退耕还林还牧系统模型研究

退耕还林还牧是一个渐进的过程,其效益发挥也是一个渐进的过程,即退耕延迟。退耕还林、还牧后,其效益的发挥有时间延迟。本文从退耕延迟和时间延迟两个方面讨论土地利用比较效益的变化,构建退耕还林还牧效益模型,为政策性补偿提供科学依据和计量方法。     

一种基于阵列天线的时延估计方法

本文主要讨论了无线通信中多径信号的时延估计问题，针对阵列天线，基于非线性最小二乘准则，我们提出了一种有效的时延估计方法，仿真结果表明该算法有较好的性能。     

Comparison of randomization techniques for low-discrepancy sequences in finance

This paper deals with comparisons of low-discrepancy sequences in terms of actual performance through numerical computation for option pricing. For that purpose, we construct a variety of randomized low-discrepancy sequences based on classical low-discrepancy sequences. A randomization structure by coordinate-wise and digit-wise permutations proves to give excellent results regardless of the classical low-discrepancy sequences. This paper represents only the author’s personal opinion, and has absolutely nothing to do with his affiliation.     

p2: a random effects model with covariates for directed graphs

A random effects model is proposed for the analysis of binary dyadic data that represent a social network or directed graph, using nodal and/or dyadic attributes as covariates. The network structure is reflected by modeling the dependence between the relations to and from the same actor or node. Parameter estimates are proposed that are based on an iterated generalized least-squares procedure. An application is presented to a data set on friendship relations between American lawyers.     

Pairwise Multiple Comparisons under Violation of the Independence Assumption

Several multiple comparison procedures (MCPs)were compared for their rates of Type I error and fortheir ability to detect true pairwise differencesamong means when independence of observationsassumption were not satisfied. Monte Carlo resultsshowed that, if independence is not met, none of theprocedures maintain controlled at the chosennominal level, neither using error rate per comparisonor the error rate experimentwise. However, once thedependence of the data was corrected the Type I errorrate was maintained at the same level as when thecorrelation was zero in all the procedures, except forthe Fisher's (1935) least significant differenceprocedure (LSD) and Hayter's (1986) two-stagemodified LSD procedure (FH). At the sametime, conform the correlation increased by a smallamount the power rates also, specially, when the powerwas examined using per-pair power.     

A study on the impact of airline service delays on emotional reactions and customer behavior

This study is intended to identify the influence of service delays on emotional responses and customer behavior. For this research, a survey was conducted on airline passengers that experienced service delays. A total of 395 respondents were analyzed using structural equation modeling. According to the analysis results, service delays positively influenced negative emotions and negatively influenced repurchase intention. In addition, service delays positively influenced negative word-of-mouth. This study provides a basic knowledge on how airlines can develop their service strategies to make good use of the motivating effect of service delays on emotional responses and behavioral intentions.     

Mountain-to-sea ecological-resource management: Forested watersheds,coastal aquifers,and groundwater dependent ecosystems

Improving the understanding of connections spanning from mountain to sea and integrating those connections into decision models have been increasingly recognized as key to effective coastal resource management. In this paper, we aim to improve our understanding of the relative importance of linkages between a forested watershed, a coastal groundwater aquifer, and a nearshore marine groundwater-dependent ecosystem (GDE) using a dynamic groundwater optimization framework and simple ecosystem equations. Data from the Kīholo aquifer on the Kona Coast of Hawai‘i Island are used to numerically illustrate optimal joint management strategies and test the sensitivity of those strategies to variations in physical and behavioral parameter values. We find that for a plausible range of watershed management costs, protecting part of the recharge capture area is always optimal. Without watershed protection, maintaining a safe minimum standard growth rate for a GDE-dependent marine indicator species, reduces net present value non-trivially, but optimal investment in watershed conservation offsets that potential reduction by 75 %. In general, we find that optimal watershed management and groundwater pumping are most sensitive to changes in water demand growth and parameters that describe nearshore salinity.     

A generalization of the Binomial distribution based on the dependence ratio

We propose a generalization of the Binomial distribution, called DR‐Binomial, which accommodates dependence among units through a model based on the dependence ratio (Ekholm et al., Biometrika, 82, 1995, 847). Properties of the DR‐Binomial are discussed, and the constraints on its parameter space are studied in detail. Likelihood‐based inference is presented, using both the joint and profile likelihoods; the usefulness of the DR‐Binomial in applications is illustrated on a real dataset displaying negative unit‐dependence, and hence under‐dispersion compared with the Binomial. Although the DR‐Binomial turns out to be a reparameterization of Altham's Additive‐Binomial and Kupper–Haseman's Correlated‐Binomial distribution, we believe its introduction is useful, both in terms of interpretability and mathematical tractability and in terms of generalizability to the Multinomial case.     

Herding,trend chasing and market volatility

We introduce a heterogeneous agent asset pricing model in continuous-time to show that, although trend chasing, switching and herding all contribute to market volatility in price and return and to volatility clustering, their impacts are different. The fluctuations of the market price and return and the level of the significant autocorrelations (ACs) of the absolute and squared returns increase with the intensities of herding and trend chasing based on long time horizon. However an increase in switching intensity reduces the return volatility and in particular a low switching intensity reduces the price volatility and increases the level of the significant ACs, but the effect becomes opposite when the switching intensity is high. We also show that market noise plays a more important role than fundamental noise on the power-law behavior of returns.