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1.
Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
2.
Hidetoshi Shimodaira 《Annals of the Institute of Statistical Mathematics》1997,49(3):395-410
The asymptotic error probability of Linhart's model selection test isevaluated, and compared with the nominal significance level. We examine thecase where the expected discrepancies of the candidate models from the truemodel are asymptotically equal. The local alternatives method is employed inthe limiting operation of the asymptotic evaluation. Although the errorprobability under the null hypothesis is actually shown to be equal to orless than the level for most situations, intolerable violations of the errorcontrol are observed for nested models: It is often erroneously concludedthat the smaller model is significantly better than the larger model. Toprevent this violation, a modification of Linhart's test statistic isproposed. The effectiveness of the proposed test is confirmed throughtheoretical analysis and numerical simulations. 相似文献
3.
属性区间识别理论模型研究及其应用 总被引:15,自引:3,他引:12
根据程乾生教授创立的属性识别理论模型[1] ,提出了属性测度区间的概念 ,建立了属性区间识别理论模型 ,并在自然科学学术期刊质量评价中进行了应用 . 相似文献
4.
一类广义Bent型S-Box的构造 总被引:1,自引:0,他引:1
王章雄 《数学的实践与认识》2002,32(6):999-1002
S-box是密码理论与实践中十分重要的一种装置 ,它的密码性能由其分量函数所决定 .于是 ,选择适当的分量函数来构造 S-box就成了一个重要的研究课题 .在一定意义上 ,Bent函数是最优良的密码函数 .本文通过函数序列半群和置换群来构造其任何非零线性组合为 Bent函数与线性函数之和的函数组 ,从而可由 Bent函数构造出具有高度非线性度和其他良好性状的 S-box 相似文献
5.
Augustine O. Esogbue Qiang Song Donovan Young 《Mathematical Methods of Operations Research》2006,63(3):525-542
In this paper the problem of verifying the Pareto-optimality of a given solution to a dynamic multiple-criterion decision (DMCD) problem is investigated. For this purpose, some new conditions are derived for Pareto-optimality of DMCD problems. In the literature, Pareto-optimality is characterized by means of Euler-Lagrangian differential equations. There exist problems in production and inventory control to which these conditions cannot be applied directly (Song 1997). Thus, it is necessary to explore new conditions for Pareto-optimality of DMCD problems. With some mild assumptions on the objective functionals, we develop necessary and/or sufficient conditions for Pareto-optimality in the sprit of optimization theory. Both linear and non-linear cases are considered. 相似文献
6.
C. D. Bisbos 《Optimization Letters》2007,1(1):101-109
Limit and shakedown analysis problems of Computational Mechanics lead to convex optimization problems, characterized by linear objective functions, linear equality constraints and constraints expressing the restrictions imposed by the material strength. It is shown that two important strength criteria, the Mohr–Coulomb and the Tresca criterion, can be represented as systems of semidefinite constraints, leading this way to semidefinite programming problems. 相似文献
7.
对线性模型参数,讨论了Bayes估计的Pitman最优性,将已有结果进行了改进,去掉了附加条件,证明了在Pitman准则下,Bayes估计一致优于最小二乘估计(LSE),在此基础上,提出了一种基于先验信息的方差分量估计,通过和基于LSE的方差分量估计作比较,证明了新估计是无偏估计且有更小的均方误差.最后,证明了在Pitman准则下生长曲线模型参数的Bayes估计优于最佳线性无偏估计. 相似文献
8.
基于Prony算法的Delsuc谱预测是目前NMR LPSVD(Linear Prediction SingularValue Decomposition)法中比较实用的方法。但在高噪声的条件下,时有失峰和假峰出现且要事先知道谱的峰数。本文通过跟踪迭代过程发现Delsuc法的判别因子r_(mis) 很难选定。如果它太小会失峰,而过大又会出现假峰。同时,由于噪声的影响,弱信号的采样点之间的相关性比强信号小,从而在迭代过程中会增加数值不稳定性。文中引入峰面积判据来改善Delsuc法,经模拟与实验均证明结果有效。 相似文献
9.
An adaptive pruning algorithm for the discrete L-curve criterion 总被引:1,自引:0,他引:1
Per Christian Hansen Toke Koldborg Jensen Giuseppe Rodriguez 《Journal of Computational and Applied Mathematics》2007
We describe a robust and adaptive implementation of the L-curve criterion. The algorithm locates the corner of a discrete L-curve which is a log–log plot of corresponding residual norms and solution norms of regularized solutions from a method with a discrete regularization parameter (such as truncated SVD or regularizing CG iterations). Our algorithm needs no predefined parameters, and in order to capture the global features of the curve in an adaptive fashion, we use a sequence of pruned L-curves that correspond to considering the curves at different scales. We compare our new algorithm to existing algorithms and demonstrate its robustness by numerical examples. 相似文献
10.
Oleg N. Obrezkov Andrey V. Pirogov Igor V. Pletnev Oleg A. Shpigun 《Mikrochimica acta》1991,103(5-6):293-302
A new optimization criterion for chromatography is presented. It was designed to evaluate the quality of chromatograms in a way similar to human estimation. Selectivity, efficiency, and time of analysis as well as the number of peaks were taken into account. The criterion has been tested in comparison with expert estimations and some modern criteria. A better agreement of the new criterion with human estimation of chromatographic quality compared to some literature criteria is shown. A number of successful optimization runs has been performed using the criterion together with simplex optimization. 相似文献