A statistical downscaling approach based on multiple-linear-regression(MLR) for the prediction of summer precipitation anomaly in southeastern China was established,which was based on the outputs of seven operational ...A statistical downscaling approach based on multiple-linear-regression(MLR) for the prediction of summer precipitation anomaly in southeastern China was established,which was based on the outputs of seven operational dynamical models of Development of a European Multi-model Ensemble System for Seasonal to Interannual Prediction(DEMETER) and observed data.It was found that the anomaly correlation coefficients(ACCs) spatial pattern of June-July-August(JJA) precipitation over southeastern China between the seven models and the observation were increased significantly;especially in the central and the northeastern areas,the ACCs were all larger than 0.42(above 95% level) and 0.53(above 99% level).Meanwhile,the root-mean-square errors(RMSE) were reduced in each model along with the multi-model ensemble(MME) for some of the stations in the northeastern area;additionally,the value of RMSE difference between before and after downscaling at some stations were larger than 1 mm d-1.Regionally averaged JJA rainfall anomaly temporal series of the downscaling scheme can capture the main characteristics of observation,while the correlation coefficients(CCs) between the temporal variations of the observation and downscaling results varied from 0.52 to 0.69 with corresponding variations from-0.27 to 0.22 for CCs between the observation and outputs of the models.展开更多
The emphasis of this study is on the practice of the Pooled Mean Group （PMG） estimators to investigate the magnitude of macroeconomic performances： Real Gross Domestic Product （RGDP）, Foreign Exchange Rate （EX）...The emphasis of this study is on the practice of the Pooled Mean Group （PMG） estimators to investigate the magnitude of macroeconomic performances： Real Gross Domestic Product （RGDP）, Foreign Exchange Rate （EX）, and Deposit Interest Rate （DINT） affecting on the rate of financial sector returns in Southeast Asian Stock Markets including Stock Exchange Of Thailand （SET） index （Thailand）, the Kuala Lumpur Composite Index （KLSE） index （Malaysia）, Financial Times Share Index （FTSI） （Singapore）, Philippine Stock Exchange （PSE）, and the Jakarta Composite Index （JKSE） （Indonesia）. The Panel Autoregressive Distributed Lag （Panel ARDL） is applied to model the relations. The study applies the Levin, Lin, and Chu （LLC） test （2002） and Im, Pesaran, and Shin （IPS） test （2003） to investigates a set of time series data to examine whether the determinants and the rate of financial sector returns contain a unit root, the next step is investigated the cointegration and causality relationship of the determinants of financial sector influencing on long-run rate of returns of financial sector in Southeast Asian Stock Markets.展开更多
基金supported by the special Fund for Public Welfare Industry (Meteorology) (Grant No. GYHY200906018)the National Basic Research Program of China (Grant Nos. 2010CB950304 and 2009CB421406)the Knowl-edge Innovation Program of the Chinese Academy of Sciences (Grant No. KZCX2-YW-QN202)
文摘A statistical downscaling approach based on multiple-linear-regression(MLR) for the prediction of summer precipitation anomaly in southeastern China was established,which was based on the outputs of seven operational dynamical models of Development of a European Multi-model Ensemble System for Seasonal to Interannual Prediction(DEMETER) and observed data.It was found that the anomaly correlation coefficients(ACCs) spatial pattern of June-July-August(JJA) precipitation over southeastern China between the seven models and the observation were increased significantly;especially in the central and the northeastern areas,the ACCs were all larger than 0.42(above 95% level) and 0.53(above 99% level).Meanwhile,the root-mean-square errors(RMSE) were reduced in each model along with the multi-model ensemble(MME) for some of the stations in the northeastern area;additionally,the value of RMSE difference between before and after downscaling at some stations were larger than 1 mm d-1.Regionally averaged JJA rainfall anomaly temporal series of the downscaling scheme can capture the main characteristics of observation,while the correlation coefficients(CCs) between the temporal variations of the observation and downscaling results varied from 0.52 to 0.69 with corresponding variations from-0.27 to 0.22 for CCs between the observation and outputs of the models.
文摘The emphasis of this study is on the practice of the Pooled Mean Group （PMG） estimators to investigate the magnitude of macroeconomic performances： Real Gross Domestic Product （RGDP）, Foreign Exchange Rate （EX）, and Deposit Interest Rate （DINT） affecting on the rate of financial sector returns in Southeast Asian Stock Markets including Stock Exchange Of Thailand （SET） index （Thailand）, the Kuala Lumpur Composite Index （KLSE） index （Malaysia）, Financial Times Share Index （FTSI） （Singapore）, Philippine Stock Exchange （PSE）, and the Jakarta Composite Index （JKSE） （Indonesia）. The Panel Autoregressive Distributed Lag （Panel ARDL） is applied to model the relations. The study applies the Levin, Lin, and Chu （LLC） test （2002） and Im, Pesaran, and Shin （IPS） test （2003） to investigates a set of time series data to examine whether the determinants and the rate of financial sector returns contain a unit root, the next step is investigated the cointegration and causality relationship of the determinants of financial sector influencing on long-run rate of returns of financial sector in Southeast Asian Stock Markets.
