Taking Ne Zha as an example,this paper analyzes the strengths and weaknesses of Chinese animated films at the presentstage.Under the condition of both opportunities and challenges,some measures to develop Chinese anim...Taking Ne Zha as an example,this paper analyzes the strengths and weaknesses of Chinese animated films at the presentstage.Under the condition of both opportunities and challenges,some measures to develop Chinese animated films are proposed.展开更多
In 2019,Ne Zha:I’m the Destiny won more than 5-billion-yuan box office in Chinese movie market.Although the box office is not the only criterion for judging the quality of an animated movie,Ne Zha breaks a certain st...In 2019,Ne Zha:I’m the Destiny won more than 5-billion-yuan box office in Chinese movie market.Although the box office is not the only criterion for judging the quality of an animated movie,Ne Zha breaks a certain stereotype in storytelling,technical means,and the setting of the positive and negative characters.This potentially indicates that in producing an animated film,Chinese artists start to pay more attention to how to refine a movie production,or how to make the story more interesting.One of the attractive elements of this movie is that,Ne Zha has made a breakthrough in creation of a character of Children’s hero,and is totally different from its previous versions:with his joy and sorrow,audiences see the characteristics of Ne Zha as a nice as well as an aggressive boy.This partially because in setting the role of Ne Zha,boundaries between the good and the evil or between beauty and ugly are not so clear in the animation,while it features that Chinese cartoons are set to focus more on authenticity rather than their instructive functions.Additionally,the change of the image of Ne Zha and the subversive characters re-created in the movie have metaphorical significances,featuring how“Chinese school”reconstructs the subjectivity of Chinese stories in contemporary world.展开更多
Color has an intuitive expression of the material world,and is often used by creators of animated films in the narrative process of the film to express a creator’s subjective feelings.Color narration is a special men...Color has an intuitive expression of the material world,and is often used by creators of animated films in the narrative process of the film to express a creator’s subjective feelings.Color narration is a special mental imagination activity.It mainly refers to human beings perceiving colors in the external environment,and judging by their own rich life experience,and finally achieving a comprehensive cognition of external things.The animated film Ne Zha has attracted the attention of the audience since its release.That is because the film uses color narration ingeniously to innovate traditional stories and familiar characters,it displays the story through shocking visual expression,so that the audience can feel the influence of traditional culture while understanding the story,reflecting the unique artistic charm of color narration.This paper analyzes three aspects of color narration in showing the binary oppositions of goodness and evil,portraying vivid characters,promoting the development of narration,and highlighting the tension of the film,and fully expounds the importance of color narration in animated films.展开更多
Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. ...Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. This simulation study considered the performances of the classical VAR and Sims-Zha Bayesian VAR for short term series at different levels of collinearity and correlated error terms. The results from 10,000 iteration revealed that the BVAR models are excellent for time series length of T=8 for all levels of collinearity while the classical VAR is effective for time series length of T=16 for all collinearity levels except when ρ = -0.9 and ρ = -0.95. We therefore recommended that for effective short term forecasting, the time series length, forecasting horizon and the collinearity level should be considered.展开更多
In time series literature, many authors have found out that multicollinearity and autocorrelation usually afflict time series data. In this paper, we compare the performances of classical VAR and Sims-Zha Bayesian VAR...In time series literature, many authors have found out that multicollinearity and autocorrelation usually afflict time series data. In this paper, we compare the performances of classical VAR and Sims-Zha Bayesian VAR models with quadratic decay on bivariate time series data jointly influenced by collinearity and autocorrelation. We simulate bivariate time series data for different collinearity levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) and autocorrelation levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) for time series length of 8, 16, 32, 64, 128, 256 respectively. The results from 10,000 simulations reveal that the models performance varies with the collinearity and autocorrelation levels, and with the time series lengths. In addition, the results reveal that the BVAR4 model is a viable model for forecasting. Therefore, we recommend that the levels of collinearity and autocorrelation, and the time series length should be considered in using an appropriate model for forecasting.展开更多
It is well known that a high degree of positive dependency among the errors generally leads to 1) serious underestimation of standard errors for regression coefficients;2) prediction intervals that are excessively wid...It is well known that a high degree of positive dependency among the errors generally leads to 1) serious underestimation of standard errors for regression coefficients;2) prediction intervals that are excessively wide. This paper set out to study the performances of classical VAR and Sims-Zha Bayesian VAR models in the presence of autocorrelated errors. Autocorrelation levels of (-0.99, -0.95, -0.9, -0.85, -0.8, 0.8, 0.85, 0.9, 0.95, 0.99) were considered for short term (T = 8, 16);medium term (T = 32, 64) and long term (T = 128, 256). The results from 10,000 simulation revealed that BVAR model with loose prior is suitable for negative autocorrelations and BVAR model with tight prior is suitable for positive autocorrelations in the short term. While for medium term, the BVAR model with loose prior is suitable for the autocorrelation levels considered except in few cases. Lastly, for long term, the classical VAR is suitable for all the autocorrelation levels considered except in some cases where the BVAR models are preferred. This work therefore concludes that the performance of the classical VAR and Sims-Zha Bayesian VAR varies in terms of the autocorrelation levels and the time series lengths.展开更多
文摘Taking Ne Zha as an example,this paper analyzes the strengths and weaknesses of Chinese animated films at the presentstage.Under the condition of both opportunities and challenges,some measures to develop Chinese animated films are proposed.
文摘In 2019,Ne Zha:I’m the Destiny won more than 5-billion-yuan box office in Chinese movie market.Although the box office is not the only criterion for judging the quality of an animated movie,Ne Zha breaks a certain stereotype in storytelling,technical means,and the setting of the positive and negative characters.This potentially indicates that in producing an animated film,Chinese artists start to pay more attention to how to refine a movie production,or how to make the story more interesting.One of the attractive elements of this movie is that,Ne Zha has made a breakthrough in creation of a character of Children’s hero,and is totally different from its previous versions:with his joy and sorrow,audiences see the characteristics of Ne Zha as a nice as well as an aggressive boy.This partially because in setting the role of Ne Zha,boundaries between the good and the evil or between beauty and ugly are not so clear in the animation,while it features that Chinese cartoons are set to focus more on authenticity rather than their instructive functions.Additionally,the change of the image of Ne Zha and the subversive characters re-created in the movie have metaphorical significances,featuring how“Chinese school”reconstructs the subjectivity of Chinese stories in contemporary world.
文摘Color has an intuitive expression of the material world,and is often used by creators of animated films in the narrative process of the film to express a creator’s subjective feelings.Color narration is a special mental imagination activity.It mainly refers to human beings perceiving colors in the external environment,and judging by their own rich life experience,and finally achieving a comprehensive cognition of external things.The animated film Ne Zha has attracted the attention of the audience since its release.That is because the film uses color narration ingeniously to innovate traditional stories and familiar characters,it displays the story through shocking visual expression,so that the audience can feel the influence of traditional culture while understanding the story,reflecting the unique artistic charm of color narration.This paper analyzes three aspects of color narration in showing the binary oppositions of goodness and evil,portraying vivid characters,promoting the development of narration,and highlighting the tension of the film,and fully expounds the importance of color narration in animated films.
文摘Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. This simulation study considered the performances of the classical VAR and Sims-Zha Bayesian VAR for short term series at different levels of collinearity and correlated error terms. The results from 10,000 iteration revealed that the BVAR models are excellent for time series length of T=8 for all levels of collinearity while the classical VAR is effective for time series length of T=16 for all collinearity levels except when ρ = -0.9 and ρ = -0.95. We therefore recommended that for effective short term forecasting, the time series length, forecasting horizon and the collinearity level should be considered.
文摘In time series literature, many authors have found out that multicollinearity and autocorrelation usually afflict time series data. In this paper, we compare the performances of classical VAR and Sims-Zha Bayesian VAR models with quadratic decay on bivariate time series data jointly influenced by collinearity and autocorrelation. We simulate bivariate time series data for different collinearity levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) and autocorrelation levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) for time series length of 8, 16, 32, 64, 128, 256 respectively. The results from 10,000 simulations reveal that the models performance varies with the collinearity and autocorrelation levels, and with the time series lengths. In addition, the results reveal that the BVAR4 model is a viable model for forecasting. Therefore, we recommend that the levels of collinearity and autocorrelation, and the time series length should be considered in using an appropriate model for forecasting.
文摘It is well known that a high degree of positive dependency among the errors generally leads to 1) serious underestimation of standard errors for regression coefficients;2) prediction intervals that are excessively wide. This paper set out to study the performances of classical VAR and Sims-Zha Bayesian VAR models in the presence of autocorrelated errors. Autocorrelation levels of (-0.99, -0.95, -0.9, -0.85, -0.8, 0.8, 0.85, 0.9, 0.95, 0.99) were considered for short term (T = 8, 16);medium term (T = 32, 64) and long term (T = 128, 256). The results from 10,000 simulation revealed that BVAR model with loose prior is suitable for negative autocorrelations and BVAR model with tight prior is suitable for positive autocorrelations in the short term. While for medium term, the BVAR model with loose prior is suitable for the autocorrelation levels considered except in few cases. Lastly, for long term, the classical VAR is suitable for all the autocorrelation levels considered except in some cases where the BVAR models are preferred. This work therefore concludes that the performance of the classical VAR and Sims-Zha Bayesian VAR varies in terms of the autocorrelation levels and the time series lengths.
