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Nicholas R. Farnum 《Journal of forecasting》1992,11(1):47-56
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. 相似文献
3.
卢武星 《北京师范大学学报(自然科学版)》1994,(4)
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。 相似文献
4.
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… 相似文献
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Dynamic Characteristics of Inter-Satellite Links in LEO Networks 总被引:1,自引:0,他引:1
To establish an efficient inter-satellite link (ISL) in an LEO network, the effect of geometric characteristics of ISL on the ISLs and the devices on the LEO satellite should be examined. Because of the continuous movement of the LEO satellite, the time-varying behaviours of the ISL's geometric charactersistics continuously change with the changes of the satellite's position on the orbit. These dynamic geometric characteristics of the ISLs are important for ISL's performance analyzing and the design of the devices on the LEO satellite. This paper describes dynamic geometric characteristics of ISL, analyzes the impact of these regulations on the tracking system of the satellite's antenna and the power adjusting system of the satellite's transmitter, with the Iridium system as an example. 相似文献
7.
This paper generalizes the method of Ngô and Winkler (2010, 2011) for finding rational general solutions of a first order non-autonomous algebraic ordinary differential equation (AODE) to the case of a higher order AODE, provided a proper parametrization of its solution hypersurface. The authors reduce the problem of finding the rational general solution of a higher order AODE to finding the rational general solution of an associated system. The rational general solutions of the original AODE and its associated system are in computable 1-1 correspondence. The authors give necessary and sufficient conditions for the associated system to have a rational solution based on proper reparametrization of invariant algebraic space curves. The authors also relate invariant space curves to first integrals and characterize rationally solvable systems by rational first integrals. 相似文献
8.
雷达侦察接收机往往侦察到的是通信和雷达脉冲的混合信号,如何从通信信号背景中有效提取出雷达脉冲波形,是现代雷达信号处理领域中的重要内容。针对这一问题,提出了一种基于奇异值分解的通信与雷达混合信号中脉冲波形估计算法。该算法通过对信号观测矩阵的奇异值分析和协方差矩阵的特征值分析,证明了观测矩阵的奇异值分解具有稳定性,并且奇异值分解能够最佳近似观测信号的线性特征,给出了一种利用左右奇异向量估计脉冲波形及其相对初相的方法。本文的算法适用于任意脉冲波形,并且能够在较低信噪比环境下估计脉冲信号波形和相对相位,仿真结果证明了算法的有效性。 相似文献
9.
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. 相似文献
10.
Ke Li Chunping Hou Yonghong Hou Jinlin Fu School of Electronic Information Engineering Tianjin University Tianjin P.R.China 《系统工程与电子技术(英文版)》2011,(6):892-896
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. 相似文献