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1.
本文研究泊松逆高斯回归模型的贝叶斯统计推断.基于应用Gibbs抽样,Metropolis-Hastings算法以及Multiple-Try Metropolis算法等MCMC统计方法计算模型未知参数和潜变量的联合贝叶斯估计,并引入两个拟合优度统计量来评价提出的泊松逆高斯回归模型的合理性.若干模拟研究与一个实证分析说明方法的可行性.  相似文献   
2.
The 3D modelling of indoor environments and the generation of process simulations play an important role in factory and assembly planning. In brownfield planning cases, existing data are often outdated and incomplete especially for older plants, which were mostly planned in 2D. Thus, current environment models cannot be generated directly on the basis of existing data and a holistic approach on how to build such a factory model in a highly automated fashion is mostly non-existent. Major steps in generating an environment model of a production plant include data collection, data pre-processing and object identification as well as pose estimation. In this work, we elaborate on a methodical modelling approach, which starts with the digitalization of large-scale indoor environments and ends with the generation of a static environment or simulation model. The object identification step is realized using a Bayesian neural network capable of point cloud segmentation. We elaborate on the impact of the uncertainty information estimated by a Bayesian segmentation framework on the accuracy of the generated environment model. The steps of data collection and point cloud segmentation as well as the resulting model accuracy are evaluated on a real-world data set collected at the assembly line of a large-scale automotive production plant. The Bayesian segmentation network clearly surpasses the performance of the frequentist baseline and allows us to considerably increase the accuracy of the model placement in a simulation scene.  相似文献   
3.
单指标面板模型已广泛应用于各学科领域的研究中,其估计方法较为丰富,然而鲜有估计方法将个体内的相关性考虑在内.基于此,本文研究了一类个体内存在相关性的固定效应部分线性单指标面板模型,采用惩罚二次推断函数法和LSDV法相结合的方法对模型进行估计,证明了所得估计量的一致性和渐近正态性.Monte Carlo模拟结果显示其具有优良的有限样本表现,并将该估计技术应用于实际数据分析中.  相似文献   
4.
Detectability describes the property of a system to uniquely determine, after a finite number of observations, the current and the subsequent states. Different notions of detectability have been proposed in the literature. In this paper, we formalize and analyze strong detectability and strong periodic detectability for systems that are modeled as labeled Petri nets with partial observation on their transitions. We provide three new approaches for the verification of such detectability properties using three different structures. The computational complexity of the proposed approaches is analyzed and the three methods are compared. The main feature of all the three approaches is that they do not require the calculation of the entire reachability space or the construction of an observer. As a result, they have lower computational complexity than other methods in the literature.  相似文献   
5.
In this work, stability analysis for a class of switched nonlinear time-delay systems is performed by applying Lyapunov–Krasovskii and Lyapunov–Razumikhin approaches. It is assumed that each subsystem in the family is homogeneous (of positive or negative degree) and asymptotically stable in the delay-free setting. The cases of existence of a common or multiple Lyapunov–Krasovskii functionals and a common Lyapunov–Razumikhin function are explored. The scenarios with synchronous and asynchronous switching are considered, and it is demonstrated that depending on the kind of commutation, one of the frameworks for stability analysis outperforms another, but finally leading to similar restrictions for both types of switching (despite the asynchronous one seems to be more demanded). The obtained results are applied to mechanical systems having restoring forces with real-valued powers.  相似文献   
6.
In this paper, we propose an effective spectral method based on dimension reduction scheme for fourth order problems in polar geometric domains. First, the original problem is decomposed into a series of one‐dimensional fourth order problems by polar coordinate transformation and the orthogonal properties of Fourier basis function. Then the weak form and the corresponding discrete scheme of each one‐dimensional fourth order problem are derived by introducing polar conditions and appropriate weighted Sobolev spaces. In addition, we define the projection operators in the weighted Sobolev space and give its approximation properties, and further prove the error estimation of each one‐dimensional fourth order problem. Finally, we provide some numerical examples, and the numerical results show the effectiveness of our algorithm and the correctness of the theoretical results.  相似文献   
7.
《中国物理 B》2021,30(5):50708-050708
Conventional parameter estimation methods for pseudo-random binary code-linear frequency modulation(PRBCLFM) signals require prior knowledge, are computationally complex, and exhibit poor performance at low signal-to-noise ratios(SNRs). To overcome these problems, a blind parameter estimation method based on a Duffing oscillator array is proposed. A new relationship formula among the state of the Duffing oscillator, the pseudo-random sequence of the PRBC-LFM signal, and the frequency difference between the PRBC-LFM signal and the periodic driving force signal of the Duffing oscillator is derived, providing the theoretical basis for blind parameter estimation. Methods based on amplitude method, short-time Fourier transform method, and power spectrum entropy method are used to binarize the output of the Duffing oscillator array, and their performance is compared. The pseudo-random sequence is estimated using Duffing oscillator array synchronization, and the carrier frequency parameters are obtained by the relational expressions and characteristics of the difference frequency. Simulation results show that this blind estimation method overcomes limitations in prior knowledge and maintains good parameter estimation performance up to an SNR of-35 d B.  相似文献   
8.
周荣喜  孙榛  王朕 《运筹与管理》2021,30(6):150-158
基于2016~2018年月度数据,通过独立估计的单曲线样条模型和SV 模型、联合估计的多曲线样条模型和SV模型拟合公司债信用利差期限结构,进而对模型拟合效果进行比较,讨论模型在宏观经济预测中的应用,得到以下结论:(1)拟合模型的函数形式是导致理论信用利差期限结构曲线翻折的原因。样条模型和SV模型拟合的信用利差曲线形状完全不同,且模型函数变动引起的误差变动大于曲线变动引起的误差变动。(2)联合估计模型可以修正独立估计模型的人为扭曲形式。多曲线模型的结果更接近实际信用利差,误差波动性明显减小,曲线更为平滑,且联合估计的多曲线样条模型优于独立估计的单曲线样条模型、独立估计的SV 模型和联合估计的SV模型。(3)公司债信用利差期限结构在一定程度上蕴含了市场对未来宏观经济的预期信息,且在短期内预测结果随先行期限延长而改善。因此,宏观经济政策制定者需关注信用利差和期限结构模型拟合研究,重视对信用利差期限结构的深度信息挖掘,从而提高中国宏观政策制定者调控手段的前瞻性和有效性。  相似文献   
9.
随着信息技术的高速发展,每条数据所包含的信息越来越丰富,使得数据不可避免地含有异常值,且随着维数的增加,异常值出现的可能性更大。传统的主成分聚类分析对异常值特別敏感,基于MCD估计的主成分聚类方法虽然对异常值具有防御作用,但是在高维数据下MCD估计的偏差过大,其稳健性显著降低,而且当维数大于观测值个数时MCD估计失效。为此本文提出了基于MRCD估计的稳健主成分聚类方法,数值模拟和实证分析表明,基于MRCD估计的主成分聚类分析的效果优于传统的主成分聚类分析和基于MCD估计的主成分聚类分析,尤其是在维数大于样本观测值的情况下,MRCD估计更为有效。  相似文献   
10.
该文利用基于射线的盲解卷积方法,从直达声区的水面舰船噪声中提取出船和锚系于海底的垂直接收阵之间的时域信道响应,并利用直达波在不同阵元相对于参考阵元的到达时间差,通过序贯方法,利用射线模型和声速剖面信息,对水面舰船距接收阵的距离进行了估计。通过处理海深约为580 m的2016年美国圣巴巴拉海峡的实验数据,对1.6~3.5 km直达声区范围内Anna Maersk商船与垂直阵之间的距离进行了估计,验证了测距方法的有效性,并将结果与系统测量值和几何方法的估计值进行了比较。由于该方法不需要对海底参数进行估计,所以在海底参数未知时要优于传统匹配场方法;在声速剖面存在跃层且海底为多层分布的复杂信道条件下,该方法仍能对距离进行有效估计,且与测量值的相对误差在6%以内,小于几何方法的估计误差,测距结果精度较高。  相似文献   
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