排序方式: 共有57条查询结果,搜索用时 15 毫秒
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多供应商条件下选址模型的一个研究结果 总被引:5,自引:0,他引:5
通过实例和对模型的分析,得出[1]中已有多供应商条件上所建模型的不合理性,并提出了模型合理性的原则。 相似文献
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传统的两变量Granger因果分析法容易产生伪因果关系,且不能刻画变量间的同期因果性.利用图模型方法研究多维时间序列变量间Granger因果关系,通过Granger因果图的建立将问题转化为Granger因果图结构的辨识问题,利用局部密度估计法构造相应的辨识统计量,采用bootstrap方法来确定检验统计量的原分布.模拟分析以及对于中国股市间Granger因果关系的研究说明了该方法的有效性. 相似文献
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Blind noisy image separation based on a new robust independent component analysis network 总被引:1,自引:0,他引:1
The separation of noisy image is a very exciting area of research, especially when no prior information is available about the noisy image. In this paper, we propose a robust independent component analysis (ICA) network for separation images contaminated with high-level additive noise or outliers. We reduce the power of additive noise by adding outlier rejection rule in ICA. Extensive computer simulations confirm robustness and the excellent performance of the resulting algorithms. 相似文献
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A wavelet method of detection and estimation of change points in nonparametric regression models under random design is proposed. The confidence bound of our test is derived by using the test statistics based on empirical wavelet coefficients as obtained by wavelet transformation of the data which is observed with noise. Moreover, the consistence of the test is proved while the rate of convergence is given. The method turns out to be effective after being tested on simulated examples and applied to IBM stock market data. 相似文献
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This paper analyzes the problem of testing for parameters change in ARCH errors models with deterministic trend based on residual cusum test. It is shown that the asymptotically limiting distribution of the residual cusum test statistic is still the sup of a standard Brownian bridge under null hypothesis. In order to check this, we carry out a Monte Carlo simulation and examine the return of IBM data. The results from both simulation and real data analysis support our claim. We also can explain this phenomenon from a theoretical viewpoint that the variance in ARCH model in mainly determined by its parameters. 相似文献
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研究一类新的半参数回归模型回归函数的核估计问题,其中误差项为一阶非参数自回归过程.通过重复利用Watson-Nadaraya核估计方法,构造了回归函数及误差回归函数的估计量分别为β,g(·)和ρ(·),在适当的条件下,证明了估计量β,g(·)和ρ(·)的渐近正态性. 相似文献
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资源公平分配的一种贪婪算法 总被引:8,自引:0,他引:8
对资源公平分配模型提出了一种简单的贪婪算法,在一定条件下可得到全局最优解且在相当多的情况下所得解都为最优解。该方法效率极高,编程简单,计算量很小,从大量模拟情况来看相当有效。 相似文献