误差非线性回归模型基于几何方法的若干二阶渐近性质

该文用微分几何方法对AR(q)误差非线性回归模型若干二 阶渐近性质进行了研究. 作者基于Fisher信息阵在欧氏空间定义了内积，并在期望参数空间建立了几何结构. 基于上述几何结构，给出了AR(q)误差非线性回归模型若干二阶渐近性质的曲率表示. 将前人的一些结果推广到AR(q)误差非线性回归模型.      

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.     

Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements

We study a stratified multisite cluster‐sampling panel time series approach in order to analyse and evaluate the quality and reliability of produced items, motivated by the problem to sample and analyse multisite outdoor measurements from photovoltaic systems. The specific stratified sampling in spatial clusters reduces sampling costs and allows for heterogeneity as well as for the analysis of spatial correlations due to defects and damages that tend to occur in clusters. The analysis is based on weighted least squares using data‐dependent weights. We show that this does not affect consistency and asymptotic normality of the least squares estimator under the proposed sampling design under general conditions. The estimation of the relevant variance–covariance matrices is discussed in detail for various models including nested designs and random effects. The strata corresponding to damages or manufacturers are modelled via a quality feature by means of a threshold approach. The analysis of outdoor electroluminescence images shows that spatial correlations and local clusters may arise in such photovoltaic data. Further, relevant statistics such as the mean pixel intensity cannot be assumed to follow a Gaussian law. We investigate the proposed inferential tools in detail by simulations in order to assess the influence of spatial cluster correlations and serial correlations on the test's size and power. ©2016 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd.     

DATA PREORDERING IN GENERALIZED PAV ALGORITHM FOR MONOTONIC REGRESSION

Monotonic regression （MR） is a least distance problem with monotonicity constraints induced by a partiaily ordered data set of observations. In our recent publication [In Ser. Nonconvex Optimization and Its Applications, Springer-Verlag, （2006） 83, pp. 25-33], the Pool-Adjazent-Violators algorithm （PAV） was generalized from completely to partially ordered data sets （posets）. The new algorithm, called CPAV, is characterized by the very low computational complexity, which is of second order in the number of observations. It treats the observations in a consecutive order, and it can follow any arbitrarily chosen topological order of the poset of observations. The CPAV algorithm produces a sufficiently accurate solution to the MR problem, but the accuracy depends on the chosen topological order. Here we prove that there exists a topological order for which the resulted CPAV solution is optimal. Furthermore, we present results of extensive numerical experiments, from which we draw conclusions about the most and the least preferable topological orders.     

基于IFSR异常样本剔除的落叶松木材密度近红外优化模型的研究

木材密度可以反映木材的干缩性、抗压抗拉强度等多种物理性质,是重要的木材物理特性。采用近红外光谱技术能够实现木材密度的快速预测,可克服传统检测方法耗费人力、物力、时间的弊端,但建模结果往往受异常样本的影响。为准确识别并剔除样本集中的异常样本,提出一种孤立森林结合学生化残差方法(IFSR),在利用孤立森林集成特征的优点基础上考虑样本对模型的影响度,可同时检测异常样本与强影响样本。该研究对181个落叶松木材样本的近红外光谱及其在常温下的气干密度进行了测定。通过对比多种方法预处理和特征选择方法,确定采用标准正态变量变化(SNV)+去趋势处理(DT)+均值中心化(MC)+标准化(Auto)方法进行预处理,采用竞争性自适应重加权算法(CARS)进行特征波段选择,消除噪声及无关信息对算法的影响,简化数据集,提高算法剔除异常样本的准确性。为验证IFSR方法剔除异常样本的能力,将其与蒙特卡洛交互验证(MCCV)、马氏距离(MD)等其他六种异常检测方法对比分析,建立偏最小二乘(PLS)模型对其进行异常检测性能评价。同时在上述基础上采用粒子群寻优-支持向量机回归(PSO-SVR), BP神经网络(BPNN)...     

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。     

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...     

基于可见-近红外光谱技术预测茶鲜叶全氮含量

为快速无损监测茶树氮素营养及其生长状况,基于可见-近红外光谱技术建立了茶鲜叶全氮含量的预测模型。以茶鲜叶为对象,田间试验使用便携式光谱仪采集叶片漫反射光谱信息,通过不同预处理和统计分析,建立茶鲜叶全氮含量预测的光谱模型。试验共采集111个样品,其中86个样品作校正集,25个样品作预测集。通过一阶导数与滑动平均滤波相结合的预处理方法,用7个主成分建立的偏最小二乘模型最好,其校正集均方根误差(RMSEC)为0.097 3,预测集的相关系数为0.888 1,预测均方根误差(RMSEP)为0.130 4,预测的平均相对误差为4.339%。研究结果表明,利用可见-近红外光谱技术可以很好地预测茶鲜叶全氮含量,对于快速实时监测茶树长势和施肥管理具有重要指导意义。     

Validity of the quantum regression theorem for resonance fluorescence in a photonic crystal

Correlation functions of a driven two‐level system embedded in a photonic crystal are analyzed. The spectral density of the photonic bands near a gap makes this system non‐Markovian. The equations of motion for two‐time correlations are derived by two different methods, the quantum regression theorem and the fluctuation dissipation theorem, and found to be the same.     

利用回归分析拟合Duncan-Chang双曲线E-γ模型的材料参数

介绍了回归分析的基本概念及求解回归系数的方法,并分析了利用回归分析Duncan-Chang双曲线E-γ土力学模型时所建立起的方程组的特点.而基于方程组的这些特点及材料参数的数值限制,提出了在求解之前需先设定其中一个材料参数R_f的值.最后,通过一个例子的分析,总结了回归分析计算结果的特点,并对R_f值之设定作出了说明及探讨.