概率天气预报的K近邻非参数估计仿真模型

基于模式识别和相似预报思想，提出了一种制作概率天气预报的K近邻非参数估计仿真模型(简称KNN-M)。该模型包括历史样本数据库、近邻子集搜索程序、近邻子集优化算法和预报量估计技术。利用该模型进行了降水和云量的概率预报试验，独立样本检验结果表明，该模型预报稳定性好，预报准确率较高，具有较好的业务应用前景。     

Local Polynomial-Brunk Estimation in Semi-Parametric Monotone Errors-in-Variables Model with Right-Censored Data

This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametric part.The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data.The authors obtain the rates of convergence for parametric and nonparametric estimators.Moreover,the authors also prove that the nonparametric estimator is consistent at the boundary.At last,the authors investigate the finite sample performance of the estimation.     

Adjusted Empirical Likelihood Estimation of Distribution Function and Quantile with Nonignorable Missing Data

This paper considers the estimation problem of distribution functions and quantiles with nonignorable missing response data. Three approaches are developed to estimate distribution functions and quantiles, i.e., the Horvtiz-Thompson-type method, regression imputation method and augmented inverse probability weighted approach. The propensity score is specified by a semiparametric exponential tilting model. To estimate the tilting parameter in the propensity score, the authors propose an adjusted empirical likelihood method to deal with the over-identified system. Under some regular conditions, the authors investigate the asymptotic properties of the proposed three estimators for distribution functions and quantiles, and find that these estimators have the same asymptotic variance. The jackknife method is employed to consistently estimate the asymptotic variances. Simulation studies are conducted to investigate the finite sample performance of the proposed methodologies.     

跳跃-扩散模型的首达时研究

考虑跳跃-扩散风险模型,研究盈余达到下界L的首达时T的特性.利用更新论证得到关于(u)=E[e-rT|U(0)=u]的更新方程.对于下跳模型,若索赔额为相互独立且具有相同的指数分布,得到更新方程解的解析表示;对于上跳模型,则解析表示的推出不需要指数分布的假定.作为应用,得到了首达时T的均值和方差的表达式.最后给出了数值计算和随机模拟的实例.     

随机截断下基于多个混合分布样本的非参数推断

设有K族(K≥2)i.i.d.(独立同分布)随机变量{Xij,j=1,2,…,ni},i=1,2,…,K,分别来自于分布Gi(x)=(1-iα)F1(x)+iαF2(x),其中iα∈[0,1].每族随机变量同时被另一列i.i.d.随机变量Yij,j=1,2,…,ni截断.本文分别用经验分布和Kaplan-meier估计构造了分布F1,F2的估计,并证明了估计量的性质.最后用数值例子对两种方法作了比较,验证了Kaplan-meier估计的精确有效性.     

Robust Estimation of Semiparametric Transformation Model for Panel Count Data

Journal of Systems Science and Complexity - Panel count data are frequently encountered when study subjects are under discrete observations. However, limited literature has been found on variable...     

Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes

Journal of Systems Science and Complexity - This paper proposes a kernel estimator for the coefficient of multidimensional time-varying diffusion processes as an extension of the estimation model...     

由单变量受扰观测序列估计混沌系统敏感参数

针对高维非双曲线型混沌系统敏感参数难以估计的问题,在充分挖掘非线性系统及其观测序列本身特性的基础上,提出了一种由单状态变量受扰观测序列估计其系统敏感参数的新方法,有效的解决了由正的李雅谱诺夫指数所引起的误差扩散问题。该方法不同于常规的重影轨迹估计算法,故不受非线性系统非双曲线特性的限制,不必考虑系统对单步误差的要求。也不同于常规的序列去噪算法,因为去噪并不能得到系统的一条真实轨迹,因而无法精确估计系统的敏感参数。作为该方法的潜在重要应用,它为压缩非双曲线型混沌系统的受扰观测序列提供了一种新途径。     

区间数据下EV线性回归模型修正的广义最小二乘估计

研究了当响应变量为区间数据时的EV线性回归模型,通过构造区间数据的无偏转换,并对广义最小二乘估计作适当修正,得到了回归参数的估计,在较一般的条件下证明了强相合性和渐近正态性.最后作了若干模拟计算,从模拟的结果发现,利用本文提出的方法所获得的估计具有较高的精度.     

噪声中相参脉冲的检测和参数提取

分析了使用自相关和反向预测技术从被噪声淹没的信号中检测出信噪比,以判定有无雷达信号存在的方法.分析了利用接收到的雷达直接辐射信号找出由目标反射的雷达信号的延迟时间,以及反射信号能量的互相关方法.最后,以仿真例子验证了分析结果的正确性,进而说明了这两种技术在低截获概率雷达侦察和仿多基地雷达机制的被动定位方面的应用前景.     

Parameter Estimation of a Mixed Production Function Model Based on Improved Firefly Algorithm and Model Application

In the analysis on economic growth factors, researchers usually use the production function model to calculate and measure influencing factors' contribution rates to economic growth. Common production functions include the CD(Cobb-Douglas) production function, the CES(Constant Elasticity of Substitution) production function, the VES(Variable Elasticity of Substitution) production function,and so on. In consideration of the diversity and complementarity of models, the paper combines the CD production function with the CES production function and then proposes a mixed production function.With regard to the parameter estimation of model, the paper gives an improved firefly algorithm with the high precision and a fast rate of convergence. With regard to the calculation of factors' contribution rates, traditional methods generally have big errors and are not applicable to complicated models, so the paper offers a new method which can calculate contribution rates scientifically. Finally, the paper calculates the contribution rates of factors affecting Chinese economic growth and gets a good result.     

一种直升机舵机的GFRF模型辨识方法

改进了以多音组合正弦信号为持续激励信号的非线性系统GFRF非参数模型辨识方法。并成功地利用该方法辨识出某型直升机并联电动舵机的GFRF模型．实践表明，改进后的辨识方法辨识精度高且稳定，只需很小的计算量和数据存储空间，是一种有效的非线性系统辨识方法，具有重要的工程实际应用价值．     

基于跳-扩散过程的信用违约互换定价模型

信用违约互换是最近几年国际金融市场出现的重要的信用风险管理创新工具，由于信用风险非系统性、收益可偏性以及数据获取困难，使得信用违约互换定价的十分困难。本文根据信用违约互换的避险机理，并考虑突发事件对违约概率的影响，建立一个基于跳-扩散过程的信用违约互换的定价模型，为信用违约互换定价分析提供理论依据。     

Weak Representation of the Survival Function Under Semiparametric Model for Truncated and Censored Data

In this paper we study semiparametric estimators of the survival function and the cumulative hazard function based on left truncated and right censored data. Weak representations of the two estimators are derived, which are valid up to a given order statistic of the observations.     

Estimation of Parameter in the Case of Zero-Failure Data

l IntroductionFrom the article [l] presenting, the zero-failure data research has been twenty years longand more attention is paid by researchers all over the world. We have got someachievements already. The devclopment of these researches can be found in article L2j'In article [3j, a method dealing with zero-failure data, that is, distribution curvesmethod, is given and has more values. The basic thought is: at first estimation the failureprobability pi = p {Twtt. } at moment l,, then appro…     

Asymptotic in the Ordered Networks with a Noisy Degree Sequence

Journal of Systems Science and Complexity - In the case of the differential privacy under the Laplace mechanism, the asymptotic properties of parameter estimators have been derived in some special...     

The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control. The authors also show the existence and uniqueness of the solution to a jump-diffusion mean-field stochastic differential equation involving impulse control. As for its application, a mean-variance portfolio selection problem has been solved.     

混合专家系统的研究及进展

在简要回顾符号专家系统和神经网络技术的基础上，综述了基于这两种技术的混合专家系统研究领域当前发展的状况。基于符号推理的专家系统在７０年代取得了长足的进步，但其自身的弱点决定了专家系统技术在发展过程中必然遇到不可克服的困难；８０年代，以联接主义为特征的神经网络技术得到了迅速地发展，一定程度上突破了符号专家系统所面临的障碍。神经计算与符号推理系统之间的互补性，使得基于这两种技术的混合专家系统被认为是当前人工智能领域重要的研究方向之一。     

Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence

Journal of Systems Science and Complexity - This paper studies the estimation of the partially linear panel data models, allowing for cross-sectional dependence through a common factors structure....     

Electricity Consumption and Its Impact Factors: Based on the Nonparametric Model

The security of power consumption demand is an essential issue in maintaining a rapid economic development in China. Owing to the advantages such as the robustness and favorable estimation performances, the semiparametric model and nonparametric models have obtained wide popularity. In this article, based on the semiparametric and nonparametric models, a new estimation model is created, and the linear and nonlinear effects of influencing the power consumption are investigated. The results indicate that the economic growth, population, and economic structure play a vital role in the power consumption; the impact of the power price index on the electricity consumption is small, which can-not offset rapid growth of the electricity consumption that the economic growth, population and economic structure bring; the energy utilization efficiency still stays at a low level in China.