对直接标准化算法的改进及其应用

由于各种仪器之间存在差异,主机上建立的定量模型用于从机会导致预测结果出现较大偏差。目前主要通过有标样方法和无标样方法来减小预测偏差。该文对现有标样方法中的直接标准化算法进行改进,在转移矩阵的建立过程中,对从仪器数据矩阵进行主成分分解,以预测均方差为判定标准,确定最终的转移矩阵。并以玉米和烟草数据为对象,测试了该法的有效性。玉米样品含有2种成分:水分和蛋白质;烟草样品含有4种成分:还原糖、总糖、总氮和总碱。结果表明,对于玉米样品中的2种成分,采用改进的方法可显著提高预测的准确度;对于烟草中的4种成分而言,采用改进的方法可获得稳健的预测结果。     

基于半参数多元Copula-GARCH模型的开放式基金投资组合风险分析

利用Copula技术对我国开放式基金市场的投资组合进行了风险分析。为克服传统Copula模型对金融尾部数据刻画能力的不足,建立了半参数的多元Copula-GARCH模型,灵活地对各支基金的边缘分布进行拟合,刻画了开放式基金投资组合的相依结构。并利用基于Copula技术的蒙特卡洛模拟,对投资组合进行了VaR分析,结果证实了所建立模型的可行性和有效性。     

基于统计过程控制技术的项目管理可视化控制系统

概述IMCS-SPC模型的总体框架、组成部分以及两大核心技术(多变量统计过程控制技术和虚拟现实可视化技术);详细讨论项目管理者构建IMCS-SPC模型的基本步骤。作为一种采用多元统计分析进行过程控制的可视化决策支持系统,IMCS-SPC为项目管理者提供了一种十分清晰、直观的过程控制方法和工具,可有效提高项目管理效率,以确保项目过程的正常运行。     

Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation

In many industrial manufacturing processes, the ratio of the variance to the mean of a quantity of interest is an important characteristic to ensure the quality of the processes. This ratio is called the coefficient of variation (CV). A lot of control charts have been designed for monitoring the CV of univariate quantity in the literature. However, the CV control charts for multivariate quantity have not received much attention yet. In this paper, we investigate a variable sampling interval (VSI) Shewhart control chart for monitoring multivariate CV. The time between two consecutive samples is allowed to vary according to the previous value of the multivariate CV, which will help the chart to detect the process shifts faster. The comparison with the fixed sampling interval Shewhart chart is implemented to highlight the advantage of the VSI method. Finally, an illustrative example is demonstrated on real data.     

多变量极值理论在银行操作风险度量中的运用

针对银行操作风险损失分布的厚尾性和损失事件之间的尾部相依性,首先用单变量极值理论建立了单个损失事件计量模型,然后用多变量极值的连接函数反映了损失事件之间的尾部相依性,避免了计量中对银行操作风险的低估和对监管资本要求高估.     

高维分形函数与插值

1 预备知识 1986年,Barnsley[1]采用某种特殊的迭代函数系统(IFS)构造了分形插值函数(FIF), 在计算机图形学等领域得到了广泛的应用(参见[1,2,5,6])．Massopust[4],J．S．Geronimo和 D．P．Hardin[3]等构造了三角形域上的自仿射分形函数,其图像称为分形曲面。文献[7]发现了矩形区域上分形函数的特征定理,并由此解决了矩形区域的分形插值问题．本文中     

Local asymptotic normality of multivariate ARMA processes with a linear trend

The local asymptotic normality (LAN) property is established for multivariate ARMA models with a linear trend or, equivalently, for multivariate general linear models with ARMA error term. In contrast with earlier univariate results, the central sequence here is correlogram-based, i.e. expressed in terms of a generalized concept of residual cross-covariance function.     

Mixed Estimations and Bayes Estimation of theRegression Coefficient in Multivariate Linear Model

ＭｉｘｅｄＥｓｔｉｍａｔｉｏｎｓａｎｄＢａｙｅｓＥｓｔｉｍａｔｉｏｎｏｆｔｈｅＲｅｇｒｅｓｓｉｏｎＣｏｅｆｆｉｃｉｅｎｔｉｎＭｕｌｔｉｖａｒｉａｔｅＬｉｎｅａｒＭｏｄｅｌ￥ＨｕａｎｇＹａｎｇｘｉｎ（黄养新）（ＷｕｈａｎＵｎｉｖｅｒｓｉｔｙｏｆＴｅｃｈ...     

On interpolation with products of positive definite functions

In this paper we consider the problem of scattered data interpolation for multivariate functions. In order to solve this problem, linear combinations of products of positive definite kernel functions are used. The theory of reproducing kernels is applied. In particular, it follows from this theory that the interpolating functions are solutions of some varational problems.     

关于多元t分布的一些讨论

本文用对随机向量进行变换的方法，引入了多元ｔ分布．并讨论了它的若干性质以及它与多元正态分布的关系．