双重随机时间序列模型的平稳性条件

一、引言 一般的ARMA(p,q)时间序列模型定义为:这里{X_t}为可观测序列,{e_t}为零均值、定方差的白噪声序列。此模型的用途是众所周知的,它的统计理论也是相当完备的。 在实际应用中,许多数据序列并不适合于(1.1)式的模型,为了适应这些情况,人们提出了许多(1.1)的改进模型,如时变参数模型、时间相关的剩余参数模型、双线性模型、     

基于结构矩阵的DNA序列的相似性模型

通过一维映射把DNA序列转化为时间序列,即把数字1,2,3,4分别分配给组成DNA序列的核苷酸A,T,G,C,用时间序列的结构矩阵来描述DNA序列的结构特征,并根据结构矩阵的一些性质定义了结构矩阵的相似性度量,进而利用结构矩阵之间的相似性度量构建了比较DNA序列的相似性模型,以9个不同物种的β-球蛋白基因的第一个外显子(表1)为例验证了该模型的适用性.并得到了较好得结果.     

增长型经济变量的趋势时间序列预测模型

针对增长型外汇储备时间序列变化复杂性的特点,可以建立确定性趋势的时间序列模型及包含单位根的随机趋势模型.实际计算显示,确定性趋势的时间序列模型具有较高的预测精度.     

双线性时间序列矩估计的渐近性态

双线性时间序列矩估计的渐近性态范金城，李金玉（西安交通大学应用数学系，西安７１００４９）双线性模型是一种重要的非线性时间序列模型，其一般形式是式中｛ｅｔ，ｔ＝０、±１，±２，…｝是ｉ．ｉ．ｄ．序列，且ｃ０＝１．对时间序列｛Ｘｔ，ｔ＝０，±１，±２，…...     

剖面隐马氏模型训练算法的改进

利用剖面隐马氏模型获得多序列联配，一般需要经过初始化、训练、联配三个过程．然而，目前广泛采用的Baum—welch训练算法假设各条可观察序列互相独立，这与实际情况有所不符．本文对剖面隐马氏模型，给出可观察序列在互相不独立情况下的改进Baum—wlelch算法，在可观察序列两种特殊情况下（互相独立和一致依赖），得到了改进算法的具体表达式，讨论了一般情况下权重的选取方法．最后通过一个具体的蛋白质家族的多序列联配来说明改进算法的效果．     

上次对角双线性时间序列模型的广义传递函数系统及平稳性条件

本文讨论了一类特殊的双线性时间序列模型,即上次对角欢线性时间序列模型,在输入为严格白噪声的假定下,利用多元Wiener-Ito积分,得到了该模型的广义传递函数及平稳性的充分必要条件。     

S市旅游人数与房地产市场研究

本文根据采集Ｓ市相关数据，运用时间序列模型和类比方法来预测Ｓ市未来的旅游人数和房地产市场规模，为政府制定相关政策提供了理论依据。     

模糊时间序列模型的辨识

可能性线性系统的输出时间序列可用模糊数来表示，我们称其为模糊时间序列（ＦＴＳ），这篇论文提出了ＦＴＳ分析的新方法，并研究它的参数估计和模型定价。两个仿真例子表明本文提出的方法对ＦＴＳ分析是非常有效的。     

模糊时间序列模型研究综述

模糊时间序列模型是为解决经典时间序列分析方法不能处理模糊问题而诞生的,随着人们解决复杂问题需要的日益增加,对它的研究越来越深入,应用越来越广泛。首先,在简单介绍模糊时间序列模型框架的基础上,本文总结了预测模型建立过程中的几个关键问题,分析了现有研究成果就这些问题的处理方法的优点与不足;随后介绍了模型的应用现状;最后,就模型的研究趋势及相关问题探讨了模糊时间序列模型的研究方向。     

随机时间序列模型在正态MA(2)时的平稳性条件

对于随机时间序列模型Xt=φtXt-1 ε，由于当{φ}在不同的情况下．具有不同的平稳性质．本文利用特征函数和矩的关系讨论了模型Xt=φXt-1 εt，在序列{φt)为正态MA(2)条件时有平稳解的充分必要条件，并利用递归方法给出了较详细的证明．     

Qualitative Analysis of Bifurcating Solutions in the Lengyel-Epstein Model

One of the most fundamental problems in theoretical biology is to explain the mechanisms by which patterns and forms are created in the＇living world. In his seminal paper ＂The Chemical Basis of Morphogenesis＂, Turing showed that a system of coupled reaction-diffusion equations can be used to describe patterns and forms in biological systems. However, the first experimental evidence to the Turing patterns was observed by De Kepper and her associates（1990） on the CIMA reaction in an open unstirred reactor, almost 40 years after Turing＇s prediction. Lengyel and Epstein characterized this famous experiment using a system of reaction-diffusion equations. The Lengyel-Epstein model is in the form as follows     

RECENT PROGRESS ON SPHERICAL HARMONIC APPROXIMATION MADE BY BNU RESEARCH GROUP ——In memory of Professor Sun Yongsheng

As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years （2001-2005）. The main topics are： convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.     

(0,1 ;0)-INTERPOLATION ON INFINITE INTERVAL (-∞, +∞)

In this paper, we study the explicit representation and convergence of (0, 1; 0)-interpolation on infinite interval, which means to determine a polynomial of degree ≤ 3n - 2 when the function values are prescribed at two set of points namely the zeros of Hn(x) and H′n(x) and the first derivatives at the zeros of H′n(x).     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

Journal of the Operations Research Society of China Special issue on Operations Research in Healthcare Management

正Guest Editors:Hong Chen,Shanghai Jiao Tong University,Shanghai,China Guohua Wan,Shanghai Jiao Tong University,Shanghai,China David Yao,Columbia University,New York,USA Scope:Healthcare delivery worldwide has been fraught with high cost,low efficiency and poor quality of patient care service.For the field of operations research(OR),healthcare offers some of the biggest challenges as well as best opportunities in     

ANALYSIS IN THEORY AND APPLICATIONS Vol. 30, 2014 CONTENTS

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Boundedness for commutators of multipliers on Hardy type spaces

In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p（R^n） into the Lebesgue space L^p with p 〈 1.     

A unified approach to certain problems of best local approximation

In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms.     

An alternative mathematical algorithm for the photo- and videokeratoscope

Due to the resolution of current laser technology, the accuracy of corneal topography as measured by the videokeratoscope is no longer adequate to provide precise enough data for refractive surgery or for the fitting of customized contact lenses. We present an algorithm for recovering corneal topography that makes use of modern differential geometric techniques and numerical descent in Sobolev spaces. We believe this algorithm may be used with the photo- and videokeratoscope to increase the accuracy of the recovered corneal topography.