The relationships between energy, amplitude and frequency of eanhquake are correlative with the property of the seismic source. And the grade of the correlativity can be used as an index to distinguish the types of st...The relationships between energy, amplitude and frequency of eanhquake are correlative with the property of the seismic source. And the grade of the correlativity can be used as an index to distinguish the types of strong earth quakes. Primarily the strong earthquake can be divided into three types of main-after earthquakes, double-main earthquakes and swarm of strong earthquake. There are similarity and a certain repeatability at the quantificational indexes of hypocenter property between the same type of strong earthquakes, which supply basis for the forecast of subsequent strong shocks. The reference indexes of after strong shock forecast which are valuable for the applica tions of the method of type-divided forecast come from the analysis about more than fifty strong shock wide-band (BPZ wave) recording data of CDSN from 1988 to 1997.展开更多
A neuroid BP-type three-layer mapping model is used for monthly rainfall forecasting in terms of 1946-1985Naming monthly precipitation records as basic sequences and the model has the form i×j=8×3, K=1; by s...A neuroid BP-type three-layer mapping model is used for monthly rainfall forecasting in terms of 1946-1985Naming monthly precipitation records as basic sequences and the model has the form i×j=8×3, K=1; by steadilymodifying the weighing coefficient, long-range monthly forecasts for January to December, 1986 are constructed and1986 month-to-month predictions are made based on, say, the January measurement for February rainfall and soon, with mean absolute error reaching 6,07 and 5,73 mm, respectively. Also, with a different monthly initial value forJune through September, 1994, neuroid forecasting is done,indicating the same result of the drought in Naming during the summer, an outcome that is in sharp agreement with the observation.展开更多
运用我国2016-2018年三个冬半年(10月至次年3月)地面2515个站的天气现象观测资料,对ECMWF(European Centre for Medium-Range Weather Forecasts)的降水相态预报产品(PTYPE)(分为雨、雨夹雪、雪和冻雨四类)进行了系统性的检验评估,包括...运用我国2016-2018年三个冬半年(10月至次年3月)地面2515个站的天气现象观测资料,对ECMWF(European Centre for Medium-Range Weather Forecasts)的降水相态预报产品(PTYPE)(分为雨、雨夹雪、雪和冻雨四类)进行了系统性的检验评估,包括细网格确定性模式预报产品和集合预报系统概率预报产品。结果显示,ECMWF的确定性预报产品对四类降水相态的正确率普遍达到90%以上,对降雨和降雪的TS评分也较高,冻雨次之,雨夹雪的TS评分较低,预报能力有限。确定性模式对我国雨雪分界线的预报,普遍存在短期位置略偏南、中期随时效延长越来越偏北的误差特点,且对雨夹雪的预报范围明显偏小,对冻雨的预报范围明显偏大。集合预报系统从概率的角度一定程度上弥补了确定性模式的上述误差。对概率预报的检验结果显示,集合预报系统降雨概率普遍偏低,降雪概率短期偏高、中期偏低,而雨夹雪和冻雨概率普遍偏低,但是都有一定的预报技巧。集合预报系统相对于确定性模式的优势,降雨体现在较小花费损失比事件的预报上,降雪体现在较大花费损失比事件的预报上。对雨夹雪和冻雨,相对于确定性模式,集合预报系统体现出了显著的优势,尤其是冻雨,集合预报系统的优势更加明显。展开更多
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality...Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.展开更多
[ Objective] The research aimed to study weather typing and dissipation forecast of the fog in Haizhou Bay. [ Method] Based on the me- teorological observation data of three representative stations in Lianyungang, we ...[ Objective] The research aimed to study weather typing and dissipation forecast of the fog in Haizhou Bay. [ Method] Based on the me- teorological observation data of three representative stations in Lianyungang, we analyzed weather situation before fog occurrence as well as the meteorological elements of coastal fog in Haizhou Bay, and established dissipation rating forecast equation of the fog. [ Result] From the surface weather chart, the fog in Haizhou Bay was divided into four types： low-pressure inverted trough type, prefrontal warm-zone type, high-pressure rear type and high-pressure bottom type. FOg formation was closely related to stratification stability, temperature, relative humidity, wind direction and wind velocity. By using multiple linear regression method, dissipation rating prediction equation of the fog was established. Via test, prediction was correct basically, and it reached 77% that forecast rating error was below level 0.5.[Conclusion] The research could provide favorable reference for forecast and warninq of the fo_q in Haizhou Bay.展开更多
To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices...To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.展开更多
文摘The relationships between energy, amplitude and frequency of eanhquake are correlative with the property of the seismic source. And the grade of the correlativity can be used as an index to distinguish the types of strong earth quakes. Primarily the strong earthquake can be divided into three types of main-after earthquakes, double-main earthquakes and swarm of strong earthquake. There are similarity and a certain repeatability at the quantificational indexes of hypocenter property between the same type of strong earthquakes, which supply basis for the forecast of subsequent strong shocks. The reference indexes of after strong shock forecast which are valuable for the applica tions of the method of type-divided forecast come from the analysis about more than fifty strong shock wide-band (BPZ wave) recording data of CDSN from 1988 to 1997.
文摘A neuroid BP-type three-layer mapping model is used for monthly rainfall forecasting in terms of 1946-1985Naming monthly precipitation records as basic sequences and the model has the form i×j=8×3, K=1; by steadilymodifying the weighing coefficient, long-range monthly forecasts for January to December, 1986 are constructed and1986 month-to-month predictions are made based on, say, the January measurement for February rainfall and soon, with mean absolute error reaching 6,07 and 5,73 mm, respectively. Also, with a different monthly initial value forJune through September, 1994, neuroid forecasting is done,indicating the same result of the drought in Naming during the summer, an outcome that is in sharp agreement with the observation.
文摘运用我国2016-2018年三个冬半年(10月至次年3月)地面2515个站的天气现象观测资料,对ECMWF(European Centre for Medium-Range Weather Forecasts)的降水相态预报产品(PTYPE)(分为雨、雨夹雪、雪和冻雨四类)进行了系统性的检验评估,包括细网格确定性模式预报产品和集合预报系统概率预报产品。结果显示,ECMWF的确定性预报产品对四类降水相态的正确率普遍达到90%以上,对降雨和降雪的TS评分也较高,冻雨次之,雨夹雪的TS评分较低,预报能力有限。确定性模式对我国雨雪分界线的预报,普遍存在短期位置略偏南、中期随时效延长越来越偏北的误差特点,且对雨夹雪的预报范围明显偏小,对冻雨的预报范围明显偏大。集合预报系统从概率的角度一定程度上弥补了确定性模式的上述误差。对概率预报的检验结果显示,集合预报系统降雨概率普遍偏低,降雪概率短期偏高、中期偏低,而雨夹雪和冻雨概率普遍偏低,但是都有一定的预报技巧。集合预报系统相对于确定性模式的优势,降雨体现在较小花费损失比事件的预报上,降雪体现在较大花费损失比事件的预报上。对雨夹雪和冻雨,相对于确定性模式,集合预报系统体现出了显著的优势,尤其是冻雨,集合预报系统的优势更加明显。
基金Supported by National Social Science Fund of China(17BTJ023)
文摘Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.
基金Supported by Youth Science Research Fund in Jiangsu Meteorological Bureau,China(Q201007)Special Item of Forecaster in Jiangsu Province,China(201207)
文摘[ Objective] The research aimed to study weather typing and dissipation forecast of the fog in Haizhou Bay. [ Method] Based on the me- teorological observation data of three representative stations in Lianyungang, we analyzed weather situation before fog occurrence as well as the meteorological elements of coastal fog in Haizhou Bay, and established dissipation rating forecast equation of the fog. [ Result] From the surface weather chart, the fog in Haizhou Bay was divided into four types： low-pressure inverted trough type, prefrontal warm-zone type, high-pressure rear type and high-pressure bottom type. FOg formation was closely related to stratification stability, temperature, relative humidity, wind direction and wind velocity. By using multiple linear regression method, dissipation rating prediction equation of the fog was established. Via test, prediction was correct basically, and it reached 77% that forecast rating error was below level 0.5.[Conclusion] The research could provide favorable reference for forecast and warninq of the fo_q in Haizhou Bay.
文摘To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.
