A Time‐Simultaneous Prediction Box for a Multivariate Time Series

A sample‐based method in Kolsrud (Journal of Forecasting 2007; 26 (3): 171–188) for the construction of a time‐simultaneous prediction band for a univariate time series is extended to produce a variable‐ and time‐simultaneous prediction box for a multivariate time series. A measure of distance based on the L_∞ ‐norm is applied to a learning sample of multivariate time trajectories, which can be mean‐ and/or variance‐nonstationary. Based on the ranking of distances to the centre of the sample, a subsample of the most central multivariate trajectories is selected. A prediction box is constructed by circumscribing the subsample with a hyperrectangle. The fraction of central trajectories selected into the subsample can be calibrated by bootstrap such that the expected coverage of the box equals a prescribed nominal level. The method is related to the concept of data depth, and thence modified to increase coverage. Applications to simulated and empirical data illustrate the method, which is also compared to several other methods in the literature adapted to the multivariate setting. Copyright © 2015 John Wiley & Sons, Ltd.     

选材引起测量金属丝杨氏模量的误差分析

杨氏模量的测量是大学物理中重要的力学实验之一。我们对不同直径、不同长度的钢丝进行了杨氏模量测定,分析了选材对实验结果的影响。研究结果表明,在仪器允许的测量范围内,直径越小、长度越长的材料,其杨氏模量的相对合成标准不确定度越小。     

适用于混沌密钥分发的新误码协调方法

对于现有的密钥分发中的误码协调方法的复杂性和多次传输的问题，使用倒三角类坐标定位法来解决。将所得裸钥放置于下三角矩阵中，三边分别进行奇偶比较并互相传输计算结果，以达到定位错误比特位的目的。使用互注入光反馈激光器产生相关性高的混沌态来提取裸钥，通过该协调方法，最终可以达到10－8～10－10量级的误码率。通过该方法可以简单、有效地删除裸钥中的误码，满足现实通信对误码率的容忍度。     

The effect of target function on the predictive performance of the two‐stage ridge estimator

The main thrust of this study is to consider the problem of simultaneous prediction of actual and average values of the simultaneous equations model through the target function of Shalabh (Bulletin of International Statistical Institute, 1995, 56, 1375–1390). We focus on the predictive performance of the two‐stage ridge estimator with the motivation for eliminating the disorder arising from multicollinearity. An optimal biasing parameter of the two‐stage ridge estimator is derived by a minimization process of prediction mean square error. In addition, an optimal estimator for the weight of observed value in target function is attained theoretically. The results inferred from a numerical example and a Monte Carlo experiment provide a dramatic improvement in the predictive ability of the two‐stage ridge estimator.     

基于NSTPNT的风电系统可靠性对风电预测误差灵敏度

研究电力系统可靠性对风电预测误差的灵敏度,量化风电预测误差对可靠性的影响,可为风电并网系统的优化调度与备用规划提供参考依据.实际风电预测误差的分布未知,给灵敏度计算带来困难.本文首次提出非标准三阶多项式正态变换方法,推导非标准正态假设下多项式系数的解析表达式,实现将风电预测误差转换为同期望,标准差正态随机变量的多项式形式.将转换后的风电预测误差,代入含备用最优负荷削减模型,评估风电系统可靠性.提出可靠性指标对风电预测误差期望,标准差的灵敏度解析算法.算例验证了非标准三阶多项式正态变换方法与预测误差分布参数可靠性灵敏度算法的准确性.分析备用容量与标准差变化对预测误差可靠性灵敏度的影响.     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

对称性在积分计算中的应用规律

利用积分域的对称性简化积分计算是优先考虑的计算策略之一.如果积分域由对称的两部分组成,首先考察积分域是否具有方向性,然后考察被积函数在对称点处的函数值是否相等或者相反.当积分域无方向性时,若被积函数在对称点处的函数值相等,则积分简化成半个积分域上积分的2倍;若被积函数在对称点处的函数值相反,则积分为零.当积分域有方向性时,结论正好与积分域无方向性时的结论相反.如果积分域具有轮换对称性,当对被积函数做相应的坐标轮换时,积分值不变.     

闭黎曼流形上临界度量的研究

本文研究了闭黎曼流形上的双参数二次曲率泛函的临界度量，利用带Yamabe常数及曲率的pinching条件，以及我们证明了一个刚性定理。此外，我们也得到另外一些曲率条件下的刚性结果。     

基于相参积累的捷变频雷达系统相位误差估计与稀疏场景重构算法

针对系统相位误差导致的捷变频雷达目标回波信号相参积累性能下降问题, 构建了系统相位误差下捷变频雷达目标回波信号相参积累模型, 并基于目标的距离-速度二维稀疏性建立了最小ℓ₁范数优化模型, 提出一种基于交替方向乘子法的系统相位误差估计与目标场景稀疏重构联合处理算法, 实现了系统相位误差和目标参数的精确估计。仿真结果表明, 在信噪比为20 dB的情况下, 该方法能够精确估计系统相位误差, 其估计误差在2°以内。同时，相比于逆合成孔径雷达相位自聚焦算法, 所提算法重构性能和计算效率均得到改善, 目标重构幅度均方差提高了10 dB, 运算时间减少到1/2。     

线性回归模型的一类新约束型LIU估计

针对带线性约束型的回归模型复共线性问题,提出了一种新估计,称之为修正约束型LIU估计,给出了新估计的性质.在均方误差准则基础上证明了在一定条件下,修正约束型LIU估计优于最小二乘估计、岭估计、修正岭估计和约束型LIU估计,最后讨论了新估计的可容许性.