Exponential smoothing: Behavior of the ex-post sum of squares near 0 and 1

When using simple exponential smoothing on a given time series the nature of the relationship between the optimal smoothing constant and the autocorrelation structure of the series remains an unresolved question. Although numerical search routines can easily be used to find optimal values of the smoothing constant, they offer little insight into the nature of the relationship between the estimated smoothing constant and the structure of the underlying time series. We suggest that renewed investigations of the ex-post sum of squares function may prove helpful in this pursuit. Results are presented that illustrate how the optimal smoothing constant depends upon the value used to initialize the smoothing and upon the sample autocorrelation coefficients of the observed series. These results are based on a new formula for the derivative of the ex-post sum of squares function. In particular, the derivative is examined near 0 and 1, where great simplifications occur in its form, thereby facilitating investigations near these points. A necessary and sufficient condition is stated for when the ex-post sum of squares must have a positive derivative at 0 and the autocorrelation coefficients of the differenced series are shown to affect the sign of the derivative near 1. Based on these results, a general algorithm is presented as an alternative to grid search routines for minimizing the ex-post sum of squares.     

Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated how, after a slight modification to the testing problem, classical test procedures may be applied to the problem of testing for such restrictions. The performance of the Lagrange Multiplier test for a variety of different restrictions is then investigated via simulation. An empirical application involving testing for homogeneity in a random walk coefficient version of the AIDS model is given.     

MeV Pb离子在非晶Si中的射程离散──离子束混合和增强扩散的影响

１．０ＭｅＶ２０８Ｐｂ离子在非晶Ｓｉ中的投影射程ＲＰ和射程偏差ΔＲＰ作为注量和温度二者的函数用背散射法进行测定．注量的变化范围为５×１０１３～７×１０１４ｃｍ－２．注入是在室温和ｔ＝－１２０℃下完成的．由由实验所确定的投影射程，射程偏差与注量或温度无关，并且分别等于２９５和７２．２ｎｍ．与ＴＲＩＭ８６的计算结果相比较，发现ＲＰ的偏离为１８％，而ΔＲＰ的偏离为３６％．ＲＰ和ΔＲＰ二者与注量及温度的无关性，排除了所观察到的与ＴＲＩＭ的矛盾是由于注入期间辐射增强扩散或离子束混合效应而引起的解释。     

Reweighting the general household survey 1979-2007

We have calculated two new sets of weights applicable to the General Household Survey (GHS) from 1979 to 2007. One of these is for use with any general analysis of GHS topics and the second is designed for analyses of data collected in the Family Information section. The methods used follow closely those employed by ONS from 1996 onwards. The performance of the weights is assessed in estimating the Total Fertility Rate (TFR) from 1971-2007, an aggregate measure of fertility for which reliable figures are available at national level from vital registration statistics. Our weights improve the GHS estimates, reducing bias both in the TFR and in age-specific fertility rates.     

A New Signal Processing Technique of π/4-DQPSK Modem Based on Software Radio

1 .INTRODUCTIONπ/4 DQPSKmodemhasbeenchosenasthemodemschemeinmanymobilecommunicationsystems[1 ] .Inπ/4 DQPSKmodem ,theinformationbitsaremappedintophasetransitionsratherthanabsolutephasevalues.Thisencodingofinformationinthetransitionsovercomesthephaseambiguityproblemsresultingfromtheestimationofcarrierphaseinnon differentialPSKsystems.Soπ/4 DQPSKallowsforsimplebasebanddifferentialdemodulation .Further,inπ/4 DQPSK ,themaximumphaseshiftisrestrict edto± 1 35°(ascomparedto± 1 80…     

A Target Recognition Approach to Projecting HRR Profiles onto Subspace

Abstract: A array of the azimuthally averaged range-profile vectors and the inter-class and intra-class divergence matrixesare constructed iwth many frames of the high resolution range profiles which result from radar echoes of airplanes. Takingthe methods of whitening transformation and SVD produces a system of subspace vectors for target recognition. Where-upon, a template library for target recognition is built by the projection of a class-mean vector made from the radar dataonto the subspace for recognition. By Euclidean distance, a comparison is made between the above projection and eachtemplate in the library, to decide which class the target belongs to. Finally, simulations with the experimental radar dataarte given to show that the proposed method is robust to variation in azimuth and immune to additive Gaussian noisewhen SNR≥5dB.     

New cooperative frequency domain differential modulation and demodulation

An innovative method of cooperative frequency domain differential modulation and demodulation is presented.This method applies the prior knowledge of channel propagation to selecting the variable differential length and carrying out frequency domain modulation.This strategy optimizes the design of system parameters to effectively improve the anti-interference ability of the differential system in time-varied multipath channel circumstance without making the execution more complicating.The simulations and comparisons demonstrate the proposed method is effective,and the results show that it is especially suitable for the fading channel with strong propagation and fast time-variation.     

Critical Systems Thinking and “new social movements”: A perspective from the theory of communicative action

The purpose of this paper is to review recent developments in critical theory on the political function of the public sphere and the emancipatory potential of new social movements. This work is shown to be relevant to systemic decisions made under conditions of public conflict. Normative models for the self-understanding of actors engaged in self-limiting emancipatory struggles in modern societies are reviewed and related to the concerns of Critical Systems Thinking.     

The Fundamental Definitions in Radar Measurement Principle and Theory of Space and Time

Fundamental definitions of distance and velocity in radar measurement principle are examined and revised from strict theoretical point of view. Synchronization scheme - for clocks in uniform, translatory relative motion is introduced as theoretical foundation for GPS and GLONASS type navigation and positioning technology. Traditional definitions of two-way radar measurement, based on arithmetic mean vlaue concept, turn out to be special cases of revised definitions for one-way radar measurement, based on geometric mean concept, derived from synchronization of moving clocks in accordance with the principle of relativity. The essential physical meaning of Lorentz transformation is interpreted in terms of radar measured parameters. Invariance or absoluteness of four dimensional interval turns out to be invariance or absoluteness of geometric mean time interval. The Lorentz factor turns out to be ratio of geometric mean and arithmetic mean time intervals in terms of radar measured parameters. Theoretical re