半参数回归模型小波估计的弱收敛速度

本文研究了误差为鞅差序列情形下的半参数回归模型.利用小波方法,在相当一般的条件下,得到了参数、非参数估计量的弱收敛速度.     

带优化参数的SVR模型及在软件成本估算中的应用

随着社会各行各业对软件开发投资的日益增长,产业界和学术界越来越关注可靠的软件成本估算,以有效控制软件开发过程中相关风险.为了能更准确地估算软件成本,提出一种带遗传算法优化参数的支持向量回归机模型,用遗传算法来优化支持向量回归机模型中的参数集(C,γ,ε),可以避免参数选择的盲目性,能显著提高支持向量回归机模型的预测能力.分别用IBM DP、Kemerer和Hallmark三个数据库来验证模型的有效性,并与常用的线性回归模型进行对比,结果显示采用遗传算法优化的支持向量回归机模型具有很好的学习精度和推广能力,在MMRE和Pred(0.25)两个标准上都优于线性回归模型.     

非线性回归模型的经验似然诊断

经验似然方法已经被广泛用于线性模型和广义线性模型.本文基于经验似然方法对非线性回归模型进行统计诊断.首先得到模型参数的极大经验似然估计;其次基于经验似然研究了三种不同的影响曲率度量;最后通过一个实际例子,说明了诊断方法的有效性.     

Model-based likelihood ratio confidence intervals for survival functions

We introduce an adjusted likelihood ratio procedure for computing pointwise confidence intervals for survival functions from censored data. The test statistic, scaled by a ratio of two variance quantities, is shown to converge to a chi-squared distribution with one degree of freedom. The confidence intervals are seen to be a neighborhood of a semiparametric survival function estimator and are shown to have correct empirical coverage. Numerical studies also indicate that the proposed intervals have smaller estimated mean lengths in comparison to the ones that are produced as a neighborhood of the Kaplan-Meier estimator. We illustrate our method using a lung cancer data set.     

On the credibility of insurance claim frequency: Generalized count models and parametric estimators

We analyze the concept of credibility in claim frequency in two generalized count models–Mittag-Leffler and Weibull count models–which can handle both underdispersion and overdispersion in count data and nest the commonly used Poisson model as a special case. We find evidence, using data from a Danish insurance company, that the simple Poisson model can set the credibility weight to one even when there are only three years of individual experience data resulting from large heterogeneity among policyholders, and in doing so, it can thus break down the credibility model. The generalized count models, on the other hand, allow the weight to adjust according to the number of years of experience available. We propose parametric estimators for the structural parameters in the credibility formula using the mean and variance of the assumed distributions and a maximum likelihood estimation over a collective data. As an example, we show that the proposed parameters from Mittag-Leffler provide weights that are consistent with the idea of credibility. A simulation study is carried out investigating the stability of the maximum likelihood estimates from the Weibull count model. Finally, we extend the analyses to multidimensional lines and explain how our approach can be used in selecting profitable customers in cross-selling; customers can now be selected by estimating a function of their unknown risk profiles, which is the mean of the assumed distribution on their number of claims.     

噪声模态单元预判的经验模态分解脉冲星信号消噪

为了改善脉冲星辐射脉冲信号的消噪效果, 提出了一种基于噪声模态单元预判的经验模态分解(EMD) 消噪声方法. 该方法首先利用EMD将含噪辐射脉冲信号分解为一组内蕴模态函数(IMF), 根据IMF系数的统计特性采用局部均方误差准则进行噪声模态单元预判, 并将噪声模态单元置零; 然后对噪声模态单元预判处理后的IMF以模态单元为基本单位进行最优比例萎缩消噪, 从而达到抑制噪声、保留信号的目的. 实验结果表明: 与Sure Shrink小波阈值法、Bayes Shrink小波阈值法和EMD模态单元比例萎缩法相比, 基于噪声模态单元预判的EMD消噪方法可以更有效地去除脉冲辐射信号中的噪声, 同时更好地保留信号突变处的细节信息特征, 在信噪比、 均方误差、峰值相对误差、峰位误差和相位误差等方面都有一定程度的改善. 关键词： 脉冲星信号消噪 经验模态分解 噪声模态单元预判 局部均方误差     

Multi-sample cluster analysis using Akaike's Information Criterion

Summary Multi-sample cluster analysis, the problem of grouping samples, is studied from an information-theoretic viewpoint via Akaike's Information Criterion (AIC). This criterion combines the maximum value of the likelihood with the number of parameters used in achieving that value. The multi-sample cluster problem is defined, and AIC is developed for this problem. The form of AIC is derived in both the multivariate analysis of variance (MANOVA) model and in the multivariate model with varying mean vectors and variance-covariance matrices. Numerical examples are presented for AIC and another criterion calledw-square. The results demonstrate the utility of AIC in identifying the best clustering alternatives. This research was supported by Office of Naval Research Contract N00014-80-C-0408, Task NR042-443 and Army Research Office Contract DAAG 29-82-K-0155, at the University of Illinois at Chicago.     

一类小波的正则阶估计

１引言我们知道,一个可生成Ｌ２（Ｒ）中的多分辩分析的尺度函数（ｘ）满足双尺度差分方程（１）式的Ｆｏｕｒｉｅｒ变换为其中（ω）是函数（ｘ）的Ｆｏｕｒｉｅｒ变换,而叫做小波的共轭滤波器（简称滤波器）,它满足若将滤波器Ｈ（ω）设成则条件（３）成为可形式地写出Ｄａｕｂｅｃｈｉｅｓ［１］给出了（６）式无穷乘积收敛的条件．她还针对Ｆ（ｚ）为多项式情形（此时称滤波器为多项式滤波器）,给出了产生紧支小波的方法并给出了正则阶估计［２］．在［３］中,作者给出了小波分式滤波器的定义（即（４）式中Ｆ（ｚ））是实系数有理…     

Nonlinear wavelet estimation of regression function with random desigm

The nonlinear wavelet estimator of regression function with random design is constructed. The optimal uniform convergence rate of the estimator in a ball of Besov spaceB ³ _p,q is proved under quite general assumpations. The adaptive nonlinear wavelet estimator with near-optimal convergence rate in a wide range of smoothness function classes is also constructed. The properties of the nonlinear wavelet estimator given for random design regression and only with bounded third order moment of the error can be compared with those of nonlinear wavelet estimator given in literature for equal-spaced fixed design regression with i.i.d. Gauss error. Project supported by Doctoral Programme Foundation, the National Natural Science Foundation of China (Grant No. 19871003) and Natural Science Fundation of Heilongjiang Province, China.     

含不同形状内热源的圆管内纳米流体自然对流及换热数值研究

采用格子玻尔兹曼方法对有三种恒温热源(圆形、三角形、方形)参与的圆管内纳米流体(铜-水)自然对流进行数值研究.主要研究瑞利(Ra)数,纳米颗粒体积分数以及热源几何形状等控制参数对纳米流体的流动与传热的影响.结果发现纳米颗粒体积分数的增加有利于强化传热,且在Ra数较小时,平均努塞尔(Nu)数增加的幅度要优于Ra数较大的情...