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71.
We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL
1 approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation
for the coefficients of this linear functional is established in terms of the innovation series. It is found that information
implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations
following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI)
well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented.
Extensions to the general ARMA model and other time series models are discussed.
This research was supported by a CityU Research Grant and Natural Science Foundation of China. 相似文献
72.
Quantization consists in studying the L
r
-error induced by the approximation of a random vector X by a vector (quantized version) taking a finite number n of values. We investigate this problem for Gaussian random vectors in an infinite dimensional Banach space and in particular, for Gaussian processes. A precise link proved by Fehringer(4) and Dereich et al.
(3) relates lower and upper bounds for small ball probabilities with upper and lower bounds for the quantization error, respectively. We establish a complete relationship by showing that the same holds for the direction from the quantization error to small ball probabilities. This allows us to compute the exact rate of convergence to zero of the minimal L
r
-quantization error from logarithmic small ball asymptotics and vice versa. 相似文献
73.
The presented work offers new algorithms for phase evaluation in interferometric measurements. Several phase-shifting algorithms with an arbitrary but constant phase-shift between captured intensity frames are proposed. These phase calculation algorithms need to measure five frames of the intensity of the interference field. The algorithms are similarly derived as so called Carré algorithm. The phase evaluation process then does not depend on the linear phase shift errors. Furthermore, the detailed analysis of the algorithms with respect to most important factors, which affect interferometric measurements, is carried out. It is also studied the dependency of the evaluation algorithms on the phase shift values, and the proposed phase calculation algorithms are compared with respect to the resulting phase errors. The influence of most important factors in the measurement and evaluation process was simulated as systematic and random errors using a proposed mathematical model. 相似文献
74.
75.
Francis J. Narcowich Joseph D. Ward Holger Wendland. 《Mathematics of Computation》2005,74(250):743-763
In this paper we discuss Sobolev bounds on functions that vanish at scattered points in a bounded, Lipschitz domain that satisfies a uniform interior cone condition. The Sobolev spaces involved may have fractional as well as integer order. We then apply these results to obtain estimates for continuous and discrete least squares surface fits via radial basis functions (RBFs). These estimates include situations in which the target function does not belong to the native space of the RBF.
76.
The paper deals with a singularly perturbed reaction diffusionmodel problem. The focus is on reliable a posteriori error estimatorsfor the H1 seminorm that can be applied to anisotropic finiteelement meshes. A residual error estimator and a local problemerror estimator are proposed and rigorously analysed. They arelocally equivalent, and both bound the error reliably. Threemodifications of these estimators are introduced and discussed. Much attention is given to the performance of the error estimatorin numerical experiments. This helps to identify those estimatorsthat are suitable for practical applications. 相似文献
77.
78.
79.
Recoil proton tracks in nuclear emulsion are counted by scanning them using strip, square or circular field of view of optical microscope. In this paper, the overestimate due to the edge effects in counting recoil proton tracks at different neutron energies produced from the T(d,n)4He reaction has been determined by measuring the true track density in NTA film. The overestimate has also been calculated using the measured value of the mean projected track length (L) in the film. The percentage of measured overestimates has been compared with those obtained by calculation and the results agree reasonably well. Fading effect in NTA film has been studied and found to be 22% more in the summer than in the winter season. A great reduction in fading rate could be achieved if the films are desiccated and sealed in highly pure dry nitrogen maintained at an over-pressure of 1000 Pa to reduce water vapour ingress. After the edge effect correction, the sensitivity of NTA film has been calculated from (1.72±0.08)×10−3 tracksn−1 to (1.97±0.16)×10−3 tracksn−1 in the neutron energy ranges from 15.91 to 18.88 MeV. The response was found to be from 0.24±0.02 trackscm−2 permSv to 0.26±0.01 trackscm−2 permSv in the same energy range. 相似文献
80.