Meta分析中异质性检验方法的改进

以Meta分析中异质性程度检验的I2统计量为基础,研究了基于统计量Q、异质性方差估计量^τ2和H统计量作为评价指标来判断异质性程度的方法。给出了相应的判别标准。研究表明这些方法都是等价的。但是,用异质性方差估计量^τ2判断异质性程度更为直观、可靠。结合实例对上述方法进行了比较,讨论了这些方法的可行性和有效性。     

航道交通流统计时间单位研究

恰当地统计时间单位是调查和分析航道交通流的基础.基于非线性随机理论和数理统计理论,提出航道交通流分析中统计时间单位的选定方法,并以京杭运河为例,检验了统计时间单位方法正确.研究方法的基础具有普遍性,可以进一步推广到包括随机、混沌在内的各类交通流相关问题的研究中.     

图像统计学习进行昼夜区分的算法

通过对实际路口昼夜路面状况的分析,提出在“视频电子警察系统”中进行昼夜区分以提高车辆检测精度的必要性,分析了常见的昼夜区分方法的优缺点,在此基础上,研究提出一种利用路面灰度特征,对视频图像进行统计学习进行昼夜区分的算法,通过应用大量实测图像数据,得出了相应的统计数据曲线,验证了算法的可靠性、高效性以及通用性.     

Forecasting realized volatility of oil futures market: A new insight

In this study we propose several new variables, such as continuous realized semi‐variance and signed jump variations including jump tests, and construct a new heterogeneous autoregressive model for realized volatility models to investigate the impacts that those new variables have on forecasting oil price volatility. In‐sample results indicate that past negative returns have greater effects on future volatility than that of positive returns, and our new signed jump variations have a significantly negative influence on the future volatility. Out‐of‐sample empirical results with several robust checks demonstrate that our proposed models can not only obtain better performance in forecasting volatility but also garner larger economic values than can the existing models discussed in this paper.     

Performance Analysis of Two CFAR Detectors in Clutter Edge Situation

1. INTaODUCTIONThe task of radar receiver is to detect the useful targets in clutter bedground. In the automatic radax detedionsystem, the decision whether there eclat targets is made according to the decision criterion by using a detedinntbleshold. For a fixed detection threshold, if the interference power level increases several dB, the false alarmrate will seriously increase. Therefore, to extract the useful signals in strong interference environment, hot Onlyadequate signal to noise r…