Combining forecasts: Performance and coherence

There is general agreement in many forecasting contexts that combining individual predictions leads to better final forecasts. However, the relative error reduction in a combined forecast depends upon the extent to which the component forecasts contain unique/independent information. Unfortunately, obtaining independent predictions is difficult in many situations, as these forecasts may be based on similar statistical models and/or overlapping information. The current study addresses this problem by incorporating a measure of coherence into an analytic evaluation framework so that the degree of independence between sets of forecasts can be identified easily. The framework also decomposes the performance and coherence measures in order to illustrate the underlying aspects that are responsible for error reduction. The framework is demonstrated using UK retail prices index inflation forecasts for the period 1998–2014, and implications for forecast users are discussed.     

轮转机刀式折页机构运动规律及精度分析

随着轮转机速度的不断提高，作为轮转机重要组成部分的折页机构，其运行速度与精度成为制约印刷速度和印品质量提高的主要因素。为了研究轮转机折页机构的运动规律和加工制造误差对其运动精度的影响，利用概率统计和随机过程理论，建立了矩阵形式的刀式折页机构输出参数及误差概率模型，分析了尺寸误差对输出误差的影响，为折页机构的稳健设计提供了理论依据。     

科研奖励制度构建方式初探

【摘要】文章从“马太效应”得到启示，提出了“马太效应”是构建科研奖励制度的理论基础，运行良好的科研奖励制度应具有准确性、及时性、适度性等基本特征，并在此基础上分析了现有的奖励制度的弊端，并提出了相关措施。     

企业财务风险预警模型构建中现金流量分析法的运用

通过对当前流行的众多财务风险预警模型缺陷的分析,我们应当选择一个全新的视角,以现金流量分析为基础,构建财务风险预警新模型,以提高预警模型的敏感性、准确性、适用性、监控性、超前性。     

汇率预测:一个新的非参数支持向量回归方法

本文利用一个新的非参数支持向量回归(SVR)方法来预测基于非线性ARI模型的汇率时序变量,并且与最大似然法(MLE)和人工神经网络(ANN)的预测结果进行比较。从理论上讲,MLE和ANN方法仅侧重于样本内拟合,而SVR方法则同时考虑了拟合和预测,因此,其预测能力在现有方法中是最强大的。本文选择中国、韩国、印度和瑞士四种货币的日汇率来进行预测检验,实证结果支持SVR方法具有最强的预测能力。     

正交鉴相电路及其鉴相精度分析

正交鉴相技术与单片微机数据处理系统相结合,产生了一种新颖的相位检测方案。本文重点讨论影响正交鉴相电路鉴相精度的各种误差因素,给出了计算公式和计算结果。     

A Perspective on the Accuracy of Economic Observations

In 1950 appeared the first edition of Oskar Morgenstern's Famous book, The Accuracy of Economic Observations. Nearly half a century later it is timely to return to Morgenstern's diagnosis and to contemplate his therapeutic recommendations. Morgenstern's vision can and should inform the consideration of the topic today because of the continued validity of many of his findings. His work still provides stimuli for studying the general problems of measurement, the varying requirements for accuracy, the issues of aggregate macroeconomic measures, and the prospects for economic and social measurement. This is so even if some of the bleaker assessments by Morgenstern, notwithstanding their technical merits, provide little or no practical guidance for statistical activities. In this context it is enlightening to recall the different practical attitudes adopted by Keynes and by some of his contemporaries in Germany regarding theoretical difficulties with aggregate macroeconomic data.     

Model selection in univariate time series forecasting using discriminant analysis

When a large number of time series are to be forecast on a regular basis, as in large scale inventory management or production control, the appropriate choice of a forecast model is important as it has the potential for large cost savings through improved accuracy. A possible solution to this problem is to select one best forecast model for all the series in the dataset. Alternatively one may develop a rule that will select the best model for each series. Fildes (1989) calls the former an aggregate selection rule and the latter an individual selection rule. In this paper we develop an individual selection rule using discriminant analysis and compare its performance to aggregate selection for the quarterly series of the M-Competition data. A number of forecast accuracy measures are used for the evaluation and confidence intervals for them are constructed using bootstrapping. The results indicate that the individual selection rule based on discriminant scores is more accurate, and sometimes significantly so, than any aggregate selection method.     

统计数据质量评估方法在海洋经济领域引入研究

本文基于国内外统计数据质量评估研究背景,针对我国海洋经济统计数据质量评估现状与需求,分析了逻辑规则检验、计量模型分析、统计分布验证、核算数据重估、调查偏差评估、多维评估法等主要质量评估方法的概念特征及在海洋经济数据质量控制领域的适用性。为了适应大数据时代的发展需求,今后我国海洋经济统计数据质量的内涵需不断扩充,技术方法需与信息技术有效融合,同时,应积极应对统计改革背景下新技术挑战。