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义昌江流域水质水量演变规律分析
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作者 朱颖洁 刘钊琳 +1 位作者 左悦 张立杰 《浙江水利水电学院学报》 2024年第4期29-35,共7页
研究义昌江流域降水量、径流量和水质指标演变规律,可为流域水资源开发利用、水环境保护和水生态改善提供数据支撑。运用线性趋势回归检验法研究其变化趋势,采用有序聚类分析法对其进行突变分析;分析水质指标时空变化,并进行水质评价;基... 研究义昌江流域降水量、径流量和水质指标演变规律,可为流域水资源开发利用、水环境保护和水生态改善提供数据支撑。运用线性趋势回归检验法研究其变化趋势,采用有序聚类分析法对其进行突变分析;分析水质指标时空变化,并进行水质评价;基于Pearson相关分析和双累积曲线法,研究义昌江流域水质变化的原因。结果表明:降水量、径流量、溶解氧、高锰酸盐指数、氨氮、粪大肠菌群变化趋势不明显。一般情况下,下游大冲口断面水质比上游断面好;从季节变化来看,冬季水质大部分合格、水质较好;从年变化来看,水质变化波动;径流对溶解氧、氨氮的影响比降水和水温更大,水温对高锰酸盐指数、粪大肠菌群的影响比降水和径流更大;水质指标变化受自然因素和人类活动共同影响。 展开更多
关键词 水质水量变化 线性趋势回归检验 有序聚类分析 Pearson相关分析
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蒙江流域近60年水沙演变特征研究
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作者 朱颖洁(文/翻译) 张立杰 《江西水利科技》 2024年第2期118-124,共7页
基于1960-2020年蒙江流域日降水资料、蒙江控制站太平站径流和输沙资料分析蒙江流域降水量、径流量和输沙量的演变特征及原因;运用线性趋势回归检验法分析其趋势成分;采用Mann-Whitney-Pettitt突变点分析法对其进行突变分析;采用Morlet... 基于1960-2020年蒙江流域日降水资料、蒙江控制站太平站径流和输沙资料分析蒙江流域降水量、径流量和输沙量的演变特征及原因;运用线性趋势回归检验法分析其趋势成分;采用Mann-Whitney-Pettitt突变点分析法对其进行突变分析;采用Morlet小波分析法分析其周期成分。结果表明:除夏季降水量、径流量、输沙量和冬季降水量呈不明显的减少趋势外,其余序列呈不明显的增加趋势;年降水量、年径流量和年输沙量呈不明显的增加趋势,没有发生显著突变;年降水量序列存在4年、7年、20年、45年左右的周期;年径流量序列存在3年、7年、19年、50年左右的周期;年输沙量序列存在4年、6年、11年、16年、46年左右的周期;人类活动是引起蒙江流域年输沙量减少的主导因素。 展开更多
关键词 线性趋势回归检验 Mann-Whitney-Pettitt突变点分析 小波分析 成因分析 蒙江
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山西省近50年日照时数变化趋势分析 被引量:28
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作者 郝智文 范晓辉 +2 位作者 朱小琪 马建平 王孟本 《生态环境学报》 CSCD 北大核心 2009年第5期1807-1811,共5页
根据山西省近50a(1959—2008年)108个地面气象观测站的年日照时数系列数据,采用参数线性回归检验(LR)和非参数Mann-Kendall检验(MK)两种方法,从观测站、全省和综合治理规划地区3个角度,对山西省日照时数的时空变化基本特点进行了研究。... 根据山西省近50a(1959—2008年)108个地面气象观测站的年日照时数系列数据,采用参数线性回归检验(LR)和非参数Mann-Kendall检验(MK)两种方法,从观测站、全省和综合治理规划地区3个角度,对山西省日照时数的时空变化基本特点进行了研究。统计分析显示,近50a山西省各个观测站的年平均日照时数在2070.80~2973.67h之间。MK结果表明,(1)108个观测站,100个站的日照时数分别呈显著减少(79个站)和非显著减少(21个站)趋势;8个站的日照时数分别呈显著增加(2个站)和非显著增加(6个站)趋势。(2)山西省的年平均日照时数在总体上呈显著减少趋势(-67.27h/10a),近50a减少了336.35h。(3)在17个综合治理规划地区中,16个地区的日照时数呈显著减少趋势,尤以省境中心各综合治理规划地区为突出。对比分析表明,LR所得结果与MK的一致性很高。 展开更多
关键词 日照时数 线性回归检验 MANN-KENDALL检验 山西省
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资本资产定价模型在上证A股市场的实证研究
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作者 庄绪园 李述山 《科技视界》 2014年第25期11-12,共2页
资本资产定价模型在现代投资学中具有十分重要的意义,刻画了资产风险和收益之间的关系,是现代金融学领域重要的进展和突破。本文选取了上证A股中18只股票在2003年,2008年和2013年的月收益率,共648个样本数据用spss软件来对资本资产定价... 资本资产定价模型在现代投资学中具有十分重要的意义,刻画了资产风险和收益之间的关系,是现代金融学领域重要的进展和突破。本文选取了上证A股中18只股票在2003年,2008年和2013年的月收益率,共648个样本数据用spss软件来对资本资产定价模型进行实证线性回归检验,并对资本资产定价模型在我国上证A股市场的有效性进行了初步的论证。 展开更多
关键词 上证A股 线性回归检验 投资理论 资本资产定价模型
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滹沱河流域汛期气温、降雨及径流变化特征分析 被引量:6
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作者 陈雪晴 梁忠民 王军 《水电能源科学》 北大核心 2014年第2期7-10,30,共5页
分析汛期水文气象等要素的变化特征对认识流域水资源演变规律非常重要。选取滹沱河流域1958~2004年的水文气象数据,采用线性趋势回归检验法、滑动秩和法及Morlet小波分析法分别对汛期水文气象要素序列的趋势、突变及周期性进行分析,... 分析汛期水文气象等要素的变化特征对认识流域水资源演变规律非常重要。选取滹沱河流域1958~2004年的水文气象数据,采用线性趋势回归检验法、滑动秩和法及Morlet小波分析法分别对汛期水文气象要素序列的趋势、突变及周期性进行分析,并基于Surfer 9软件分析了降雨变异前后空间分布的变化情况。结果表明,滹沱河流域汛期月平均气温呈升高趋势,而降雨及洪量则呈下降趋势;气温、降雨和洪量序列均存在突变现象,变异点大致出现在1980年前后;变异后流域平均降雨量明显减少,且变异前后降雨空间分布也存在明显差异,变异前降雨在流域空间上更为集中,更易形成洪水过程,变异后滹沱河流域洪涝灾害发生可能性有所降低。 展开更多
关键词 滹沱河流域 线性趋势回归检验 秩和法 MORLET小波分析 水文气象要素
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中国股市有效性的实证分析 被引量:1
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作者 孙建波 靳向兰 《首都经济贸易大学学报》 1999年第4期52-55,共4页
一、市场有效性的类型及其特点 1967年5月,哈里·罗伯茨(Harry Roberts)根据信息在“所有价格充分反映所有相关信息”这一过程中的作用类型,将证券市场的效率分为三种类型: (1)弱式效率(Weak Form Efficiency)。达到弱式效率的证券... 一、市场有效性的类型及其特点 1967年5月,哈里·罗伯茨(Harry Roberts)根据信息在“所有价格充分反映所有相关信息”这一过程中的作用类型,将证券市场的效率分为三种类型: (1)弱式效率(Weak Form Efficiency)。达到弱式效率的证券市场,市场行为的历史资料已经充分发挥了作用,不再能继续影响证券市场的价格走势。换句话说,任何人都不能通过简单分析历史资料而获得超额收益。 展开更多
关键词 有效市场假设 弱有效性 随机游走 线性回归模型游程检验
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Regression analysis of major parameters affecting the intensity of coal and gas outbursts in laboratory 被引量:7
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作者 Geng Jiabo Xu Jiang +3 位作者 Nie Wen Peng Shoujian Zhang Chaolin Luo Xiaohang 《International Journal of Mining Science and Technology》 SCIE EI CSCD 2017年第2期327-332,共6页
Estimating the intensity of outbursts of coal and gas is important as the intensity and frequency of outbursts of coal and gas tend to increase in deep mining. Fully understanding the major factors contributing to coa... Estimating the intensity of outbursts of coal and gas is important as the intensity and frequency of outbursts of coal and gas tend to increase in deep mining. Fully understanding the major factors contributing to coal and gas outbursts is significant in the evaluation of the intensity of the outburst. In this paper, we discuss the correlation between these major factors and the intensity of the outburst using Analysis of Variance(ANOVA) and Contingency Table Analysis(CTA). Regression analysis is used to evaluate the impact of these major factors on the intensity of outbursts based on physical experiments. Based on the evaluation, two simple models in terms of multiple linear and nonlinear regression were constructed for the prediction of the intensity of the outburst. The results show that the gas pressure and initial moisture in the coal mass could be the most significant factors compared to the weakest factor-porosity. The P values from Fisher's exact test in CTA are: moisture(0.019), geostress(0.290), porosity(0.650), and gas pressure(0.031). P values from ANOVA are moisture(0.094), geostress(0.077), porosity(0.420), and gas pressure(0.051). Furthermore, the multiple nonlinear regression model(RMSE: 3.870) is more accurate than the linear regression model(RMSE: 4.091). 展开更多
关键词 Coal and gas outburst Gas pressure Regression analysis ANOVA CTA
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Estimation of thermal decomposition temperatures of organic peroxides by means of novel local and global descriptors
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作者 DAI Yi-min NIU Lan-li +2 位作者 ZOU Jia-qi LIU Dan-yang LIU Hui 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第7期1535-1544,共10页
The thermal decomposition temperature is one of the most important parameters to evaluate fire hazard of organic peroxide. A quantitative structure-property relationship model was proposed for estimating the thermal d... The thermal decomposition temperature is one of the most important parameters to evaluate fire hazard of organic peroxide. A quantitative structure-property relationship model was proposed for estimating the thermal decomposition temperatures of organic peroxides. The entire set of 38 organic peroxides was at random divided into a training set for model development and a prediction set for external model validation. The novel local molecular descriptors of AT1, AT2, AT3, AT4, AT5, AT6 and global molecular descriptor of ATC have been proposed in order to character organic peroxides’ molecular structures. An accurate quantitative structure-property relationship (QSPR) equation is developed for the thermal decomposition temperatures of organic peroxides. The statistical results showed that the QSPR model was obtained using the multiple linear regression (MLR) method with correlation coefficient (R), standard deviation (S), leave-one-out validation correlation coefficient (RCV) values of 0.9795, 6.5676 ℃ and 0.9328, respectively. The average absolute relative deviation (AARD) is only 3.86% for the experimental values. Model test by internal leave-one-out cross validation and external validation and molecular descriptor interpretation were discussed. Comparison with literature results demonstrated that novel local and global descriptors were useful molecular descriptors for predicting the thermal decomposition temperatures of organic peroxides. 展开更多
关键词 organic peroxide thermal decomposition temperature multiple linear regression model validation quantitative structure-property relationship
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Goodness-of-Fit Test for Volume Equations of Three Timber Species in South East Cameroon
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作者 Eric Ngbanye Ntabe John Adebayo Akande Lawrence Adetunji Kehinde 《Journal of Environmental Science and Engineering(B)》 2012年第5期600-605,共6页
A study on the validity of volume equations currently used for three timber species, Entandrophragma cylindricum, Erythrophleum ivorensis and Pericopsis elata (Sapelli, Tali and Assamela respectively) in south east ... A study on the validity of volume equations currently used for three timber species, Entandrophragma cylindricum, Erythrophleum ivorensis and Pericopsis elata (Sapelli, Tali and Assamela respectively) in south east Cameroon, was conducted between the months of July and September, 2007 to evaluate their suitability for the site. Twenty-two percent sampling intensity was conducted within annual allowable cuts and diameter readings taken on standing trees with the aid of a wide band Relascope. A non linear regression equation model was employed to compute volume equations and the student's t-test for the analysis of the existing models. Based on individual tree volumes within stands, new equations for the three species were constructed. A comparison was made between the new equations and those that were being used at the site. Results indicated a total standing volume of 0.007 m3/ha obtained for the three species (Sapelli 0.003 m3/ha, Tali 0.002 m3/ha and Assamela 0.002 m3/ha). Two new volume equation models [B] and [C] were retained for their goodness-of-fit with [B] for Assamela and [C] for Sapelli and Tali. Results also showed that a total volume of 0.005 m3/ha was underestimated for the three species (Sapelli 0.002 m3/ha, Tali 0.001 m3/ha and Assamela 0.002 m3/ha) when existing volume equations were applied. It is imperative to construct new volume equations that are compatible with the ecological characteristics of the site using representative samples. Setting-up appropriate methods for their validation shall also serve as checks to future management errors. 展开更多
关键词 Volume equations misapplication timber species Cameroon.
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Determination of Causal Effect in Observational Studies: Analysis of Correlated Data with Binary End-Points 被引量:1
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作者 Maupi Eric Letsoalo Maseka Lesaoana 《Journal of Mathematics and System Science》 2012年第2期119-125,共7页
Identifying the causal impact of' some intervention challenging when one is faced with correlated binary end-points in observational studies is a challenging task, and it is even more The statistical literature on an... Identifying the causal impact of' some intervention challenging when one is faced with correlated binary end-points in observational studies is a challenging task, and it is even more The statistical literature on analyzing such data is well documented. Dependence between observations from the same study subject in correlated data renders invalid the usual chi-square tests of independence and inflates the variance ofparameter estimates. Disaggregated approaches such as hierarchical linear models which are able to adjust for individual level covariate:s are favoured in the analysis of such data, thereby gaining power over aggregated and individual-level analyses. In this article the authors, therefore, address the issue of analyzing correlated data with dichotomous end-points by using hierarchical logistic regression, a generalization of the standard logistic regression model for independent outcomes. 展开更多
关键词 Correlated data observational studies counterfactual problem hierarchical models group randomization treatment effect.
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The Pre-test Principal Components Estimator in the Two Seemingly Unrelated Regression System
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作者 归庆明 《Chinese Quarterly Journal of Mathematics》 CSCD 1996年第4期57-61, ,共5页
For the two seemingly unrelated regression system, this paper proposed a new type of estimator called pre-test principal components estimator (PTPCE) and discussed some properties of PTPCE.
关键词 semmingly unrelated regression system pre-test principal components estimator
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Dverview and Main Advances in Permutation Tests for Linear Regression Models 被引量:1
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作者 Massimiliano Giacalone Angela Alibrandi 《Journal of Mathematics and System Science》 2015年第2期53-59,共7页
When the population, from which the samples are extracted, is not normally distributed, or if the sample size is particularly reduced, become preferable the use of not parametric statistic test. An alternative to the ... When the population, from which the samples are extracted, is not normally distributed, or if the sample size is particularly reduced, become preferable the use of not parametric statistic test. An alternative to the normal model is the permutation or randomization model. The permutation model is nonparametric because no formal assumptions are made about the population parameters of the reference distribution, i.e., the distribution to which an obtained result is compared to determine its probability when the null hypothesis is true. Typically the reference distribution is a sampling distribution for parametric tests and a permutation distribution for many nonparametric tests. Within the regression models, it is possible to use the permutation tests, considering their ownerships of optimality, especially in the multivariate context and the normal distribution of the response variables is not guaranteed. In the literature there are numerous permutation tests applicable to the estimation of the regression models. The purpose of this study is to examine different kinds of permutation tests applied to linear models, focused our attention on the specific test statistic on which they are based. In this paper we focused our attention on permutation test of the independent variables, proposed by Oja, and other methods to effect the inference in non parametric way, in a regression model. Moreover, we show the recent advances in this context and try to compare them. 展开更多
关键词 Permutation Tests Linear Regression Models Non Parametric Approach.
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Statistical Diagnosis and Gross Error Test for Semiparametric Linear Model 被引量:1
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作者 DING Shijun ZHANG Songlin JIANG Weiping WANG Shouchun 《Geo-Spatial Information Science》 2009年第4期296-302,共7页
This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testi... This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testing for parametric regression model.Several diagnostic measures and the methods for gross error testing are derived.Especially,the global and local influence analysis of the gross error on the parameter X and the nonparameter s are discussed in detail;at the same time,the paper proves that the data point deletion model is equivalent to the mean shift model for the semiparametric regression model.Finally,with one simulative computing example,some helpful conclusions are drawn. 展开更多
关键词 parametric regression semiparametric linear model influencing analysis statistical diagnosis gross error testing
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INFERENCE ON COEFFICIENT FUNCTION FOR VARYING-COEFFICIENT PARTIALLY LINEAR MODEL
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作者 Jingyan FENG Riquan ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第6期1143-1157,共15页
One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient fun... One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well. 展开更多
关键词 x2-distribution generalized likelihood ratio optimal rate of convergence varying-coefficientpartially linear model Wilks phenomenon.
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