A Revision of <i>AIC</i>for Normal Error Models

Conventional Akaike’s Information Criterion (AIC) for normal error models uses the maximum-likelihood estimator of error variance. Other estimators of error variance, however, can be employed for defining AIC for normal error models. The maximization of the log-likelihood using an adjustable error variance in light of future data yields a revised version of AIC for normal error models. It also gives a new estimator of error variance, which will be called the “third variance”. If the model is described as a constant plus normal error, which is equivalent to fitting a normal distribution to one-dimensional data, the approximated value of the third variance is obtained by replacing (n-1) (n is the number of data) of the unbiased estimator of error variance with (n-4). The existence of the third variance is confirmed by a simple numerical simulation.

具有GARCH-normal-error时序的贝叶斯单位根检验

针对时间序列呈现尖峰厚尾、条件方差时变特征时,DF检验功效性较低的问题,文章基于贝叶斯理论设计了MCMC抽样算法,检验具有GARCH-normal-error时序的平稳性,并用Monte Carlo模拟仿真验证贝叶斯单位根检验的可行性与有效性,结果表明:贝叶斯单位根检验的稳健性较好,样本容量、ρ的大小及波动参数和单整程度的差异对单位根检验势的影响均不大;当ρ<0.7时,DF检验的势略高于贝叶斯方法,但当ρ> 0.7时,贝叶斯方法的势远高于DF检验;DF k检验与DFτ检验的可靠性受样本容量的影响较大。

Efficient Mean Estimation in Log-normal Linear Models with First-order Correlated Errors

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

Log-normal湍流信道中超奈奎斯特传输系统的误码性能

超奈奎斯特传输理论与调制技术相结合,可有效提高系统的频谱效率。本文将超奈奎斯特理论引入大气激光通信系统,构建了一种适合于log-normal湍流信道的超奈奎斯特光传输系统,推导了QPSK调制方式下超奈奎斯特大气光传输系统平均误码率的表达式,利用蒙特卡洛仿真进一步分析了该系统的误码性能及频谱效率。结果表明:采用超奈奎斯特技术方案可以较大幅度提升大气光传输系统的频谱效率,当SNR为18 dB,S.I.为0.4时其频谱效率可以达到1.7 Baud/Hz,而未采用超奈奎斯特技术时只有1.56 Baud/Hz。另一方面,大气湍流对超奈奎斯特系统误码性能的影响较明显,当S.I.为0.4,BER为3.8×10^-3时,信噪比恶化了约1 dB。相对于频谱效率的提升,误码性能的恶化是能够接受的。因此,可以将FTN技术引入大气光传输系统来提高系统的频谱效率。

ASYMPTOTIC NORMALITY OF PARAMETERSESTIMATION IN EV MODEL WITH REPLICATEDOBSERVATIONS

This paper based on the essay [1], studies in case that replicated observations are available in some experimental points., the parameters estimation of one dimensional linear errors-in-variables (EV) models. Asymptotic normality is established.

A numerical error analysis method and its application on a 4RRR parallel kinematic machine

To guarantee the accuracy of error analysis and evaluate the manufacturing tolerance s influence,anumerical error analysis method for parallel kinematic machines (PKMs) is presented in this paper.Quasi-Newton method and genetic algorithm are introduced for the forward kinematic solution.Based onthe inverse and forward kinematic solutions,the end-effector s error calculation procedure is developed.To solve the accuracy problem caused by the length and angular parameters' different units,a normalizationmethod is proposed based on the manufacturing tolerance.Comparison between the error analysis resultscalculated by the traditional method and the numerical method for a 4RRR PKM shows that,this numericalerror analysis method is more accurate,simpler,and can evaluate the machine s real error basedon the manufacturing tolerance.

ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR IN HETEROSCEDASTIC REGRESSION MODEL

The following heteroscedastic regression model Yi = g（xi） ＋σiei （1 ≤i ≤ n） is 2 considered, where it is assumed that σi^2 = f（ui）, the design points （xi,ui） are known and nonrandom, g and f are unknown functions. Under the unobservable disturbance ei form martingale differences, the asymptotic normality of wavelet estimators of g with f being known or unknown function is studied.

Error Correction of Lightning Location Data

[ Objective] The study aimed to correct error of lightning location data with small amplitude. [ Method] Using the curve fitting toolbox of matlab mathematical software, the distribution of lightning location data in Chongqing during 1999 -2008 was fitted based on logarithmic normal distribution function, and the specific characters of lightning data with current amplitude from -10 to 10 kA were analyzed. [ Result] During 1999 - 2008, the frequency of lightning with current amplitude from -10 to 10 kA in Chongqing City accounted for 4.93% of total frequency, while the fre- quency of lightning with current amplitude from -5 to 5 kA accounted for only 1.27%, lower than 2%, according with the conventional deletion proportion in China. Lightning data with current amplitude from -5 to 5 kA caused a great disturbance to the fitting effect, so the fitting effect was the best after these lightning data was deleted. After the lightning location system of Chongqing City was upgraded in 2005, the frequency of lightning with current amplitude from -10 to 10 kA decreased, and there were obvious changes in the frequency of lightning with current amplitude from -10 to -5 kA and from 5 to 10 kA, while the frequency of lightning with current amplitude from -5 to 5 kA was small and stable, so these data could be deleted. [Conclusion] The research could provide theoretical references for error correction of lightning location data with small amplitude in Chongqing City.

Partial Functional Linear Models with ARCH Errors

In this paper, the estimation of the parameters in partial functional linear models with ARCH(p) errors is discussed. With employing the functional principle component, a hybrid estimating method is suggested. The asymptotic normality of the proposed estimators for both the linear parameter in the mean model and the parameter in the ARCH error model is obtained, and the convergence rate of the slope function estimate is established. Besides, some simulations and a real data analysis are conducted for illustration, and it is shown that the proposed method performs well with a finite sample.

Proposal and Pilot Study: A Generalization of the W or W'Statistic for Multivariate Normality

The aim of this paper is to present a generalization of the Shapiro-Wilk W-test or Shapiro-Francia W'-test for application to two or more variables. It consists of calculating all the unweighted linear combinations of the variables and their W- or W'-statistics with the Royston’s log-transformation and standardization, zln(1-W) or zln(1-W'). Because the calculation of the probability of zln(1-W) or zln(1-W') is to the right tail, negative values are truncated to 0 before doing their sum of squares. Independence in the sequence of these half-normally distributed values is required for the test statistic to follow a chi-square distribution. This assumption is checked using the robust Ljung-Box test. One degree of freedom is lost for each cancelled value. Defined the new test with its two variants (Q-test or Q'-test), 50 random samples with 4 variables and 20 participants were generated, 20% following a multivariate normal distribution and 80% deviating from this distribution. The new test was compared with Mardia’s, runs, and Royston’s tests. Central tendency differences in type II error and statistical power were tested using the Friedman’s test and pairwise comparisons using the Wilcoxon’s test. Differences in the frequency of successes in statistical decision making were compared using the Cochran’s Q test and pairwise comparisons using the McNemar’s test. Sensitivity, specificity and efficiency proportions were compared using the McNemar’s Z test. The generated 50 samples were classified into five ordered categories of deviation from multivariate normality, the correlation between this variable and p-value of each test was calculated using the Spearman’s coefficient and these correlations were compared. Family-wise error rate corrections were applied. The new test and the Royston’s test were the best choices, with a very slight advantage Q-test over Q'-test. Based on these promising results, further study and use of this new sensitive, specific and effective test are suggested.

基于改进SVM的电力工程造价预测

针对支持向量机求解速度较慢且用于预测电力工程造价的性能不理想等问题,提出了一种基于改进SVM的电力工程造价预测模型。该模型全面考虑了电力工程成本的组成要素并进行参数归一化处理,利用最小二乘估计改进SVM模型,同时采用遗传算法求解LSSVM的参数最优值,并通过优化后的GA-LSSVM模型实现对电力工程成本的预测。基于MATLAB仿真平台的仿真实验结果表明,模型预测的工程成本与实际值较为接近,归一化均方误差与平均绝对百分比误差分别为18.34万元和3.58%,且预测时间仅为256 ms,证明了其整体性能优于其他对比模型。

基于改进预测校正的时间协同再入制导方法

针对高超声速飞行器再入滑翔过程的时间协同问题,提出一种基于开环式协同结构的时间协同预测校正制导律。所提制导律不依赖于各飞行器之间的实时通信,通过预先设置期望飞行时间进行协同信息共享。纵向制导律在传统预测校正的基础上进行改进,引入归一化加权误差,同时考虑剩余航程误差与剩余飞行时间误差,采用全弹道积分预测剩余航程和剩余飞行时间,每个制导周期通过牛顿迭代法求解倾侧角幅值,完成兼顾时间协同和空间精度的纵向制导过程。仿真实例表明:通过选择合适的加权误差系数,所提制导律可实现对再入飞行时间的有效调节,导引多飞行器在期望飞行时间到达指定再入交班点。蒙特卡罗仿真验证了所提制导律的鲁棒性。

发动机舱软管系检测系统精度分析与仿真

针对发动机舱软管系振动干涉检测系统中工业机器人基坐标系和发动机坐标系不统一的问题,基于空间坐标转换原理提出了多目标归一化算法。在模拟振动时,该系统由于试验操作误差,不能准确运动到设定位置的精度,基于蒙特卡罗模拟的数值仿真方法分析检测系统的精度。以多目标归一化算法为基础构建精度模型,使用计算机进行蒙特卡罗模拟试验分析各操作环节对系统精度的影响,并从操作方面提出提高系统精度的补偿措施。仿真结果表明:车身标定环节误差放大倍数为78,测量块标定环节误差放大倍数为22,末端执行器(TCP)标定环节误差放大倍数为20,采取对同一点多次测量的方法可以提高试验成功率。

基于MASTA的齿轮修形公差设计

针对目前齿轮修形仿真仅考虑传递误差最优解的问题,以某款新能源减速器的设计数据为基础,在MASTA中搭建了包含有限元的系统模型,结合仿真和经验公式提出了一种考虑加工公差的快速修形仿真方法。根据经验公式及加工能力制定齿形及齿向鼓形量的设计值及公差,利用软件仿真对压力角、螺旋角修形进行全因子分析,从而得到满足传递误差设计标准下的齿形齿向公差范围。然后按正态分布随机产生修形参数,对设计公差范围进行仿真校核,验证了修形范围的有效性,为减速器修形设计提供新思路。

海洋环境噪声空间相关系数的统计特性

由于海洋环境的复杂性和随机性,实测海洋环境噪声空间相关系数同样具备随机性。本文利用南海浅海海洋环境噪声数据,分析比较了窄带以及宽频带海洋环境噪声空间相关系数统计特性,计算了海洋环境噪声空间相关系数的估计误差。结果表明:实测海洋环境噪声相关函数样本服从正态分布,噪声相关系数样本服从截断正态分布;带宽越宽,海洋环境噪声空间相关系数概率密度分布越集中,在数据量一定的条件下,宽频带噪声空间相关系数的估计精度高于窄带噪声。

基于正态分布的双差波速比方法研究——以山东长岛震群为例

对于震源位置相对集中的震群活动,首先应用双差波速比法对台站到时数据进行2次差分,该方法充分利用不同台站纵横波的到时数据,无需地震发震时刻及位置信息,且将计算波速比范围限定在震源区附近,消除了震源区到台站传播路径的影响;然后运用正态分布的组合去除误差分布的影响,得到关于去除误差分布后的纵横波到时二维正态分布,通过公式推导确定了二维正态分布的相关系数;最后,通过计算置信椭圆长轴斜率得到长岛震群整体波速比。研究结果表明,长岛震群整体波速比为1.7275,等地震数滑动(60个)计算得到的波速比区间为[1.4887,3.0541];2017、2018年长岛震群波速比变化与震群活动过程密切相关,同时反映了震源区介质流体饱和度、裂隙密度和状态变化。

Numerical Analysis of a Sliding Frictional Contact Problem with Normal Compliance and Unilateral Contact

This paper represents a continuation of [1] and [2]. Here, we consider the numerical analysis of a non-trivial frictional contact problem in a form of a system of evolution nonlinear partial differential equations. The model describes the equilibrium of a viscoelastic body in sliding contact with a moving foundation. The contact is modeled with a multivalued normal compliance condition with memory term restricted by a unilateral constraint and is associated with a sliding version of Coulomb’s law of dry friction. After a description of the model and some assumptions, we derive a variational formulation of the problem, which consists of a system coupling a variational inequality for the displacement field and a nonlinear equation for the stress field. Then, we introduce a fully discrete scheme for the numerical approximation of the sliding contact problem. Under certain solution regularity assumptions, we derive an optimal order error estimate and we provide numerical validation of this result by considering some numerical simulations in the study of a two-dimensional problem.

大负荷抢修作业机械臂误差拆分补偿控制方法设计

机械臂抢修作业中,受到大负荷的影响存在不可控柔性变形、空间约束参数不确定和滑模扰动等问题。为此,设计一种针对大负荷抢修作业机械臂的误差拆分补偿控制方法。将机械臂结构投影到二维平面,确定了机械臂大负荷下最大作业空间约束,引入拉格朗日方程,从机械臂动能、势能、广义力3个角度,对机械臂作业空间内的大负荷作业过程轨迹误差实施拆分。在笛卡尔空间内,设定前馈+PD控制器控制律,利用+PD控制器的误差补偿输出,实现抢修机械臂的误差差分补偿控制。实验表明,所提方法能够在高稳定性前提下,实现抢修机械臂的精准补偿控制。

基于SVM的配电网新能源接入多元负荷预测误差校正

针对校正配电网新能源接入多元负荷预测误差的目的,提出了基于SVM的配电网新能源接入多元负荷预测误差校正方法。采用SVM方法找出特征空间最大化间隔,消除了异常预测点的影响。引入松弛变量,集成负荷预测误差数据。归一化处理SVM输入数据,计算预测功率、实际功率相对误差,利用SVM支持面设计初步预测误差校正思路,构建损失函数,判断预测值正负,实现配电网新能源接入多元负荷预测误差校正。通过实验结果得出,该方法在第一种和第二种设备故障情况下,针对最高负荷和最低负荷的误差校正结果分别减小了9.797 MW和0.2 MW、5.292 MW和2.363 MW,均能达到有效校正误差的目的。

深海超低频WKB反转简正波模型

提出了一种基于抛物柱函数的深海超低频WKB反转简正波模型。采用比较方程法,选择形式解为抛物柱函数的映射方程,给出了典型深海声速剖面情况下简正波方程的抛物柱函数WKB近似解和近似条件。数值分析了Epstein声速剖面环境下简正波本征函数的全局近似误差,求解了Munk声速剖面环境下的简正波声场。结果表明,所提方法与经典WKB近似方法和Langer变换方法相比全局近似误差更小,并且可将海水层看成一个整体,适用于求解深海超低频声传播问题。