SARIMA模型在新疆手足口病发病率预测中的应用

建立新疆手足口病发病率的季节求和自回归-移动平均模型(Seasonal AutoregressiveIntegrated Moving Average Model,SARIMA),探讨采用SARIMA模型预测手足口病发病趋势的可行性和实用性.利用R统计软件基于新疆2006-2012手足口病月发病率数据建立SARIMA模型,拟合2012年手足口病各月发病率数据,并预测了2013年手足口病月发病率.经过序列平稳化、模型识别以及模型诊断,SARIMA(1,0,1)(0,1,0)_(12)能较好地拟合既往时间段的发病率,且预测值符合新疆手足口病实际发病率的波动趋势.SARIMA模型能够有效地预测手足口病发病趋势,对预警、防控具有积极指导意义.     

贝叶斯向量自回归分析方法及其应用

由于经济环境的多变,使得经济预测面临数据量少的建模难题,贝叶斯方法对小样本数据建模问题具有明显优势。本文在共轭条件似然函数"矩阵正态-Wishart分布"意义下,首先讨论了向量自回归模型的贝叶斯分析方法,得到了模型参数的后验分布与一步预测分布。其次,给出了分量方程的对应结果,说明了模型阶数的推断方法。最后,列出了计算步骤,并作为应用,对上海房地产价格指数数据进行预测建模,取得了较好效果。     

$\varphi$混合样本平滑移动过程$q$阶矩完全收敛性

In this paper, we study the complete q-moment convergence of moving average processes under v-mixing assumption. The results obtained not only extend some previous known results, but also improve them.     

由非同分布NA序列产生的移动平均过程的完全收敛性

设{Y_n,-∞相似文献   

ARMA model order and parameter estimation using genetic algorithms

A new method for simultaneously determining the order and the parameters of autoregressive moving average (ARMA) models is presented in this article. Given an ARMA (p, q) model in the absence of any information for the order, the correct order of the model (p, q) as well as the correct parameters will be simultaneously determined using genetic algorithms (GAs). These algorithms simply search the order and the parameter spaces to detect their correct values using the GA operators. The proposed method works on the principle of maximizing the GA fitness value relying on the deviation between the actual plant output, with or without an additive noise, and the estimated plant output. Simulation results show in detail the efficiency of the proposed approach. In addition to that, a practical model identification and parameter estimation is conducted in this article with results obtained as desired. The new method is compared with other well-known methods for ARMA model order and parameter estimation.     

Tail Calculus with Remainder,Applications to Tail Expansions for Infinite Order Moving Averages,Randomly Stopped Sums,and Related Topics

We derive asymptotic expansions for tails of infinite weighted convolutions of some heavy-tailed distributions. Applications are given to tail expansion of the marginal distribution of ARMA processes, randomly stopped sums, as well as limiting waiting time distribution. AMS 2000 Subject Classifications. Primary—62E99, Secondary—41A60, 44A35, 60G50, 60K25     

无限级整函数在角域内的取值和增长性

借助熊庆来的无限级,将Nevanlinna建立的有限级整函数在角域内的取值和增长性的结果推广到无限级.作为应用,研究了高阶超越整函数系数微分方程f~((k))+A_k-2(z)f~((k-2))+…+A_1(x)f'+A_0(z)f=0解的径向振荡.     

一阶常系数线性微分方程组的另一种向量解法

讨论一阶常系数线性微分方程组通解问题,给出一种新的向量解法.     

发展方程初边值问题的高阶差分-边界积分方程法及误差分析

本文结合差分方法与边界积分方程方法,提出并研究了一类新的求解发展型方程初边值问题的高阶差分与边界积分方程耦合数值方法.对于有界区域问题与无界区域问题给出了数值计算格式及其误差的先验估计.     

行业结构环境的序参量分析方法研究

行业结构环境分析是发现和掌握行业运行规律与发展状况的必经之路,也是在企业战略管理中的重要组成部分,其结果直接影响着企业战略决策与实施。针对企业战略管理的新价值理念,本文在协同学与竞优理论的基础上,通过对行业内群体结构特性与企业行为的重新考察,建立了行业结构环境分析的一种新方法即序参量分析方法与其应用范例。本文的研究结果,如行业内多层结构、企业群组定位及分布特性、行业基本发展模式、标杆与协同伙伴、企业群组或群组内企业构成与绩效之间的关系等都可为实现符合现代产业发展环境的企业战略管理提供方向性辅助与技术支持。     

最小平方距离法和隐式线性函数关系的参数估计

本文再次指出:最小平方距离法(LSD),也可叫最小模方法,是从解决多维空间n个点的超平面拟合问题而提取的;通过对p个随机变量的n组观测值,此方法是探求它们之间是否存在隐式线形函数关系的好方法;使用此法,可以得出隐式线形函数关系较好的参数估计。     

The Exact Limits and Improved Decay Estimates for All Order Derivatives of the Global Weak Solutions to a Two-Dimensional Incompressible Dissipative Quasi-Geostrophic Equation

We will accomplish the exact limits for all order derivatives of the global weak solutions to a two-dimensional incompressible dissipative quasi-geostrophic equation. We will also establish the improved decay estimates with sharp rates for all order derivatives. We will consider two cases for the initial function and the external force and prove the optimal results for both cases. We will couple together existing ideas (including the Fourier transformation and its properties, Parseval''s identity, iteration technique, Lebesgue''s dominated convergence theorem, Gagliardo-Nirenberg-Sobolev interpolation inequality, squeeze theorem, Cauchy-Schwartz''s inequality, etc) existing results (the existence of global weak solutions, the existence of local smooth solution on $(T,\infty)$ and the elementary decay estimate with a sharp rate) and a few novel ideas to obtain the main results.     

一类非线性抛物型方程组的交替方向变网格有限元方法

本文对一类非线性抛物型方程组提出并分析了一类全离散交替方向变网格有限元格式，且在相当一般的情况下得到了最佳的L^2模误差估计。     

The Exact Limits and Improved Decay Estimates for All Order Derivatives of Global Weak Solutions of Three Incompressible Fluid Dynamics Equations

First of all, the author accomplishes the exact limits for all order derivatives of the global weak solutions of the $n$-dimensional incompressible magnetohydrodynamics equations, the $n$-dimensional incompressible Navier-Stokes equations and the two-dimensional incompressible dissipative quasi-geostrophic equation. Secondly, by making use of the exact limits, he establishes the improved decay estimates with sharp rates for all order derivatives of the global weak solutions, for all sufficiently large $t$. The author proves these results by making use of existing ideas, existing results and several new, novel ideas.     

Hilbert空间中二阶广义分布参数系统的反馈控制与极点配置

应用泛函分析及算子理论方法讨论了Hilbert空间中二阶广义分布参数系统的反馈控制与极点配置问题,通过构造状态反馈的具体形式使所得闭环系统实现无限多个极点的配置;利用有界线性算子的广义逆给出了问题的解及解的构造性表达式;这对广义分布参数系统的极点配置研究具有重要的理论价值.