基于新权重函数的MIX-GARCH-L模型及其应用

文章引入一种新的权重函数,并构建新的波动率模型——MIX-GARCH-L模型,新模型能够充分利用高低频数据提炼出更有价值的信息。针对新模型参数估计问题,提出MIX-GARCH-L模型的参数估计方法来分析估计量的理论性质,证明了对应的中心极限定理以及用Service-Boostrap方法模拟检验估计量的数据表现。所提模型具有以下优势:新权重函数能够更好地根据交易特征的变动来自动调整不同交易日的权重,从而使每个高频交易日所分配到的权重与未来波动率产生的冲击效果一致;能够利用同一交易过程中多种高频交易数据,信息利用更加充分,使得MIX-GARCH-L模型具有更好的预测精度和预测优势。实证结果显示:MIX-GARCH-L模型的MSPE值明显小于GARCH-RV模型和GARCH-M模型的MSPE值,说明MIX-GARCH-L模型不仅在模型预测上有更高的预测精度,而且在稳健性上的表现也更好。

基于AHP-CRITIC权重分析法和热分析技术的小米炒党参炮制工艺研究

目的基于热分析技术及混合权重的响应面实验优选小米炒党参炮制工艺。方法运用热分析技术对小米炒党参炮制前后的有效成分进行热解特性分析,得出适宜的炮制温度范围,同时从热分析角度初步解析其炮制机理;以指标性成分5-羟甲基糠醛(5-HMF)、党参炔苷、白术内酯Ⅲ、党参多糖的含量结合外观性状为评价指标,采用层次分析法AHP(The analytic hierarchy process)结合CRITIC权重法确立各评价指标的权重系数,并利用响应面法考察炒制温度、炒制时间、辅料用量对小米炒党参综合评分的影响,优选小米炒党参炮制工艺。结果热分析结果表明党参炮制后主要影响党参的多糖类成分及苷类成分,小米炒党参最佳炮制温度范围为120~220℃;以AHP-CRITIC混合权重法得出党参炔苷、党参多糖、白术内酯Ⅲ、5-HMF、外观性状的权重分别是0.4345、0.1768、0.1393、0.0889、0.1605;以此进行综合评分,通过响应面法优选得到小米炒党参最佳炮制工艺为每100 kg党参加小米20 kg,165℃炒制5 min。结论结合了热分析技术与AHP-CRITIC混合权重法的响应面实验所优化的炮制工艺合理可行,可为小米炒党参的质量标准的建立及工业化生产提供参考。

基于AHP-CRITIC混合加权法结合正交设计优选参芪益气方提取工艺研究

目的:建立高效液相色谱-蒸发光散射器(HPLC-ELSD)法同时测定参芪益气方中人参皂苷Rg1、Re、Rb1和黄芪甲苷的含量,并优选参芪益气方的最佳提取工艺。方法:采用XBridge Shield RP_(18)色谱柱(4.6 mm×250 mm,5μm),流动相为乙腈-水,梯度洗脱,柱温30℃,流速1.0 mL·min^(-1),ELSD漂移管温度106.5℃,氮气流速2.9 L·min^(-1)。以上述4种成分转移率和干膏得率为评价指标,采用层次分析法(AHP)-指标相关性的指标权重确定方法(CRITIC)混合加权法确定各评价指标的权重系数,结合正交试验结果优选参芪益气方最佳提取工艺。结果:建立的含量测定方法可同时测定4种指标成分的含量,线性关系良好(r≥0.9994);精密度、稳定性、重复性试验的相对标准偏差(RSD)均小于3.0%;加样回收率为97.5%~103.0%(RSD 1.2%~2.8%,n=6)。参芪益气方的最佳提取工艺为加10倍量水,提取2次,每次1 h。验证试验综合评分均值为95.4(RSD为1.2%,n=3)。结论:建立的含量测定方法可靠高效,优选的提取工艺稳定可行,为参芪益气方的进一步研制开发奠定了基础。

Generalizations of mixed weighted power mean inequality

Tarnavas established mixed weighted power mean inequality in 1999. A separation of weighted power mean inequslity was derived in this paper. As its applications, some separations of other inequalities were given.

A novel model to evaluate spatial structure in thinned conifer-broadleaved mixed natural forests

In order to ensure the effective analysis and reconstruction of forests,it is key to ensure the quantitative description of their spatial structure.In this paper,a distance model for the optimal stand spatial structure based on weighted Voronoi diagrams is proposed.In particular,we provide a novel methodological model for the comprehensive evaluation of the spatial structure of forest stands in natural mixed conifer-broadleaved forests and the formulation of management decision plans.The applicability of the rank evaluation and the optimal solution distance model are compared and assessed for different standard sample plots of natural mixed conifer-broadleaved forests.The effect of crown width on the spatial structure unit of the trees is observed to be higher than that of the diameter at breast height.Moreover,the influence of crown length is greater than that of tree height.There are nine possible spatial structure units determined by the weighted Voronoi diagram for the number of neighboring trees in the central tree,with an average intersection of neighboring crowns reaching 80%.The rank rating of natural forest sample plots is correlated with the optimal solution distance model,and their results are generally consistent for natural forests.However,the rank rating is not able to provide a quantitative assessment.The optimal solution distance model is observed to be more comprehensive than traditional methods for the evaluation of the spatial structure of forest stands.It can effectively reflect the trends in realistic stand spatial structure factors close to or far from the ideal structure point,and accurately assesses the forest spatial structure.The proposed optimal solution distance model improves the integrated evaluation of the spatial structure of forest stands and provides solid theoretical and technical support for sustainable forest management.

WEIGHTED PSEUDO ALMOST-PERIODIC SOLUTIONS OF SHUNTING INHIBITORY CELLULAR NEURAL NETWORKS WITH MIXED DELAYS

In this paper, we prove the existence and the global exponential stability of the unique weighted pseudo almost-periodic solution of shunting inhibitory cellular neural networks with mixed time-varying delays comprising different discrete and distributed time delays. Some sufficient conditions are given for the existence and the global exponential stability of the weighted pseudo almost-periodic solution by employing fixed point theorem and differential inequality techniques. The results of this paper complement the previously known ones. Finally, an illustrative example is given to demonstrate the effectiveness of our results.

A Feature Weighted Mixed Naive Bayes Model for Monitoring Anomalies in the Fan System of a Thermal Power Plant

With the increasing intelligence and integration,a great number of two-valued variables(generally stored in the form of 0 or 1)often exist in large-scale industrial processes.However,these variables cannot be effectively handled by traditional monitoring methods such as linear discriminant analysis(LDA),principal component analysis(PCA)and partial least square(PLS)analysis.Recently,a mixed hidden naive Bayesian model(MHNBM)is developed for the first time to utilize both two-valued and continuous variables for abnormality monitoring.Although the MHNBM is effective,it still has some shortcomings that need to be improved.For the MHNBM,the variables with greater correlation to other variables have greater weights,which can not guarantee greater weights are assigned to the more discriminating variables.In addition,the conditional P(x j|x j′,y=k)probability must be computed based on historical data.When the training data is scarce,the conditional probability between continuous variables tends to be uniformly distributed,which affects the performance of MHNBM.Here a novel feature weighted mixed naive Bayes model(FWMNBM)is developed to overcome the above shortcomings.For the FWMNBM,the variables that are more correlated to the class have greater weights,which makes the more discriminating variables contribute more to the model.At the same time,FWMNBM does not have to calculate the conditional probability between variables,thus it is less restricted by the number of training data samples.Compared with the MHNBM,the FWMNBM has better performance,and its effectiveness is validated through numerical cases of a simulation example and a practical case of the Zhoushan thermal power plant(ZTPP),China.

GLOBAL APPROXIMATION FOR A CLASS OF GENERALIZED MIXED EXPONENTIAL TYPE INTEGRAL OPERATORS IN POLYNOMIAL WEIGHT SPACES

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AHP-CRITIC混合加权法优选风湿痹痛膏提取工艺

目的确定指标权重,优选风湿痹痛膏的最佳提取工艺。方法以出膏率及芍药苷、单酯型乌头碱含量为考察指标,采用层次分析法(AHP)、基于指标相关性的权重确定方法(CRITIC)、AHP-CRITIC混合加权法确定权重系数,结合正交试验优选风湿痹痛膏复方提取工艺最佳参数。结果采用AHP-CRITIC混合加权法确定的权重系数更符合实际,按该权重系数进行综合评分,优选的最佳提取工艺为:加6倍量的水,提取1.5 h,提取2次。结论AHP-CRITIC混合加权法较单一方法更全面、合理,所确定的提取工艺稳定可行,可为风湿痹痛膏的研制开发提供参考依据。

基于AHP-CRITIC权重分析的Box-Behnken响应面法优化参膝口服液提取工艺研究

目的:优选参膝口服液的最佳提取工艺。方法:以杯苋甾酮、人参皂苷Rg1、Re、Rb1、Rc、Rb2、Rd、干膏率、总多糖含量为评价指标,采用层次分析法(AHP)、Criteria Importance Through Intercriteria Correlation法(CRITIC)、AHP-CRITIC混合加权法确定权重系数,比较混合加权法和单一赋权法,并结合试验设计优化复方提取工艺参数。结果:AHP-CRITIC混合加权法较单一赋权法合理、全面,按所得权重系数进行综合评价,确定最佳工艺参数为:处方药材加10倍量水,加热回流提取3次,每次80 min。结论:AHP-CRITIC混合加权法确定的权重系数客观、合理,可用于复方提取工艺多指标的权重分配,优选的工艺经验证试验,合理、稳定,重复性好,可用于工业化大生产。

基于AHP-CRITIC法结合正交设计优选复方血竭跌打膏中四味中药提取工艺

目的优选复方血竭跌打膏中续断、延胡索、红花、骨碎补合提的最佳提取工艺。方法采用正交试验设计,以川续断皂苷Ⅵ、延胡索乙素、羟基红花黄色素A、柚皮苷的含量和出膏率为考察指标,用AHP-CRITIC混合加权法计算5项指标的权重系数,并对正交试验数据结果进行综合评分,考察提取溶剂、料液比、提取时间、提取次数对提取效果的影响,优选复方血竭跌打膏中四味中药提取工艺。结果四味药材合提的最优工艺条件如下:加10倍量70%乙醇,回流提取2次,每次1.5 h。验证试验结果,综合评分均值为98.85,RSD为0.65%(n=3)。结论采用AHP-CRITIC混合加权法计算出的各指标权重系数可以客观地反映复方血竭跌打膏的配伍规律,且优选出的醇提工艺稳定可行,可用于本药膏的实际生产。

基于AHP-CRITIC法的正交设计优化柏参洗剂提取工艺

目的:设计正交试验优选柏参洗剂提取工艺。方法:采用水蒸气蒸馏法,设计正交试验考察溶媒量、浸泡时间、蒸馏时间等因素对花椒挥发油含量影响优选提取工艺;采用层次分析法(AHP)、指标相关性权重法(CRITIC)、AHP-CRITIC混合加权法确定小檗碱、总苦参碱、蛇床子素和得膏率的权重系数,并结合正交试验结果优选醇提工艺。结果:对花椒挥发油提取率有显著影响的因素为蒸馏时间,优选最佳工艺为6倍溶媒量,浸泡1 h,蒸馏6 h;AHP-CRITIC混合加权法科学优选出对最佳醇提工艺为10倍40%乙醇,提取0.5 h。结论:柏参洗剂的提取工艺稳定可行,可为工业生产提供数据参考。

基于AHP-CRITIC法的正交设计优选贞芪颗粒提取工艺及促生长作用初步研究

开发一种具有促生长作用的新中兽药贞芪颗粒,优化其提取工艺并对其促生猪生长作用进行初步研究,为工业化生产提供参考。以总多糖、黄芪甲苷、毛蕊异黄酮葡萄糖苷、特女贞苷、红景天苷、干膏得率作为评价指标,采用层次分析法(AHP)、基于指标相关性的权重确定方法(CRITIC)、AHP-CRITIC混合加权法确定各评价指标的权重系数,根据其正交试验结果优化贞芪颗粒提取工艺参数。将100头保育猪随机分为5组,通过在日粮中添加不同剂量的颗粒,连续喂养30 d,与空白组和阳性对照组对比,计算平均日增重(ADG)、平均日采食量(ADFI)和料肉比(F∶G)。AHP-CRITIC混合加权法科学优选出最佳提取工艺参数为复方药材加12~13倍质量的水提取3次(第一次13倍),每次2.5 h。3批验证试验综合评分均值为98.91,RSD为0.79%。经过30 d饲喂,高、中、低剂量组和阳性对照组的料重比无显著性差异(P>0.05),但都显著低于空白对照组(P<0.05),其中中剂量组的料重比最低。AHP-CRITIC混合加权法确定的权重系数客观、真实,优选出的贞芪颗粒提取工艺经验证,合理、稳定,重复性好,此工艺条件下制备的颗粒对生猪具有促进生长的作用。

Ridge estimation iterative solution of ill-posed mixed additive and multiplicative random error model with equality constraints

The reasonable prior information between the parameters in the adjustment processing can significantly improve the precision of the parameter solution. Based on the principle of equality constraints, we establish the mixed additive and multiplicative random error model with equality constraints and derive the weighted least squares iterative solution of the model. In addition, aiming at the ill-posed problem of the coefficient matrix, we also propose the ridge estimation iterative solution of ill-posed mixed additive and multiplicative random error model with equality constraints based on the principle of ridge estimation method and derive the U-curve method to determine the ridge parameter. The experimental results show that the weighted least squares iterative solution can obtain more reasonable parameter estimation and precision information than existing solutions, verifying the feasibility of applying the equality constraints to the mixed additive and multiplicative random error model. Furthermore, the ridge estimation iterative solution can obtain more accurate parameter estimation and precision information than the weighted least squares iterative solution.

基于AHP-CRITIC混合加权法的正交试验优选神气汤提取工艺

目的优选神气汤的提取工艺。方法以加水倍量、提取时间、提取次数为考察因素,以AHP-CRITIC混合加权法确定神气汤中多糖含量,以及党参炔苷、毛蕊花糖苷、松脂醇二葡萄苷、马钱苷、五味子醇甲的提取率及干膏得率的权重系数,以综合评分为评价指标,采用L9(34)正交试验优选最佳提取工艺。结果神气汤最佳提取工艺为,药材加6倍量水,提取3次,每次30 min。结论AHP-CRITIC混合加权法结合正交试验优选的神气汤提取工艺稳定、可行,可为后期工业化生产提供参考。

An Almost Sure Central Limit Theorem for Weighted Sums of Mixing Sequences

In this paper, we prove an almost sure central limit theorem for weighted sums of mixing sequences of random variables without stationary assumptions. We no longer restrict to logarithmic averages, but allow rather arbitrary weight sequences. This extends the earlier work on mixing random variables

Solution of Electrohydrodynamic Flow Equation Using an Orthogonal Collocation Method Based on Mixed Interpolation

In this Paper, we have proposed a new weighted residual method known as orthogonal collocation-based on mixed interpolation (OCMI). Mixed interpolation uses the classical polynomial approximation with two correction terms given in the form of sine and cosine function. By these correction terms, we can control the error in the solution. We have applied this approach to a non-linear boundary value problem (BVP) in ODE which governs the electrohydrodynamic flow in a cylindrical conduit. The solution profiles shown in the figures are in good agreement with the work of Paullet (1999) and Ghasemi et al. (2014). Our solution is monotonic decreasing and satisfies , where, α governs the strength of non-linearity and for large values of α solutions are . The residual errors are given in Table 1 and Table 2 which are significantly small. Comparison of residual errors between our proposed method, Least square method and Homotopy analysis method is also given and shown via the Table 3 where as the profiles of the residual error are depicted in Figures 4-8. Table and graphs show that efficiency of the proposed method. The error bound and its L2-norm with relevant theorems for mixed interpolation are also given.

A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application

Normal Variance-Mean Mixture (NVMM) provides a general framework for deriving models with desirable properties for modelling financial market variables such as exchange rates, equity prices, and interest rates measured over short time intervals, i.e. daily or weekly. Such data sets are characterized by non-normality and are usually skewed, fat-tailed and exhibit excess kurtosis. The Generalised Hyperbolic distribution (GHD) introduced by Barndorff-Nielsen (1977) which act as Normal variance-mean mixtures with Generalised Inverse Gaussian (GIG) mixing distribution nest a number of special and limiting case distributions. The Normal Inverse Gaussian (NIG) distribution is obtained when the Inverse Gaussian is the mixing distribution, i.e., the index parameter of the GIG is . The NIG is very popular because of its analytical tractability. In the mixing mechanism, the mixing distribution characterizes the prior information of the random variable of the conditional distribution. Therefore, considering finite mixture models is one way of extending the work. The GIG is a three parameter distribution denoted by and nest several special and limiting cases. When , we have which is called an Inverse Gaussian (IG) distribution. When , , , we have , and distributions respectively. These distributions are related to and are called weighted inverse Gaussian distributions. In this work, we consider a finite mixture of and and show that the mixture is also a weighted Inverse Gaussian distribution and use it to construct a NVMM. Due to the complexity of the likelihood, direct maximization is difficult. An EM type algorithm is provided for the Maximum Likelihood estimation of the parameters of the proposed model. We adopt an iterative scheme which is not based on explicit solution to the normal equations. This subtle approach reduces the computational difficulty of solving the complicated quantities involved directly to designing an iterative scheme based on a representation of the normal equation. The algorithm is easily programmable and we obtained a monotonic convergence for the data sets used.

Complete Convergence for Weighted Sums of φ-mixing Sequence

In this paper, the complete convergence and strong law of large numbers for weighted sums of φ-mixing sequence with different distribution are investigated under some weaker moment conditions. Our results extend ones of independent sequence with identical distribution to the case of φ-mixing sequence with different distribution.

基于AHP-CRITIC法的正交设计优选丝瓜络炭提取工艺

目的:AHP-CRITIC混合加权法确定权重,优选丝瓜络炭的最佳提取工艺。方法:采用UPLC建立丝瓜络炭的丁香酸含量和特征图谱方法,利用中药主组分一致性数字化评价系统3.0计算以标准汤剂为参照的9组提取正交试验特征图谱的宏定量相似度(Pm),以丁香酸含量、转移率、出膏率和Pm为评价指标,采用AHP-CRITIC法结合正交设计优选丝瓜络炭提取工艺。结果:利用该方法权重系数进行综合评分,得到丝瓜络炭提取工艺为加38倍水,提取1次,提取时间1 h。结论:该方法可用于丝瓜络炭的提取工艺多指标权重的建立,为后续研究提供数据支撑。