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基于EM算法的混合正态分布的参数求解及定阶问题的探讨 被引量:2
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作者 郭靖羽 张磊 《现代计算机》 2009年第12期21-25,共5页
对金融资产的收益率的分布的精确拟合是证券市场的风险管理和价格趋势预测的基础。由于收益率数据的分布具有尖峰厚尾性,一般的分布函数较难对其进行拟合,混合正态分布被学者认为能较好地拟合这种情况,但混合正态分布中有较多的待求参数... 对金融资产的收益率的分布的精确拟合是证券市场的风险管理和价格趋势预测的基础。由于收益率数据的分布具有尖峰厚尾性,一般的分布函数较难对其进行拟合,混合正态分布被学者认为能较好地拟合这种情况,但混合正态分布中有较多的待求参数,准确求解这些参数是一个难题,另一个需要探讨的问题是定阶问题。基于EM算法求解参数,并且对定阶问题进行实证分析。将混合正态分布与其他各种分布(正态分布、韦布尔分布、广义误差分布、拉普拉斯分布和Logistic分布)进行横向对比。 展开更多
关键词 混合正态分布 定阶问题 EM算法
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带权Bernstein基的对偶泛函在时序相似性度量中的应用
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作者 钟绍军 刘洪 《统计与信息论坛》 CSSCI 北大核心 2015年第3期3-9,共7页
提出了带权Bernstein基的对偶泛函的离散形式,并用于逼近时间序列,将基函数的控制向量作为时间序列的特征向量,达到压缩数据的目的。根据时间序列的凸包个数解决了对偶泛函的定阶问题,用时间序列的特征向量提出了基于极大似然比的相似... 提出了带权Bernstein基的对偶泛函的离散形式,并用于逼近时间序列,将基函数的控制向量作为时间序列的特征向量,达到压缩数据的目的。根据时间序列的凸包个数解决了对偶泛函的定阶问题,用时间序列的特征向量提出了基于极大似然比的相似性检验统计量,并给出相似系数的计算公式。最后通过正交变换得到相互无关的控制点特征向量,据此可以实现多个时间序列的相似性比较、聚类分析等。模拟数值试验证明,该方法能有效压缩数据,计算精度高,可实现不等长度的时间序列数据的相似性比较,体现了大数据挖掘的特点。 展开更多
关键词 BERNSTEIN基函数 相似性度量 对偶泛函 定阶问题 极大似然比统计量
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An Existence Theorem of Positive Solution for Fourth-order Superlinear Semipositone Eigenvalue Problems
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作者 江秀芬 姚庆六 《Chinese Quarterly Journal of Mathematics》 CSCD 2001年第2期64-68,共5页
In this paper we investigate the existence of positive solution for a class of fourth_order superlinear semipositone eigenvalue problems. This class of problems usually describes the deformation of the elastic beam wh... In this paper we investigate the existence of positive solution for a class of fourth_order superlinear semipositone eigenvalue problems. This class of problems usually describes the deformation of the elastic beam whose both end_points are fixed. 展开更多
关键词 elastic beam equation existence of positive solution SEMIPOSITONE fixed point theorem on cone
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An Existence Theorem of Solution for a Singular Third-order Two-point Boundary Value Problem 被引量:1
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作者 姚庆六 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2008年第1期61-66,共6页
By constructing suitable Banach space, an existence theorem is established under a condition of linear growth for the third-order boundary value problem u″′(t)+f(t,u(t),u′(t))=0,0〈t〈1,u(0)=u′(0)=u′... By constructing suitable Banach space, an existence theorem is established under a condition of linear growth for the third-order boundary value problem u″′(t)+f(t,u(t),u′(t))=0,0〈t〈1,u(0)=u′(0)=u′(1)=0, where the nonlinear term contains first and second derivatives of unknown function. In this theorem the nonlinear term f(t, u, v, w) may be singular at t = 0 and t = 1. The main ingredient is Leray-Schauder nonlinear alternative. 展开更多
关键词 singular ordinary differential equation boundary value problem existence theorem nonlinear alternative
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Positive Solutions for a Class of Second-order m-point Boundary Value Problems
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作者 YAN Jie-sheng YANG Liu LIU Xi-ping 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2006年第3期448-454,共7页
Using a fixed point theorem in cones, the paper consider the existence of positive solutions for a class of second-order m-point boundary value problem. Sufficient conditions to ensure the existence of double positive... Using a fixed point theorem in cones, the paper consider the existence of positive solutions for a class of second-order m-point boundary value problem. Sufficient conditions to ensure the existence of double positive solutions are obtained. The associated Green function of this problem is also given. 展开更多
关键词 second-order m-point boundary value problem fixed point CONE positive solution
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Existence Theorems for a Fifth-Order Boundary Value Problem
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作者 Amir Elhaffaf Mostepha Naceri 《Journal of Mathematics and System Science》 2014年第1期1-5,共5页
Abstract: In this paper, we study the existence of a solution for fifth-order boundary value problem{u(5)(t)+f(t,u(t),u"(t)=0,0〈t〈1)/u(0)=u'(0)=u'(1)=u"(1)=u(4)(0)=0 Where f ∈ C([0,1] &... Abstract: In this paper, we study the existence of a solution for fifth-order boundary value problem{u(5)(t)+f(t,u(t),u"(t)=0,0〈t〈1)/u(0)=u'(0)=u'(1)=u"(1)=u(4)(0)=0 Where f ∈ C([0,1] × R2, R). By placing certain restrictions on the nonlinear term f, we prove the existence of at least one solution to the boundary value problem with the use of the lower and upper solution method and Schauder fixed-point theorem. The construction of lower or upper solution is also present.ed. Boundary value problems of very similar type are also considered. 展开更多
关键词 Fifth-order differential equations boundary value problems lower and upper solution method Schauder fixed-pointtheorem.
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A SECOND ORDER MEHROTRA-TYPE PREDICTOR-CORRECTOR ALGORITHM FOR SEMIDEFINITE OPTIMIZATION 被引量:4
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作者 Mingwang ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第6期1108-1121,共14页
Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-cor... Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et a1.(2006) for linear optimization. Basedon the NT direction as Newton search direction, it is shown that the iteration-complexity bound of thealgorithm for semidefinite optimization is which is similar to that of the correspondingalgorithm for linear optimization. 展开更多
关键词 Mehrotra-Type algorithm polynomial complexity predictor-corrector algorithm semidef-inite optimization.
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Local Stability for an Inverse Coefficient Problem of a Fractional Diffusion Equation 被引量:1
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作者 Caixuan REN Xiang XU 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2014年第3期429-446,共18页
Time-fractional diffusion equations are of great interest and importance on describing the power law decay for diffusion in porous media. In this paper, to identify the diffusion rate, i.e., the heterogeneity of mediu... Time-fractional diffusion equations are of great interest and importance on describing the power law decay for diffusion in porous media. In this paper, to identify the diffusion rate, i.e., the heterogeneity of medium, the authors consider an inverse coefficient problem utilizing finite measurements and obtain a local HSlder type conditional stability based upon two Carleman estimates for the corresponding differential equations of integer orders. 展开更多
关键词 Carleman estimate Conditional stability Inverse coefficient problem Fractional diffusion equation
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