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稳预期,消除利差收窄的“噪音”恐慌--基于美债期限利差经济预测力的实证分析 被引量:1
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作者 郭栋 《浙江金融》 2020年第5期57-69,14,共14页
期限利差收窄导致收益率曲线倒挂引发经济衰退的预判,其究竟是"噪音"还是"信号"是当前美债利率曲线形态的热点研究问题。本文选择2年期和10年期美国国债期限利差作为冲击变量,对市场恐慌情绪(VIX)、金融周期变量(股... 期限利差收窄导致收益率曲线倒挂引发经济衰退的预判,其究竟是"噪音"还是"信号"是当前美债利率曲线形态的热点研究问题。本文选择2年期和10年期美国国债期限利差作为冲击变量,对市场恐慌情绪(VIX)、金融周期变量(股指)和经济周期变量(工业增加值)采用TVP-VAR和RD模型的研究方法进行实证验证。结论和建议:(1)各变量的时变冲击效应否定了期限利差的经济预测力,不能作为衰退"信号";(2)弱化利差收窄与"衰退"因果关系有助于稳定市场预期,剔除"噪音"有助于消除恐慌产生的负面影响。 展开更多
关键词 期限利差 衰退信号 时变效应
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石英ESR测年信号衰退特征研究进展 被引量:17
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作者 刘春茹 尹功明 Rainer Grün 《地球科学进展》 CAS CSCD 北大核心 2013年第1期24-30,共7页
电子自旋共振(ESR)测年法是第四纪地质年代学的重要测试方法之一,其测年范围广,特别是对于20万年至百万年尺度的第四纪样品有着重要意义。准确测量古剂量是影响ESR测年法精度和可信度的重要因素之一,而掌握ESR信号衰退特征及机制是获得... 电子自旋共振(ESR)测年法是第四纪地质年代学的重要测试方法之一,其测年范围广,特别是对于20万年至百万年尺度的第四纪样品有着重要意义。准确测量古剂量是影响ESR测年法精度和可信度的重要因素之一,而掌握ESR信号衰退特征及机制是获得准确、可信古剂量的重要前提。ESR测年法适用的地质样品种类较多,如热液石英脉、地质断层泥、水系沉积物等,不同样品的ESR信号衰退特征和机制有较大差异。近年来,国内外学者针对不同地质样品中石英ESR信号的衰退特征和机制深入开展了一系列的实验室模拟和野外观测研究,取得了诸多新认识。回顾了近年来在石英ESR信号衰退特征领域取得的进展,特别是水系沉积物石英ESR信号的衰退特征,并展望了这一领域的未来工作重点。 展开更多
关键词 ESR测年法 水系沉积物 石英 信号衰退
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Image Denoising Using Local Adaptive Least Squares Support Vector Regression 被引量:7
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作者 WU Dingxue PENG Daiqiang TIAN Jinwen 《Geo-Spatial Information Science》 2007年第3期196-199,共4页
Rather than attempting to separate signal from noise in the spatial domain, it is often advantageous to work in a transform domain. Building on previous work, a novel denoising method based on local adaptive least squ... Rather than attempting to separate signal from noise in the spatial domain, it is often advantageous to work in a transform domain. Building on previous work, a novel denoising method based on local adaptive least squares support vector regression is proposed. Investigation on real images contaminated by Gaussian noise has demonstrated that the proposed method can achieve an acceptable trade off between the noise removal and smoothing of the edges and details. 展开更多
关键词 least square support vector machines image denoising
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A NEW ML DETECTION ALGORITHM FOR ORTHOGONAL MULTICODE SYSTEM IN NAKAGAMI FADING CHANNEL
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作者 Wei Shengqun Cheng Yunpeng Wang Jinlong 《Journal of Electronics(China)》 2006年第2期184-188,共5页
Based on the Maximum-Likelihood (ML) criterion, this paper proposes a novel noncoherent detection algorithm for Orthogonal Multicode (OM) system in Nakagami fading channel. Some theoretical analysis and simulation res... Based on the Maximum-Likelihood (ML) criterion, this paper proposes a novel noncoherent detection algorithm for Orthogonal Multicode (OM) system in Nakagami fading channel. Some theoretical analysis and simulation results are presented. It is shown that the proposed ML algorithm is at least 0.7 dB better than the conventional Matched-Filter (MF) algorithm for uncoded systems, in both non-fading and fading channels. For the consideration of practical application, it is further simplified in complexity. Compared with the original ML algorithm, the simplified ML algorithm can provide significant reduction in complexity with small degradation in performance. 展开更多
关键词 Signal detection Orthogonal code Maximum-Likelihood (ML) Nakagami fading channel
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