应用联合分析和混合回归模型进行市场细分

联合分析是一种有效地反映消费者需求差异的方法,所以被广泛地应用到市场细分的研究中。但是,传统的方法存在着一定的不足。本研究提出了一个残差分布假设不同的混合回归模型,模型估计的效率比较高,而且模型系数也必较可靠。所以不失为一个比较理想的市场细分分析工具。本文应用该模型方法对一个笔记本电脑联合分析案例进行了实证分析。     

油菜叶片和冠层水平氮素含量的高光谱反射率估算模型

通过设计实验首先确定是否可以用油菜叶片反射率光谱预测其氮素含量,以及是否可以用预测的光谱特征值与氮素含量建立相关模型。实验结果表明,反射率光谱的转化形式R的一阶微分为预测油菜氮素含量的最佳形式,最佳波段选择与其他研究结果相似。短波红外光谱波段能较好预测氮素含量,但是选择的高相关性短波红外区域一般都较窄,因此可用高光谱和高辐射分辨率来准确描述油菜光谱特征。短波红外反射率的变化主要是由于植被化学信号的改变而引起的。直接太阳辐射率、观测设备、叶片振动以及大气湿度的细微变化都可能引起光谱一阶微分的变化。冠层反射率一阶微分R′建立的逐步回归模型拟合度较高。     

基于NPP-VIIRS夜间灯光数据的山西省GDP空间化模拟

选取山西省为研究对象,以美国国家极轨合作仪件-可见红外成像辐射计套件（NPP-VIIRS）夜间灯光数据、GDP统计数据等为数据源,构建GDP空间化拟合模型,建立山西省GDP密度图,据此研究山西省经济的空间差异性。通过对NPP-VIIRS夜间灯光数据的空间化处理,提取灯光指数,并将其与GDP进行回归拟合,建立最佳回归模型,得到GDP密度拟合图;利用县级GDP数据进行线性纠正,从而提高GDP的模拟精度。结果表明：（1）NPP-VIIRS夜间灯光数据与GDP的相关性较高,可用于山西省GDP模拟;（2）与GDP分区建模相比,GDP整体建模的精度更高;（3）山西省GDP的空间分布整体呈由城市中心逐渐向周边辐射的特点,构成GDP过渡带。     

高反射膜激光零几率损伤阈值的实验研究

在确定光学薄膜激光损伤阈值的实验数据处理过程中,发现一些样品的数据点分布偏离直线型式。对此,用国际标准规定的零几率来确定损伤阈值的同时,对测试数据点采用了不同的非直线拟合,也得到一个零几率损伤阈值。比较两者差异,并与实验测试结果对照,发现这些样品采用非直线拟合得出的零几率损伤阈值与实际情况更接近一些。     

A strategy for multivariate calibration based on modified single-index signal regression: Capturing explicit non-linearity and improving prediction accuracy

In this paper, a modified single-index signal regression (mSISR) method is proposed to construct a nonlinear and practical model with high-accuracy. The mSISR method defines the optimal penalty tuning parameter in P-spline signal regression (PSR) as initial tuning parameter and chooses the number of cycles based on minimizing root mean squared error of cross-validation (RMSECV). mSISR is superior to single-index signal regression (SISR) in terms of accuracy, computation time and convergency. And it can provide the character of the non-linearity between spectra and responses in a more precise manner than SISR. Two spectra data sets from basic research experiments, including plant chlorophyll nondestructive measurement and human blood glucose noninvasive measurement, are employed to illustrate the advantages of mSISR. The results indicate that the mSISR method (i) obtains the smooth and helpful regression coefficient vector, (ii) explicitly exhibits the type and amount of the non-linearity, (iii) can take advantage of nonlinear features of the signals to improve prediction performance and (iv) has distinct adaptability for the complex spectra model by comparing with other calibration methods. It is validated that mSISR is a promising nonlinear modeling strategy for multivariate calibration.     

泊松逆高斯回归模型的贝叶斯统计推断

本文研究泊松逆高斯回归模型的贝叶斯统计推断.基于应用Gibbs抽样,Metropolis-Hastings算法以及Multiple-Try Metropolis算法等MCMC统计方法计算模型未知参数和潜变量的联合贝叶斯估计,并引入两个拟合优度统计量来评价提出的泊松逆高斯回归模型的合理性.若干模拟研究与一个实证分析说明方...     

基于小波核偏最小二乘回归方法的混沌系统建模研究

基于核学习的强大非线性映射能力,结合用于回归建模的线性偏最小二乘(PLS)算法,提出一种小波核偏最小二乘(WKPLS)回归方法. 该方法基于支持向量机使用的经典核函数技巧,将输入映射到高维非线性的特征空间,在特征空间中,构造线性的PLS回归模型. PLS方法利用输入与输出变量之间的协方差信息提取潜在特征,而可允许的小波核函数具有近似正交以及适用于信号局部分析的特性. 因此,结合它们优点的WKPLS方法显示了更好的非线性建模性能. 将WKPLS方法应用在非线性混沌动力系统建模上,并与基于高斯核的核偏最小二乘 关键词： 小波核 偏最小二乘回归 混沌系统 建模     

Classical Backfitting for Smooth-Backfitting Additive Models

Smooth backfitting has been shown to have better theoretical properties than classical backfitting for fitting additive models based on local linear regression. In this article, we show that the smooth backfitting procedure in the local linear case can be alternatively performed as a classical backfitting procedure with a different type of smoother matrices. These smoother matrices are symmetric and shrinking and some established results in the literature are readily applicable. The connections allow the smooth backfitting algorithm to be implemented in a much simplified way, give new insights on the differences between the two approaches in the literature, and provide an extension to local polynomial regression. The connections also give rise to a new estimator at data points. Asymptotic properties of general local polynomial smooth backfitting estimates are investigated, allowing for different orders of local polynomials and different bandwidths. Cases of oracle efficiency are discussed. Computer-generated simulations are conducted to demonstrate finite sample behaviors of the methodology and a real data example is given for illustration. Supplementary materials for this article are available online.     

Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.