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40 个结果
  • 简介:TheMTD(mixturetransitiondistribution)modelbasedonWeibulldistribution(WMTDmodel)isproposedinthispaper,whichisaimedatitsparameterestimation.AnEMalgorithmforestimationisgivenandshowntoworkwellbysomesimulations.Andbootstrapmethodisusedtoobtainconfidenceregionsfortheparameters.Finally,theresultsofarealexample-predictingstockprices-showthattheWMTDmodelproposedisabletocapturethefeaturesofthedatafromthick-taileddistributionbetterthanGMTD(mixturetransitiondistribution)model.

  • 标签: 估计模型 威布尔分布 参数估计 EM算法 引导方法 股票价格
  • 简介:Parameteridentificationproblemisoneofessentialprobleminordertomodeleffectivelyexperimentaldatabyfractalinterpolationfunction.Inthispaper,wefirstpresentanexampletoexplainarelationshipbetweeniterationprocedureandfractalfunction.Thenwediscussconditionsthatverticalscalingfactorsmustobeyinonetypicalcase.

  • 标签: 分形插值函数 参数鉴定 吸引子 垂直定标因数
  • 简介:Inthispaper,anewestimatoroftheshapeparameterinthefamilyofGammadistributionisconstructedbyusingthemomentidea,anditisprovedthatthisestimatorisstronglyconsistentandasymptoticallynormal.

  • 标签: 形状参数 伽玛分布 渐进正态性 评估方法
  • 简介:Robustparameterdesign(RPD)isanimportantissueinexperimentaldesigns.Ifallexperimentalrunscannotbeperformedunderhomogeneousconditions,blockingtheunitsisefective.Inthispaper,weobtainthecorrespondencerelationbetweenfractionalfactorialRPDsandtheblockingschemesforfullfactorialRPDs.Inaddition,weprovideaconstructionofoptimalblockingschemesthatmakeallmainefectsandcontrol-by-noisetwo-factorinteractionsestimable.

  • 标签: 设计优化 稳健 施工 实验设计 参数设计 对应关系
  • 简介:Inthispaper,weproposeadiscrepancyrule-basedmethodtoautomaticallychoosetheregularizationparametersfortotalvariationimagerestorationproblems.Theregularizationparametersareadjusteddynamicallyineachiteration.Numericalresultsareshowntoillustratetheperformanceoftheproposedmethod.

  • 标签: 参数选择 解卷积 差图像 自适应 图像恢复 自动选择
  • 简介:Theboundedparameterestimationproblemanditssolutionleadtomoiemeaningfulresults.Itssuperiorperformanceisduetothefactthatthenewmethodguaranteesthattheeffectoftheuncertaintieswillneverbeunnecessarilyoverestimated.Wethenconsiderhowtoupdateanddowndatetheboundedparameterestimationproblem.WhenupdatinganddowndatingofSVDareusedtothenewproblem,specialtechnologiesaretakentoavoidformingUandVexplicitly,thenincreasethealgorithmperformance.BecauseofthelinkbetweentheboundedparameterestimationandTikhonovregularizationprocedure,wepointoutthatouralgorithmscanalsobeusedtomodifyregularizationproblem.

  • 标签: 参数估计 SVD 数据更新 有界限数据 不确定性
  • 简介:<正>Thispaperconsiderstheadmissibilityoftheestimatorsforfinitepopulationwhentheparameterspaceisrestricted.Weobtainalladmissiblelinearestimatorsofanarbitrarylinearfunctionofcharacteristicvaluesofafinitepopulationintheclassoflinearestimatorsunderthecriterionoftheexpectationofmeansouarederror.

  • 标签: Survey sampling ADMISSIBILITY Linear ESTIMATOR Superpopulation
  • 简介:Inthispaper,weconsiderageneralformoftheincrementsforatwo-parameterWienerprocess.BoththeCsorgo-Revesz'sincrementsandaclassofthelagincrementsarethespecialcasesofthisgeneralformofincrements.OurresultsimplythetheoremthathavebeengivenbyCsorgoandRevesz(1978),andsomeoftheirconditionsareremoved.

  • 标签: 二重时间变量 维纳过程 增量 不递减性 矩阵论
  • 简介:在这篇文章下列随机拦截混合效果模型将被考虑:y_(ij)=v_i+x_(ij)~τβ+ε_(ij),i=1,...,m;j=1,2,...,n_i,在此{v_i}arei.i.d。有吝啬的α和有限变化σ_v~2的随机的效果;{ε_(ij)}是有有限变化σ_ε~的i.i.d随机错误2。这里,我们将估计α,σ_v~2,σ_ε~2,β和学习他们的大样品性质例如强壮的一致性,强壮的集中率和asymptotic规度。

  • 标签: 重复测度 参数估计 随机效应 收敛系统
  • 简介:Abstract.Usingthemethodofundeterminedfunction,asetof12parameterrectangularp|atedementwithdoub[esetparameterandgeometrysymmetryisconstructed.TheirconsistencyerrorareO(h2),oneorderhigherthantheusua[12parameterrectangu|arp[ateelements.

  • 标签: 不确定函数 矩形参数 板弯曲元 精确性
  • 简介:Theparameterembeddingmethodisappliedfornumericallysolvingtheperturbedconservativesystems.BymeansofNewtonianiteration,asimplealgorithmhasbeenconstructed.Finally,theconvergenceoftheiterationisproved.

  • 标签:
  • 简介:Inthispaperastochasticvolatilitymodelisconsidered.Thatis,alogpriceprocessYwhichisgivenintermsofavolatilityprocessVisstudied.ThelatterisdefinedsuchthatthelogpricepossessessomeofthepropertiesempiricallyobservedbyBarndorff-Nielsen&Jiang[6].Inthemodeltherearetwosetsofunknownparameters,onesetcorrespondingtothemarginaldistributionofVandonetoautocorrelationofV.Basedondiscretetimeobservationsofthelogpricetheauthorsdiscusshowtoestimatetheparametersappearinginthemarginaldistributionandfindtheasymptoticproperties.

  • 标签: 参数估计 随机挥发模型 中心极限定理 大数定律 LEVY过程 NIG分布
  • 简介:Fourier不可分的操作员在Fourier分析和部分微分方程起一个重要作用。在这份报纸,我们处理固定双线性并且双性人参数Fourier不可分的操作员,它被一个参数FIO的学习激发并且双线性并且双性人参数Fouriermultipliers和伪differential操作员。当他们在空间变量有紧缩的支持时,我们考虑如此的FIO。如果他们包含一个真实值的阶段(x,,)它在频率变量是联合同类的,,并且顺序零的振幅支持了离开轴和antidiagonal,我们能证明固定控制local-L2盒子。一些更强壮的固定结果也在阶段功能上在更多的限制条件下面被获得。因此,我们的结果扩大固定结果为双线性并且一个参数FIO并且双线性并且双性人参数伪differential操作员到盒子双线性并且双性人参数FIO。

  • 标签: 双线性并且双性人参数 FIO 统一的 Littlewood-Paley 分区 Seeger-Sogge-Stein 分解
  • 简介:ThepurposeofthispaperistouseaveryrecentthreecriticalpointstheoremduetoBonannoandMaranotoestablishtheexistenceofatleastthreesolutionsforthequasilinearsecondorderdifferentialequationonacompactinterval[a,b]?R{-u’’=(λf(x,u)+g(u))h(u’),in(a,b),u(a)=u(b)=0underppropriatehypotheses.Weexhibittheexistenceofatleastthree(weak)solutionsand,andtheresultsareillustratedbyexamples.

  • 标签: 二阶微分方程 拟线性 多解 时间间隔 临界点 定理
  • 简介:Thepaperisconcernedwithsolvingperiodicboundaryproblemofsemilinearsystems,whichwillbedifferentiablyembeddedintoanone-parameterfamilyofoperators.Thesolutionofthesystemsisthenfoundbycontinuingthesolutioncurveofoperatorhomotopy.WhentheNewton-Kantorovich'sprocedureisappliedtothecorrespondingoperatorequations,anefficientalgorithmisderived.Finally,thetheoreticalresultsareinexcellentagreementwiththenumericalexamples.

  • 标签: 周期解 收敛性 边值问题 半线性系统 非线性微分方程
  • 简介:由使用矩阵的向量方法,我们关于线性限制学习生长曲线模型。在矩阵损失功能和向量损失功能下面,我们在不同类的线性类上为参数的线性评估者的考虑获得必要、足够的条件。

  • 标签: 矩阵 矢量法 特征值 代数