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排序方式: 共有904条查询结果,搜索用时 15 毫秒
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运用一种新的动力学突变检测方法——排列熵(permutation entropy,PE)算法,计算并分析了中国华北地区52个站点1960年—2000年逐日平均气温资料的排列熵演化情况,发现中国华北地区气温在20世纪70年代中期、80年代初均发生了较大突变;进一步用经验模态分解(empirical mode decomposition,EMD)方法对排列熵序列进行逐级平稳化处理,结果发现这一地区的气温突变与准10年这一年代际时间尺度的周期变率密切相关,其原因与太阳黑子活动有着密切联系.
关键词:
华北
突变
排列熵算法
经验模态分解 相似文献
5.
This paper introduces a profile empirical likelihood and a profile conditionally empirical likelihood to estimate the parameter
of interest in the presence of nuisance parameters respectively for the parametric and semiparametric models. It is proven
that these methods propose some efficient estimators of parameters of interest in the sense of least-favorable efficiency.
Particularly, for the decomposable semiparametric models, an explicit representation for the estimator of parameter of interest
is derived from the proposed nonparametric method. These new estimations are different from and more efficient than the existing
estimations. Some examples and simulation studies are given to illustrate the theoretical results.
The first author is supported by NNSF projects (10371059 and 10171051) of China. The second author is supported by a grant
from The Research Grants Council of the Hong Kong Special Administrative Region, China (#HKU7060/04P). The third author is
supported by the University Research Committee of the University of Hong Kong and a grant from the Research Grants Council
of the Hong Kong Special Administrative Region, China (Project No. HKU7323/01M). 相似文献
6.
This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests. 相似文献
7.
Frank N. Proske Madan L. Puri 《Proceedings of the American Mathematical Society》2003,131(9):2937-2944
In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.
8.
Michael A. Zazanis 《Queueing Systems》1992,11(4):419-428
We examine level crossings of sample paths of queueing processes and investigate the conditions under which the limiting empirical distribution for the workload process exists and is absolutely continuous. The connection between the density of the workload distribution and the rate of downcrossings is established as a sample path result that does not depend on any stochastic assumptions. As a corollary, we obtain the sample path version of the Takács formula connecting the time and customer stationary distributions in a queue. Defective limiting empirical distributions are considered and an expression for the mass at infinity is derived.This research has been supported in part by NSF Grants ECS-8811003 and DDM-8905638. 相似文献
9.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
10.
Let X1, X2, …, Xn be random vectors that take values in a compact set in Rd, d ≥ 1. Let Y1, Y2, …, Yn be random variables (“the responses”) which conditionally on X1 = x1, …, Xn = xn are independent with densities f(y | xi, θ(xi)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θq,d of real valued functions, an optimal L1-consistent estimator
of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θq,d. 相似文献