基于改进Patchmatch及切片采样粒子置信度传播的立体匹配算法

针对立体匹配时视差不连续区、倾斜平面及非前向平行平面误匹配较高的问题,提出了一种基于改进Patchmatch及切片采样粒子置信度的立体匹配算法.定义了具有边缘特性的Patchmatch相似性函数,并建立基于Patchmatch的非前向平行平面视差平面估计模型.利用粒子置信度传播代替原有的最近邻搜索,使用较少的粒子近似目标分布,并采用切片采样马尔可夫链蒙特卡罗方法解决传播过程中粒子重采样更新问题.Middlebury图像数据集测试表明,该算法能够降低视差不连续区域的误匹配,有效地提高了倾斜平面及非前向平行平面图像的匹配精度.     

生灭大灾难型单生Q矩阵

研究了生灭大灾难型单生Q矩阵,得到了其决定的单生过程唯一、常返、遍历的判别准则或充分条件,形式类似于生灭矩阵的情形.     

TranSimSEIT工业过程仿真系统控制站的设计与实现

首先介绍了Ｊａｖａ语言的技术特点，然后结合面向对象系统设计过程，详细介绍了ＴｒａｎＳｉｍ－ＳＥＩＴ工业过程ＤＣＳ仿真培训系统控制站的设计与实现。     

Evaluating volatility dynamics and the forecasting ability of Markov switching models

This paper uses Markov switching models to capture volatility dynamics in exchange rates and to evaluate their forecasting ability. We identify that increased volatilities in four euro‐based exchange rates are due to underlying structural changes. Also, we find that currencies are closely related to each other, especially in high‐volatility periods, where cross‐correlations increase significantly. Using Markov switching Monte Carlo approach we provide evidence in favour of Markov switching models, rejecting random walk hypothesis. Testing in‐sample and out‐of‐sample Markov trading rules based on Dueker and Neely (Journal of Banking and Finance, 2007) we find that using econometric methodology is able to forecast accurately exchange rate movements. When applied to the Euro/US dollar and the euro/British pound daily returns data, the model provides exceptional out‐of‐sample returns. However, when applied to the euro/Brazilian real and the euro/Mexican peso, the model loses power. Higher volatility exercised in the Latin American currencies seems to be a critical factor for this failure. Copyright © 2009 John Wiley & Sons, Ltd.     

Quantile forecasting for credit risk management using possibly misspecified hidden Markov models

Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially misspecified. In this paper, we focus on misspecification in the dynamics and dimension of the HMM. We consider both discrete‐ and continuous‐state HMMs. The differences are substantial. Underestimating the number of discrete states has an economically significant impact on forecast quality. Generally speaking, discrete models underestimate the high‐quantile default rate forecasts. Continuous‐state HMMs, however, vastly overestimate high quantiles if the true HMM has a discrete state space. In the reverse setting the biases are much smaller, though still substantial in economic terms. We illustrate the empirical differences using US default data. Copyright © 2008 John Wiley & Sons, Ltd.     

基于马尔可夫链模型的EWMA控制图性能分析与优化

建立了基于马尔可夫链的EWMA控制图性能分析模型,并编制了基于Matlab平台的EWMA控制图性能分析程序。在此基础上,分析了EWMA控制图的两个主要参数(控制限参数L和平滑系数r)对EWMA控制性能的影响。分析发现,对于不同的L,存在均值偏移量δ*和δ**,当偏移量0<δ<δ*时,控制图性能随r的增加而提升;而当δ*<δ<δ**时,控制图的性能随r的减小而提升。而当δ>δ**时,参数对EWMA控制图的性能影响很小。据此对不同应用环境下的EWMA控制图参数选择给出了相应的建议。     

超有限Markov链的存在唯一性定理

得出了超有限Ｍａｒｋｏｖ链的存在唯一性定理．     

多维空间中的Markov不等式

在一维空间区间上存在关于实多项式及其导数无穷模之间关系的不等式，即Ｍａｒｋｏｖ不等式。在多维空间中，此类关系受到区域形状影响，远比一维的情形复杂。在已知的反映此类关系的不等式中，有关常数是定性的，该文将采用一种新的证明方法，从而给出这类常数的上界估计。     

一类随机Cantor集的Hausdorff维数

利用位势方法和质量分布原理，计算出由随机置换产生的［０，１］ｄ中的Ｍ分随机Ｃａｎｔｏｒ集的Ｈａｕｓｄｏｒｆ维数．利用分枝过程理论和随机置换找到了该集以正概率非空的充要条件     

三江平原低山丘陵小流域主要自然地理过程对水土资源的影响

冻融作用和流水作用是新丰沟小流域中最明显的自然地理过程。在古今冰缘地貌过程和现代流水过程的作用下，新丰沟小流域形成耻有长大坡积裙的宽平谷地。地形的垂直分化，导致了局地气候、水文条件及土壤类型的相应分化，从而形成了具有不同生产潜力和不同利用方向的土地类型。