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11.
Fabio Schoen 《Journal of Global Optimization》1994,4(1):17-35
In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented. 相似文献
12.
This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests. 相似文献
13.
ASYMPTOTIC NORMALITY OF PARAMETERSESTIMATION IN EV MODEL WITH REPLICATEDOBSERVATIONS 总被引:2,自引:0,他引:2
1 IntroductionFOrnully the EV (Errors-ill-Vaiables) nrodel is just tlie regressiOli medel with both depen-dent aud iudependeut variables arc subject to error (see, fOr exan1ple, [21~[71 alid tlie literaturecited tl1ere). Collsiderillg tliat iu mauy practical aPplications, taking replicated observationspresellts lio esseutial dimculties. heuce can offer a couveuiellt choice in avoidillg artilicia1 as-sunWtions about tlie nlodel. This case was studied ill essay [11, in which estinators of a … 相似文献
14.
本文在变量选择问题的基础上,提出了一种新的图示模型──减变残差图。并给出它的两种推广形式:均值平移异常值检验图和部分影响诊断图。通过它们不但可以容易地考察一个变量在模型中的作用和检验异常值,而且可以诊断样本点对模型和变量的影响大小。 相似文献
15.
研究了谐和激励下含有界随机参数Duffing系统(简称随机Duffing系统)中的随机混沌及其延迟反馈控制问题.借助Gegenbauer多项式逼近理论,将随机Duffing系统转化为与其等效的确定性非线性系统.这样,随机Duffing系统在谐和激励下的混沌响应及其控制问题就可借等效的确定性非线性系统来研究.分析阐明了随机混沌的主要特点,并采用Wolf算法计算等效确定性非线性系统的最大Lyapunov指数,以判别随机Duffing系统的动力学行为.数值计算表明,恰当选取不同的反馈强度和延迟时间,可分别达到抑制或诱发系统混沌的目的,说明延迟反馈技术对随机混沌控制也是十分有效的.
关键词:
随机Duffing系统
延迟反馈控制
随机混沌
Gegenbauer多项式 相似文献
16.
The constants of binding dye molecules with the micelles of sodium dodecyl sulfate are determined using quenching of delayed fluorescence of acridine dyes by sodium iodide in aqueous–micellar solutions. Kinetic equations have been composed that describe the processes of deactivation of the excited states of dyes. By solving these equations at the concentration of the quencher sodium iodide corresponding to the minimum lifetime of triplet states and at the concentration of micelles corresponding to the least value of the delayed fluorescence quenching rate constants, we obtained the constants of binding dyes with micelles equal to 1.3·107, 2.9·107, and 3.1·107 M–1 for trypaflavine, acridine orange, and acridine yellow, respectively. We calculated the rate constants of quenching of the triplet states of the molecules of dyes by iodide ions (I
–) that decreased in transition from trypaflavine to acridine orange and acridine yellow. 相似文献
17.
Delayed feedbacks are quite common in many physical and biological systems and in particular many physiological systems. Delay
can cause a stable system to become unstable and vice versa. One of the well-studied non-biological chemical oscillators is
the Belousov-Zhabotinskii (BZ) reaction. This gives relaxation oscillations for a considerable period of time under batch
conditions. This paper deals with the effect of perturbing the limit cycle oscillation of BZ reaction by employing a delayed
electrical feedback to the system under batch conditions. The parameters chosen to study are external resistance and delay.
For various resistances and delays the system was electrically perturbed and found to exhibit various complex mixed mode oscillations.
The dynamic features are accounted for by the Oregonator model, with time delay incorporated in one of the variables.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
18.
Exfoliated polystyrene (PS)/laponite nanocomposites were prepared successfully. The characteristic doo1 diffraction peak of organo-laponite disappeared in the XRD patterns of nanocomposites, indicating that the laponite layers were exfoliated and the ordered crystal structure of laponite was destroyed because of the styrene polymerization. TEM observations showed that the exfoliated laponite primary particles were dispersed randomly in the PS matrix with lateral dimensions from 1 nm to 10 rim. SEM results showed that the PS/laponite nanocomposite particles were almost monodispersed spheres with the size of about 120 rim. Because of the interaction between PS and laponite nanolayers, the nanocomposites exhibited higher thermal stability and glass transition temperature when compared to pure PS. 相似文献
19.
This paper investigates input-to-state stability (ISS) and integral-input-to-state stability (iISS) of nonlinear impulsive systems with hybrid delayed impulses. Based on Lyapunov method, some sufficient conditions ensuring ISS and iISS of impulsive systems are obtained, where the time derivative of Lyapunov function is indefinite, and the hybrid effects of delayed impulses are also fully considered. It is shown that the impulsive system is ISS provided that the combined action of time delay existing in impulses, continuous dynamic, and the cumulative strength of hybrid impulses satisfies some conditions, even if the hybrid delayed impulses play a destabilizing effect on ISS. Examples and their simulations are presented to illustrate the applicability of the proposed results. 相似文献
20.
A note on smoothed estimating functions 总被引:1,自引:0,他引:1
A. Thavaneswaran Jagbir Singh 《Annals of the Institute of Statistical Mathematics》1993,45(4):721-729
The kernel estimate of regression function in likelihood based models has been studied in Staniswalis (1989,J. Amer. Statist. Assoc.,84, 276–283). The notion of optimal estimation for the nonparametric kernel estimation of semimartingale intensity (t) is proposed. The goal is to arrive at a nonparametric estimate
of 0=(t
0) for a fixed pointt
0 [0, 1]. We consider the estimator that is a solution of the smoothed optimal estimating equation
is the optimal estimating function as in Thavaneswaran and Thompson (1986,J. Appl. Probab.,23, 409–417). 相似文献