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排序方式: 共有189条查询结果,搜索用时 15 毫秒
61.
This paper studies spectral density estimation based on amplitude modulation including missing data as a specific case. A generalized periodogram is introduced and smoothed to give a consistent estimator of the spectral density by running local linear regression smoother. We explore the asymptotic properties of the proposed estimator and its application to time series data with periodic missing. A simple data-driven local bandwidth selection rule is proposed and an algorithm for computing the spectral density estimate is presented. The effectiveness of the proposed method is demonstrated using simulations. The application to outlier detection based on leave-one-out diagnostic is also considered. An illustrative example shows that the proposed diagnostic procedure succeeds in revealing outliers in time series without masking and smearing effects. Supported by Chinese NSF Grants 10001004 and 39930160, and Fellowship of City University of Hong Kong.  相似文献   
62.
Estimation in partial linear EV models with replicated observations   总被引:4,自引:0,他引:4  
The aim of this work is to construct the parameter estimators in the partial linear errors-in-variables (EV) models and explore their asymptotic properties. Unlike other related references, the assumption of known error covariance matrix is removed when the sample can be repeatedly drawn at each designed point from the model. The estimators of interested regression parameters, and the model error variance, as well as the non-parametric function, are constructed. Under some regular conditions, all of the estimators prove strongly consistent. Meanwhile, the asymptotic normality for the estimator of regression parameter is also presented. A simulation study is reported to illustrate our asymptotic results.  相似文献   
63.
Progress in the studies of “solar activity and its geo-space Effects”   总被引:3,自引:0,他引:3  
Estimators are presented for the coefficients of the polynomial errors-in-variables (EV) model when replicated observations are taken at some experimental points. These estimators are shown to be strongly consistent under mild conditions.  相似文献   
64.
天文图像多帧盲反卷积收敛性的增强方法   总被引:1,自引:0,他引:1  
罗林  王黎  程卫东  沈忙作 《物理学报》2006,55(12):6708-6714
天文图像多帧盲反卷积的收敛性受到初始目标、约束条件和光子噪声等因素的影响.提出了用实际光学成像系统参数确定频率带宽有限约束的方法.用Knox-Thompson 方法重构初始目标相位形成盲反卷积算法的初始目标函数.研究了一种新颖的有效减小光子噪声、边缘效应和振铃现象的方法.根据最大似然估计理论,用期望最大化的优化方法建立了改进的严格约束多帧盲反卷积算法.模拟图像和实际天文图像的复原结果表明,所建立的多帧盲反卷积,可以有效克服大气湍流和减小光子噪声,改善天文观察图像的分辨率,并部分消除光学系统衍射效应对恢复图像的影响. 关键词:大气光学天文观测图像处理和恢复  相似文献   
65.
    
The well‐known Markowitz approach to portfolio allocation, based on expected returns and their covariance, seems to provide questionable results in financial management. One motivation for the pitfall is that financial returns have heavier than Gaussian tails, so the covariance of returns, used in the Markowitz model as a measure of portfolio risk, is likely to provide a loose quantification of the effective risk. Additionally, the Markowitz approach is very sensitive to small changes in either the expected returns or their correlation, often leading to irrelevant portfolio allocations. More recent allocation techniques are based on alternative risk measures, such as value at risk (VaR) and conditional VaR (CVaR), which are believed to be more accurate measures of risk for fat‐tailed distributions. Nevertheless, both VaR and CVaR estimates can be influenced by the presence of extreme returns. In this paper, we discuss sensitivity to the presence of extreme returns and outliers when optimizing the allocation, under the constraint of keeping CVaR to a minimum. A robust and efficient approach, based on the forward search, is suggested. A Monte Carlo simulation study shows the advantages of the proposed approach, which outperforms both robust and nonrobust alternatives under a variety of specifications. The performance of the method is also thoroughly evaluated with an application to a set of US stocks.  相似文献   
66.
    
In the field of multivariate quality control, there are many control charts related to the process mean but few options addressing process variability. Variability control charts have two main drawbacks: the first relates to the number of parameters to tune and the second relates to how changes in the mean affect the performance of these charts. Thus, in this paper, we propose a new multivariate variability control chart, called the multivariate exponentially weighted covariance matrix combination, which solves these two problems. The results show that this new chart performs well in the detection of changes in variance when the mean does not change and outperforms other charts when the mean does change.  相似文献   
67.
    
A partially observable control problem for an Rd-valued jump process with counting observations is studied. The state and the observations may be strongly dependent and, in particular, the two processes may jump together. An equivalent separated problem is introduced and the existence of an optimal control for the separated problem is obtained in the class of relaxed and generalized controls. Equivalence between the initial problem and the relaxed generalized separated control problem is discussed.  相似文献   
68.
Solid cast films with polydomain textures were prepared on a glass substrate with transparent interdigitated electrodes from an isotropic aqueous solution of hydroxypropyl cellulose via its liquid crystalline phase under the sinusoidal electric field with small amplitude and frequency of 0.05 V µm?1 and 105 Hz, respectively. The process was monitored using microdielectrometry as well as polarised optical microscopy. The apparent dielectric constant εr′ and loss factor εr″ sensitively changed with time depending on the process conditions. On the other hand, the logarithmic relation between εr″ and εr′ showed a single curve, when they were normalised by an effective portion of the electrostatic energy density estimated using each solid‐film thickness. The conversion to the solid film was estimated during the process based on the concentration dependences of εr′ and εr″. Characteristic times were reported for the onset of the biphasic phase, fully developed cholesteric phase and termination of the process.  相似文献   
69.
    
The results of experimental observations and mathematical modeling of corona formation on the tips of grounded rods are presented as a function of their tip height, curvature radius, the magnitude and polarity of the applied electric field producing corona. The investigations demonstrate that corona current depends on the active volume of zone in which electric field strength exceeds the breakdown criteria for air. The mathematical model was verified with the experimental data, enabling dependence of corona current on rod tip height, tip radius and applied electric field strength to be quantified with the need for a plethora of experiments.  相似文献   
70.
The linear viscoelastic properties of a suspension composed of titanium dioxide nanoparticles were measured under the direct current (dc) electric field with narrow gap distances between the electrodes. The yielding behavior under no external electric fields was also discussed. The wall slip at the interface between the parallel plates and the nano-suspension was briefly discussed. Under the dc electric field, a fine chain-like microstructure was optically found within a narrow gap of 50 μm between the electrodes in the quiescent state. The nano-suspension confined to a narrow gap of 65 μm between the parallel plates was rather viscoelastic even at the highest strength of the electric field of 16 kV·mm−1. Furthermore, fast and slow relaxations of the dynamic moduli were found after removal of the electric field. It was pointed out that the linear viscoelasticity was an appropriate measure of the microstructure before yielding.  相似文献   
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