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61.
金融时间序列分析与建模 总被引:1,自引:0,他引:1
胡锡健 《新疆大学学报(理工版)》2007,24(2):150-158
介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析. 相似文献
62.
厄米-双曲余弦-高斯光束的瞄准稳定性 总被引:1,自引:0,他引:1
用失调叠加积分的方法 ,对厄米双曲余弦高斯光束的瞄准稳定性作了研究 ,得到了厄米双曲余弦高斯光束失调因子 ηm2 的精确解析公式和近似解析公式 ,并用数值计算了相对横向偏移和相对角向偏移对失调因子ηm2 的影响以及对精确解析公式和近似解析公式的适用范围作了分析和说明。 相似文献
63.
D. H. Armitage 《Journal of Approximation Theory》2002,118(2):225-234
For each compact subset K of
N let
(K) denote the space of functions that are harmonic on some neighbourhood of K. The space
(K) is equipped with the topology of uniform convergence on K. Let Ω be an open subset of
N such that 0Ω and
N\Ω is connected. It is shown that there exists a series ∑Hn, where Hn is a homogeneous harmonic polynomial of degree n on
N, such that (i) ∑Hn converges on some ball of centre 0 to a function that is continuous on Ω and harmonic on Ω, (ii) the partial sums of ∑Hn are dense in
(K) for every compact subset K of
N\Ω with connected complement. Some refinements are given and our results are compared with an analogous theorem concerning overconvergence of power series. 相似文献
64.
Aliasing effects are investigated for spherical random fields sampled on a finite grid. Using the spherical harmonics expansion, it is shown that for a band-limited spherical random field its trend and spectrum can be uniquely reconstructed from the sampled field if the sampling points are judiciously designed. Analytical expressions are also obtained for aliasing errors in the trend and the spectrum when the field is not band-limited. 相似文献
65.
B.J. Stoyanov R.A. Farrell J.F. Bird 《Journal of Computational and Applied Mathematics》1994,50(1-3):533-543
Asymptotic expansions of certain finite and infinite integrals involving products of two Bessel functions of the first kind are obtained by using the generalized hypergeometric and Meijer functions. The Bessel functions involved are of arbitrary (generally different) orders, but of the same argument containing a parameter which tends to infinity. These types of integrals arise in various contexts, including wave scattering and crystallography, and are of general mathematical interest being related to the Riemann—Liouville and Hankel integrals. The results complete the asymptotic expansions derived previously by two different methods — a straightforward approach and the Mellin-transform technique. These asymptotic expansions supply practical algorithms for computing the integrals. The leading terms explicitly provide valuable analytical insight into the high-frequency behavior of the solutions to the wave-scattering problems. 相似文献
66.
67.
青岛港货运吞吐量的时间序列模型 总被引:2,自引:0,他引:2
运用时间序列分析方法对时间序列建立ARMA,ARIMA模型.搜集了青岛港1999年1月~2003年5月的货运吞吐量数据,对进行分析,建立了青岛港货运吞吐量的模型.通过预留的部分数据对模型进行检验,并对模型的残差进行检验,得出模型比较合理. 相似文献
68.
Josef Obermaier 《Journal of Approximation Theory》2003,125(2):303-312
Let
be compact with #S=∞ and let C(S) be the set of all real continuous functions on S. We ask for an algebraic polynomial sequence (Pn)n=0∞ with deg Pn=n such that every fC(S) has a unique representation f=∑i=0∞ αiPi and call such a basis Faber basis. In the special case of
, 0<q<1, we prove the existence of such a basis. A special orthonormal Faber basis is given by the so-called little q-Legendre polynomials. Moreover, these polynomials state an example with A(Sq)≠U(Sq)=C(Sq), where A(Sq) is the so-called Wiener algebra and U(Sq) is the set of all fC(Sq) which are uniquely represented by its Fourier series. 相似文献
69.
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure. 相似文献
70.
U. Goginava 《分析论及其应用》2007,23(3):255-265
In this paper we prove that iff ∈ C([-π,π]2) and the function f is bounded partial p-variation for some p ∈ [1, ∞), then the double trigonometric Fourier series of a function f is uniformly (C;-α,-β) summable (α β< 1/p,α,β> 0) in the sense of Pringsheim. If α β≥ 1/p, then there exists a continuous function f0 of bounded partial double trigonometric Fourier series of fo diverge over cubes. 相似文献