In this paper the limiting distribution of the least square estimate for the autoregressive coefficient of a nearly unit root model with GARCH errors is derived. Since the limiting distribution depends on the unknown ...In this paper the limiting distribution of the least square estimate for the autoregressive coefficient of a nearly unit root model with GARCH errors is derived. Since the limiting distribution depends on the unknown variance of the errors, an empirical likelihood ratio statistic is proposed from which confidence intervals can be constructed for the nearly unit root model without knowing the variance. To gain an intuitive sense for the empirical likelihood ratio, a small simulation for the asymptotic distribution is given.展开更多
In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and imple...In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches.展开更多
A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being l...A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.展开更多
工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小...工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法.展开更多
目的利用360°全方向24和36声源测试设备,初步探讨健听中青年和健听老年前期-老年人水平声源定位特点。方法选取2021年4月至2021年9月中国人民解放军总医院耳鼻喉科收治的43例健听成年受试者为研究对象,其中男性22例,女性21例;根据...目的利用360°全方向24和36声源测试设备,初步探讨健听中青年和健听老年前期-老年人水平声源定位特点。方法选取2021年4月至2021年9月中国人民解放军总医院耳鼻喉科收治的43例健听成年受试者为研究对象,其中男性22例,女性21例;根据年龄分为中青年组(21~49岁)20例和老年前期-老年组(50~72岁)23例。两组分别给予纯音听阈测试、全方向24声源(间隔15°)和36声源(间隔10°)水平声源定位(sound localization,SL)能力评估。给声强度60 dB HL,给声刺激为1 kHz啭音,通过计算均方根误差(root mean square,RMS)、平均绝对误差(mean absolutely error,MAE)等评估受试者的声源定位能力。结果24声源老年前期-老年组MAE、RMS均值高于中青年组的MAE、RMS均值,差异有统计学意义(P<0.05);36声源老年前期-老年组MAE、RMS高于中青年组的MAE、RMS,差异无统计学意义(P>0.05)。24声源和36声源前场MAE和RMS均高于后场的MAE和RMS,前后场的MAE和RMS比较,差异有统计学意义(P<0.01);左右场的MAE、RMS比较,差异无统计学意义(P>0.05)。24声源前后混淆比例为7.73%,36声源前后混淆比例为15.42%;24声源和36声源均为正前方的声源定位准确度最差;老年前期-老年组前后混淆的比例高于中青年组,差异无统计学意义(P>0.05)。结论健听老年前期-老年人全方向24声源和36声源水平定位能力,相比健听中青年组有所下降。左右场的定位准确度高,前后场的定位准确度低,正前方定位准确度最低。全方向水平声源定位能力的测试结果与扬声器数量有关,且反应趋势具有一致性。展开更多
基金Supported by the National Natural Science Foundation of China(10801118)Specialized Research Fund for the Doctor Program of Higher Education(200803351094)
文摘In this paper the limiting distribution of the least square estimate for the autoregressive coefficient of a nearly unit root model with GARCH errors is derived. Since the limiting distribution depends on the unknown variance of the errors, an empirical likelihood ratio statistic is proposed from which confidence intervals can be constructed for the nearly unit root model without knowing the variance. To gain an intuitive sense for the empirical likelihood ratio, a small simulation for the asymptotic distribution is given.
文摘In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches.
基金supported by the NNSF of China(Grant Nos.11971208 and 11601197)the NNSF of China(Grant No.61973145)+5 种基金the Outstanding Youth Fund Project of the Science and Technology Department of Jiangxi Province(Grant No.20224ACB211003)supported by the Science and Technology Research Project of Education Department of Jiangxi Province(Grant No.GJJ200545)the Postgraduate Innovation Project of Jiangxi Province(Grant No.YC2021–B124)NSSF of China(Grant No.21BTJ035)supported by the National Major Social Science Project of China(Grant No.21&ZD152)Natural Science Project of Jiangxi Provincial Department of Science and Technology(Grant No.jxsq2023201048)。
文摘A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.
文摘工业数据由于技术故障和人为因素通常导致数据异常,现有基于约束的方法因约束阈值设置的过于宽松或严格会导致修复错误,基于统计的方法因平滑修复机制导致对时间步长较远的异常值修复准确度较低.针对上述问题,提出了基于奖励机制的最小迭代修复和改进WGAN混合模型的时序数据修复方法.首先,在预处理阶段,保留异常数据,进行信息标注等处理,从而充分挖掘异常值与真实值之间的特征约束.其次,在噪声模块提出了近邻参数裁剪规则,用于修正最小迭代修复公式生成的噪声向量.将其传递至模拟分布模块的生成器中,同时设计了一个动态时间注意力网络层,用于提取时序特征权重并与门控循环单元串联组合捕捉不同步长的特征依赖,并引入递归多步预测原理共同提升模型的表达能力;在判别器中设计了Abnormal and Truth奖励机制和Weighted Mean Square Error损失函数共同反向优化生成器修复数据的细节和质量.最后,在公开数据集和真实数据集上的实验结果表明,该方法的修复准确度与模型稳定性显著优于现有方法.
文摘目的利用360°全方向24和36声源测试设备,初步探讨健听中青年和健听老年前期-老年人水平声源定位特点。方法选取2021年4月至2021年9月中国人民解放军总医院耳鼻喉科收治的43例健听成年受试者为研究对象,其中男性22例,女性21例;根据年龄分为中青年组(21~49岁)20例和老年前期-老年组(50~72岁)23例。两组分别给予纯音听阈测试、全方向24声源(间隔15°)和36声源(间隔10°)水平声源定位(sound localization,SL)能力评估。给声强度60 dB HL,给声刺激为1 kHz啭音,通过计算均方根误差(root mean square,RMS)、平均绝对误差(mean absolutely error,MAE)等评估受试者的声源定位能力。结果24声源老年前期-老年组MAE、RMS均值高于中青年组的MAE、RMS均值,差异有统计学意义(P<0.05);36声源老年前期-老年组MAE、RMS高于中青年组的MAE、RMS,差异无统计学意义(P>0.05)。24声源和36声源前场MAE和RMS均高于后场的MAE和RMS,前后场的MAE和RMS比较,差异有统计学意义(P<0.01);左右场的MAE、RMS比较,差异无统计学意义(P>0.05)。24声源前后混淆比例为7.73%,36声源前后混淆比例为15.42%;24声源和36声源均为正前方的声源定位准确度最差;老年前期-老年组前后混淆的比例高于中青年组,差异无统计学意义(P>0.05)。结论健听老年前期-老年人全方向24声源和36声源水平定位能力,相比健听中青年组有所下降。左右场的定位准确度高,前后场的定位准确度低,正前方定位准确度最低。全方向水平声源定位能力的测试结果与扬声器数量有关,且反应趋势具有一致性。
