Forward Rates,Monetary Policy and the Economic Cycle

The short end of the yield curve incorporates essential information to forecast central banks' decisions, but in a biased manner. This article proposes a new method to forecast the Fed and the European Central Bank's decision rate by correcting the swap rates for their cyclical economic premium, using an affine term structure model. The corrected yields offer a higher out‐of‐sample forecasting power than the yields themselves. They also deliver forecasts that are either comparable or better than those obtained with a factor‐augmented vector autoregressive model, underlining the fact that yields are likely to contain at least as much information regarding monetary policy as a dataset composed of economic data series. Copyright © 2015 John Wiley & Sons, Ltd.     

论二阶曲线的仿射性质与解析几何中有关性质的一致性

以无穷远直线为基础讨论二阶曲线的中心、直径、渐近线等几个仿射概念,并联系解析几何中的有关性质,深入讨论它们之间的一致性.     

Krylov subspace method based on data preprocessing technology

The performance of adaptive beamforming techniques is limited by the nonhomogeneous clutter scenario. An augmented Krylov subspace method is proposed, which utilizes only a single snapshot of the data for adaptive processing. The novel algorithm puts together a data preprocessor and adaptive Krylov subspace algorithm, where the data preprocessor suppresses discrete interference and the adaptive Krylov subspace algorithm suppresses homogeneous clutter. The novel method uses a single snapshot of the data received by the array antenna to generate a cancellation matrix that does not contain the signal of interest （SOI） component, thus, it mitigates the problem of highly nonstationary clutter environment and it helps to operate in real-time. The benefit of not requiring the training data comes at the cost of a reduced degree of freedom （DOF） of the system. Simulation illustrates the effectiveness in clutter suppression and adaptive beamforming. The numeric results show good agreement with the proposed theorem.     

局部紧锥上的一类平衡问题

对已有文献中给出的局部紧锥上的平衡问题解的存在性结论作适当改进,通过用一元函数构造二元函数的方法,分别从局部紧锥上的纯量平衡和局部紧锥上的向量平衡两个方面对这些结论加以推广,并用强制条件来代替之前提出的补正性假设,将条件弱化,得到了更普遍性的关于局部紧锥上的平衡问题的结论.     

向量值约化子空间超仿射小波对偶框架的构造

利用Fourier变换和周期化技巧,给出Fourier域上L~2(R~d,C~L)中约化子空间上的超仿射小波对偶框架的一个充分条件,从而将L~2(R~d)中约化子空间上的结果推广到向量值空间L~2(R~d,C~L)的约化子空间上.     

一种用于水平柔性长线水听器阵阵形估计的新算法

为获取水平柔性长线水听器阵列的实际阵形以提高后续阵列信号处理算法的性能,提出了一种阵形估计的新算法。该算法假设辅助声源信号为宽带球面波,通过对各个频率点处的协方差矩阵进行特征分解,构造了一个基于加权子空间拟合思想的拟合函数。利用高斯-牛顿和交替投影算法实现了阵形的离线估计,并对在实际应用中可能会影响算法性能的四种主要的误差源进行了分析。实验结果表明,相对于辅助声源为窄带平面波的算法,新算法放宽了对辅助声源带宽和距离的要求,具有良好的估计精度和更大的宽容性。     

线性空间的覆盖

本文讨论了线性空间的覆盖,并通过几个例子说明了它的应用。     

约化算子的性质

设H是复Hilbert空间,B(H)表示H上有界线性算子全体所组成的代数。对A∈B(H),{A}′={C:CA=AC,C∈B(H}表示A的换位。设L是H的子空间,如果L又是{A}′中任一元素C的不变(约化)子空间,则称L为{A}′的约化子空间.如果A的任一不变予空间都是A的约化子空间,就称A是约化算子,关于约化算子的己有结果见[1];如果{A}′的任一不变子空间都是{A}′的约化子空间,就称A是超约化算子。定理1 设C是一对一的紧算子,A是约化算子,B是一没有无限重特征值的非数乘的超     

余子空间的性质

在n维向量空间V中,任一非平凡子空间W的余子空间是不唯一的,本文给出了W的余子空间的一般表示法,并讨论了W的任意两个余子空间的和与交的维数取值范围。     

f（T）的超可分解性

本文讨论在Banach 空间X 上的闭算子T 和由函数演算所确定的算子f(T)之间的关系.得到下列主要结果:(1) 若f∈(?)_(1/m)(T),且T 是超可分解的,则f(T)也是超可分解的.其中(?)_(1/m)表示在σ(T)的某邻域内解析,且在“∞”处有m 级极点的复值函数.(2) 若f∈(?)_∞(T),且T 是超可分解的,则f(T)也是超可分解的.其中(?)_∞(T)表示在σ(T)∪{∞}的某邻域内解析的复值函数全体.