基于重抽样分布的一类模糊累积和控制图

过程变量在代表产品或服务过程信息时并非完美，而使用模糊数可能是另一较好途径。文章进一步完善模糊累积和控制图，其中使用中心和扩展具有重抽样分布的模糊随机变量，并给出模拟例证。     

基于模糊均值的细菌群体趋药性复杂网络社团结构发现

复杂网络的社团发现问题是网络数据挖掘中的重要问题之一.利用基于模糊C均值的细菌群体趋药性算法最大化网络的模块度,算法中模糊C均值的初始值由群体细菌取药性算法获得.模糊C均值算法在此基础上发现复杂网络的社团结构.其创新点在于最佳模块度的寻找.实验结果表明:该算法具有对现实世界网络社团划分的可行性和有效性.     

重卡驱动桥壳疲劳稳健性与轻量化设计

驱动桥壳轻量化设计对于提高承载能力、降低生产成本具有重要的意义.本文在驱动桥壳有限元分析和疲劳分析计算的基础上建立驱动桥壳多目标优化模型，对重型卡车驱动桥壳进行参数化设计，建立正交试验表，利用田口方法和综合评价方法对驱动桥壳的疲劳性能稳健性和质量进行优化设计.优化结果表明，此方法可以应用于驱动桥壳的多目标优化，优化后驱动桥壳的疲劳稳健性能得到提高，减轻了质量，因此节约了桥壳材料，降低了生产和运营成本，提高了设计水平.     

基于一维数据逐段均匀条件下的参考分布研究

聚类分析中一个重要的问题是估计聚类数,GS方法通过参考分布对聚类数进行合理的估计,解决了其他聚类方法无法对应分为一类的数据进行分类的问题,具有更好的分类效果;目前已通过理论证明得出,在分布为对数凹且一维情况下,GS方法的参考分布为均匀分布,而有关其在其他条件下的参考分布研究较少;针对这一情况,提出解决一维且逐段均匀条件下GS方法的参考分布问题,以类内平方和为评价标准,通过拉格朗日乘数法求解与问题等价的优化问题,理论证出条件下总体均匀分布是类内平方和最大的情况,进而得出对于一维数据,逐段均匀条件下的参考分布仍为均匀分布的结论。     

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.     

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。     

Predictive ability and economic gains from volatility forecast combinations

The availability of numerous modeling approaches for volatility forecasting leads to model uncertainty for both researchers and practitioners. A large number of studies provide evidence in favor of combination methods for forecasting a variety of financial variables, but most of them are implemented on returns forecasting and evaluate their performance based solely on statistical evaluation criteria. In this paper, we combine various volatility forecasts based on different combination schemes and evaluate their performance in forecasting the volatility of the S&P 500 index. We use an exhaustive variety of combination methods to forecast volatility, ranging from simple techniques to time-varying techniques based on the past performance of the single models and regression techniques. We then evaluate the forecasting performance of single and combination volatility forecasts based on both statistical and economic loss functions. The empirical analysis in this paper yields an important conclusion. Although combination forecasts based on more complex methods perform better than the simple combinations and single models, there is no dominant combination technique that outperforms the rest in both statistical and economic terms.     

Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts

By linking measures of forecast accuracy as well as testing procedures with regard to forecast rationality this paper investigates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar and, hence, for four different currency regimes. The rationality of the exchange rate predictions is initially assessed utilizing tests for unbiasedness and efficiency which indicate that the investigated forecasts are irrational in the sense that the predictions are biased. As one major contribution of this paper, it is subsequently shown that these results are not consistent with an alternative, less restrictive, measure of rationality. Investigating the order of integration of the time series as well as cointegrating relationships, this empirical evidence supports the conclusion that the majority of forecasts are in fact rational. Regarding forerunning properties of the predictions, the results are rather mediocre, with shorter term forecasts for the tightly managed USD/CNY FX regime being one exception. As one additional important and novel evaluation result, it can be concluded, that the currency regime matters for the quality of exchange rate forecasts.     

Combining multivariate volatility forecasts using weighted losses

The ability to improve out-of-sample forecasting performance by combining forecasts is well established in the literature. This paper advances this literature in the area of multivariate volatility forecasts by developing two combination weighting schemes that exploit volatility persistence to emphasise certain losses within the combination estimation period. A comprehensive empirical analysis of the out-of-sample forecast performance across varying dimensions, loss functions, sub-samples and forecast horizons show that new approaches significantly outperform their counterparts in terms of statistical accuracy. Within the financial applications considered, significant benefits from combination forecasts relative to the individual candidate models are observed. Although the more sophisticated combination approaches consistently rank higher relative to the equally weighted approach, their performance is statistically indistinguishable given the relatively low power of these loss functions. Finally, within the applications, further analysis highlights how combination forecasts dramatically reduce the variability in the parameter of interest, namely the portfolio weight or beta.     

Curvelet域GPR数据噪声压制与高频补偿方法

提出GPR数据Curvelet域随机噪声压制与高频补偿同步处理方法.首先，将GPR数据变换到Curvelet域，结合其多角度、多尺度的稀疏性，给出随尺度和角度变化的自适应阈值函数进行随机噪声的压制;其次，根据电磁波在完全弹性介质中的传播规律，结合Curvelet的多尺度多角度特性，求取时变补偿因子，倒数加权对应的尺度、角度，补偿高频损失;最后，进行Curvelet反变换，获得随机噪声压制与高频补偿以后的GPR数据.该方法属于完全数据驱动，克服了传统方法人为因素的影响.