999 resultados para trend-cycle decomposition


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The circulant graph Sn, where S ⊆ Zn \ {0}, has vertex set Zn and edge set {{x, x + s}|x ∈ Zn, s ∈ S}. It is shown that there is a Hamilton cycle decomposition of every 6-regular circulant graph Sn in which S has an element of order n.

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The goal of this paper is to examine the importance of permanent and transitory shocks using a more efficient trend-cycle decomposition of the real exchange rate series. Our main contribution is that in measuring the impact of shocks, we not only impose common trend restrictions but also common cycle restrictions. We later confirm, through a post sample forecasting exercise, the efficiency gains from imposing common cycle restrictions. Our results indicate that permanent shocks are responsible for the bulk of the real exchange rate variations for Japan, Italy, Germany, France, and the UK vis-à-vis the US dollar over short horizons. For Canada, however, transitory shocks are dominant over the short horizon. In sum, while for Japan, France, and Italy, around 15% of the variation in real exchange rate is due to transitory shocks, for Canada, Germany and the UK, over 25% of the variations over the short horizon are due to transitory shocks. Thus, we claim that the role of transitory shocks should not be ignored.

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The goal of this paper is to examine the importance of permanent and transitory shocks in explaining variations in stock prices for Singapore, Taiwan, and South Korea using a trend-cycle decomposition technique. This study is novel in that in measuring the impact of shocks we not only impose common trend restrictions but also common cycle restrictions. We later undertake a post-sample forecasting exercise to confirm the efficiency gains from imposing common cycle restrictions. We find that over short horizons, transitory shocks are the dominant source of variations in stock prices for South Korea, while permanent shocks explain the bulk of the variations in stock price of Singapore and Taiwan.

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In this paper we examine the role of permanent and transitory shocks in explaining variations in the S&P 500, Dow Jones and the NASDAQ. Our modeling technique involves imposing both common trend and common cycle restrictions in extracting the variance decomposition of shocks. We find that: (1) the three stock price indices are characterized by a common trend and common cycle relationship; and (2) permanent shocks explain the bulk of the variations in stock prices over short horizons.

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This paper investigates the degree of short run and long run co-movement in U.S. sectoral output data by estimating sectoraI trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a reduced form for sectoral output from first principles. Cointegration and common features (cycles) tests are performed; sectoral output data seem to share a relatively high number of common trends and a relatively low number of common cycles. A special trend-cycle decomposition of the data set is performed and the results indicate a very similar cyclical behavior across sectors and a very different behavior for trends. Indeed. sectors cyclical components appear as one. In a variance decomposition analysis, prominent sectors such as Manufacturing and Wholesale/Retail Trade exhibit relatively important transitory shocks.

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Reduced form estimation of multivariate data sets currently takes into account long-run co-movement restrictions by using Vector Error Correction Models (VECM' s). However, short-run co-movement restrictions are completely ignored. This paper proposes a way of taking into account short-and long-run co-movement restrictions in multivariate data sets, leading to efficient estimation of VECM' s. It enables a more precise trend-cycle decomposition of the data which imposes no untested restrictions to recover these two components. The proposed methodology is applied to a multivariate data set containing U.S. per-capita output, consumption and investment Based on the results of a post-sample forecasting comparison between restricted and unrestricted VECM' s, we show that a non-trivial loss of efficiency results whenever short-run co-movement restrictions are ignored. While permanent shocks to consumption still play a very important role in explaining consumption’s variation, it seems that the improved estimates of trends and cycles of output, consumption, and investment show evidence of a more important role for transitory shocks than previously suspected. Furthermore, contrary to previous evidence, it seems that permanent shocks to output play a much more important role in explaining unemployment fluctuations.

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Lucas (1987) has shown a surprising result in business-cycle research, that the welfare cost of business cycles are relatively small. Using standard assumptions on preferences and a reasonable reduced form for consumption, we computed these welfare costs for the pre- and post-WWII era, using three alternative trend-cycle decomposition methods. The post-WWII period is very era this basic result is dramatically altered. For the Beveridge and Nelson decomposition, and reasonable preference parameter and discount values, we get a compensation of about 5% of consumption, which is by all means a sizable welfare cost (about US$ 1,000.00 a year).

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A k-cycle decomposition of order n is a partition of the edges of the complete graph on n vertices into k-cycles. In this report a backtracking algorithm is developed to count the number of inequivalent k-cycle decompositions of order n.

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A graph G is a common multiple of two graphs H-1 and H-2 if there exists a decomposition of G into edge-disjoint copies of H-1 and also a decomposition of G into edge-disjoint copies of H-2. In this paper, we consider the case where H-1 is the 4-cycle C-4 and H-2 is the complete graph with n vertices K-n. We determine, for all positive integers n, the set of integers q for which there exists a common multiple of C-4 and K-n having precisely q edges. (C) 2003 Elsevier B.V. All rights reserved.

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Let G be a graph in which each vertex has been coloured using one of k colours, say c(1), c(2),..., c(k). If an m-cycle C in G has n(i) vertices coloured c(i), i = 1, 2,..., k, and (i) - n(j) less than or equal to 1 for any i, j is an element of {1, 2,..., k}, then C is equitably k-coloured. An m-cycle decomposition C of a graph G is equitably k-colourable if the vertices of G can be coloured so that every m-cycle in C is equitably k-coloured. For m = 4,5 and 6, we completely settle the existence problem for equitably 3-colourable m-cycle decompositions of complete graphs and complete graphs with the edges of a 1-factor removed. (C) 2004 Elsevier B.V. All rights reserved.

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Let G be a graph in which each vertex has been coloured using one of k colours, say c(1), c(2),.. , c(k). If an m-cycle C in G has n(i) vertices coloured c(i), i = 1, 2,..., k, and vertical bar n(i) - n(j)vertical bar <= 1 for any i, j is an element of {1, 2,..., k}, then C is said to be equitably k-coloured. An m-cycle decomposition C of a graph G is equitably k-colourable if the vertices of G can be coloured so that every m-cycle in W is equitably k-coloured. For m = 3, 4 and 5 we completely settle the existence question for equitably 3-colourable m-cycle decompositions of complete equipartite graphs. (c) 2005 Elsevier B.V. All rights reserved.

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花椒(Zanthoxylum bungeanum)是川西干旱河谷地区重要的经济作物,化感作用是花椒连作障碍的重要原因之一。花椒凋落物分解是影响花椒林地土壤肥力及花椒产量的重要因素,因此系统研究花椒化感作用是否对花椒凋落物的分解产生影响可以为解决花椒连作障碍导致的产量下降等问题提供科学的理论依据。本文通过室内模拟实验研究了花椒凋落物的四个分解动态以及分解后凋落物浸提液对花椒林地土壤性质的影响;通过野外盆栽实验研究了花椒凋落物浸提液对花椒幼苗的生长、花椒凋落物的质量及土壤性质的影响。最终从生理生化角度揭示了花椒的化感作用对凋落物分解的影响机理,为深入解决花椒连作障碍问题、对花椒凋落物采取有效的人工措施提供了科学的理论依据。主要的研究结果如下: 1. 室内分解实验证明,花椒凋落物在分解的60 d 内分解速率呈现由大到小的变化趋势,并且凋落物分解呈现明显的毒性动态。凋落物在分解的10 d、30 d 时,分解速率较大,30 d 以后分解速率显著降低。凋落物分解的10 d 左右酚酸释放量最大,此时凋落物的毒性最大,凋落物分解到10 d 以后,酚酸释放量逐渐减少,凋落物的毒性也逐渐减小。 2. 四个分解动态的花椒凋落物浸提液对土壤化学性质产生了显著的影响。花椒凋落物在分解的60 d 内,其浸提液使土壤pH值均显著的增加。分解0 d 的凋落物浸提液显著的降低了土壤铵态氮的含量,抑制了纤维素分解菌的生长;分解60 d 的凋落物浸提液显著的降低了土壤酚酸含量,增加了土壤有效磷的含量;分解30 d 和60 d 的凋落物浸提液均显著的促进了好气性纤维素分解菌的生长。这说明花椒凋落物在分解过程中呈现出明显的毒性动态:凋落物分解的初期毒性作用较大,随着分解的继续进行特别是在分解的30 d 以后,其毒性作用慢慢降低。 3. 花椒凋落物浸提液对花椒幼苗表现出明显的化感作用。不同浓度的浸提液对花椒幼苗地上及地下生物量、叶面积均产生了显著的抑制作用,并且随着浸提液浓度的升高抑制作用加强。凋落物浸提液对叶片厚度的影响较小,只有Y1对叶片厚度的生长抑制作用显著。 4. 花椒的化感作用改变了凋落物的质量,并对凋落物分解产生了显著的影响。对花椒幼苗用不同浓度的凋落物浸提液进行处理,Y1使凋落物有机碳含量、木质素含量、C/N、木质素/氮显著降低,纤维素含量显著升高;Y3使凋落物有机碳含量、木质素含量、C/N、木质素/氮显著升高。花椒凋落物质量的改变显著的影响了凋落物的分解,凋落物的分解速率大小依次为:Y1(10.15 a-1)> Y2(8.71 a-1)> CK(6.41 a-1)> Y3(5.08 a-1)。 5. 花椒的化感作用改变了土壤性质,并对凋落物分解产生了显著的影响。对花椒幼苗用不同浓度的凋落物浸提液处理的同时,也改变了土壤性质。不同浓度的凋落物浸提液显著的升高了土壤pH值、有机碳含量。各种浓度的凋落物浸提液对土壤多酚氧化酶的活性均起到了显著的促进作用。凋落物浸提液Y1对土壤纤维素分解酶的活性、细菌和真菌的生长也具有显著的促进作用。土壤性质的改变显著的影响了凋落物的分解,凋落物的分解速率大小依次为:Y1(10.30 a-1)>Y2(9.60 a-1)>CK(6.41 a-1)>Y3(6.29 a-1)。 6. 不论是凋落物质量发生改变还是土壤性质发生改变,在凋落物分解的整个过程中,C元素始终处于单调净释放的状态,并且C释放量与分解速率成显著的正相关,即凋落物分解越快,凋落物C释放量越大。凋落物分解过程中,均出现了酚酸大量释放的情况,并与凋落物分解速率成显著正相关。凋落物分解后的木质素含量、木质素/氮均增加,并且随着浸提液浓度的升高,凋落物木质素含量、木质素/氮升高。 Zanthoxylum bungeanum is an important economic crop in dry valley of the Minjiang river (Sichuan, Southwest China), but allelopathy is one of the important reasons for its continuous cropping. Zanthoxylum bungeanum litter decomposition affects Zanthoxylum bungeanum soil fertility and its output. So systemically investigate if allelopathy affects litter decomposition could provide the scientific methods to solve the problem of output fall caused by the continuous cropping. In this paper, the releasing dynamics of phenolic acid during Zanthoxylum bungeanum litter decomposition (0, 10, 30 and 60 days) and the effects of its aqueous extract on soil chemical properties were investigated via the laboratory study. Effects of Zanthoxylum bungeanum litter aqueous extract on the growth of young Zanthoxylum bungeanum seedlings, litter qualities and the soil qualities were investigated via the field study. Finally, we open out the action manner of Zanthoxylum bungeanum allelopathic effect on the litter decomposition, and provide the theoretical basis to solve the Zanthoxylum bungeanum continuous cropping. The main results showed that: 1. The laboratory litter decomposition experiment showed a trend of decomposition rate from large to small and an occurrence of phytotoxicity with clear dynamic patterns during Zanthoxylum bungeanum litter decomposition. The litter decomposition rate was larger at the tenth and 30th day during 60-day litter decomposition and gradually decreased after 30 days of litter decompostion. The releasing quantity of the litter phenolic acid was the highest at the tenth day, and here, the litter toxicity was the biggest. The releasing quantity of the litter phenolic acid gradually decreased after 10 days of litter decomposition, so the phytotoxicity of litter was gradually decreased with the litter decomposition. 2. The Zanthoxylum bungeanum litter aqueous extract after four decomposition stages had significantly effect on the soil chemical qualities. The pH value in soil was significantly increased in litter aqueous extract of four decomposition stages. The NH+4-N concentration was significantly decreased in soil amended with litter aqueous extract of 10-day decomposition which inhibited the growth of Aerobic cellulose-decomposer. The growth of soil Aerobic cellulose-decomposer was promoted by the litter aqueous extract of 30-day decomposition. Available phosphorus concentration was significantly increased and phenolic acid content was significantly decreased in soil amended with litter aqueous extract of 60-day decomposition which promoted the growth of Aerobic cellulose-decomposer. The study results showed an occurrence of phytotoxicity with clear dynamic patterns during Zanthoxylum bungeanum litter decomposition. The phytotoxicity of litter was the largest at the initial stage, but the phytotoxicity gradually decreased with the litter decomposition, especially after 30 days of decomposition. 3. The field study indicated that the Zanthoxylum bungeanum litter aqueous extract had significant allelopathic effects on the growth of young seedlings.Different concentration aqueous extract had signinficant inhibiting effects on biomass and leaf area of young seedlings. The inhibiting effect on the biomass strengthened with the litter aqueous extract concentration augment. Litter aqueous extracts had less effect on the leaf thickness, and only Y1 had significant inhibiting effect on the leaf thickness. 4. The Zanthoxylum bungeanum allelopathy had significant effect on the litter qualities and the litter decomposition. Treating the young Zanthoxylum bungeanum seedlings with different concentration of litter aqueous extracts, the leaf litter organic C, lignin, C/N and lignin/N all decreased and the cellulose content increased under Y1 treatment. The leaf litter organic C, lignin, C/N and lignin/N all increased under Y3 treatment. So the litter decomposition was significant affectded by the litter qualities, and the litter decomposition rate was Y1(10.15 a-1)> Y2(8.71 a-1) > CK(6.41 a-1) > Y3(5.08 a-1). 5. The Zanthoxylum bungeanum allelopathy had significant effect on the soil qualities and the litter decomposition. Treating the young Zanthoxylum bungeanum seedlings with different concentration of litter aqueous extracts, also changed the soil qualities. Different concentration of litter aqueous extracts had significant effects on the soil pH and organic C content. Every concentration of litter aqueous extracts accelerated the soil Polyphenol Oxidase activity and Y1 accelerated the soil Cellulase activity, the number of soil bacteria and fungi. So the litter decomposition was significant affected by the soil qualities, and the litter decomposition rate was Y1(10.30 a-1) > Y2 (9.60 a-1) >CK(6.41 a-1)>Y3(6.29 a-1)。 6. Whether the litter or soil qualities changed, the litter C element at the state of release at all times during the litter decomposition, and the release quantity increased with the decomposition rate augment. Litter released plentiful total penolics content during decomposition, and the release quantity had the positive correlation with the litter decomposition rate. The litter lignin content and the lignin/N all increased with the litter aqueous extracts concentration augment after litter decomposition.

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Mobile social networks (MSNs) consist of many mobile users (individuals) with social characteristics, that provide a variety of data delivery services involving the social relationship among mobile individuals. Because mobile users move around based on their common interests and contact with each other more frequently if they have more social features in common in MSNs. In this paper, we first propose the first-priority relation graph, say FPRG, of MSNs. However, some users in MSNs may be malicious. Malicious users can break the data delivery through terminating the data delivery or tampering with the data. Therefore, malicious users will be detected in the process of looking for the data delivery routing to obtain efficient and reliable data delivery routing along the first-priority relation graph. Secondly, we propose one hamiltonian cycle decomposition of FPRG-based adaptive detection algorithm based on in MSNs under the PMC detection model (the system-level detection model).

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In this paper, we analyse per capita income levels of China's three main regions: the western region, the eastern region and the central region using common cycle and common trend tests. Our main contribution is that we impose the common cycle and common trend restrictions in decomposing shocks into permanent and transitory components. We find that: (i) there is evidence for two cointegrating relationships and one common cycle; and (ii) the variance decomposition analysis of shocks provides evidence that over short horizons, permanent shocks play a large role in explaining variations in regional per capita incomes.