Domestic tourism demand of urban and rural residents in China: Does relative income matter?

The aim of this research is to investigate the domestic tourism demand of urban and rural residents in China. Based on the data from the National Household Tourism Survey, we specify Chinese domestic tourism demand as a function of absolute income, relative income, domestic tourism price, and substitute price. As a major contribution of this study, relative income is measured using the distance between individual income and average income over a city/province. Based on the estimation results from multilevel models, this paper highlights the effect of relative income on domestic tourism demand in some sub-regions of China. Furthermore, regional differences between residents in different sub-regions and different patterns of determinants between urban and rural residents are identified and discussed.     

Estimating Mann–Whitney‐type Causal Effects

Mann–Whitney‐type causal effects are generally applicable to outcome variables with a natural ordering, have been recommended for clinical trials because of their clinical relevance and interpretability and are particularly useful in analysing an ordinal composite outcome that combines an original primary outcome with death and possibly treatment discontinuation. In this article, we consider robust and efficient estimation of such causal effects in observational studies and clinical trials. For observational studies, we propose and compare several estimators: regression estimators based on an outcome regression (OR) model or a generalised probabilistic index (GPI) model, an inverse probability weighted estimator based on a propensity score model and two doubly robust (DR), locally efficient estimators. One of the DR estimators involves a propensity score model and an OR model, is consistent and asymptotically normal under the union of the two models and attains the semiparametric information bound when both models are correct. The other DR estimator has the same properties with the OR model replaced by a GPI model. For clinical trials, we extend an existing augmented estimator based on a GPI model and propose a new one based on an OR model. The methods are evaluated and compared in simulation experiments and applied to a clinical trial in cardiology and an observational study in obstetrics.     

基于混沌加密的小波域音频盲水印算法

本文将混沌理论引入到了音频水印系统的研究中,设计了一种将一段简短的音频用混沌序列进行加密后,作为载体嵌入到原始音频信号的小波域中。先将作为水印的音频信号利用混沌映射进行置乱,然后再利用混沌序列实现对隐藏位置的保密。这种方法既保证了水印的安全性又实现了水印的盲提取。实验表明,此方法具有很高的安全性和鲁棒性。     

Yearly,monthly and weekly seasonality of tourism demand: A decomposition analysis

Annual seasonal variations in tourism demand have been a central theme in literature. However, annual seasonality is not the only time-based inequality in tourism flows that has important implications on policy-making decisions at destinations. Within the context of tourism, this study aims to make an in-depth analysis of intra-monthly and intra-weekly tourism demand using the entropy and relative redundancy measures as alternative seasonality indicators to the Gini coefficient in order to provide new tools to manage tourism and propose new action policies at these frequencies. In comparison with the Gini coefficient, the entropy measure is simpler to compute and it is easily decomposable. Using the case study of air arrivals and departures to and from the Balearic Islands, results show the appropriateness of entropy and relative redundancy as seasonal indicators but also as a new information tools for tourism seasonality analysis.     

原油破乳剂相对脱水率测定影响因素分析

从标样质量水平、油样的选取和原油乳化程度三个方面分析了原油破孔剂相对脱水率测定的影响因素,井提出了改进措施及建议,以及选取油样的原则。     

Benchmark Invariancy,Seasonality and APM-Free Portfolio Performance Measures

The Jobson-Korkie (1981) Z score and the positive period weighting (PPW) score of Grinblatt and Titman (1989) are applied to various benchmarks of market and mimicking portfolios to study the benchmark invariancy problem. Significantly different portfolio performance inferences are found for a sample of 146 equity mutual funds depending on the mean-variance efficiency of the portfolio benchmarks (mimicking portfolios versus market indices). Portfolio performance inferences are affected significantly by the number of factors, nonsynchronous trading adjustment, and the sizes of the firms used for factor extraction. The returns of the portfolio benchmarks exhibit significant monthly seasonalities, which, in turn, significantly influence mutual fund performance inferences.     

现代资产组合理论的一个拓展:出口市场组合模型——关于我国出口市场多元化的理论思考

出口多元化战略实施十多年以来,我国出口市场仍较为集中。出口多元化战略包括两层含义:产品的多元化和市场的多元化。国内理论界关于多元化战略的研究主要集中在前者,关于后者的研究则比较罕见。本文试图借鉴现代资产组合理论的思想,运用相对方差来衡量风险,构造了出口市场组合模型,用于定量分析多元化战略中的“市场多元化”问题,为降低我国产品出口所面临的市场风险提供理论指导。     

Chi-Square Tests Under Models Close to the Normal Distribution

Many test statistics follow a χ² distribution because a normal model is assumed as underlying distribution. In this paper we obtain good analytic approximations for the p-value and the critical value of χ² tests when the underlying distribution is close but different from the normal model. With these approximations we study the robustness of validity of χ² tests     

一种基于均值量化的小波域自同步数字音频水印算法

提出了一种基于均值量化的小波域自同步数字音频水印算法。该算法是一种盲检测算法,检测时不需要原始音频信号。算法引入了系数均值量化的思想,音频信号进行小波分解后,对其中的低频系数进行均值量化,嵌入水印;并且引入了嵌入同步信号的思想,利用同步信号来定位水印的嵌入位置,以抵抗平移、裁剪等攻击。实验结果表明该算法具有较强的鲁棒性和抗攻击性。     

地铁列车初始布点的鲁棒性研究

针对车辆段内干扰源对地铁列车运行的扰动,以列车连带晚点期望值最小为目标,确定地铁列车平峰时段的始发时刻,分配初始缓冲时间。细分连带晚点,详细描述了连带晚点传播的各种情况,建立了简单情形下地铁列车初始布点的理论模型。经分析,该模型为凸规划的约束极值问题,且证明在小干扰条件下,均衡初始布点的列车时刻表为模型的最优解。