Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

Traditional econometrics has long employed ＂points＂ to measure time series data. In real life situations, however, it suffers the loss of volatility information, since many variables are bounded by intervals in a given period. To address this issue, this paper provides a new methodology for interval time series analysis. The concept of ＂interval stochastic process＂ is formally defined as a counterpart of ＂stochastic process＂ in point-based econometrics. The authors introduce the concepts of interval stationarity, interval statistics （including interval mean, interval variance, etc.） and propose an interval linear model to investigate the dynamic relationships between interval processes. A new interval-based optimization approach for estimation is proposed, and corresponding evaluation criteria are derived. To demonstrate that the new interval method provides valid results, an empirical example on the sterling-dollar exchange rate is presented.     

Using Fundamental Economic Structures to Estimate Chinese Regional Input-Output Tables

The estimation of regional input-output tables is well discussed in the literature and a large variety of methods exist. In this paper we will use the concept of fundamental economic structure （FES） to estimate the matrix of intermediate deliveries for some ＂missing＂ region（s）. Furthermore, the estimates will be compared with the estimates obtained from ＂traditional＂ estimating techniques, including regionalization on the basis of the national table, and borrowing coefficients from similar regions. The results show FES is very helpful for compiling regional tables of China.     

需求分布含未知参数时报童模型的实施方法

考虑需求分布未知时的报童模型,假设需求分布的类型已知,但分布函数中含未知参数.证明了直接使用参数的估计量代替参数真实值的实施方法将使报童的期望利润偏离理论上的最优水平,只能得到一个次优结果.给出了两种修正的实施方法:一是基于大样本理论,通过收集足够多的需求样本数据,不断修正未知参数的相合估计值;另是在小样本下,直接修正未知参数的估计量.     

未知噪声统计的交错估计GPS导航定位算法

将未知噪声统计量的估计与信号状态估计交替进行的算法引入 Ｇ Ｐ Ｓ定位,计算机模拟结果表明效果很好。     

METHODS OF ESTIMATION FOR QUASI-INDEPENDENCE IN CONTINGENCY TABLES

1.IntroductionAnUInberofauthorshaveconsideredtheproblemoffittingmodelsofquasi-independencetocontingenCytabledatawhichareeithertriangUlarorhaveanexcludeddiagonal.hithispaperthevariousmethodsproposedforfittingthesemodelsarecompared.ItisthenshoWnthstparameterestimatesarethesamefordifferentmodelsinsomecases.Anew,verysample,easytoimplemeDtalgoritlunispreseDted.Finallysomepreviousiterstivemethodsarecomparedwiththenewmethod.2.Quasi-IndependenceModeisforContingencyamblesSupposethatatwo-waycolltin…     

嵌套Logistic模型的矩估计

讨论多元极值分布嵌套 Logistic模型 ,给出了分布参数的矩估计及其渐近协方差阵元素的显式表示和数值结果 .当边缘参数相等时 ,用合并样本估计公共参数 ,可以提高估计量的精度 .     

基于Agent的成本估算系统

致力于为产品设计提供快速、正确的成本估算信息反馈 ,设计和实现了合同网组织结构下基于智能体 ( Agent)的成本估算系统 .本文以反射型 Agent模型为指导 ,建立了用于成本估算的 Agent行为模型 ,并进一步用面向对象的方法论设计和实现了系统的 Agent模型库 ,提出并实现了基于消息的 Agent行为组织方法和基于 Agent的 Agent设计方法.     

一种有效的参数估计方法在预缩聚反应中应用

采用改进的遗传算法解决复杂聚合反应模型的参数估计问题.算法采用排序选择、多点交叉和变异优选策略,有效地提高遗传算法的搜索性能,避免了序贯优化方法有可能存在局部极值的问题.根据文献数据,仿真结果表明,该算法在参数估计中,具有参数搜索范围大、收敛速度快和精度高等特点,它能够有效地解决非线性参数估计问题.     

存在相位噪声和信道估计偏差影响的空相关MIMO-OFDM系统的性能分析

为了进一步了解相位噪声和信道估计偏差在空相关多输入多输出正交频分复用(MIMO-OFDM)系统中的作用,对存在相位噪声和信道估计偏差影响的空相关MIMO-OFDM系统的性能进行了分析.利用模型表达了空相关MIMO-OFDM系统的复包络信号,推导了在相位噪声和信道估计偏差影响下的空相关MIMO-OFDM系统的有效数据符号的信噪比表达式,给出了在相位噪声和信道估计偏差影响下的空相关MIMO-OFDM系统的差错性能指标.研究表明,理论计算和计算机仿真的空相关MIMO-OFDM系统的差错性能结果在各种不同相位噪声和信道估计偏差影响下都比较吻合.     

一种正弦波信号频率幅值的高精度估计方法

为了提高正弦波信号频率和幅值的频域估计精度,提出了窗函数迭代逼近方法.Matlab仿真结果表明,该方法切实可行,估计精度可以提高4~5个数量级,且与频率偏差δ基本无关.