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941.
942.
James M. Steeley 《Journal of forecasting》2014,33(5):350-363
This paper compares the experience of forecasting the UK government bond yield curve before and after the dramatic lowering of short‐term interest rates from October 2008. Out‐of‐sample forecasts for 1, 6 and 12 months are generated from each of a dynamic Nelson–Siegel model, autoregressive models for both yields and the principal components extracted from those yields, a slope regression and a random walk model. At short forecasting horizons, there is little difference in the performance of the models both prior to and after 2008. However, for medium‐ to longer‐term horizons, the slope regression provided the best forecasts prior to 2008, while the recent experience of near‐zero short interest rates coincides with a period of forecasting superiority for the autoregressive and dynamic Nelson–Siegel models. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
943.
Analysis for MIMO correlated frequency-selective channel in the presence of interference 总被引:1,自引:0,他引:1
The space time spreading,superimposed training sequences,and space-time coding are used to present a multiple input and multiple output(MIMO)systems model,and a closed-form of average error probability upper bound expression for MIMO correlated frequency-selective channel in the presence of interference(co-channel interference and jamming signals)is derived.Moreover,the correlation at both ends of the wireless link that can be incorporated equivalently into correlation at the transmit end is also derived.which is significant to analyze space-time link algorithm of MIMO systems. 相似文献
944.
Simon Bell 《Systemic Practice and Action Research》2008,21(3):227-240
This paper tells the story and conclusions of a 1 year research project which took place over the calendar year of 2006. It was undertaken within a local government authority (or Local Authority—LA) in the UK. The specific research question to be answered was: “Can the application of systems methods in the LA aid Authority staff in developing and enhancing their professional practice?” A supplementary question arising was: “Can such learning be of wider value to other sections of the public sector (for example in other regions of local government or the health sector)?” In the process of the year 91 separate action research interactions took place. The research comes to three systemically linked findings: Firstly, LA middle managers are often caught between two realities ... strategic initiatives and operational demands. In the gap between these two realities they experience change in many guises but most critically in terms of government directives, ICT initiatives and restructuring. Despite this complexity managers did not appear to always have adequate tools to deal with issues arising in their context. Secondly, an assessment matrix developed originally at the Open University is a valuable tool for assessing the systemisism and reflective capacities of staff and, thirdly, a new, blended hybrid training programme to develop systemic reflective practitioners able to manage across the strategy/operations gap was developed and pilot tested in 2007. This programme shows signs of providing enhanced professional practice and, at the time of writing, is being further piloted with a view to establishing its wider applicability within the public sector. 相似文献
945.
利用停时和鞅论技巧导出了保险公司在初始盈余为u(u≥0)的条件下的最终破产概率及其Lundberg上界,并结合实例说明它的应用. 相似文献
946.
本文研究了障碍不规则与带边界这两种非预知环境条件下的群体运动实时规划问题,提出了一种改进极限环群体避障算法.该算法在传统极限环的基础上引入局部与包络的概念来解决障碍不规则的问题,另一方面通过改进传统人工势场的斥力函数来刻画边界的排斥作用,以避免与边界碰撞.针对不规则障碍与带边界这两种典型场景,本文在障碍与边界非预知的条件下进行了仿真实验.仿真结果表明,与传统人工势场法相比,本算法不仅减少了碰撞数量,缩短了避障时间,还具有更好的适应性和有效性. 相似文献
947.
在Bezier曲线的降阶过程中,要求降阶逼近曲线与被逼曲线的误差满足容许误差条件,当不能满足给定的容许误差时,需要对被逼曲线作分割后再对各段进行降阶逼近.在现行的分割方法中,常常取中点作为其分割点,执行效率较高,但有时还是不能达到容许误差要求,这就需要再次分割.在充分考虑曲线的整体性质和光顺等条件后,提出把中点分割和拐点分割相混合的曲线降阶方式,使逼近曲线既满足一定的精度要求,又有较高的效率,利用尽可能少的分段,满足各段曲线相对光顺.实例分析表明,该方法可以获得较好的Bezier曲线的降阶效果. 相似文献
948.
POLYTOPIC PERTURBATION BOUND FOR STABILITY OF POLYNOMIALS 总被引:1,自引:0,他引:1
POLYTOPICPERTURBATIONBOUNDFORSTABILITYOFPOLYNOMIALSANSenjian;WANGEnping(InstituteofSystemsScience,AcademiaSinica,Beijing10008... 相似文献
949.
将经典负风险模型进行了推广,建立了索赔到达为Poisson—Geometric过程的负风险模型,运用矩母函数的相关性质推导了模型的基本性质,给出了调节系数所满足的方程,并利用鞅方法及模型本身的性质得到了该模型的破产概率的一般表达式,同时得出Lundberg不等式。 相似文献
950.
孔祥强 《阜阳师范学院学报(自然科学版)》2011,28(1):50-52
利用矩阵的奇异值分解和Wielandt-Hoffman定理,探讨了可对角化矩阵特征值的扰动问题,得到了可对角化矩阵特征值的Wielandt型绝对扰动上界,而此上界也适用于可对称化矩阵,是可对称化矩阵特征值扰动上界的推广。研究结论还进一步推广了Wielandt-Hoffman定理,得到了比Wielandt-Hoffman定理更一般的形式。 相似文献