100‐m men and 10.33 seconds for the women.     

区域物流发展与区域经济增长关系实证研究——以内蒙古为例

以内蒙古为例，运用Ewviews6．0软件，根据内蒙古1980～2010年的数据，对数据进行ADF检验．以保证其平稳性。在此基础之上，对数据进行回归分析，并且进行White检验和DW检验，以保证模型的严谨性和可靠性。分析结果表明．内蒙古地区物流发展水平与区域经济增长之间存在紧密的相关性，同时，经济发展与物流发展之间起到相互带动的作用。     

提高社会统计检测工作的水平

随着经济的发展,统计工作在企业中的作用也越来越重要,成为企业进行科学管理和对企业的各种经营活动进行监督和计划的一个重要工具。本文将对提高社会统计检测水平的方法进行简要的分析。     

Acquisition of supply market intelligence – An information processing perspective

The capability to develop and sustain superior knowledge of markets and supply chains, or supply market intelligence (SMI), is an important element in increasing the strategic relevance of purchasing and supply management (PSM). This study draws on information processing theory (IPT) to shed light on how firms acquire SMI. In particular, the study aims to identify the drivers and mechanisms of information processing in SMI acquisition and to explore how the two constructs are related. Our findings emerged from an abductive multiple case study including 22 SMI tasks in eight case companies operating in various manufacturing industries. We find that the drivers of information processing needs in SMI acquisition are related either to uncertainty or equivocality. Uncertainty describes a situation in which decision-makers may be ignorant of a variable's value while equivocality describes a situation in which they may be ignorant of the variable's existence. We identify four structural mechanisms and three information technology mechanisms for information processing in the SMI context. We also find that equivocality seems to trump uncertainty in determining the use of the identified SMI acquisition mechanisms. In addition to elaborating IPT in the SMI context and exploring the theoretical foundations of SMI, we offer practitioners a framework for supporting the design of SMI practices in procurement organisations.     

VB过程浅析

过程是一种十分有用的程序设计技术,本文不仅阐述了通用过程、事件过程、function过程的区别,还对递归过程予以解析。同时结合实例进行了分析,旨在程序设计时,能正确的使用过程,以及灵活应用递归解决实际问题。     

Reading Keynes' Treatise on Probability

A Treatise on Probability was published by John Maynard Keynes in 1921. The Treatise contains a critical assessment of the philosophical foundations of probability and of the statistical methodology at the time. We review the aspects of the book that are most related with statistics, avoiding uninteresting neophyte's forrays into philosophical issues. In particular, we examine the arguments provided by Keynes against the Bayesian approach, as well as the sketchy alternative of a return to Lexis' theory of analogies he proposes. Our conclusion is that the Treatise is a scholarly piece of work looking at past advances rather than producing directions for the future.     

Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia

A separation between the academic subjects statistics and mathematical statistics has existed in Sweden almost as long as there have been statistics professors. The same distinction has not been maintained in other countries. Why has it been kept for so long in Sweden, and what consequences may it have had? In May 2015, it was 100 years since Mathematical Statistics was formally established as an academic discipline at a Swedish university where Statistics had existed since the turn of the century. We give an account of the debate in Lund and elsewhere about this division during the first decades after 1900 and present two of its leading personalities. The Lund University astronomer (and mathematical statistician) C. V. L. Charlier was a leading proponent for a position in mathematical statistics at the university. Charlier's adversary in the debate was Pontus Fahlbeck, professor in political science and statistics, who reserved the word statistics for ‘statistics as a social science’. Charlier not only secured the first academic position in Sweden in mathematical statistics for his former PhD student Sven Wicksell but also demonstrated that a mathematical statistician can be influential in matters of state, finance as well as in different natural sciences. Fahlbeck saw mathematical statistics as a set of tools that sometimes could be useful in his brand of statistics. After a summary of the organisational, educational and scientific growth of the statistical sciences in Sweden that has taken place during the last 50 years, we discuss what effects the Charlier–Fahlbeck divergence might have had on this development.     

Towards an Integrated Statistical System at Statistics Netherlands*

Changes in circumstances put pressure on Statistics Netherlands (SN) to redesign the way its statistics are produced. Key developments are: the changing needs of data‐users, growing competition, pressure to reduce the survey burden on enterprises, emerging new technologies and methodologies and, first and foremost, the need for more efficiency because of budget cuts. This paper describes how SN, and especially its business statistics, can adapt to these new circumstances. We envisage an optimum situation as one with a single standardised production line for all statistics and a central data repository at its core. This single production line is supported by generic and standardised tools, metadata and workflow management. However, it is clear that such an optimum situation cannot be realised in just a few years. It should be seen as the point on the horizon. Therefore, we also describe the first transformation steps from the product‐based stovepipe‐oriented statistical process of the past to a more integrated process of the future. A similar modernisation process exists in the area of social statistics. In the near future both systems of business and social statistics are expected to connect at pivotal points and eventually converge on one overall business architecture for SN. Discussions about such an overall business architecture for SN have already been started and the first core projects have been set up.     

Agglomeration in an innovative and differentiated industry with heterogeneous knowledge spillovers

This paper introduces an agent-based simulation model to study the technological development, the economic performance of firms and the evolution of agglomerations in a differentiated industry. The analysis is based on the interaction and behavior of firms, which might share knowledge but at the same time are competitors on the goods markets. Firms do not only compete with quantities they can also introduce process and product innovations. The level of knowledge of a firm describes the capabilities to perform innovations. Knowledge can be accumulated by investing in R&D and by knowledge spillover, which depend on geographical and technological proximity. Simulation runs show that there is an incentive to agglomerate in young industries and that geographical proximity enhances innovation, especially the number of product innovations.      

A SYMMETRIC INPUT–OUTPUT TABLE FOR EU27: LATEST PROGRESS

The European Commission is currently establishing an Environmentally Extended Input–Output (EE-IO) Database for the EU27 developed by the Joint Research Centre at the Institute for Prospective Technological Studies (IPTS). This project attempts to generate an analytical dataset comprising all EU countries and yearly time series for the period 1995–2005. Since, for the time being, IO and environmental accounts data are only available with significant gaps part of the dataset will require estimates based on best available proxy data and reasonable assumptions. This paper is focused on the IO database shaped around Eurostat supply and use tables and symmetric IO tables consistent with the NACE classification. The paper describes the procedure by which the latest preliminary results have been obtained for an aggregate EU27 symmetric input–output table for the year 2000.     

Measuring Agreement in Ordered Rating Scales

Ordered rating scales are one of the most frequently used question formats in large-scale surveys. Analysts of the responses to such questions often find themselves in need of describing the degree of agreement (concentration, consensus) of the answers to such questions. For that purpose they commonly use standard deviations of the response distributions, or measures based on these (such as the coefficient of consensus defined by Granberg and Holmberg, 1988), or the coefficient of variability, etc. This paper demonstrates that such measures are inappropriate for this purpose because they misrepresent what they are supposed to measure: the `peakedness' of a distribution. As an alternative a measure of agreement A is proposed. This measure is a weighted average of the degree of agreement that exists in the simple component parts – layers – into which any frequency distribution can be disaggregated, and for which agreement can be expressed in a straightforward and unequivocal way.