端面顶板冒落高度影响因素 多元线性回归分析

基于数理统计的方法,对影响端面顶板稳定性的多个因素进行了正交试验分析,将顶板冒落高度作为判断指标,得到了各因素的影响程度.影响程度从大到小依次为裂隙发育程度风化岩体强度推进速度端面距=支架初撑力采高.然后,假设端面顶板冒落高度与各影响因素线性相关,采用统计分析软件SPSS对各因素进行多元线性回归分析,结果表明,各因素与顶板冒落高度的线性关系成立,且得到了各因素的回归方程.最后,根据分析结果提出了预防端面顶板冒落的具体措施,为控制端面顶板提供依据.     

沪深股市和香港股市的风险溢出效应研究——基于时变ΔCoVaR模型的分析

本文基于时变ΔCoVaR模型,对2006年11月至2018年12月间沪深股市和香港股市的尾部风险溢出效应进行了估算.研究发现:1)沪深股市与香港股市之间存在着双向风险溢出效应,且溢出效应均为正;2)香港股市对沪深股市的风险溢出效应强于沪深股市对香港股市的风险溢出效应;3)深市和香港股市之间的风险溢出效应的波动幅度大于沪市和香港股市之间的风险溢出效应的波动幅度;4)沪港通和深港通的开通并没有显著增加香港股市与沪深股市之间的双向风险外溢程度.     

基于LWSVR的繁忙机场航班滑出时间预测

针对繁忙机场航班滑出时间预测准确率低的问题,结合局部回归和加权支持向量回归,提出基于局部加权支持向量回归的离港航班滑出时间预测模型。该模型采用K最近邻方法,减小训练样本集容量,并为每个预测样本构建一个预测模型。通过计算训练样本与预测样本间的马氏距离,来优化加权支持向量回归中高斯核加权函数的带宽参数,获得加权系数。结合某机场离港航班数据仿真分析,实验结果表明模型在误差允许范围内的预测准确率达到83.33%,模型更加稳定。     

Spatial dependence model with feature difference

This paper presents a new spatial dependence model with an adjustment of feature difference. The model accounts for the spatial autocorrelation in both the outcome variables and residuals. The feature difference adjustment in the model helps to emphasize feature changes across neighboring units, while suppressing unobserved covariates that are present in the same neighborhood. The prediction at a given unit incorporates components that depend on the differences between the values of its main features and those of its neighboring units. In contrast to conventional spatial regression models, our model does not require a comprehensive list of global covariates necessary to estimate the outcome variable at the unit, as common macro-level covariates are differenced away in the regression analysis. Using the real estate market data in Hong Kong, we applied Gibbs sampling to determine the posterior distribution of each model parameter. The result of our empirical analysis confirms that the adjustment of feature difference with an inclusion of the spatial error autocorrelation produces better out-of-sample prediction performance than other conventional spatial dependence models. In addition, our empirical analysis can identify components with more significant contributions.     

Correcting the January optimism effect

Each month, various professional forecasters give forecasts for next year's real gross domestic product (GDP) growth and unemployment. January is a special month, when the forecast horizon moves to the following calendar year. Instead of deleting the January data when analyzing forecast updates, I propose a periodic version of a test regression for weak-form efficiency. An application of this periodic model for many forecasts across a range of countries shows that in January GDP forecast updates are positive, whereas the forecast updates for unemployment are negative. I document that this January optimism about the new calendar year is detrimental to forecast accuracy. To empirically analyze Okun's law, I also propose a periodic test regression, and its application provides more support for this law.     

隧道爆破力学模型相似材料配比的正交试验

以砂岩作为模拟对象,研究满足隧道爆破力学模型试验要求的相似材料配比问题.基于正交试验法,选取石英砂、重晶石粉、石膏、水泥和水为相似材料,设置以石英砂/固体、水泥/石膏、重晶石粉/(重晶石粉+石英砂)的质量比为3个因素,每个因素3个水平,共9组配比的正交试验方案.通过室内试验,得到相似材料的密度、单轴抗压强度、弹性模量和声波波速的实测数据.试验结果表明:相似材料的物理力学参数分布范围较广,可满足不同隧道模型试验对相似材料的配比要求.利用极差敏感分析法分析各因素对相似材料参数的敏感性,并通过各因素对相似材料参数影响的直观分析图,分析各因素对相似材料物理力学参数的影响规律.对试验数据进行多元线性回归分析和室内试验,发现最优配合比下的相似材料与原型砂岩的单轴应力-应变曲线具有相似的脆性破坏特征;相似材料物理力学参数的设计值和实测值误差较小.     

多任务深度卷积网络的CT图像方向校正

针对医学电子计算机断层扫描(CT)图像方向校正问题,提出一种并行卷积回归(PCRN)多任务深度学习网络.通过侧旋角度正回归和翻转概率逻辑回归,求得校正参数来精准地校正图像.进一步,针对医学图像训练样本稀缺的情况,提出一种串行回归(SCRN)的深度学习架构,弥补并行卷积回归网络在小样本情况下校正精度不足的问题.实验结果表明:在样本充分,并行卷积回归网络和样本稀缺情况下,串行卷积回归网络对小角度偏转、大角度偏转和翻转的腹部CT图像校正结果都优于传统的配准方法.     

基于梯形模糊数的模糊最小一乘回归模型

本文给出一种梯形模糊数的距离,并基于这种距离,建立了关于梯形模糊数的模糊最小一乘回归模型.针对输入、输出和回归系数分别为实数和梯形模糊数的三种情形,进行了详细的研究与分析.最后,通过3个实例验证了所提模型的有效性.数据模拟结果表明我们的方法具有较好的拟合效果.     

Dynamic Latent Class Model Averaging for Online Prediction

We consider the problem of online prediction when it is uncertain what the best prediction model to use is. We develop a method called dynamic latent class model averaging, which combines a state‐space model for the parameters of each of the candidate models of the system with a Markov chain model for the best model. We propose a polychotomous regression model for the transition weights to assume that the probability of a change in time depends on the past through the values of the most recent time periods and spatial correlation among the regions. The evolution of the parameters in each submodel is defined by exponential forgetting. This structure allows the ‘correct’ model to vary over both time and regions. In contrast to existing methods, the proposed model naturally incorporates clustering and prediction analysis in a single unified framework. We develop an efficient Gibbs algorithm for computation, and we demonstrate the value of our framework on simulated experiments and on a real‐world problem: forecasting IBM's corporate revenue. Copyright © 2014 John Wiley & Sons, Ltd.     

由粗到精和特征筛选的精确回归预测方法及其在二语习得中的应用

针对数据分布不均匀且因素多而容易造成预测不精确的问题,提出一种结合由粗到精与特征筛选的精确回归预测方法.首先,由于数据分布不均匀且预测区间大,直接预测难以精确地拟合,提出一种由粗到精的预测方法,并使用决策树进行粗分类,预测目标所在的子区间,然后在子区间内实现精确的回归预测.其次,如果数据量少且特征因素多会引起过拟合,而且部分冗余特征会影响模型的预测精度,因此,提出一种基于特征筛选的回归预测方法以提高预测精度.在大学生的英语成绩与其人格因素数据集上进行相关实验,结果证明了由粗到精和特征筛选方法与传统回归模型相比精度更高且稳定性更好.通过提出的人格因素与英语成绩回归预测模型,可以制定合理的培养方案弥补学生人格因素中的短板,提升学生的自身竞争能力,从而更好地推动中国的英语教育.