Unit roots versus other types of time heterogeneity,parameter time dependence and superexogeneity

This paper stresses the restrictive nature of the standard unit root/cointegration assumptions and examines a more general type of time heterogeneity, which might characterize a number of economic variables, and which results in parameter time dependence and misleading statistical inference. We show that in such cases ‘operational’ models cannot be obtained, and the estimation of time‐varying parameter models becomes necessary. For instance, economic processes subject to endemic change can only be adequately modelled in a state space form. This is a very important point, because unstable models will break down when used for forecasting purposes. We also discuss a new test for the null of cointegration developed by Quintos and Phillips (1993), which is based on parameter constancy in cointegrating regressions. Finally, we point out that, if it is possible to condition on a subset of superexogenous variables, parameter instability can be handled by estimating a restricted system. Copyright © 2002 John Wiley & Sons, Ltd.     

一个实用的支持认证契据的匿名认证方案

认证契据方案允许一方在不泄漏身份的情况下,通过第三方来向认证方证明自己身份的合法性.多次认证之间的关系可分为相关性和非相关性.本文设计了一种支持认证契据和可控相关性的匿名认证方案,使得用户可以控制多次认证之间的相关性.如果他使自己的所有认证都是不相关的,那么他就获得认证的非相关性.     

心肌梗死诊断中的SDEC可分性准则研究

多数现存的可分性准则在高维情况下往往存在实现上的困难。针对心肌梗死心电信号(ECG)特征提取过程中的基于标准差和欧氏中心距(SDEC)的可分性准则进行研究,研究数据取自PTB诊断数据库,包括:正常状态病人、早期心肌梗死、急性期心肌梗死。实验结果表明,基于SDEC的可分性准则应用于心肌梗死心电信号特征提取和分类能有效地克服现存可分性准则实现上的困难,并与心肌梗死实际演变过程中的可分性相一致。     

L-fuzzy拓扑空间中的相对T3分离性

定义了L-fuzzy拓扑空间中的相对T1分离性和相对正则(T3)分离性,讨论了相对T1分离性和相对正则(T3)分离性的一系列性质.证明了相对正则分离性和相对T3分离性是相对闭遗传的,弱同胚不变的,L-好的推广性质,给出了相对T3分离性不是相对遗传的一个反例.     

改进的SVM决策树分类算法

为解决多类分类问题,在分析SVM决策树分类器及存在问题的基础上,通过引入类间可分离性测度,并将其扩展到核空间,提出一种改进的SVM决策树分类器。实验表明了该分类算法对提高分类正确率的有效性。     

两个不同多模奇相干态光场可分辨性分析

目的 讨论两个不同多模奇相干态的可分辨性与其内禀参数之间的关系。方法采用两个不同态的密度算符距离函数方法，从理论上研究两个不同多模奇相干态光场之间的距离。结果得到了两个不同多模奇相干态之间的距离函数Do（rj,rj＇）。结论结构相同的两个多模奇相干态光场之间不可分辨；模数相同且相互平行的两个多模奇相干态光场具有相似性，只能部分地分辨；模数相同且相互正交的两个多模奇相干态光场在一定条件下完全可分辨。     

k分Cantor集C_k上p方可积函数空间L~P(C_k,μ)的可分性

文献[1]已知三分Cantor集C上p方可积函数空间LP(C,μ)(1≤p∞)是可分的,将此结论推广到k分Cantor集Ck(k为1的奇数)上,证明了k分Cantor集Ck上p方可积函数空间LP(Ck,μ)(1≤p∞)也是可分的.     

载波散斑相关条纹的调制频率

针对载波电子散斑干涉(CESPI)偏转物面调制法出现的载波相关条纹的调制频率(f)的合理取值问题,通过CESPI迈克尔逊测量系统光路图分析了偏转角(Δα)与调制频率之间关系,根据散斑大小与散斑空间位移间的相关约束条件,推导出载波相关条纹调制频率的极大值公式;根据载波相关条纹图的频谱分离要求,推导了载波相关条纹调制频率的极小值公式.为了有效提高调制频率,提出了一种基于偏转参考镜面的调制方法,并建立了几何光路模型进行理论分析.实验结果表明:该方法能克服散斑尺寸对调制频率的约束,可以有效提高载波相关条纹的调制频率,特别适用于大载荷形变的CESPI测量.     

Generalized reliability measures of Kalman filtering for precise point positioning

To deal with the adverse influence of model failures on Kalman filtering (KF) estimation, it is necessary to investigate the generalized reliability theory, including the model failure detection and identification method as well as the separability and reliability theories. Although the generalized reliability theory for the least square has been discussed for many decades, the generalized reliability theory of KF is not widely discussed. Compared with the least square, KF includes not only the measurement model, but also the dynamic model. In KF, the predicted value of the state parameters from the dynamic model is considered as pseudomeasurements and combined with the observed measurements to compose the form of the least square. According to the reliability of the least square, the generalized reliability of KF is derived. Then, the dynamic model failure of precise point positioning is simulated to demonstrate the usage of the generalized reliability theory. The results show that the adverse influence of the dynamic model failure is more severe than that of the measurement model. Moreover, it is recommended that the model failure identification should always be used even if the overall model test passes. It is shown that the derived generalized reliability measures are suitable for the generalized KF estimation.     

探讨量子态纠缠的判据

围绕判断一个两体量子态是否纠缠的问题(量子态的可分离判据问题),寻求能够解决该问题的全新论据或重要结论.利用矩阵分析和线性代数的纯数学分析,得到了可分离态的一些性质和一些特殊情况下的纠缠判据,并重点探讨了2×N和N×2维量子态这一特殊情况.