This paper focuses on the adaptive detection of range and Doppler dual-spread targets in non-homogeneous and nonGaussian sea clutter.The sea clutter from two polarimetric channels is modeled as a compound-Gaussian mod...This paper focuses on the adaptive detection of range and Doppler dual-spread targets in non-homogeneous and nonGaussian sea clutter.The sea clutter from two polarimetric channels is modeled as a compound-Gaussian model with different parameters,and the target is modeled as a subspace rangespread target model.The persymmetric structure is used to model the clutter covariance matrix,in order to reduce the reliance on secondary data of the designed detectors.Three adaptive polarimetric persymmetric detectors are designed based on the generalized likelihood ratio test(GLRT),Rao test,and Wald test.All the proposed detectors have constant falsealarm rate property with respect to the clutter texture,the speckle covariance matrix.Experimental results on simulated and measured data show that three adaptive detectors outperform the competitors in different clutter environments,and the proposed GLRT detector has the best detection performance under different parameters.展开更多
In the present paper, we consider a kind of semi-Markov risk model (SMRM) with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating acco...In the present paper, we consider a kind of semi-Markov risk model (SMRM) with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.展开更多
The actuaries always look for heavy-tailed distributions to model data relevant to business and actuarial risk issues.In this article,we introduce a new class of heavy-tailed distributions useful for modeling data in ...The actuaries always look for heavy-tailed distributions to model data relevant to business and actuarial risk issues.In this article,we introduce a new class of heavy-tailed distributions useful for modeling data in financial sciences.A specific sub-model form of our suggested family,named as a new extended heavy-tailed Weibull distribution is examined in detail.Some basic characterizations,including quantile function and raw moments have been derived.The estimates of the unknown parameters of the new model are obtained via the maximum likelihood estimation method.To judge the performance of the maximum likelihood estimators,a simulation analysis is performed in detail.Furthermore,some important actuarial measures such as value at risk and tail value at risk are also computed.A simulation study based on these actuarial measures is conducted to exhibit empirically that the proposed model is heavy-tailed.The usefulness of the proposed family is illustrated by means of an application to a heavy-tailed insurance loss data set.The practical application shows that the proposed model is more flexible and efficient than the other six competing models including(i)the two-parameter models Weibull,Lomax and Burr-XII distributions(ii)the three-parameter distributions Marshall-Olkin Weibull and exponentiated Weibull distributions,and(iii)a well-known four-parameter Kumaraswamy Weibull distribution.展开更多
A simple stochastic mechanism that produces exact and approximate power-law distributions is presented. The model considers radially symmetric Gaussian, exponential and power-law functions inn= 1, 2, 3 dimensions. Ran...A simple stochastic mechanism that produces exact and approximate power-law distributions is presented. The model considers radially symmetric Gaussian, exponential and power-law functions inn= 1, 2, 3 dimensions. Randomly sampling these functions with a radially uniform sampling scheme produces heavy-tailed distributions. For two-dimensional Gaussians and one-dimensional exponential functions, exact power-laws with exponent –1 are obtained. In other cases, densities with an approximate power-law behaviour close to the origin arise. These densities are analyzed using Padé approximants in order to show the approximate power-law behaviour. If the sampled function itself follows a power-law with exponent –α, random sampling leads to densities that also follow an exact power-law, with exponent -n/a – 1. The presented mechanism shows that power-laws can arise in generic situations different from previously considered specialized systems such as multi-particle systems close to phase transitions, dynamical systems at bifurcation points or systems displaying self-organized criticality. Thus, the presented mechanism may serve as an alternative hypothesis in system identification problems.展开更多
In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator ...In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.展开更多
The optimal selection of radar clutter model is the premise of target detection,tracking,recognition,and cognitive waveform design in clutter background.Clutter characterization models are usually derived by mathemati...The optimal selection of radar clutter model is the premise of target detection,tracking,recognition,and cognitive waveform design in clutter background.Clutter characterization models are usually derived by mathematical simplification or empirical data fitting.However,the lack of standard model labels is a challenge in the optimal selection process.To solve this problem,a general three-level evaluation system for the model selection performance is proposed,including model selection accuracy index based on simulation data,fit goodness indexs based on the optimally selected model,and evaluation index based on the supporting performance to its third-party.The three-level evaluation system can more comprehensively and accurately describe the selection performance of the radar clutter model in different ways,and can be popularized and applied to the evaluation of other similar characterization model selection.展开更多
To address the problem that dynamic wind turbine clutter(WTC)significantly degrades the performance of weather radar,a WTC mitigation algorithm using morphological component analysis(MCA)with group sparsity is studied...To address the problem that dynamic wind turbine clutter(WTC)significantly degrades the performance of weather radar,a WTC mitigation algorithm using morphological component analysis(MCA)with group sparsity is studied in this paper.The ground clutter is suppressed firstly to reduce the morphological compositions of radar echo.After that,the MCA algorithm is applied and the window used in the short-time Fourier transform(STFT)is optimized to lessen the spectrum leakage of WTC.Finally,the group sparsity structure of WTC in the STFT domain can be utilized to decrease the degrees of freedom in the solution,thus contributing to better estimation performance of weather signals.The effectiveness and feasibility of the proposed method are demonstrated by numerical simulations.展开更多
基金supported by the National Natural Science Foundation of China(62371382,62071346)the Science,Technology&Innovation Project of Xiong’an New Area(2022XAGG0181)the Special Funds for Creative Research(2022C61540)。
文摘This paper focuses on the adaptive detection of range and Doppler dual-spread targets in non-homogeneous and nonGaussian sea clutter.The sea clutter from two polarimetric channels is modeled as a compound-Gaussian model with different parameters,and the target is modeled as a subspace rangespread target model.The persymmetric structure is used to model the clutter covariance matrix,in order to reduce the reliance on secondary data of the designed detectors.Three adaptive polarimetric persymmetric detectors are designed based on the generalized likelihood ratio test(GLRT),Rao test,and Wald test.All the proposed detectors have constant falsealarm rate property with respect to the clutter texture,the speckle covariance matrix.Experimental results on simulated and measured data show that three adaptive detectors outperform the competitors in different clutter environments,and the proposed GLRT detector has the best detection performance under different parameters.
基金supported by the National Natural Science Foundation of China(11101451)Ph.D.Programs Foundation of Ministry of Education of China(20110191110033)
文摘In the present paper, we consider a kind of semi-Markov risk model (SMRM) with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.
文摘The actuaries always look for heavy-tailed distributions to model data relevant to business and actuarial risk issues.In this article,we introduce a new class of heavy-tailed distributions useful for modeling data in financial sciences.A specific sub-model form of our suggested family,named as a new extended heavy-tailed Weibull distribution is examined in detail.Some basic characterizations,including quantile function and raw moments have been derived.The estimates of the unknown parameters of the new model are obtained via the maximum likelihood estimation method.To judge the performance of the maximum likelihood estimators,a simulation analysis is performed in detail.Furthermore,some important actuarial measures such as value at risk and tail value at risk are also computed.A simulation study based on these actuarial measures is conducted to exhibit empirically that the proposed model is heavy-tailed.The usefulness of the proposed family is illustrated by means of an application to a heavy-tailed insurance loss data set.The practical application shows that the proposed model is more flexible and efficient than the other six competing models including(i)the two-parameter models Weibull,Lomax and Burr-XII distributions(ii)the three-parameter distributions Marshall-Olkin Weibull and exponentiated Weibull distributions,and(iii)a well-known four-parameter Kumaraswamy Weibull distribution.
文摘A simple stochastic mechanism that produces exact and approximate power-law distributions is presented. The model considers radially symmetric Gaussian, exponential and power-law functions inn= 1, 2, 3 dimensions. Randomly sampling these functions with a radially uniform sampling scheme produces heavy-tailed distributions. For two-dimensional Gaussians and one-dimensional exponential functions, exact power-laws with exponent –1 are obtained. In other cases, densities with an approximate power-law behaviour close to the origin arise. These densities are analyzed using Padé approximants in order to show the approximate power-law behaviour. If the sampled function itself follows a power-law with exponent –α, random sampling leads to densities that also follow an exact power-law, with exponent -n/a – 1. The presented mechanism shows that power-laws can arise in generic situations different from previously considered specialized systems such as multi-particle systems close to phase transitions, dynamical systems at bifurcation points or systems displaying self-organized criticality. Thus, the presented mechanism may serve as an alternative hypothesis in system identification problems.
基金The NNSF(10571073)of china,and 985 project of Jilin University.
文摘In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.
基金the National Natural Science Foundation of China(6187138461921001).
文摘The optimal selection of radar clutter model is the premise of target detection,tracking,recognition,and cognitive waveform design in clutter background.Clutter characterization models are usually derived by mathematical simplification or empirical data fitting.However,the lack of standard model labels is a challenge in the optimal selection process.To solve this problem,a general three-level evaluation system for the model selection performance is proposed,including model selection accuracy index based on simulation data,fit goodness indexs based on the optimally selected model,and evaluation index based on the supporting performance to its third-party.The three-level evaluation system can more comprehensively and accurately describe the selection performance of the radar clutter model in different ways,and can be popularized and applied to the evaluation of other similar characterization model selection.
文摘To address the problem that dynamic wind turbine clutter(WTC)significantly degrades the performance of weather radar,a WTC mitigation algorithm using morphological component analysis(MCA)with group sparsity is studied in this paper.The ground clutter is suppressed firstly to reduce the morphological compositions of radar echo.After that,the MCA algorithm is applied and the window used in the short-time Fourier transform(STFT)is optimized to lessen the spectrum leakage of WTC.Finally,the group sparsity structure of WTC in the STFT domain can be utilized to decrease the degrees of freedom in the solution,thus contributing to better estimation performance of weather signals.The effectiveness and feasibility of the proposed method are demonstrated by numerical simulations.