相关误差的变系数模型的估计

在误差相关的情况下，使用局部线性方法给出变系数模型的估计，并讨论估计的渐近正态性。     

基于回归分析与时序分析降水预报迭合模型的构建与实现

通过对大气降水序列确定性成分和随机性成分特征的分析,给出一种基于回归分析与时序分析降水预报迭合模型的构建方法.在分离和构造逐月降水序列趋势项、周期项和随机性项的基础上,给出基于Fortran和MATLAB的程序实现思路.最后给合实例验证了该方法的实用性和可行性.     

基于案例学习的排球机器人运动规划及其支持向量回归实现

针对混合型控制问题,以排球任务为例研究机器人的运动规划.模拟人类球员通过经验积累而采取相应动作的行为学习模式,采取案例学习的方式解决球的初始状态微小变化(仅发球速度和角度变化)时的运动规划问题.由于支持向量回归(SVR)在处理小样本问题的优越性并受局部学习思想的启发,采用局部加权SVR(LW-SVR)实现案例学习.结果证明,LW-SVR的学习精度较RBF神经网络和SVR明显提高.     

跳跃扩散模型外汇重置期权定价

在完全外汇市场环境下讨论了外汇汇率过程受Brown运动和Possion过程共同驱动时外汇重置期权的定价问题.利用等价鞅测度和标准正态分布函数给出了这一模型下单时点重置外汇看涨期权的定价公式,最后在常系数条件下导出了一种特殊形式外汇重置期权的Black-Scholes公式.     

非参数计量经济模型的变窗宽核估计

在随机设计(模型中所有变量为随机变量)下,提出了非参数计量经济模型的变窗宽核估计,并利用概率论中大数定理和中心极限定理,在内点处证明了它的一致性和渐近正态性.它在内点处的收敛速度达到了非参数函数估计的最优收敛速度.     

Mining the Change of the Quality of Stored Grain

The quality of grain changes continually during its storage, including the change of its physical characteristics and physiological characteristics. This paper presents an approach to predict the change of the quality of stored grain with data mining technology. Logistic Regression, Decision Tree and Muitilayer Perceptron are applied to predict the change of the grains＇ quality control index and to obtain the grains＇ quality change probability. The grain sampling with higher probability can be processed earlier.     

缺失数据下局部M-估计的相合性和渐近正态性

在缺失响应变量的不完全数据下,对非参数回归模型进行研究,利用稳健的变窗宽局部线性回归的方法,给出了回归函数m(x)的估计,并证明了局部M-估计具有相合性和渐近正态性.所提出的方法继承了局部多项式回归的优点并且克服了最小二乘方法缺乏稳健性的缺点.并且使用变窗宽提高了所得M-估计的可塑性,使之能成功地处理空间非齐次曲线、异方差性及非均匀设计密度.所得估计的渐近结果为求渐近最优方案以及直接从数据估计最优变窗宽提供了理论基础.     

Response of downstream sediment to water resource development in mainstream of the Lancang River

The impact of hydropower cascades of the Lancang River on downstream sedimentation has become one of the key problems in the research of the transboundary water resource development and its possible environmental effects. In this paper, the newest sediment data series spanning 17 years （1987-2003） at Yunjinghong hydrometric station and Chiang Saen hydrometric station, in northern Thailand, are analyzed to reveal these effects. Monthly mean sediment concentration data of the two stations are compared in-phase and yearly series are analyzed by the method of correlation and regression analysis and causality test. The analysis result shows that, though both of them are located at lower reaches of Manwan and Dachaoshan hydropower stations which are already constructed and in use, the sediment responses of the two stations are different under the regulation of the hydropower stations Annual series at Yunjinghong station are positively correlated but do not match well with those at Chiang Saen station. In addition, the results of Granger causality test on the time series also suggest that the series of maximum monthly mean sediment concentration of the Yunjinghong station each year may give cause for the ones of Chiang Saen station, while the series of minimum monthly mean sediment concentration each year and annual mean sediment concentration of Yunjinghong do not evidently give cause for the ones of the other station. Undoubtedly, this discovery will provide new evidences to assess the impacts of cascades construction in mainstream of the Lancang River on the variation of downstream sediment and its transboundary effects.     

烟尘水热化合反应制备钙基脱硫剂工艺优化

运用均匀试验设计和回归分析方法优化烟尘水热化合反应制备钙基脱硫剂工艺,得到比表面积回归方程．分析不同水热条件及其相互作用对钙基脱硫剂比表面积的影响,经优化筛选并兼顾实际操作得到最佳水热条件,制备的高效钙基脱硫剂比表面积超过120 m2/g,是单一Ca(OH)2的10倍以上,优化效果显著,可以为工业生产提供依据．