NONLINEAR WAVELET SMOOTHING OF ERROR DENSITY IN A SEMIPARAM ETRIC REGRESSION MODEL

In this paper,a sem iparam etric regression m odel in w hich errors are i.i.d random variables from an unknow n density f(·) is considered.Based on Hallet al.(1995),a nonlinear w avelet estim ation of f(·) withoutrestrictions ofcontinuity everyw here on f(·) is given,and the convergence rate ofthe estim ators in L2 is obtained.

Auxiliary error and probability density function based neuro-fuzzy model and its application in batch processes

This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.

Effect of Distributional Assumption on GARCH Model into Shenzhen Stock Market： a Forecasting Evaluation

This paper examines the forecasting performance of different kinds of GARCH model （GRACH, EGARCH, TARCH and APARCH） under the Normal, Student-t and Generalized error distributional assumption. We compare the effect of different distributional assumption on the GARCH models. The data we analyze are the daily stocks indexes for Shenzhen Stock Exchange （SSE） in China from April 3^rd, 1991 to April 14^th, 2005. We find that improvements of the overall estimation are achieved when asymmetric GARCH models are used with student-t distribution and generalized error distribution. Moreover, it is found that TARCH and GARCH models give better forecasting performance than EGARCH and APARCH models. In forecasting performance, the model under normal distribution gives more accurate forecasting performance than non-normal densities and generalized error distributions clearly outperform the student-t densities in case of SSE.

Performance of M-QAM, M-DPSK and M-PSK with MRC diversity in a Nakagami-m fading channel

The nature of a wireless communication channel is very unpredictable. To design a good communication link, it is required to know the statistical model of the channel accurately. The average symbol error probability(ASER) was analyzed for different modulation schemes. A unified analytical framework was presented to obtain closed-form solutions for calculating the ASER of M-ary differential phase-shift keying(M-DPSK), coherent M-ary phase-shift keying(M-PSK), and quadrature amplitude modulation(QAM) over single or multiple Nakagami-m fading channels. Moreover, the ASER was estimated and evaluated by using the maximal ratio-combining(MRC) diversity technique. Simulation results show that an error rate of the fading channel typically depends on Nakagami parameters(m), space diversity(N), and symbol rate(M). A comparison between M-PSK, M-DPSK, and M-QAM modulation schemes was shown, and the results prove that M-ary QAM(M-QAM) demonstrates better performance compared to M-DPSK and M-PSK under all fading and non-fading conditions.

Vibration Characteristic Analysis and Experiment of Non-Rigid Airship with Suspended Curtain

In order to evaluate the vibration characteristics of non-rigid airship with suspended curtain,we introduce vibration characteristic analysis method of the inflatable membrane structure.Modal numerical method of the inflatable membrane structure under the pressure difference is validated by the model testing of the inflatable cantilever tube.The finite element model of 75 m airships is established to simulate the vibration characteristics subjected to only pressure difference and the resultant force of weight and buoyancy.The nonlinear static deformation and stress analysis are investigated for two kinds of equilibrated configurations with various pressure differences,as well as the vibration characteristics.The structural efficiency of the suspended curtain is investigated through the force transfer ratio at the assumed equilibrated point.The effects of manufacture error of the suspended cable length on the structural behavior are analyzed.The results indicate that the local area of airship envelope connected to the suspended cable is a weak part.Various pressures and pressure gradients have significant effects on the global airship structure and the suspended curtain.The suspended curtain is effective to transfer the equilibrated force from the bottom to the top of airship envelope.Manufacture error of the suspended cable length could result in obvious deformation of local airship envelope.The presented work is valuable to the structural engineering design of stratospheric airship.