利用鞍点逼近与Bootstrapping方法估计统计量的分布

统计量分布的确定是统计推断的一个关键工作，在总体分布已知的条件下，鞍点逼近在很多场合可以给出统计量分布的良好近似．在介绍鞍点逼近方法的基础上给出了一个结合鞍点逼近与Bootstrapping方法估计统计量分布的方法，解决了总体分布未知的条件下统计量近似分布的估计问题，并以样本均值的分布为例进行了讨论。     

Bias‐corrected bootstrap prediction regions for vector autoregression

This paper examines small sample properties of alternative bias‐corrected bootstrap prediction regions for the vector autoregressive (VAR) model. Bias‐corrected bootstrap prediction regions are constructed by combining bias‐correction of VAR parameter estimators with the bootstrap procedure. The backward VAR model is used to bootstrap VAR forecasts conditionally on past observations. Bootstrap prediction regions based on asymptotic bias‐correction are compared with those based on bootstrap bias‐correction. Monte Carlo simulation results indicate that bootstrap prediction regions based on asymptotic bias‐correction show better small sample properties than those based on bootstrap bias‐correction for nearly all cases considered. The former provide accurate coverage properties in most cases, while the latter over‐estimate the future uncertainty. Overall, the percentile‐t bootstrap prediction region based on asymptotic bias‐correction is found to provide highly desirable small sample properties, outperforming its alternatives in nearly all cases. Copyright © 2004 John Wiley & Sons, Ltd.     

Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates

This paper deals with the nonlinear modeling and forecasting of the dollar–sterling and franc–sterling real exchange rates using long spans of data. Our contribution is threefold. First, we provide significant evidence of smooth transition dynamics in the series by employing a battery of recently developed in‐sample statistical tests. Second, we investigate the small‐sample properties of several evaluation measures for comparing recursive forecasts when one of the competing models is nonlinear. Finally, we run a forecasting race for the post‐Bretton Woods era between the nonlinear real exchange rate model, the random walk, and the linear autoregressive model. The nonlinear model outperforms all rival models in the dollar–sterling case but cannot beat the linear autoregressive in the franc–sterling. Copyright © 2011 John Wiley & Sons, Ltd.     

基于多因子最近邻抽样回归模型的径流相似性预报

针对传统径流预报精度不高、预见期不足的问题,提出基于降雨、径流相似性的径流预报方法,采用大数据挖掘在历史降雨产流过程中搜索相似过程,预测后期径流最可能的过程线。为了延长径流预报预见期,实时接入降雨预报信息,提出3种径流滚动预报方式,实现了7 d预见期的径流逐日滚动预报;针对流域在涨退水等不同阶段的产汇流特性,建立可根据实时水雨情自适应切换的降雨、径流输入模式,进一步提高径流预报精度。该研究成果在大渡河的应用表明预报效果达到预期:3 d预见期的纳什系数大于0.9,平均相对误差小于10%;7 d预见期的纳什系数大于0.8,平均相对误差小于15%。     

MANET环境下的密钥预共享安全引导模型

提出了一种移动自组织网络（MANET）环境下基于单向哈希函数和拉格朗日插值多项式组的（t,n）门限方案的随机密钥预共享安全引导模型,该安全引导过程分为基于单向哈希函数和拉格朗日插值多项式组的密钥预共享安全引导过程以及基于门限数字签名的密钥安全恢复协议2个部分.引导模型采用了单向哈希函数,使得每个密钥分片的子密钥难以被暴...     

用自举电路提高输入电阻

在射极输出器的基础上 ,提出一种新的提高输入电阻的方法 ,这种方法的关键在于利用自举电路减小流过偏置电路的电流来提高输入电阻。     

Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order

Recent studies on bootstrap prediction intervals for autoregressive (AR) model provide simulation findings when the lag order is known. In practical applications, however, the AR lag order is unknown or can even be infinite. This paper is concerned with prediction intervals for AR models of unknown or infinite lag order. Akaike's information criterion is used to estimate (approximate) the unknown (infinite) AR lag order. Small‐sample properties of bootstrap and asymptotic prediction intervals are compared under both normal and non‐normal innovations. Bootstrap prediction intervals are constructed based on the percentile and percentile‐t methods, using the standard bootstrap as well as the bootstrap‐after‐bootstrap. It is found that bootstrap‐after‐bootstrap prediction intervals show small‐sample properties substantially better than other alternatives, especially when the sample size is small and the model has a unit root or near‐unit root. Copyright © 2002 John Wiley & Sons, Ltd.     

Maneuvering target tracking algorithm based on CDKF in observation bootstrapping strategy

The selection and optimization of model filters affect the precision of motion pattern identifica-tion and state estimation in maneuvering target tracking directly.Aiming at improving performance of model filters, a novel maneuvering target tracking algorithm based on central difference Kalman filter in observation bootstrapping strategy is proposed.The framework of interactive multiple model ( IMM) is used to realize identification of motion pattern, and a central difference Kalman filter ( CDKF) is selected as the model filter of IMM.Considering the advantage of multi-sensor fusion method in improving the stability and reliability of observation information, the hardware cost of the observation system for multiple sensors is adopted, meanwhile, according to the data assimilation technique in Ensemble Kalman filter( EnKF) , a bootstrapping observation set is constructed by in-tegrating the latest observation and the prior information of observation noise.On that basis, these bootstrapping observations are reasonably used to optimize the filtering performance of CDKF by means of weight fusion way.The object of new algorithm is to improve the tracking precision of ob-served target by the multi-sensor fusion method without increasing the number of physical sensors. The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.     

稳健高效的切尾均值乘数估值技术

考虑实践中估值乘数的统计特征，分析了切尾均值及其两个极端——算术均值和中位数的耐抗性和效率稳健性，给出了适用于估值实践的简单切尾规则；建议用可比公司估值乘数的切尾均值作为目标公司估值乘数的点估计，并用自助法求得其近似置信限．     

基于Bootstrapping的英文产品评论属性词抽取方法

针对英文产品方面属性词抽取,提出了一种基于Bootstrapping的抽取方法。该方法利用少数几个种子模板,通过增量迭代的过程发现新的属性词,在每一轮迭代中通过统计技术,结合情感词典的情感词分析,利用属性词与模板的亲密度关系得到属性词被抽取出的概率得分,对候选属性词进行排序过滤。对于抽取后的特征词集利用Wordnet计算属性词间的相似度,根据得分进行聚类,得到产品不同方面的属性词类簇,同时过滤掉得分较低的类簇,进一步去掉噪声。此外还利用种子模板代替种子属性词以提高系统的可移植性。实验结果表明,利用该方法进行产品方面属性词抽取的准确率为0.799,召回率为0.779,调和平均值为0.789,具有较好的抽取性能。