A threshold stochastic volatility model

This article introduces a new model to capture simultaneously the mean and variance asymmetries in time series. Threshold non‐linearity is incorporated into the mean and variance specifications of a stochastic volatility model. Bayesian methods are adopted for parameter estimation. Forecasts of volatility and Value‐at‐Risk can also be obtained by sampling from suitable predictive distributions. Simulations demonstrate that the apparent variance asymmetry documented in the literature can be due to the neglect of mean asymmetry. Strong evidence of the mean and variance asymmetries was detected in US and Hong Kong data. Asymmetry in the variance persistence was also discovered in the Hong Kong stock market. Copyright © 2002 John Wiley & Sons, Ltd.     

一种简化短波通信中的自适应信道均衡技术算法研究

通过对短波通信中的自适应信道均衡技术的比较研究,分析出各自适应信道均衡技术的优缺点,并给出MATLAB仿真结果,提出一种改进型Viterbi算法(MVA),能大大提高短波信道的自适应均衡能力.     

环境样品采集和分析质量保证研究的现状与进展

从质量保证的基础工作、质量保证的理论研究、质量控制方法和质量控制标准的制定4个方面综述环境样品采样质量保证和分析质量保证的现状和进展 .其中质量控制标准的制定 ,是把采样和分析测试过程综合进行考虑 ,制定合理的允许误差限度     

基本矩阵随机采样鲁棒估计

提出一种新的基本矩阵鲁棒估计算法:随机采样算法,对含有大量出格点的数据点集,利用7个对应匹配点的最小子集来估计参数;然后在不同的子集重复多次,确保任何一个子集都含有一个好的数据点的机率达到95%.最优估计值是残差低于门限值点数最多的子集,一旦从数据点集剔去出格点,利用没有出格点的数据就可以得到最终估计值.用真实图像测试表明该算法鲁棒性好,精度高.     

自适应干扰对消的特征结构方法

本文提出了一种基于特征结构的自适应干扰对消的阵处理法。它克服了通常的最佳阵处理对阵与信号特性误差非常敏感的缺陷,即使在存在阵与信号特性误差的情况下,此法依然有很好的性能。文中给出了理论证明及模拟验证。     

用F1型可编程序控制器实现炉温PID调节

本文介绍一种用Ｆ１小型ＰＬＣ实现温度ＰＩＤ控制的方法，即用一台Ｆ１基本单元和一台对应模拟量扩展单元，加上少许外部电路，编程完成对被调参数的采样、数字滤波、超限报警、ＰＩＤ运算、触发脉冲输出等功能．     

高分辨率雷达检测——预研课题和潜在应用

文献[1]介绍了高分辨力雷达在改善目标检测中的潜在优点,强调了根据期望的目标径向距离分布图来形成发射波形和接收处理器的概念,并给出了性能预测。为克服先验信息的不足,本文提出并评估了一个自适应方案,用它来联机估算目标距离分布图。此外,引入了一个更一般性的、基于统计描述的目标冲击响应模型,讨论了相应的处理方案和检测性能。     

The generation of random,binary unordered trees

Several techniques are given for the uniform generation of trees for use in Monte Carlo studies of clustering and tree representations. First, general strategies are reviewed for random selection from a set of combinatorial objects with special emphasis on two that use random mapping operations. Theorems are given on how the number of such objects in the set (e.g., whether the number is prime) affects which strategies can be used. Based on these results, methods are presented for the random generation of six types of binary unordered trees. Three types of labeling and both rooted and unrooted forms are considered. Presentation of each method includes the theory of the method, the generation algorithm, an analysis of its computational complexity and comments on the distribution of trees over which it samples. Formal proofs and detailed algorithms are in appendices.     

自驾车旅游调查方法初探

在对自驾车旅游现象的特征进行全面分析研究的基础上,提出了自驾车旅游统计调查的对象、范围和调查方法,制定了自驾车旅游调查的实施方案;根据统计实践,提出了具有可操作性的调查步骤和推算方法。     

基于L2(0,1)2空间Riesz基的二维小波子空间采样定理

证明了在二维小波子空间上存在一种傅立叶对偶算法，即由φ生成的二维小波子空间V₀是L²(0,1)²到L²(R²)的有界可逆线性算子T的值域. 通过T扩展L²((0,1)²)空间的Riesz基，进而得到V₀∈L²(R²)空间的采样定理.