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.     

餐饮业企业选址的实践研究——以Z餐厅为例

随着我国人们生活水平的不断提高,餐饮业呈现蓬勃发展的态势,餐饮企业间的竞争日趋激烈,企业要想在竞争中生存并求更大的发展,选址问题显得至关重要。本文以Z餐厅为例对餐饮业企业选址的方法和实施过程进行研究,旨在为餐饮业企业在前期选址的实施操作提供一定的借鉴。     

汽车责任险市场存在逆选择吗？——动态分组方法下的经验研究

本文通过对汽车责任险市场续保数据的动态分组,对“风险-保障”的相关性进行计量经济建模,采用Logistic模型研究我国汽车责任险市场的逆选择问题。通过这一动态分组方法下的经验研究,我们发现,逆选择现象在首年低保障样本中显著存在,在首年高保障样本中不显著。同时,我们还发现,费率求平对保障选择有显著影响,投保中的习惯性行为不太明显。     

Recruiting outside board members in the small family business: an ideological challenge

The focus of this paper is to explore how contrasting ideologies influence the selection process of outside directors in the small family business. Small family businesses donot just represent smallscale economic activity but they are the outcome of entrepreneurial ambition and family involvement. This means that willpower and emotional commitment blend with calculative considerations. As emotional as well as cognitive constructs the family, management and entrepreneurship each represent an ideology: paternalism, managerialism and entrepreneurialism. The proposed ideological framework is positioned against alternative approaches to the study of board selection processes. Two sets of data are presented. A piloting survey of 12 family businesses is used to substantiate the theoretical assumption that entrepreneurial firms avoid having outside directors and managerial firms welcome outside directors, leaving paternalistically-run family businesses ambivalent. Repeated in-depth interviews in two family businesses, one founder-managed and entrepreneurial, the other established and traditional, reveal how the professionalization of the board enforces managerialism, challenging thus far dominating ideologies, entrepreneurialism and paternalism. The outcome of this ideological contest, if properly orchestrated, is an energized and more competitive family business.     

供应链管理环境中的制造柔性

在当今激烈竞争和不确定的商业环境下,供应链的柔性在满足客户多样化需求方面至关重要。适当的供应商选择和管理策略对制造商柔性的影响是直接并且关键的。论文通过分析供应商选择和管理策略对制造柔性的作用,构建了供应链管理环境中的制造柔性增强机制。     

非正规金融与农村经济增长互动关系研究——以河南省为例

非正规金融是内生于民间金融需求的处于正规金融之外的一种制度安排,是民间金融创新的产物,它的出现打破了长期以来农村金融市场的垄断格局,提高了农村金融市场的竞争度,对农村金融体制改革有着重要意义。文章在回顾农村非正规金融研究发展的基础上,从实证的角度分析了非正规金融对河南省农村经济增长的影响,阐明了农村非正规金融的比较优势,提出发展河南省农村非正规金融应赋予非正规金融合法发展的法律基础,构建非正规金融健康发展的制度体系,建立正规金融与非正规金融之间合作互补的联结机制。     

创新服务平台资源汇集机制设计

创新资源规模、特征、存储调用等资源汇集情况影响创新服务平台影响力及服务质量、方向与速度,因此,设计科学的资源汇集机制成为研究重点。基于平台不同阶段功能要求,明确重点资源吸纳对象,提出平台面向主动挖掘及宣传吸引两类资源吸纳方式。利用计算机五元组模型,确定资源信息类型与功能,据此从供求视角设计两阶段资源筛选机制。采集30多家创新服务平台资源存储关键词,运用词频统计软件,组织多次讨论,确定资源存储标签,提出利用PLSA模型与Jaccard系数相结合确定资源信息主题及主题与存储标签匹配归属方法。研究可为创新服务平台创新资源汇集提供理论与方法支撑,并为后续供求匹配研究奠定基础。     

信用评估中的特征选择方法研究

特征（变量）选择是信用评估中常用的一种数据降维技术,然而传统的基于相关性的特征选择方法（CFS）在计算变量间相关系数时,本质上是一种线性分析方法,无法有效处理非线性关系的数据,导致不能准确估计变量间相关性的大小。本文在分析CFS方法的基础上,引入Gebelein最大相关系数（GMC）,提出了一种非线性相关性特征选择方法——基于Gebelein最大相关性特征选择方法（GCFS）。在此基础上,结合支持向量机（SVM）技术,构建了GCFS SVM评估模型。该模型能有效地识别变量间的非线性相关关系,更真实估计变量间相关系数大小,从而筛选出最优变量子集,最终提高模型评估预测能力。为验证本文所提方法的效果,通过对两个公开的信用数据集的实证研究,结果表明：与其他方法相比,本文提出的GCFS方法能显著改善信用评估模型预测性能,提高模型判别能力,本研究成果也为信用评估模型的构建提供了一种新的思路和有益的参考。