Group contingency test for two or several independent samples

This paper proposes a new and distribution-free test called “Group Contingency” test (GC, for short) for testing two or several independent samples. Compared with traditional nonparametric tests, GC test tends to explore more information based on samples, and it’s location-, scale-, and shapesensitive. The authors conduct some simulation studies comparing GC test with Wilcoxon rank sum test (W), Kolmogorov-Smirnov test (KS) and Wald-Wolfowitz runs test (WW) for two sample case, and with Kruskal-Wallis (KW) for testing several samples. Simulation results reveal that GC test usually outperforms other methods.     

On Rank Factorizations and Factor Prime Factorizations for Multivariate Polynomial Matrices

In this paper, rank factorizations and factor left prime factorizations are studied. The authors prove that any polynomial matrix with full row rank has factor left prime factorizations. And for a class of polynomial matrices, the authors give an algorithm to decide whether they have rank factorizations or factor left prime factorizations and compute these factorizations if they exist.     

Generalized F-test for high dimensional regression coefficients of partially linear models

This paper proposes a test procedure for testing the regression coefficients in high dimensional partially linear models based on the F-statistic. In the partially linear model, the authors first estimate the unknown nonlinear component by some nonparametric methods and then generalize the F-statistic to test the regression coefficients under some regular conditions. During this procedure, the estimation of the nonlinear component brings much challenge to explore the properties of generalized F-test. The authors obtain some asymptotic properties of the generalized F-test in more general cases,including the asymptotic normality and the power of this test with p/n ∈(0, 1) without normality assumption. The asymptotic result is general and by adding some constraint conditions we can obtain the similar conclusions in high dimensional linear models. Through simulation studies, the authors demonstrate good finite-sample performance of the proposed test in comparison with the theoretical results. The practical utility of our method is illustrated by a real data example.     

Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response

This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time. The authors show that the proposed estimator of the regression parameter is rootn consistent and asymptotically normal. The authors also show that the isotonic estimator of the functional component, at a fixed point, is cubic root-n consistent and converges in distribution to the slope at zero of the greatest convex minorant of the sum of a two-sided standard Brownian motion and the square of the time parameter. A simulation study is carried out to investigate the performance of the estimators proposed in this article.     

Sufficient Conditions of Robust Schur Stability for Uncertain 2-D Polynomials

１　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｒｅｅｘｉｓｔｓａｋｉｎｄｏｆ２Ｄｄｉｓｃｒｅｔｅｓｙｓｔｅｍｓｗｉｔｈｕｎｃｅｒｔａｉｎｐａｒａｍｅｔｅｒｓｏｒｓｕｂｊｅｃｔｔｏｒａｎｄｏｍｄｉｓｔｕｒｂａｎｃｅｓ．Ｄｉｆｆｅｒｅｎｔｆｒｏｍｕｎｃｅｒｔａｉｎ１Ｄｐｏｌｙｎｏｍｉａｌｓ，ｔｈｅｐａｒａｍｅｔｅｒｓｐａｃｅｏｆｔｈｅｕｎｃｅｒｔａｉｎ２Ｄｐｏｌｙｎｏｍｉａｌｓｉｓｏｆ（Ｍ＋１）×（Ｎ＋１）ｄｉｍｅｎｓｉｏｎｓａｔｍｏｓｔ．ＴｈｏｕｇｈｓｏｍｅｒｅｓｕｌｔｓａｂｏｕｔｔｈｅｒｏｂｕｓｔＨ…     

子空间约束秩1干扰下的雷达信号检测

考虑雷达待检测单元在受到子空间约束的秩1干扰情况下的自适应检测问题,即待检测单元背景噪声协方差矩阵中叠加有一个秩为1的干扰协方差矩阵,并假定干扰分量约束在一个已知的子空间内.采用双步广义似然比检验准则,得到子空间约束的秩为1的干扰检测器(subspace constrained rank one interferenc...     

基于集团序方法的推荐系统输出

论文从推荐系统的输出形式出发, 认为系统以top-N形式输出时, N值的大小影响了推荐的质量和推荐个性化. 论文探讨了输出结果差异化的可行性及一般方法, 采用集团序的方法提出以整个子集团作为推荐输出、以子集团内的产品个数作为候选N值的思想, 有效地避免了推荐结果中被推荐产品间差异大, 以及被推荐产品与不被推荐产品之间差异小的问题. 论文构建了推荐系统中一般产品集团序模型, 并针对N值大小进行了产品集团序质量评估, 进而得到了可靠的N值. 这一研究结果不仅丰富了推荐系统的理论成果, 也为推荐输出的个性化研究探索了新的道路.     

A KIND OF NONPARAMETRIC TESTS ABOUT THE CROSSING POINT BETWEEN TWO CONTINUOUSDISRIBUTION FUNCTIONS

1.IntroductionLetX1,''1X,.andY1?''tYnbetwoindependentrandomsimplesamplesdrawnfromtwopopulationsF(x)andG(x)respectively,whereFandGareunknownc0ntinu0usdistributionfunctionsonR.Insurvivalanalysis(see,forexample,l1]),aninterestingpr0blemistostudywhether0rn0tthereexistsauniquecrossingpointx*betweenFandG.Soonec0nsidersthchypothesistestingproblems:Ho'F(x)=G(x)VSHl:thereexistsapointx*suchthatBecausethehypothesistestingproblems(1)and(2)aresymmetrical,soweconsider0nlytheproblems(1)and(3).F0rth…     

基于rank自适应的3D MIMO有限反馈传输方案

大规模多输入多输出 (multiple-input multiple-output,MIMO) 技术能够提高频谱效率和能量效率,被认为是下一代无线通信的关键技术。随着有源天线技术的发展,基站配置二维天线阵列可在三维(three-dimensional,3D)空间控制波束,这使得3D MIMO技术成为一个新的研究热点。在单用户MIMO下,本文提出了两种基于秩(rank)自适应的3D MIMO有限反馈方案。方案I在水平维采用rank自适应,垂直维支持rank 1传输;方案II在垂直维采用rank自适应,水平维支持rank 1传输。在三维城市宏小区和三维城市微小区场景下,采用系统级仿真验证了两种方案的性能。相较于水平维和垂直维都仅支持rank 1的传输方案,两种方案都取得了性能增益,同时方案I优于方案II。     

基于协整理论的协同持续研究

首先介绍了持续性与协同持续概念,对于文献中已给出的两个协同持续定义,证明了它们之间存在内在联系,进一步建立了协整与协同持续的关系,给出了向量GARCH过程具有协同持续的条件,在矩意义下将协整与协同持续统一起来,并给出了估计和检验方法.初步将时间序列一阶矩的理论和方法在二阶矩中得以应用,有助于研究经济领域中的波动过程的协同持续性问题.     

基于遗传算法的序贯诊断测试策略生成

针对序贯故障诊断问题,提出一种基于遗传算法的诊断测试策略生成方法。采用变长度染色体表示有效测试策略,根据测试费用排序进行适应度分配,设计了适于顺序编码的遗传操作,竟过进化计算获得期望费用最小的测试策略。对飞船发射前测试进行的仿真结果表明,本文方法与基于信息增益最大的测试策略相比,测试费用显著降低,适于解决大规模诊断测试问题。     

On functional decomposition of multivariate polynomials with differentiation and homogenization

This paper gives a theoretical analysis for the algorithms to compute functional decomposition for multivariate polynomials based on differentiation and homogenization which were proposed by Ye,Dai,and Lam(1999) and were developed by Faugere,Perret(2006,2008,2009).The authors show that a degree proper functional decomposition for a set of randomly decomposable quartic homogenous polynomials can be computed using the algorithm with high probability.This solves a conjecture proposed by Ye,Dai,and Lam(1999).The authors also propose a conjecture which asserts that the decomposition for a set of polynomials can be computed from that of its homogenization and show that the conjecture is valid with high probability for quartic polynomials.Finally,the authors prove that the right decomposition factors for a set of polynomials can be computed from its right decomposition factor space.     

Longitudinal Control for Balloon-Borne Launched Solar Powered UAVs in Near-Space

Aiming to improve the pull-up control performance in the process of releasing balloon-borne solar powered UAVs (Unmanned Aerial Vehicles), this paper establishes the full flight mechanics equations with flexible modes, and proposes the control method suitable for engineering application. To be specific, the authors first calculate the real aerodynamic force on horizontal stabilizer by comparing the fuselage deformation in ballooning test with that in static loading test. Furthermore, considering fuselage elastic deformation, the pitching moment coefficient is obtained and the influence of airspeed and elevator angle on pitching moment coefficient and control surface efficiency are analysed. Second, the authors establish a complete flight mechanics model, including elastic structural dynamic model and rigid flight dynamic model, by comprehensively considering the aerodynamic data, the relationship between fuselage deformation and load, as well as the ballooning test. Third, the authors perform the numerical simulation and comparison study on control performance between rigid model and flexible model. Moreover, the authors implement model modification based on the low altitude flight test and steady-state point analysing. Finally, a scaled UAV is used to complete the balloon-borne launching test. The results show that the longitudinal control method can analyse the longitudinal aerodynamics and control characteristics accurately, and could be effectively utilized in the pull-up control of the balloon-borne solar powered UAV.

     

Test for Heteroscedasticity in Partially Linear Regression Models

Testing heteroscedasticity determines whether the regression model can predict the dependent variable consistently across all values of the explanatory variables. Since the proposed tests could not detect heteroscedasticity in all cases, more precisely in heavy-tailed distributions, the authors established new comprehensive test statistic based on Levene's test. The authors built the asymptotic normality of the test statistic under the null hypothesis of homoscedasticity based on the recent theory of analysis of variance for the infinite factors level. The proposed test uses the residuals from a regression model fit of the mean function with Levene's test to assess homogeneity of variance. Simulation studies show that our test yields better than other methods in almost all cases even if the variance is a nonlinear function. Finally, the proposed method is implemented through a real data-set.     

Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover

supported by the National Natural Science Foundation of China under Grant Nos.71125005 70871108 and 70810107020;; Outstanding Talents Funds of Organization Department Beijing Committee of CPC     

A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

Journal of Systems Science and Complexity - The authors propose a two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type. In the first step, the authors test the equality...     

检验国家重点新产品评估质量的几种定量方法

介绍了 1 998年国家重点新产品评估试点中用于检验评估质量的几种主要定量方法 :1 )检验不同评价者对项目总体水平的评价差异的显著性统计检验法 ;2 )检验不同评价者或不同方法对项目排序的差异的 Spearman等级相关系数法 ;3)检验不同评价者对项目分类的差异度方法 ;4 )检验重点推荐类项目优于推荐类项目的方法 ;5 )检验第二级评估入选项目优于第一级评估入选项目的方法.     

Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market

This paper explores the investors’ feedback to the price change by modelling the price-related dynamics of trading intensity. A component decomposition duration modeling approach, called the component autoregressive conditional duration (CACD) model, is proposed to capture the variation of trading intensity across time intervals between price change events. Based on the CACD model, an empirical analysis is carried out on the Chinese stock market that covers different market statuses. The empirical results suggest that the CACD model can capture the price-related dynamics of trading intensity, which supports the existence of the feedback effect and is robust across different market statuses. The authors also study how the investors react to the price change by examining the driven factors of the price-related dynamics of trading intensity. The authors find that the trading can be triggered by the fast rise in the price level and the high trading volume. Besides, investors are more sensitive to the price change direction in the sideways market than in the upward or downward markets.     

基于Copula函数和M-K检验的时空数据异常识别方法

针对时空数据异常识别精度不足的问题,从时间维度和空间维度融合思想出发,构建了一个时空数据异常识别框架.基于该框架,在分布未知情况下,采用阿基米德Copula函数推导了不同空间位置属性数据之间的差异概率.与此同时,建立了以高值点数为核心的空间数据转化方法,形成了空间秩序列,确定了用于假设检验的期望和方差.最后,以窗口大小、范围半径为模型参数,通过M-K检验给出了异常数据的识别方法.实验表明,该方法能够进一步提高时空数据异常检测精度,具有更强的识别能力.     

A New Rank Test Nonparametric Procedure for Radar Detection in Multiple Target Situations

1.INTRODUCTIONThedetectionofsignalsinanunknownnoiseenvironmentwhileattemptingtomaintainaconstantfalsealarmrateisacommonprobleminradarsystems.Distribution-freetechniquesofsignaldetectionarethemostfamiliarused'methodsforsignaldetectionwheneverthedistributionsofthesignalandno-signaldataareunknown.Evenifthedistributionofthedataisknownatsometime,uncontrollablephenomenamayquicklychangeitandthisinturnmakesthedistributiontobevastlydifferent.Inotherwords,thedatacannotremainstableduringacertainperi…