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Identifying the Impact of Preconstruction Elements on Project Time Variances
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作者 Sogol Salary Matthew Reyes 《Journal of Civil Engineering and Architecture》 2025年第1期9-21,共13页
Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control ... Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control preconstruction duration and manage time variances can lead to financial insecurities,incomplete contract documents,permitting issues,and unrealistic schedules and resource allocation during this phase.To minimize time variances and ensure a productive decision-making process,project owners should be familiar with critical elements in a project that cause variances in the preconstruction phase timeline.In this study,the impacts of eleven critical preconstruction elements on time variances were analyzed.These eleven preconstruction elements are considered critical in how they impact time variances during the preconstruction phase.They were determined to be critical based either on significantly impacting time variance during the preconstruction phase or believed to be critical from findings from previous studies,however,the findings from this study showed no significant impact on the time variances.In most previous studies focusing on the elements impacting project schedules,data were collected by surveying construction professionals.In this study,objective and quantitative data related to project preconstruction elements were used as opposed to self-reported data.Using the results of this study,project owners and stakeholders will be able to evaluate the critical preconstruction elements impacting the timing of their projects and prioritize decisions related to the critical elements early on during the preconstruction phase. 展开更多
关键词 Preconstruction time variances critical preconstruction elements objective data.
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Research on a Monte Carlo global variance reduction method based on an automatic importance sampling method 被引量:1
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作者 Yi-Sheng Hao Zhen Wu +3 位作者 Shen-Shen Gao Rui Qiu Hui Zhang Jun-Li Li 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2024年第5期200-215,共16页
Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS m... Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method. 展开更多
关键词 Monte Carlo Global variance reduction Reactor shielding Automatic importance sampling
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Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method
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作者 Perović Gligorije 《Open Journal of Statistics》 2020年第4期640-650,共11页
A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inve... A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree. 展开更多
关键词 Non-Homogeneous Sets of Empirical variances PERG Mixed Distribution of Empirical variances Robust variance Components Estimation—PEROBVC Method
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Variance Type of Capsule Morphological Characters in Platycodon grandiflorum Population 被引量:6
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作者 金江山 严一字 +2 位作者 李斗哲 朴锦 王丽丽 《Agricultural Science & Technology》 CAS 2009年第5期140-142,共3页
[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate diff... [ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population. 展开更多
关键词 Platycodon grandiflorum population CAPSULE variance type
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Multivariable Control Performance Assessment Based on Generalized Minimum Variance Benchmark 被引量:12
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作者 赵宇 苏宏业 +1 位作者 褚健 古勇 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2010年第1期86-94,共9页
This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum va... This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application. 展开更多
关键词 control performance assessment generalized minimum variance minimum variance control multi- variable control system
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Turbulent Variance Characteristics of Temperature and Humidity over a Non-uniform Land Surface for an Agricultural Ecosystem in China 被引量:9
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作者 高志球 卞林根 +2 位作者 谌志刚 Michael SPARROW 张佳华 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2006年第3期365-374,共10页
This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a n... This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass (10% of area), beans (15%), corn (15%) and rice (60%). Under unstable conditions, the standard deviations of temperature and water vapor density (normalized by appropriate scaling parameters), observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat (CT) and water vapor (Cq) were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations (20% or 30% at most) of the similarity "constants" may be within the expected range of variation of a single instrument from the generally-valid relations. 展开更多
关键词 turbulent fluxes eddy covariance flux variance non-uniform land surface
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Seismic attenuation relationship with homogeneous and heterogeneous prediction-error variance models 被引量:4
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作者 He-Qing Mu Rong-Rong Xu Ka-Veng Yuen 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2014年第1期1-11,共11页
Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,t... Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993). 展开更多
关键词 Bayesian inference Boore-Joyner-Fumal formula heterogeneity variance input-dependent variance model class selection peak ground acceleration seismic attenuation
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Comparison of estimators of variance for forest inventories with systematic sampling-results from artificial populations 被引量:2
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作者 Steen Magnussen Ronald EMcRoberts +4 位作者 Johannes Breidenbach Thomas Nord-Larsen Göran Ståhl Lutz Fehrmann Sebastian Schnell 《Forest Ecosystems》 SCIE CSCD 2020年第2期215-233,共19页
Background:Large area forest inventories often use regular grids(with a single random start)of sample locations to ensure a uniform sampling intensity across the space of the surveyed populations.A design-unbiased est... Background:Large area forest inventories often use regular grids(with a single random start)of sample locations to ensure a uniform sampling intensity across the space of the surveyed populations.A design-unbiased estimator of variance does not exist for this design.Oftentimes,a quasi-default estimator applicable to simple random sampling(SRS)is used,even if it carries with it the likely risk of overestimating the variance by a practically important margin.To better exploit the precision of systematic sampling we assess the performance of five estimators of variance,including the quasi default.In this study,simulated systematic sampling was applied to artificial populations with contrasting covariance structures and with or without linear trends.We compared the results obtained with the SRS,Matern’s,successive difference replication,Ripley’s,and D’Orazio’s variance estimators.Results:The variances obtained with the four alternatives to the SRS estimator of variance were strongly correlated,and in all study settings consistently closer to the target design variance than the estimator for SRS.The latter always produced the greatest overestimation.In populations with a near zero spatial autocorrelation,all estimators,performed equally,and delivered estimates close to the actual design variance.Conclusion:Without a linear trend,the SDR and DOR estimators were best with variance estimates more narrowly distributed around the benchmark;yet in terms of the least average absolute deviation,Matern’s estimator held a narrow lead.With a strong or moderate linear trend,Matern’s estimator is choice.In large populations,and a low sampling intensity,the performance of the investigated estimators becomes more similar. 展开更多
关键词 Spatial autocorrelation Linear trend Model based Design biased Matern variance Successive difference replication variance Geary contiguity coefficient Random site effects
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Construction of nonsingular formulae of variance and covariance function of disturbing gravity gradient tensors 被引量:1
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作者 Liu Xiaogang Zhang Yaofeng +1 位作者 Li Yan Xu Kang 《Geodesy and Geodynamics》 2013年第4期1-8,共8页
When the computational point is approaching the poles, the variance and covariance formulae of the disturbing gravity gradient tensors tend to be infinite, and this is a singular problem. In order to solve the problem... When the computational point is approaching the poles, the variance and covariance formulae of the disturbing gravity gradient tensors tend to be infinite, and this is a singular problem. In order to solve the problem, the authors deduced the practical non-singular computational formulae of the first- and second-order derivatives of the Legendre functions and two kinds of spherical harmonic functions, and then constructed the nonsingular formulae of variance and eovarianee function of disturbing gravity gradient tensors. 展开更多
关键词 NONSINGULAR gravity field model satellite gravity gradient variance COvariance
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Tuning of Prior Covariance in Generalized Least Squares 被引量:1
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作者 William Menke 《Applied Mathematics》 2021年第3期157-170,共14页
Generalized Least Squares (least squares with prior information) requires the correct assignment of two prior covariance matrices: one associated with the uncertainty of measurements;the other with the uncertainty of ... Generalized Least Squares (least squares with prior information) requires the correct assignment of two prior covariance matrices: one associated with the uncertainty of measurements;the other with the uncertainty of prior information. These assignments often are very subjective, especially when correlations among data or among prior information are believed to occur. However, in cases in which the general form of these matrices can be anticipated up to a set of poorly-known parameters, the data and prior information may be used to better-determine (or “tune”) the parameters in a manner that is faithful to the underlying Bayesian foundation of GLS. We identify an objective function, the minimization of which leads to the best-estimate of the parameters and provide explicit and computationally-efficient formula for calculating the derivatives needed to implement the minimization with a gradient descent method. Furthermore, the problem is organized so that the minimization need be performed only over the space of covariance parameters, and not over the combined space of model and covariance parameters. We show that the use of trade-off curves to select the relative weight given to observations and prior information is not a form of tuning, because it does not, in general maximize the posterior probability of the model parameters, and can lead to a different weighting than the procedure described here. We also provide several examples that demonstrate the viability, and discuss both the advantages and limitations of the method. 展开更多
关键词 Bayesian Inference COvariance ERROR Generalized Least Squares Gradient Descent INTERPOLATION REGULARIZATION Trade-Off Curve variance
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An Empirical Bayes Approach to Robust Variance Estimation: A Statistical Proposal for Quantitative Medical Image Testing 被引量:1
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作者 Zhan-Qian John Lu Charles Fenimore +1 位作者 Ronald H Gottlieb Carl C. Jaffe 《Open Journal of Statistics》 2012年第3期260-268,共9页
The current standard for measuring tumor response using X-ray, CT and MRI is based on the response evaluation criterion in solid tumors (RECIST) which, while providing simplifications over previous (WHO) 2-D methods, ... The current standard for measuring tumor response using X-ray, CT and MRI is based on the response evaluation criterion in solid tumors (RECIST) which, while providing simplifications over previous (WHO) 2-D methods, stipulate four response categories: CR (complete response), PR (partial response), PD (progressive disease), SD (stable disease) based purely on percentage changes without consideration of any measurement uncertainty. In this paper, we propose a statistical procedure for tumor response assessment based on uncertainty measures of radiologist’s measurement data. We present several variance estimation methods using time series methods and empirical Bayes methods when a small number of serial observations are available on each member of a group of subjects. We use a publically available database which contains a set of over 100 CT scan images on 23 patients with annotated RECIST measurements by two radiologist readers. We show that despite of bias in each individual reader’s measurements, statistical decisions on tumor change can be made on each individual subject. The consistency of the two readers can be established based on the intra-reader change assessments. Our proposal compares favorably with the RECIST standard protocol, raising the hope that, statistically sound decision on change analysis can be made in future based on careful variability and measurement uncertainty analysis. 展开更多
关键词 RECIST QUANTITATIVE Imaging as a Biomarker CHANGE Analysis Lung CT Image Measurement Inter-Reader and Intra-Reader Variability Time Series variance ESTIMATION ESTIMATION of Many variances STATISTICAL Decision Rule on CHANGE
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Robust Design for Generalized Minimum Variance Controllers
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作者 Heping Liu Xin Shim (Information Engineering School, UniVersity of Science and Technology Beijing, Beijing 100083, China) (Shenyang Aircraft Corporation, Shenyang 110034, China) 《International Journal of Minerals,Metallurgy and Materials》 SCIE EI CAS CSCD 1999年第2期144-148,共5页
In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by st... In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by stochastic noise is decomposed to two parts. One part accords with the output variance of minboum vedance control and the other is the additional term of output variance causedby the control weighting factors. At the same time, the sensitivity function of modeling error is also deduced. A new robast design method that can minimize the sensitivity and the additional part of output variance is Presented by regulating variable parameters of contollers. The simulation results of self-tuning control show the effect of this method. 展开更多
关键词 generalized minimum variance control variance ROBUSTNESS sensitivity
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An approximate point-based alternative for the estimation of variance under big BAF sampling
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作者 Thomas B.Lynch Jeffrey H.Gove +1 位作者 Timothy G.Gregoire Mark J.Ducey 《Forest Ecosystems》 SCIE CSCD 2021年第3期439-457,共19页
Background:A new variance estimator is derived and tested for big BAF(Basal Area Factor)sampling which is a forest inventory system that utilizes Bitterlich sampling(point sampling)with two BAF sizes,a small BAF for t... Background:A new variance estimator is derived and tested for big BAF(Basal Area Factor)sampling which is a forest inventory system that utilizes Bitterlich sampling(point sampling)with two BAF sizes,a small BAF for tree counts and a larger BAF on which tree measurements are made usually including DBHs and heights needed for volume estimation.Methods:The new estimator is derived using the Delta method from an existing formulation of the big BAF estimator as consisting of three sample means.The new formula is compared to existing big BAF estimators including a popular estimator based on Bruce’s formula.Results:Several computer simulation studies were conducted comparing the new variance estimator to all known variance estimators for big BAF currently in the forest inventory literature.In simulations the new estimator performed well and comparably to existing variance formulas.Conclusions:A possible advantage of the new estimator is that it does not require the assumption of negligible correlation between basal area counts on the small BAF factor and volume-basal area ratios based on the large BAF factor selection trees,an assumption required by all previous big BAF variance estimation formulas.Although this correlation was negligible on the simulation stands used in this study,it is conceivable that the correlation could be significant in some forest types,such as those in which the DBH-height relationship can be affected substantially by density perhaps through competition.We derived a formula that can be used to estimate the covariance between estimates of mean basal area and the ratio of estimates of mean volume and mean basal area.We also mathematically derived expressions for bias in the big BAF estimator that can be used to show the bias approaches zero in large samples on the order of 1n where n is the number of sample points. 展开更多
关键词 Bitterlich sampling Delta method Double sampling Estimator bias Forest inventory Horizontal point sampling variance of a product Volume basal area ratio Covariance estimation
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EDGE-DETECTION BASED ON THE LOCAL VARIANCE IN ANGIOGRAPHIC IMAGES
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作者 Liu Xinchun Chen Shidong Zou Mouyan Chai Zhenming(Institute of Electronics, Academia Sinica, Beijing 100080, China) 《Journal of Electronics(China)》 2000年第4期338-344,共7页
This paper presents a new method for detection of edges in digital angiographic images. It is found that variances of local regions across edges of images are statistically different from that of those where no edge i... This paper presents a new method for detection of edges in digital angiographic images. It is found that variances of local regions across edges of images are statistically different from that of those where no edge is crossed. This difference can be utilized for the detection of edges of angiographic images. An algorithm based on local variance is proposed. As a result, the edge-detection algorithm is not sensitive to noise and low-level textures of images. A computer program based on the new algorithm has been developed and used by several hospitals. 展开更多
关键词 EDGE detection variance SEGMENTATION Local-variance-based ALGORITHM
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A Mean-variance Problem in the Constant Elasticity of Variance(CEV) Model
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作者 Hou Ying-li Liu Guo-xin Jiang Chun-lan 《Communications in Mathematical Research》 CSCD 2015年第3期242-252,共11页
In this paper, we focus on a constant elasticity of variance (CEV) modeland want to find its optimal strategies for a mean-variance problem under two constrainedcontrols: reinsurance/new business and investment (n... In this paper, we focus on a constant elasticity of variance (CEV) modeland want to find its optimal strategies for a mean-variance problem under two constrainedcontrols: reinsurance/new business and investment (no-shorting). First, aLagrange multiplier is introduced to simplify the mean-variance problem and thecorresponding Hamilton-Jacobi-Bellman (HJB) equation is established. Via a powertransformation technique and variable change method, the optimal strategies withthe Lagrange multiplier are obtained. Final, based on the Lagrange duality theorem,the optimal strategies and optimal value for the original problem (i.e., the efficientstrategies and efficient frontier) are derived explicitly. 展开更多
关键词 constant elasticity of variance model MEAN-variance optimal strategy
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A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators
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作者 James E. Marengo David L. Farnsworth 《Open Journal of Statistics》 2021年第3期437-442,共6页
Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is... Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is technique resides in the structure of an inner product space. Th</span><span style="font-family:Verdana;">e technique uses conditioning </span></span><span style="font-family:Verdana;">of</span><span style="font-family:Verdana;"> an unbiased estimator </span><span style="font-family:Verdana;">on</span><span style="font-family:Verdana;"> a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process. 展开更多
关键词 Conditional variance Formula CONDITIONING Geometric Representation Minimum variance Estimator Rao-Blackwell Theorem Sufficient Statistic Unbiased Estimator
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Authorized variance analysis with consumption rate
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作者 ZHAO Xiao-yan 《Journal of Modern Accounting and Auditing》 2007年第4期42-45,52,共5页
On the base of budget or plan information, comparing with actual results, making variance analysis, finding real reasons behind variance, this is important way of control and also important function of budget. However... On the base of budget or plan information, comparing with actual results, making variance analysis, finding real reasons behind variance, this is important way of control and also important function of budget. However, without consideration of changes of environment, there are some limitations for static variance analysis with benchmark of plan data. Adjusting for benchmark according to actual condition, then doing variance analysis, these will improve utilization of variance analysis. Adjusted benchmark is often known as authorized cost/profit. For different understanding for authority concept, with RCA's (the abbreviation for Resource Consumption Accounting) view and numerical examples, this paper brings out the concept of consumption rate variance to promoting deeper understanding and analyzing reasons behind variance. 展开更多
关键词 variance analysis authorized expense consumption rate variance
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Variance-based fingerprint distance adjustment algorithm for indoor localization 被引量:7
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作者 Xiaolong Xu Yu Tang +1 位作者 Xinheng Wang Yun Zhang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第6期1191-1201,共11页
The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of R... The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm (VFDA). Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs. 展开更多
关键词 indoor localization fingerprint localization receivedsignal strength indication (RSSI) variance fingerprint distance.
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OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT FOR A CONSTANT ELASTICITY OF VARIANCE MODEL UNDER VARIANCE PRINCIPLE 被引量:5
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作者 周杰明 邓迎春 +1 位作者 黄娅 杨向群 《Acta Mathematica Scientia》 SCIE CSCD 2015年第2期303-312,共10页
This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance (CEV) model. Assume that the insurer's surplus process follows a jump-diffusion process, the ... This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance (CEV) model. Assume that the insurer's surplus process follows a jump-diffusion process, the insurer can purchase proportional reinsurance from the reinsurer via the variance principle and invest in a risk-free asset and a risky asset whose price is modeled by a CEV model. The diffusion term can explain the uncertainty associated with the surplus of the insurer or the additional small claims. The objective of the insurer is to maximize the expected exponential utility of terminal wealth. This optimization problem is studied in two cases depending on the diffusion term's explanation. In all cases, by using techniques of stochastic control theory, closed-form expressions for the value functions and optimal strategies are obtained. 展开更多
关键词 Constant elasticity of variance Hami!ton-Jacobi-Bellman equation jump-diffusion process exponential utility REINSURANCE
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A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter 被引量:8
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作者 Yu-xing Li Long Wang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2020年第3期543-554,共12页
Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity ... Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals. 展开更多
关键词 Underwater acoustic signal Noise reduction Empirical mode decomposition(EMD) Ensemble EMD(EEMD) Complete EEMD with adaptive noise(CEEMDAN) Minimum mean square variance criterion(MMSVC) Least mean square adaptive filter(LMSAF) Ship-radiated noise
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