中国人口预测的具有外生变量的半参数回归模型

本文提出建立中国人口预测的具有外生变量的半参数回归模型,基于线性回归理论选取的滞后显著性变量为线性部分,外生变量做为非参数部分,利用多项式样条估计得到了半参数回归方程,对中国1972-2000年人口进行拟合比较,并且对中国2001-2009年人口分三种情况进行了预测对比,结果表明基于中国1952-2005年人口建立的半参数模型拟合和预测的精度均较高,最后对中国2010-2015年的人口进行了预测。     

基于MGWO-SVR的空气质量预测

空气质量指数预测可以为企业和社会工作提供指导.灰狼优化算法具有简单高效的特点,但是在后期迭代中容易陷入局部最优.针对灰狼优化算法的缺点,对其全局优化能力进行了改进,并用改进的算法对支持向量机回归算法(SVR)的参数进行寻优,建立了MGWO-SVR预测模型.最后以中国环境监测总站中太原市的数据为研究对象,分别用MGWO-SVR模型和SVR模型对太原市的空气质量指数进行了预测拟合实验.实验结果表明,MGWO-SVR模型可以有效预测空气质量指数,并比SVR模型有更高的预测精度.     

部分线性模型在空气质量指数细颗粒物PM2.5中的分析应用

主要是研究细颗粒物PM2.5与其它影响空气质量指数的因素之间的相关性.首先运用主成分分析法对影响细颗粒物PM2.5的五个指标进行降维,然后对降维过后的数据拟合部分线性模型,拟合的效果比一般线性模型与多项式回归模型所拟合的效果更好.     

无交叉多指标分位数回归模型中的估计与推断

在过去的30年中分位数回归模型的研究已十分深入.然而在实际的应用场景中,由传统估计方法所得到的分位数回归估计量,经常会在不同分位数水平上出现互相交叉的现象,这给分位数回归模型的实际应用造成了解释和预测上的困难.为解决这个问题,本文提出一种带单调约束的半参数多指标分位数回归模型的研究框架.首先将半参数多指标分位数回归模型与充分降维模型相结合,并利用两者间的联系获得指标估计量的相合估计.之后使用张量积样条方法拟合半参数模型在单调约束条件下的非参数结构.通过数值模拟的方式比较所提方法与现有可行方案所得结果在平均预测误差上的差异,实验结果和实际案例的结果都验证了本文所提出模型的可行性.     

纵向数据半参数回归模型的估计方法

本文考虑纵向数据半参数回归模型,通过考虑纵向数据的协方差结构,基于Profile最小二乘法和局部线性拟合的方法建立了模型中参数分量、回归函数和误差方差的估计量,来提高估计的有效性,在适当条件下给出了这些估计量的相合性.并通过模拟研究将该方法与最小二乘局部线性拟合估计方法进行了比较,表明了Profile最小二乘局部线性拟合方法在有限样本情况下具有良好的性质.     

基于具有LR型模 糊输出回归模型的上证指数预测

以对称二次型模糊回归模型为基础,引入一般二次模糊回归模型,利用模糊最小二乘法估计未知参数．构建评价标准考察两模型的拟合效果,在样本期内和样本期外分别评价模型的实际拟合与预测能力．     

基于半参数可加自回归模型的黄金价格实证分析

大量实证研究表明,半参数自回归模型较传统的线性回归而言,能更好的拟合实际数据。本文构造了一类半参数可加自回归模型,基于条件最小二乘方法及核估计方法给出了估计模型参数和未知函数的迭代算法,讨论了估计量的渐近性质。通过数值模拟验证了估计的效果。并将模型应用于黄金价格数据的实证分析之中。实证分析结果表明,我们对现有模型的改进是必要的。     

广义泊松回归模型的推广及其在医疗保险中应用

计数数据往往存在过离散(over-dispersed)即方差大于均值特征,若利用传统的泊松回归模型拟合数据往往会导致其参数的标准误差被低估,显著性水平被高估的错误结论。负二项回归模型、广义泊松回归模型通常被用来处理过离散特征数据。本文以两类广义泊松回归模型GP-1和GP-2模型为基础,将其推广为更为一般的GP-P形式,其中P为参数。此时,P=1或P=2,GP-P模型就退化为GP-1和GP-2模型。文中最后利用此类推广的GP-P模型处理了一组医疗保险数据,并与泊松回归模型、负二项回归模型拟合结果进行了比较。结果表明,推广后的GP-P模型的拟合效果更优。     

岭回归和核主成分回归在消除共线性中的实证分析及比较

检测和解决多元回归分析中的多重共线性问题具有重要意义.本文采用岭回归(RR)和核主成分回归(KCPR)对同一数据进行回归分析,使用方差膨胀因子(VIF)和条件指数(CI)作为共线性诊断的量度,并对回归模型结果进行比较.经过实证分析,发现这两种回归方法都能很好地消除多重共线性,总的来说核主成分回归的对内拟合效果要优于岭回归.但是这两种方法的参数选择的不同对回归模型的好坏都有巨大影响,需要进一步分析判断.     

基于纵向数据的半参数变系数部分线性回归模型

纵向数据是数理统计研究中的复杂数据类型之一0,在生物、医学和经济学中具有广泛的应用．在实际中经常需要对纵向数据进行统计分析和建模．文章讨论了纵向数据下的半参数变系数部分线性回归模型,这里的纵向数据的在纵向观察在时间上可以是不均等的,也可看成是按某一随机过程来发生．所研究的半参数变系数模型包括了许多半参数模型,比如部分线性模型和变系数模型等．利用计数过程理论和局部线性回归方法,对于纵向数据下半参数变系数进行了统计推断,给出了参数分量和非参数分量的profile最小二乘估计,研究了这些估计的渐近性质,获得这些估计的相合性和渐近正态性．     

The pairwise beta distribution: A flexible parametric multivariate model for extremes

We present a new parametric model for the angular measure of a multivariate extreme value distribution. Unlike many parametric models that are limited to the bivariate case, the flexible model can describe the extremes of random vectors of dimension greater than two. The novel construction method relies on a geometric interpretation of the requirements of a valid angular measure. An advantage of this model is that its parameters directly affect the level of dependence between each pair of components of the random vector, and as such the parameters of the model are more interpretable than those of earlier parametric models for multivariate extremes. The model is applied to air quality data and simulated spatial data.     

半参数EV模型参数的二阶段估计

本文综合核函数法 ,最小二乘法 ,利用二阶段估计的方法求出了 EV模型中参数的估计量 ,并研究了它的强相合性以及渐近正态性 .     

Long Memory with Seasonal Effects

This review is devoted to stationary discrete time second order processes whose covariance asymptotically behaves like an hyperbolically damped oscillating sequence. We present the two main ways of generating parametric models of this type. Then we gather some results concerning the influence of seasonality on the classical limit theorems. Finally, we present a simulation method which we use to try a semi parametric estimation procedure adapted from the non seasonal situation.     

Single-mode control and chaos of cantilever beam under primary and principal parametric excitations

A non-linear control law is proposed to suppress the vibrations of the first mode of a cantilever beam when subjected to primary and principal parametric excitations. The dynamics of the beam are modeled with a second-order non-linear ordinary-differential equation. The model accounts for viscous damping air drag, and inertia and geometric non-linearities. A control law based on quantic velocity feedback is proposed. The method of multiple scales method is used to derive two-first ordinary differential equations that govern the evolution of the amplitude and phase of the response. These equations are used to determine the steady state responses and their stability. Amplitude and phase modulation equations as well as external force–response and frequency–response curves are obtained. Numerical simulations confirm this scenario and detect chaos and unbounded motions in the instability regions of the periodic solutions.     

Anisotropic curve shortening flow in higher codimension

We consider the evolution of parametric curves by anisotropic mean curvature flow in ?ⁿ for an arbitrary n?2. After the introduction of a spatial discretization, we prove convergence estimates for the proposed finite‐element model. Numerical tests and simulations based on a fully discrete semi‐implicit stable algorithm are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

地空导弹武器系统效能评估指标体系研究

地空导弹武器系统效能评估是地空导弹武器系统研制和使用过程中的关键环节.效能评估指标体系的建立是保证效能评估科学、合理的重要基础.针对现代地空导弹武器系统的使用特点,在W SE IAC模型的框架下,构建了地空导弹武器系统效能评估指标体系,并给出了指标的分解及确定方法.研究结果可为地空导弹武器系统效能评估提供支持.     

Parametric oscillations of an orthotropic cylindrical shell with an elastic filler I. Formulation of the problem

A linear model of a Timoshenko-type shell with an elastic filler is proposed for solving the problem of the parametric oscillations of the system. A class of operators is derived, which act in a Hilbert space, for which the problem of the determination of a spectrum of eigen-values permits an iterative scheme of solution. Thus, the method for solving problems of parametric oscillations of structures proposed by Bolotin is confirmed.Institute of Polymer Mechanics, Academy of Sciences of the Latvian SSR, Riga. Translated from Mekhanika Polimerov, No. 3, pp. 470–478, May–June, 1974.     

空气中PM2.5问题的建模研究

是针对空气中PM2.5的相关因素分析、分布与演变及应急处理和空气质量控制管理的问题.首先,运用数理统计与分析的相关知识,建立PM2.5含量与5项指标间的相关性分析模型和多元线性回归方程模型,并采用SPSS软件和最小二乘法对其求解;然后,通过建立Shepard二维插值模型、多元线性回归方程模型以及偏微分方程模型研究了PM2.5时空分布、演变及预测评估的一般性规律;最后,引入效用函数建立了以满意度最大为目标的非线性规划模型和以投入总费用最少及PM2.5减排计划实施满意度最大为目标的多目标非线性规划模型,并结合LINGO软件求得最优解,给出了空气质量控制管理的治理计划.     

An interactive method for parametric identification of the mathematical model of a parachute system using computer graphics

A simple mathematical model of the motion of a parachute system in space is described and an interactive algorithm for parametric identification of the model is proposed. The algorithm selects the model parameters that minimize the deviation of the calculated dependences from experimental observations on the computer graphic monitor.Moscow. Translated from Dinamicheskie Sistemy, No. 10, pp. 106–111, 1992.     

Coderivatives in parametric optimization

We consider parametric families of constrained problems in mathematical programming and conduct a local sensitivity analysis for multivalued solution maps. Coderivatives of set-valued mappings are our basic tool to analyze the parametric sensitivity of either stationary points or stationary point-multiplier pairs associated with parameterized optimization problems. An implicit mapping theorem for coderivatives is one key to this analysis for either of these objects, and in addition, a partial coderivative rule is essential for the analysis of stationary points. We develop general results along both of these lines and apply them to study the parametric sensitivity of stationary points alone, as well as stationary point-multiplier pairs. Estimates are computed for the coderivative of the stationary point multifunction associated with a general parametric optimization model, and these estimates are refined and augmented by estimates for the coderivative of the stationary point-multiplier multifunction in the case when the constraints are representable in a special composite form. When combined with existing coderivative formulas, our estimates are entirely computable in terms of the original data of the problem. Key words.parametric optimization – variational analysis – sensitivity – Lipschitzian stability – generalized differentiation – coderivativesThis research was partly supported by the National Science Foundation under grant DMS-0072179.