GRONWALL定理在零序电阻消除铁磁谐振分析中的应用

唯一稳态消谐法是近年出现的消除非线性系统谐振的新的分析方法。该方法的基本思想是如果非线性系统存在一个非谐振的正常解,并且该系统具有唯一的稳态,则此时对应的条件就是系统不发生谐振的条件。文章将该方法应用在中性点接地电力系统铁磁谐振的分析中,以GRONWALL定理为工具,得到了相应的消谐条件。结果表明,消除谐振的条件可以用一个矩阵的稳定性条件来决定,并用数值模拟进行验证,表明结果正确,也说明唯一稳态消谐法的有效性。     

专业性与直觉效用的非线性关系——基于个体双元能力视角

专业性是影响直觉效用的重要因素,但二者之间的作用路径尚不明确。基于个体双元能力视角,本文提出专业性与直觉效用之间非线性关系的理论框架,并进行实证研究。结果显示,超越了适度中心性的高内向程度中心性与直觉效用正相关,高专业水平对直觉效用具有积极影响,个体双元能力在其中发挥中介作用。     

非线性互补问题计算机实现

分析了非线性互补问题求解困难，利用粒子群算法并结合极大熵函数法给出了该类问题的一种新的有效算法。该算法首先利用极大熵函数将非线性互补问题转化为一个无约束最优化问题，然后应用粒子群算法来优化该问题，计算机程序实现表明该算法是有效的。     

Estimation of Common Factors under Cross‐Sectional and Temporal Aggregation Constraints

The paper estimates a large‐scale mixed‐frequency dynamic factor model for the euro area, using monthly series along with gross domestic product (GDP) and its main components, obtained from the quarterly national accounts (NA). The latter define broad measures of real economic activity (such as GDP and its decomposition by expenditure type and by branch of activity) that we are willing to include in the factor model, in order to improve its coverage of the economy and thus the representativeness of the factors. The main problem with their inclusion is not one of model consistency, but rather of data availability and timeliness, as the NA series are quarterly and are available with a large publication lag. Our model is a traditional dynamic factor model formulated at the monthly frequency in terms of the stationary representation of the variables, which however becomes nonlinear when the observational constraints are taken into account. These are of two kinds: nonlinear temporal aggregation constraints, due to the fact that the model is formulated in terms of the unobserved monthly logarithmic changes, but we observe only the sum of the monthly levels within a quarter, and nonlinear cross‐sectional constraints, since GDP and its main components are linked by the NA identities, but the series are expressed in chained volumes. The paper provides an exact treatment of the observational constraints and proposes iterative algorithms for estimating the parameters of the factor model and for signal extraction, thereby producing nowcasts of monthly GDP and its main components, as well as measures of their reliability.     

Model selection for nonlinear time series

We investigate the finite-sample performance of model selection criteria for local linear regression by simulation. Similarly to linear regression, the penalization term depends on the number of parameters of the model. In the context of nonparametric regression, we use a suitable quantity to account for the Equivalent Number of Parameters as previously suggested in the literature. We consider the following criteria: Rice T, FPE, AIC, Corrected AIC and GCV. To make results comparable with other data-driven selection criteria we consider also Leave-Out CV. We show that the properties of the penalization schemes are very different for some linear and nonlinear models. Finally, we set up a goodness-of-fit test for linearity based on bootstrap methods. The test has correct size and very high power against the alternatives investigated. Application of the methods proposed to macroeconomic and financial time series shows that there is evidence of nonlinearity.First version received: September 2002/Final version received : October 2003I would like to thank Cees Diks, Cars Hommes and an anonymous referee for useful comments that significantly improved the paper.     

Forecasting tourism: a combined approach

In this article, we employ a combined seasonal nonseasonal ARIMA and sine wave nonlinear regression forecast model to predict international tourism arrivals, as represented by the number of world-wide visitors to Singapore. Compared with a similar study of the accuracy of international tourist arrivals forecasts by Chan (Journal of Travel Research, 1993, 31, 58–60)¹ and Chu (Journal of Travel Research, 1998, 36, 79–84)² using other univariate time series models, our proposed model has the smallest mean absolute percentage error.     

腐败不会阻止FDI?——腐败和FDI关系的实证研究

理论模型和实证研究表明,腐败和FDI之间存在二次非线性关系,腐败并不一定会阻止FDI的流入,仅仅在某一阶段会产生这种关系;而在另一阶段,腐败和FDI之间确实存在着负相关的关系.     

资本集聚对经济增长非线性影响研究——基于门槛效应的经验考察

资本集聚与经济增长到底是什么关系?本文对此进行了理论及经验层面的研究。本文首先对资本集聚与经济增长的关系进行了理论层面的推导和论证,得出两者存在非线性关系的结论;然后基于改进的C-D生产函数构建动态计量回归模型,利用中国1997～2011年的30个省市的面板数据,验证了资本集聚与经济增长间非线性关系的存在,确定了门槛值,并对样本数据进行了分样本门槛回归分析。理论及实证结果都证明了资本集聚与经济增长间存在非线性关系,最后给出了相应的政策建议。     

轴向运动夹层梁的非线性振动

本文给出了轴向运动夹层梁问题的描述,并结合材料本构关系和变形几何关系,利用达朗伯原理建立了带有陀螺项的四阶偏微分横向振动方程。建模中,采用了Euler-Bernoulli梁,并没有考虑转动惯量和剪切变形的影响。