A Recursive Algorithm to Restore Images Based on Robust Estimation of NSHP Autoregressive Models

The objective of this article is to present a new image restoration algorithm. First, each pixel in the image is classified into k categories. Then we assume that the gray levels in each category follow a nonsymmetric half-plane (NSHP) autoregressive model. Robust estimation of the parameters of the model is considered to attenuate the effect of the image contamination on the parameters. In each iteration we will construct a new image using a robustified version of the residuals. The introduction of the classification techniques as a first step of the algorithm reduces considerably the number of parameters to estimate. Hence, the computational time is also reduced because the robust estimations of the parameters are solutions of nonlinear system of equations. Some applications are presented to real synthetic aperture radar (SAR) images to illustrate how our algorithm restores an image in practice.     

基于固定效应的纵向数据分位点回归模型的参数估计及CDM和MSOM的等价性

研究了基于固定效应的纵向数据模分位点回归模型的参数估计及统计诊断问题.首先给出了参数估计的MM迭代算法,然后讨论了统计诊断中数据删除模型(CDM)和均值移模型(MSOM)的等价性问题,最后利用消炎镇痛药数据说明了方法的应用.     

ARMAX时间序列模型异常点及异常点斑片的估计和检测

将通常的Gibbs抽样和自适应的Gibbs抽样算法用于带有外生变量的自回归移动平均时间序列(ARMAX)模型的Bayes分析,首先采用一些方法消除ARMAX模型中输入(外生变量)序列的影响,然后在前人工作的基础上给出了一种类似的挖掘相应时间序列中的异常点及异常点斑片的方法.说明了自适应的Gibbs抽样算法也能够有效地检测ARMAX模型中孤立的附加型异常点及异常点斑片.实际的和模拟的结果也显示这些方法可以明显减少掩盖和淹没现象的发生,这是对已有工作的推广和扩充.     

基于圆形邻域孤立点挖掘算法的企业信用风险失真度研究

在考虑企业可能对外发布一些虚假信息这一前提下,借鉴DBSCAN聚类算法的思想,研究了圆形邻域的孤立点挖掘算法,并将其应用于企业虚假信息的识别,在此基础上提出并定义了企业信用风险失真度的概念及其量化结构,以此分析虚假信息对企业信用风险造成的影响,为投资者决策提供理论依据.     

Fuzzy weighted scaled coefficients in semi-parametric model

In general, the regressor variables are stochastic, Duan and Li (1987, J. Econometrics, 35, 25–35), Li and Duan (1989, Ann. Statist., 17, 1009–1052) have been shown that under very general design conditions, the least squares method can still be useful in estimating the scaled regression coefficients of the semi-parametric model Y _i =Q ₁(+X _i ; _i , i+ 1,2,...,n. Here is a constant, is a 1×p row vector, X _i is a p×1 column vector of explanatory variables, _i is an unobserved random error and Q ₁ is an arbitrary unknown function. When the data set (X _i , Y _i ),i=1, 2, ..., n, contains one or several outliers, the least squares method can not provide a consistent estimator of the scaled coefficients . Therefore, we suggest the fuzzy weighted least squares method to estimate the scaled coefficients for the data set with one or several outliers. It will be shown that the proposed fuzzy weighted least squares estimators are % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamaakaaabaGaamOBaaWcbeaaaaa!3D3C!\[\sqrt n \] and asymptotically normal under very general design condition. Consistent measurement of the precision for the estimator is also given. Moreover, a limited Monte Carlo simulation and an example are used to study the practical performance of the procedures.This research partially supported by the National Science Council, R.O.C.     

Separation of spin synchronized signals

In the measurements of VLF electric fields with the Pioneer Venus spacecraft in sunlight, spin synchronized signals often dominate over the naturally generated emissions. We present a method to separate natural emissions from the several possible sources of noise. Our major objective by this method is not to remove all spin modulation, but to effectively subtract the background noise caused by the identifiable noise sources. Examination of the data shows that the background spin synchronized noise is quite sensitive to (n), the angle between the sense axis and the solar direction. We model the observed data asy(n)=w(n)t(n)f((n))+x(n), wheref() represents the phase response of the background noise andx(n) is the estimated natural emissions.t(n) andw(n) are the long-term trend component and time- and phase-independent component of the intensity of the background noise, respectively. The method to decomposey(n) is based on the Bayesian approach which has been recently applied to various inversion problems such as nonstationary time series modeling and image reconstruction. In this procedure, the estimated parametersw(n),t(n),f(), andx(n) can be determined automatically. We will describe the Bayesian scheme and its application to the Pioneer Venus VLF electric field data.     

近红外光谱分析青贮玉米NDF中判别异常光谱的研究

对近红外光谱分析青贮玉米中性洗涤纤维(NDF)中异常光谱的判别进行了研究。该试验通过将马氏距离阈值分别设定为3(固定值)、2倍马氏距离平均值和马氏距离平均值+2倍马氏距离标准差三种不同值,分别判别和剔出建模过程中的异常光谱,比较不同的阈值设定对模型效果的影响。结果表明,当马氏距离阈值设为3(固定值)时,异常光谱剔出不收敛,可靠性不高。当马氏距离阈值设为2倍马氏距离平均值时,剔出后模型的相关系数、标准差、决定系数及综合得分均低于剔出前,可靠性不高。只有当马氏距离阈值设定为马氏距离平均值+2倍马氏距离标准差时,预测模型的最高相关系数ｒ达到0.97,标准差为2.456,模型预测效果最佳。因此,将马氏距离阈值设定为马氏距离平均值+2倍马氏距离标准差对近红外光谱分析青贮玉米NDF中异常光谱判别的可行性较高,在这种情况下剔出异常光谱后模型效果最佳。     

靶场外弹道数据处理中的实时野值剔除算法

针对靶场外弹道数据处理过程中数据实时预处理的需要,在对最小二乘估计野值剔除算法分析的基础上,提出一种计算量小,满足实时性要求,且对雷达、光电经纬仪等大型测试设备数据预处理具有通用性的自适应野值剔除算法。该算法把连续5个实测数据的标准差的3倍作为阈值,以此判定下一个数据点是否为野值,最终完成整个弹道的实时野值剔除。通过Matlab仿真验证及实测数据分析表明,该算法对孤立野值点的剔除率可以达到100%,适用于靶场外弹道数据的实时预处理。     

SKLOF:一种新的超新星候选范围约减算法

超新星是宇宙学中的标准烛光,其在星系中爆发的概率很低,是一种特殊、稀少的天体,只有在大量观测的星系数据中才有机会遇到,而正处于爆发期的超新星会照亮其整个星系从而在观测获得的星系光谱中具有较明显的特征。但是,目前已发现的超新星数量相对于大量的天体而言又是非常稀少的,搜寻它们所用的计算时间成为能否进行后续观测的关键,因此需要寻找高效率的超新星搜寻方法。对超新星候选范围进行约减的LOF算法的时间复杂度较高,计算量大,不适用于大规模数据集。为此通过对LOF算法进行改进,提出了一种在海量星系光谱中快速约减超新星候范围的新方法(SKLOF)。首先对光谱数据集中离中心点近的数据点进行数据剪枝,剪掉那些肯定不是超新星候选体的光谱数据对象,然后利用改进的LOF算法计算剩余的光谱数据的孤立性因子并降序排列进行离群搜索,最后获得超新星候选体的较小的搜索范围以便进行后续的证认。实验结果表明,该算法十分有效,不仅在精确度上有所提高,而且相比于LOF算法还进一步缩短了算法的运行时间,提高了算法的执行效率。     

海量星系光谱中的超新星候选范围自动约减

超新星是恒星世界中已知道的最剧烈的天文现象之一,但目前发现的超新星数量相比于已探测到的数百亿天体而言又是有限的,所以有必要寻找快速高效的超新星搜寻方法或辅助手段。拟在Ⅰa型超新星统计特征描述的基础上提出了一种海量星系光谱下Ⅰa型超新星候选体选择范围自动约减的方法。该方法首先对Ⅰa型超新星模板PCA分析获得特征谱,并获得每条待检星系光谱的低维超新星特征描述,然后通过引入样本的局部孤立性因子进行离群搜索,最后获得总样本数的1%作为继续搜寻证认超新星候选体选择的初始范围。实验表明该方法有效可行,这一方法在海量光谱中自动去除大量不含超新星的星系光谱,为超新星的进一步搜寻证认和后续观测提供了较可靠的候选范围,从而成为直接利用光谱巡天的海量数据获得超新星的高效途径。