Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model

Accurate probabilistic forecasting of wind power output is critical to maximizing network integration of this clean energy source. There is a large literature on temporal modeling of wind power forecasting, but considerably less work combining spatial dependence into the forecasting framework. Through the careful consideration of the temporal modeling component, complemented by support vector regression of the temporal model residuals, this work demonstrates that a DVINE copula model most accurately represents the residual spatial dependence. Additionally, this work proposes a complete set of validation mechanisms for multi-h-step forecasts that, when considered together, comprehensively evaluate accuracy. The model and validation mechanisms are demonstrated in two case studies, totaling ten wind farms in the Texas electric grid. The proposed method outperforms baseline and competitive models, with an average Continuous Ranked Probability Score of less than 0.15 for individual farms, and an average Energy Score of less than 0.35 for multiple farms, over the 24-hour-ahead horizon. Results show the model’s ability to replicate the power output dynamics through calibrated and sharp predictive densities.     

基于改进Transformer模型的文本摘要生成方法

传统的文本摘要方法，如基于循环神经网络和Encoder-Decoder框架构建的摘要生成模型等，在生成文本摘要时存在并行能力不足或长期依赖的性能缺陷，以及文本摘要生成的准确率和流畅度的问题。对此，提出了一种动态词嵌入摘要生成方法。该方法基于改进的Transformer模型，在文本预处理阶段引入先验知识，将ELMo(Embeddings from Language Models)动态词向量作为训练文本的词表征，结合此词对应当句的文本句向量拼接生成输入文本矩阵，将文本矩阵输入到Encoder生成固定长度的文本向量表达，然后通过Decoder将此向量表达解码生成目标文本摘要。实验采用Rouge值作为摘要的评测指标，与其他方法进行的对比实验结果表明，所提方法所生成的文本摘要的准确率和流畅度更高。     

中国沿海地区经济结构变动对海洋环境的影响

中国沿海经济结构的研究对海洋环境的发展意义重大,然而二者之间的定量关系及内在机理尚不完全清楚。以2007-2016年为研究时段,我国沿海11省(区、市)为研究区域,借助固定效应以及门槛模型,测度经济结构变动与海洋环境之间的关系。结果表明:①在经济结构中产业结构(-0.099)对海洋的弹性系数最大,其次是经济增速(-0.058),投资对象为正向影响,但不显著;非经济结构中,技术进步(0.052)的弹性系数最大,其中环境规制(-0.045)、人口规模(-0.045)抑制海洋环境的改善。②区域对比北部、东部海洋经济圈产业结构对海洋环境起抑制作用,另外,东部海洋经济圈环境规制、人口规模与海洋环境水平呈明显的负相关性;南部海洋经济圈相对于其他两个区域,结果不显著。③将产业结构、技术进步作为门槛变量,在各自的作用下分别存在双重门槛和单一门槛。产业结构门槛值为0.533、0.462,仅河北,福建未跨越第二门槛;科研能力门槛值为40,仅河北、福建、海南未跨过门槛值。因此,应适度调整产业结构,注重经济增长的质量,合理控制城镇人口的流动,积极鼓励科研创新,实现经济与海洋环境协调发展。     

结合新型模糊支持向量机和证据理论的多传感器水质数据融合

在多传感器水质数据融合领域，证据理论是有效的数据融合方法之一，但基本概率分配一般不易确定，从而使数据融合能力难以有效发挥。支持向量机是统计学习理论之上的高级分类算法，具有普适性和全局优化等特点，但输出的基本概率分配有待进一步提高。提出了一种基于证据理论和新型模糊支持向量机相结合的数据融合方法，通过建立基于分类超平面距离的模糊隶属度，训练模糊支持向量机提高传统支持向量机的基本概率分配，并结合证据理论进行海河水质数据融合。通过证据理论分别结合支持向量机和模糊综合评价法与上述方法进行对比实验，经精度、平均绝对百分误差、均方根误差等指标验证，精度提高10.5%，表明所提方法是一种可靠的多传感器的水质融合方法，较其他方法具有更高的融合精度。     

基于机器学习的斜坡堤越浪量预测方法研究

针对斜坡堤越浪量预测方法,分别建立集成神经网络(ensemble neural network,ENN)、随机森林(random for-eset,RF)和支持向量回归机(suppport vector regression,SVR)3种机器学习模型对斜坡堤越浪量进行预测,并利用决定系数R2和均方根误差RMSE来评估模型性能.最后,对3种模型的性能进行分析.结果显示,集成神经网络模型的决定系数R2和均方根误差RM S E分别约为0.96和0.0018,随机森林模型的决定系数R2和均方根误差RMSE分别约为0.97和0.0014,支持向量回归机模型的决定系数R2和均方根误差RMSE分别约为0.94和0.002.对比发现,3种模型的决定系数都达到0.9以上,都具有较高的预测精度,随机森林相比其他两个模型精度更高.     

Pooling data for the analysis of dynamic marketing systems

Vector autoregressive (VAR) models have become popular in marketing literature for analyzing the behavior of competitive marketing systems. One drawback of these models is that the number of parameters can become very large, potentially leading to estimation problems. Pooling data for multiple cross-sectional units (stores) can partly alleviate these problems. An important issue in such models is how heterogeneity among cross-sectional units is accounted for. We investigate the performance of several pooling approaches that accommodate different levels of cross-sectional heterogeneity in a simulation study and in an empirical application. Our results show that the random coefficients modeling approach is an overall good choice when the estimated VAR model is used for out-of-sample forecasting only. When the estimated model is used to compute Impulse Response Functions, we conclude that one should select a modeling approach that matches the level of heterogeneity in the data.     

Efficiency vectors, efficiency and performance measures: new methods for ranking efficient organizational units

We present and discuss measures for analyzing productivity in deterministic frontier models. A new efficiency measure is introduced allowing for discrimination among efficient organizational units. In addition, a new performance measure for analyzing productivity of organizational units is presented. This measure fulfills various properties of efficiency measures but relaxes the indicator property. Both new approaches are based on the development of efficiency vectors which is a new vector measure for measuring efficiency. The vector components are efficiency measures related to subsets of a production possibility set. The new approaches are applied in the context of data envelopment analysis.

董事会规模与公司价值关系的进一步检验——基于公司规模门槛效应的分析

对于董事会规模与公司价值之间的关系,以往的研究得出了完全不同的两种结论,分析原因可能是因为公司在确定董事会规模时很大程度上取决于公司规模大小。本研究通过检验发现,公司规模对董事会规模具有门槛效果,通过使用门槛自回归模型可以更好地解释董事会规模和公司价值之间的关系,实证研究的结果表明,在公司规模相对较小的门槛区间,董事会规模和公司价值之间存在显著的正相关关系,而在公司规模较大的门槛区间,董事会规模与公司价值之间的关系在统计上不显著,但符号上表现为负相关关系。     

Industry‐specific Exchange Rate Fluctuations,Japanese Exports and Financial Constraints: Evidence from Panel Vector Autoregressive Analysis

Using a panel vector autoregression approach and industry breakdown data for financial constraints obtained from the Bank of Japan's Tankan (Short‐Term Economic Survey of Enterprises in Japan) database, this study empirically investigates whether and how Japanese firms' financial constraints (internal and external) influence the response of Japanese sectoral exports to an exchange rate shock. Furthermore, we use the industry‐specific real effective exchange rate data developed by to allow for different movements of real effective exchange rates across industries. It is found that financial constraints have a significant influence on Japanese exports in response to exchange rate shocks. Japanese exporters with either lower internal financial constraints or external financial constraints are less affected by the yen's appreciation. In addition, if firms face high external financial constraints, only reducing the internal financial constraints cannot help them mitigate the impact of the yen's appreciation on their exports. Thus, an accommodative financial environment also plays an important role in alleviating the impact that the yen's appreciation has on Japanese exports.     

低碳约束对产业集聚的门槛效应分析

产业集聚作为重要的产业组织形式,其影响因素一直是理论界研究的重点,但鲜有学者直接研究低碳约束对产业集聚的影响。基于2000-2012年中国内地30个省（市、自治区）的数据,利用门槛回归方法,从人均收入和人力资本两个角度,检验了低碳约束对产业集聚的门槛效应。收入门槛的检验结果表明,在中、低收入阶段,低碳约束抑制产业集聚,而在高收入阶段,低碳约束则显著促进地区产业集聚;人力资本门槛的检验结果表明,在高人力资本阶段,低碳约束能够显著带动地区产业集聚,在中低人力资本阶段则相反。