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局部平稳性未知条件下STAR模型的线性性检验 被引量:4
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作者 张凌翔 张晓峒 《数量经济技术经济研究》 CSSCI 北大核心 2012年第1期100-117,134,共19页
本文讨论了局部随机游走STAR模型、局部随机趋势STAR模型的线性性检验问题,构造了Wald类检验统计量,推导出了这些统计量的极限分布,并分析了这些统计量有限样本下的统计特性;本文提出了在局部平稳性未知的条件下,进行STAR模型的线性性... 本文讨论了局部随机游走STAR模型、局部随机趋势STAR模型的线性性检验问题,构造了Wald类检验统计量,推导出了这些统计量的极限分布,并分析了这些统计量有限样本下的统计特性;本文提出了在局部平稳性未知的条件下,进行STAR模型的线性性检验方法,构建了稳健的检验统计量。检验功效与检验水平分析表明,该统计量具有良好的检验水平及较高的检验功效。 展开更多
关键词 局部随机游走 局部随机趋势 STAR模型 线性性检验
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随机回归模型线性性的拟合优度检验方法 被引量:1
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作者 朱力行 F.J.Hickernell 安鸿志 《数学年刊(A辑)》 CSCD 北大核心 1997年第2期247-252,共6页
本文研究随机多元回归模型的线性性检验.所提出的检验统计量是由两个统计量之和形成的.第一个是由最小二乘回归拟合的残差构造的,它具有渐近x2分布,但在完全对立假设检验时,它不是相容的.另一个则是基于对上述残差量的回归核估... 本文研究随机多元回归模型的线性性检验.所提出的检验统计量是由两个统计量之和形成的.第一个是由最小二乘回归拟合的残差构造的,它具有渐近x2分布,但在完全对立假设检验时,它不是相容的.另一个则是基于对上述残差量的回归核估计,在零假设成立时,它趋于零,在对立假设成立时,则趋于无穷大.理论结果表明,本文的检验方法在完全对立假设下仍有相容性.模拟结果显示出,此方法在许多对立假设下,具有较好的功效. 展开更多
关键词 回归模型 线性性检验 拟合优度检验 多元回归
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虚拟变量在线性回归模型中的一种应用 被引量:1
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作者 刘亦农 《南通职业大学学报》 2000年第2期34-36,共3页
若干特异点处的统计量容易导致回归方程拟合不足。本文引入虚拟变量(DummyVariables)给出一种较为实用的解决途径。
关键词 回归模型 线性回归 虚拟变量 最小二乘法 线性性检验 自变量 因变量
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一类时间序列模型线性性的K-S型检验
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作者 陈敏 安鸿志 《科学通报》 EI CAS CSCD 北大核心 1996年第11期961-966,共6页
1 定理 考虑如下非线性时间序列模型: (1) 具有如下假设: (A1)是R^2中的开子集; (A2){∈_t}是i.i.d.序列,∈_t和x_(t-1),独立,且 (2) (A3)h(·)是正可测函数满足当|x|→∞时,h(x)→∞,h(x)/|x|→0,且对每一C>0, (A4){x_t}是混合... 1 定理 考虑如下非线性时间序列模型: (1) 具有如下假设: (A1)是R^2中的开子集; (A2){∈_t}是i.i.d.序列,∈_t和x_(t-1),独立,且 (2) (A3)h(·)是正可测函数满足当|x|→∞时,h(x)→∞,h(x)/|x|→0,且对每一C>0, (A4){x_t}是混合序列。 展开更多
关键词 线性 时间序列模型 线性性检验 K-S型检验
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能源需求非线性组合预测中包容性检验方法的改进
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作者 冯雪 张金锁 《系统工程》 CSSCI CSCD 北大核心 2016年第10期142-147,共6页
传统包容性检验方法不能很好地适应能源需求非线性组合模型的特征,基于非线性函数的思想,本文提出将传统包容性检验的线性回归模型改进为非线性回归模型,利用逐步删除单一预测模型的组合模型与原组合模型之间的非线性包容性检验方法,确... 传统包容性检验方法不能很好地适应能源需求非线性组合模型的特征,基于非线性函数的思想,本文提出将传统包容性检验的线性回归模型改进为非线性回归模型,利用逐步删除单一预测模型的组合模型与原组合模型之间的非线性包容性检验方法,确定该单一模型是否参与非线性组合预测。实证结果显示,改进的包容性检验方法在能源需求非线性组合模型的适用性及预测精度方面均有所提高。 展开更多
关键词 传统包容检验方法 线性包容检验 单一预测模型遴选 线性组合预测模型
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西安地区湿陷性土湿陷系数的回归分析
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作者 贾韵洁 史春梅 孙石磊 《山西建筑》 2005年第11期77-78,共2页
通过Excel回归分析系统和逐步回归分析方法,利用显著性检验,建立了西安地区不同地貌单元湿陷性土湿陷系数与物理指标(w,e0,γ)之间的相关关系,并进行了指标间的多重共线性检验。
关键词 湿陷系数 物理指标 回归分析 显著检验 多重共线性
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基于脉搏信号的心电特征研究 被引量:8
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作者 张爱华 张妍 王琦 《电子测量技术》 2009年第8期8-11,共4页
根据脉搏、心电信号的内在联系,采用时域与频域相结合的方法提取脉搏信号和心电信号的特征向量,利用线性相关的显著性检验分析脉波信号和心电信号的内在关联性。30例健康与亚健康样本的检验结果显示出脉搏基频频率与心率、脉搏波周期与... 根据脉搏、心电信号的内在联系,采用时域与频域相结合的方法提取脉搏信号和心电信号的特征向量,利用线性相关的显著性检验分析脉波信号和心电信号的内在关联性。30例健康与亚健康样本的检验结果显示出脉搏基频频率与心率、脉搏波周期与心电信号R-R间期存在一致变化性,而其他特征则不明显存在这种特征。 展开更多
关键词 脉搏 心电信号 心率变异 R-R间期 线性相关的显著检验
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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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Non-Linear Dependence in Oil Price Behavior
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作者 Semei Coronado Ramirez Leonardo Gatica Arreola Mauricio Ramirez Grajeda 《Journal of Mathematics and System Science》 2012年第2期110-118,共9页
In this paper, the authors analyze the adequacy of GARCH-type models to analyze oil price behavior by applying two types of non-parametric tests, the Hinich portmanteau test for non-linear dependence and a frequency-d... In this paper, the authors analyze the adequacy of GARCH-type models to analyze oil price behavior by applying two types of non-parametric tests, the Hinich portmanteau test for non-linear dependence and a frequency-dominant test of time reversibility, the reverse test based on the bispectrum, to explore the high-order spectrum properties of the Mexican oil price series. The results suggest strong evidence of a non-linear structure and time irreversibility. Therefore, it does not comply with the i.i.d (independent and identically distributed) property. The non-linear dependence, however, is not consistent throughout the sample period, as indicated by a windowed test, suggesting episodic nonlinear dependence. The results imply that GARCH models cannot capture the series structure. 展开更多
关键词 Bispcctrum time reversibility NONLINEARITY asymmetry oil price.
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舰船信息融合工程模型部分测试模型研究
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作者 韩成标 杨文安 《数学的实践与认识》 CSCD 北大核心 2003年第7期9-14,共6页
通过对误差方差不等性检验 ,趋势函数线性性检验 ,从而得到误差随机部分的统计结果 ,建立起舰船信息融合工程模型的误差模型 .
关键词 舰船 信息融合工程 误差模型 雷达 方差不等 趋势函数 线性性检验 Barlett检验
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The Relationship between Carbon Dioxide Emission Intensity and Economic Growth in China:Cointegration,Linear and Nonlinear Granger Causality 被引量:1
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作者 涂雄苓 《Journal of Resources and Ecology》 CSCD 2016年第2期122-129,共8页
This study is to use cointegration, linear and non-linear Granger causality test to investigate the relationship between carbon dioxide (CO2) emissionand economic growth (GDP) in China for the period 1961-2010. Ou... This study is to use cointegration, linear and non-linear Granger causality test to investigate the relationship between carbon dioxide (CO2) emissionand economic growth (GDP) in China for the period 1961-2010. Our analysis shows that CO2 emission and GDP are balanced in the long-run. The results suggest that there is evidence that economic development can improve environmental degradation in the long-run. Moreover, the result of linear and non-linear Granger causality test indicates a long-run unidirectional causality running from GDP to CO2 emissions. The study suggests that in the long run, economic growth may have an adverse effect on the CO2 emissions in China. Government should take into account the environment in their current policies, which may be of great importance for policy decision-makers to develop economic policies to preserve economic growth while curbing of carbon emissions. 展开更多
关键词 COINTEGRATION Linear and Nonlinear Granger Causality CO2 emission economic growth
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ZERO FINITE-ORDER SERIAL CORRELATION TEST IN A PARTIALLY LINEAR SINGLE-INDEX MODEL
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作者 Xiaohui LIU Guofu WANG +1 位作者 Xuemei HU Bo LI 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第6期1185-1201,共17页
The purpose of this paper is to test the underlying serial correlation in a partially linear single-index model. Under mild conditions, the proposed test statistics are shown to have standard chi- squared distribution... The purpose of this paper is to test the underlying serial correlation in a partially linear single-index model. Under mild conditions, the proposed test statistics are shown to have standard chi- squared distribution asymptotically when there is no serial correlation in the error terms. To illustrate their finite sample properties, simulation experiments, as well as a real data example, are also provided. It is revealed that the finite sample performances of the proposed test statistics are satisfactory in terms of both estimated sizes and powers. 展开更多
关键词 Asymptotic distribution empirical likelihood partially linear single-index model zerofinite-order serial correlation.
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