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A modified stochastic model for LS+AR hybrid method and its application in polar motion short-term prediction
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作者 Fei Ye Yunbin Yuan 《Geodesy and Geodynamics》 EI CSCD 2024年第1期100-105,共6页
Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currentl... Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods. 展开更多
关键词 Stochastic model LS+ar Short-term prediction The earth rotation parameter(ERP) Observation model
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基于自适应AR模型巡航飞行参数预测研究
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作者 钱宇 王立新 +1 位作者 张恒 刘瑜 《计算机应用与软件》 北大核心 2024年第4期73-79,共7页
为更准确实现飞行参数趋势预测,提出一种基于自适应自回归(AR)模型的稳定巡航飞行参数预测方法。根据稳定巡航参数筛选条件,获取建模所需飞行参数。利用卡尔曼滤波原理估计AR模型参数,并与飞行参数构建系统方程,利用无迹卡尔曼滤波实时... 为更准确实现飞行参数趋势预测,提出一种基于自适应自回归(AR)模型的稳定巡航飞行参数预测方法。根据稳定巡航参数筛选条件,获取建模所需飞行参数。利用卡尔曼滤波原理估计AR模型参数,并与飞行参数构建系统方程,利用无迹卡尔曼滤波实时更新、修正AR模型参数估计值,将自适应AR模型的预测值与曲线拟合模型和灰色模型的预测值进行对比。以波音B777-300ER飞机的快速存取记录器数据样本进行仿真验证,结果表明:自适应AR模型在数据预测和收敛速率方面均更优,可有效降低预报模型随步数增加导致的精度误差,提高参数预测准确性。研究在飞机维修保障、状态监控与预测等方面具有重要作用。 展开更多
关键词 无迹卡尔曼滤波 自适应ar模型 飞行参数预测 曲线拟合模型 灰色模型
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基于D3AR的半球共形阵低空风切变风速估计方法
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作者 李海 唐芳 李双双 《雷达科学与技术》 北大核心 2024年第1期21-28,共8页
针对半球共形阵体制下进行低空风切变检测时会受到强地杂波信号的干扰,导致风切变信号难以检测的问题,提出了一种基于空时自回归的直接数据域算法(Space-Time Autoregressive Direct Data Domain,D3AR)的低空风切变风速估计方法。该方... 针对半球共形阵体制下进行低空风切变检测时会受到强地杂波信号的干扰,导致风切变信号难以检测的问题,提出了一种基于空时自回归的直接数据域算法(Space-Time Autoregressive Direct Data Domain,D3AR)的低空风切变风速估计方法。该方法首先将待检测距离单元的数据从空域、时域以及空时域进行信号对消处理;然后将处理后的数据矩阵描述为空时自回归(Autoregression,AR)模型并估计模型参数;再通过构造与杂波子空间正交的空间来实现对杂波的抑制,最后通过提取待检测单元的最大多普勒频率来估计风场速度。根据仿真结果显示,该方法有效地实现了地杂波抑制,并且能够精确估计风速。 展开更多
关键词 半球共形阵 低空风切变 ar模型 风速估计
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基于AR-ECM平均差异模型的串联电池组SOC、容量多尺度联合估计方法
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作者 刘芳 余丹 +1 位作者 苏卫星 卜凡涛 《中国电机工程学报》 EI CSCD 北大核心 2024年第10期3937-3948,I0016,共13页
考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM... 考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM)。基于此模型,提出串联电池组SOC、容量多尺度联合估计算法。该算法由2个部分组成,一是基于AR-ECM的MDM及差异化模型参数辨识策略:条件辨识策略和定频分组辨识策略;二是基于多时间尺度H无穷滤波(multi-timescale H infinity filter,Mts-HIF)的电池组SOC、容量联合估计算法。通过将所提出MDM中的自回归平均模型(autoregression mean model,AR-MM)与传统MDM中的n阶RC平均模型(nRC mean model,nRC-MM)比较,结果表明所提出的AR-MM在复杂运行工况下具有更优的动态跟随性能。依据最小化信息量准则(akaike information criterion,AIC),AR-MM具有更优的复杂度与精度的权衡。通过与基于多时间尺度扩展卡尔曼滤波(multi-timescale extended Kalman filter,Mts-EKF)联合状态估计算法比较,结果表明所提出的Mts-HIF状态估计算法具有更优的鲁棒性、精度和收敛速度。 展开更多
关键词 串联电池组 自回归等效电路模型 平均差异模型 容量 荷电状态 H无穷滤波
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Space-time clutter model for airborne bistatic radar with non-Gaussian statistics 被引量:4
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作者 Duan Rui Wang Xuegang Jiang Chaoshu Chen Zhuming 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第2期283-290,共8页
To validate the potential space-time adaptive processing (STAP) algorithms for airborne bistatic radar clutter suppression under nonstationary and non-Gaussian clutter environments, a statistically non-Gaussian, spa... To validate the potential space-time adaptive processing (STAP) algorithms for airborne bistatic radar clutter suppression under nonstationary and non-Gaussian clutter environments, a statistically non-Gaussian, space-time clutter model in varying bistatic geometrical scenarios is presented. The inclusive effects of the model contain the range dependency of bistatic clutter spectrum and clutter power variation in range-angle cells. To capture them, a new approach to coordinate system conversion is initiated into formulating bistatic geometrical model, and the bistatic non-Gaussian amplitude clutter representation method based on a compound model is introduced. The veracity of the geometrical model is validated by using the bistatic configuration parameters of multi-channel airborne radar measurement (MCARM) experiment. And simulation results manifest that the proposed model can accurately shape the space-time clutter spectrum tied up with specific airborne bistatic radar scenario and can characterize the heterogeneity of clutter amplitude distribution in practical clutter environments. 展开更多
关键词 airborne bistatic radar clutter model GEOMETRY non-gaussian
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Anomalous scaling in a non-Gaussian random shell model for passive scalars 被引量:1
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作者 赵英奎 陈式刚 王光瑞 《Chinese Physics B》 SCIE EI CAS CSCD 2007年第10期2848-2854,共7页
In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and σ correlated in time, and its intr... In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and σ correlated in time, and its introduction is inspired by She and Levveque (Phys. Rev. Lett. 72, 336 (1994)). For comparison, we also give the passive scalar advected by the Gaussian random velocity field. The anomalous scaling exponents H(p) of passive scalar advected by these two kinds of random velocities above are determined for structure function with values of p up to 15 by Monte Carlo simulations of the random shell model, with Gear methods used to solve the stochastic differential equations. We find that the H(p) advected by the non-Gaussian random velocity is not more anomalous than that advected by the Gaussian random velocity. Whether the advecting velocity is non-Gaussian or Gaussian, similar scaling exponents of passive scalar are obtained with the same molecular diffusivity. 展开更多
关键词 SCALING shell model She and Leveque (SL) model non-gaussian passive scalar
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基于AR-LSTM-BP的CPI组合预测模型
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作者 孙春 庄科俊 崔培贤 《喀什大学学报》 2024年第3期30-34,共5页
针对居民消费价格指数(CPI)预测准确性的问题,提出一种AR-LSTM-BP组合预测模型.首先分别用回归(AR)、长短时记忆网络(LSTM)和BP神经网络这三种模型对CPI预测,并对预测结果进行比较分析;随后引入诱导有序加权调和平均算子(IOWHA)的概念,... 针对居民消费价格指数(CPI)预测准确性的问题,提出一种AR-LSTM-BP组合预测模型.首先分别用回归(AR)、长短时记忆网络(LSTM)和BP神经网络这三种模型对CPI预测,并对预测结果进行比较分析;随后引入诱导有序加权调和平均算子(IOWHA)的概念,构建AR-LSTM-BP组合预测模型.结果表明,IOWHA组合预测模型的误差均小于单项预测模型,预测结果准确性较高,能够更好地反映CPI的波动走势. 展开更多
关键词 CPI 组合预测模型 自回归模型 IOWHA算子
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BIM Improved with RV and AR Technologies
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作者 Alcínia Zita Sampaio Raquel S. Sarmento Augusto M. Gomes 《Journal of Software Engineering and Applications》 2024年第6期508-521,共14页
The study addresses the integration of the Building Information Modelling (BIM) methodology with Virtual Reality (VR) and Augmented Reality (AR) technologies in the context of the development of a multidisciplinary pr... The study addresses the integration of the Building Information Modelling (BIM) methodology with Virtual Reality (VR) and Augmented Reality (AR) technologies in the context of the development of a multidisciplinary project, involving architecture, structures, water network and electrical system components. In order to cover in detail the various design features, the case study was limited to a specific area of a house, the sanitary rooms, as it presents sufficient complexity in modeling and the application of VR and AR software. The VR/AR functionalities applied over the BIM model increase the potential of BIM in the construction sector, contributing to the achievement of a high level of collaboration and control of the project based on an immersive and interactive environment. The elaboration of the different phases of a BIM design requires the transfer of models between BIM and VR/AR systems, allowing us to analyze the main advantages that BIM/VR/AR integration can introduce in the construction industry. The study contributes positively to achieving new knowledge in BIM, being disseminated in an academic research work and illustrated in a practical context. 展开更多
关键词 BIM Multi-Disciplines modeling Virtual Reality Augmented Reality Integration BIM/VR/ar COLLABORATION
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Generalized Variational Merging of Multi-source Precipitation Data Based on the Non-Gaussian Model
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作者 Jin Shuanglong Wang Gen 《Meteorological and Environmental Research》 CAS 2017年第6期20-26,共7页
Different from other domestic and foreign research in which the optimum interpolation(OI) merging algorithm is commonly used,this paper constructs the non-Gaussian model for generalized variational precipitation data ... Different from other domestic and foreign research in which the optimum interpolation(OI) merging algorithm is commonly used,this paper constructs the non-Gaussian model for generalized variational precipitation data merging research based on the non-Gaussianity of precipitation data. For CMORPH data correction,the probability density function( PDF) matching method is adopted,during which the GAMMA function fitting is utilized,and the generalized variational merging based on non-Gaussian model is used to merge corrected CMORPH precipitation data and station ground observation precipitation data. Meanwhile,we carry out an experiment on CMORPH precipitation data correction and the merging of multisource precipitation data based on non-Gaussian model. By measuring the structural similarity between the merged field and the reference field,we get a merging method that can better retain useful " outliers" which represent weather phenomena. The experimental results accord with our expectations. 展开更多
关键词 CMORPH GAMMA function PDF CORRECTIONS non-gaussian model Generalized VarIATIONAL MERGING
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基于JT-AR转换模型的非高斯风荷载特性分析
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作者 孙芳锦 阳立云 +2 位作者 路明璟 张大明 曾倩 《兰州工业学院学报》 2024年第1期64-70,共7页
为了研究大跨度屋盖结构的非高斯风荷载特性,提出一种采用JT-AR转换模型模拟大跨度球面屋盖结构非高斯脉动风压的方法。基于JT变换和AR模型理论进行耦合,提出并构建JT-AR转换模型,模拟生成非高斯脉动风压时程样本数据,与目标功率谱及高... 为了研究大跨度屋盖结构的非高斯风荷载特性,提出一种采用JT-AR转换模型模拟大跨度球面屋盖结构非高斯脉动风压的方法。基于JT变换和AR模型理论进行耦合,提出并构建JT-AR转换模型,模拟生成非高斯脉动风压时程样本数据,与目标功率谱及高阶统计量对比验证;通过已有风洞试验结果与作用在大跨度球面屋盖结构表面的非高斯分布特性作对比验证。结果表明:JT-AR转换模型的模拟结果与风洞试验作用在建筑上的非高斯脉动风具有同等作用效应,其模拟仿真结果具备可靠性及普适性。研究结论为大跨度结构抗风设计提供一种新的模拟方法,可代替复杂的风洞试验。 展开更多
关键词 大跨度屋盖结构 Johnson变换 ar自回归模型 高阶统计量 非高斯脉动风压
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BIM+AR技术在贵南高铁河池站建设施工管理中的应用
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作者 李春红 赵成成 +3 位作者 卢其峰 黄华 郭祥 黎遵强 《铁路技术创新》 2024年第2期127-132,共6页
鉴于传统BIM技术很难将三维信息模型融入施工现场真实环境中,技术人员无法将BIM与现场深度结合应用的问题,依托贵南高铁河池站建设项目,积极探索“互联网+”、BIM技术、物联网和大数据技术应用。将AR技术与BIM技术相结合,研发基于BIM+A... 鉴于传统BIM技术很难将三维信息模型融入施工现场真实环境中,技术人员无法将BIM与现场深度结合应用的问题,依托贵南高铁河池站建设项目,积极探索“互联网+”、BIM技术、物联网和大数据技术应用。将AR技术与BIM技术相结合,研发基于BIM+AR的辅助施工管理平台。将BIM模型及相关信息加载到移动终端中,利用二维码进行模型与现场匹配的精确定位,通过移动终端平板电脑即可查看模型。在项目现场以真实的比例对建筑的结构、空间、管道设计等进行检查,实现更精准的进度控制和资源管理,取得了一定的经济效益、管理效益和社会效益。 展开更多
关键词 BIM+ar 贵南高铁 站房 施工管理 模型 大数据
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β_(2)-AR减敏哮喘小鼠模型的建立及验证 被引量:1
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作者 张岩 宋桂华 +5 位作者 于素平 吕伟刚 郭彦荣 陈小松 张冰雪 周鸿雲 《海南医学院学报》 CAS 2023年第4期274-278,287,共6页
目的:建立β_(2)-AR减敏哮喘小鼠模型并对其进行验证。方法:SPF级雄性BALB/c30只小鼠随机分为空白组、普通哮喘模型组、β_(2)-AR减敏哮喘模型组。建立普通哮喘模型,并在此基础上采用雾化吸入同时腹腔注射沙丁胺醇的方法进行β_(2)-AR... 目的:建立β_(2)-AR减敏哮喘小鼠模型并对其进行验证。方法:SPF级雄性BALB/c30只小鼠随机分为空白组、普通哮喘模型组、β_(2)-AR减敏哮喘模型组。建立普通哮喘模型,并在此基础上采用雾化吸入同时腹腔注射沙丁胺醇的方法进行β_(2)-AR减敏哮喘模型的制备,造模21 d末次激发后,测定小鼠气道阻力、ELISA法检测小鼠血清IgE含量,HE染色观察肺组织炎细胞浸润程度,Western blot法检测肺组织中β_(2)-AR含量,RT-PCR检测肺组织中β_(2)-ARmRNA的表达。结果:与空白组相比,随着乙酰甲胆碱(Mch)浓度升高,OVA诱导的各组气道阻力升高,β_(2)-AR减敏哮喘模型组气道阻力增加更加显著(P<0.05);与空白组相比,普通哮喘组及β_(2)-AR减敏哮喘模型组IgE水平上升(P<0.01);病理组织学观察发现β_(2)-AR减敏哮喘小鼠气道炎症浸润,黏液过度分泌及胶原明显沉积,且均较普通哮喘模型组的病理表现显著加重;β_(2)-AR减敏哮喘小鼠模型肺组织中β_(2)-AR含量及β_(2)-ARmRNA的表达水平较空白组及普通哮喘模型组均明显下降(P<0.05)。结论:β_(2)-AR减敏哮喘小鼠模型构建成功,且造模周期短。 展开更多
关键词 支气管哮喘 模型 β_(2)-ar减敏
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实时洪水预报中基于岭估计的AR修正模型研究
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作者 刘可新 徐海卿 +3 位作者 庞丽丽 郭易 李匡 梁犁丽 《中国水利水电科学研究院学报(中英文)》 北大核心 2023年第3期212-221,235,共11页
为提高实时洪水预报精度,经常将水文模型与误差修正模型相结合,AR模型因其结构简单广泛应用于实时洪水预报误差修正。然而,实际应用显示,AR模型时常出现修正结果不稳定现象,表现为流量修正幅度过大,甚至出现“震荡”现象,严重影响修正... 为提高实时洪水预报精度,经常将水文模型与误差修正模型相结合,AR模型因其结构简单广泛应用于实时洪水预报误差修正。然而,实际应用显示,AR模型时常出现修正结果不稳定现象,表现为流量修正幅度过大,甚至出现“震荡”现象,严重影响修正效果。鉴于此,本文从矩阵特征值角度解释了AR模型出现不稳定现象的原因,并引入岭估计方法选择性利用流量信息更新自回归系数,使其更满足真实流量的涨落过程,增强该模型的稳健性。将新方法应用于蔺河口流域,结果显示岭估计方法显著提高了AR模型的稳健性,从而改善了模型修正效果,进一步提高了洪水预报精度。 展开更多
关键词 ar模型 岭估计 洪水预报 稳定性 误差修正
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基于AR模型的多普勒散射计回波功率谱估计
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作者 孙伟峰 李雯 +2 位作者 范陈清 贾晨 王青 《遥感信息》 CSCD 北大核心 2023年第2期40-47,共8页
当采样点数少或流速较小时,采用周期图法估计的多普勒散射计(Doppler scatterometer,DopSCAT)回波功率谱分辨率低,多普勒频移提取精度低。对此,提出了一种基于自回归(autoregressive,AR)模型的DopSCAT回波功率谱估计方法。该方法为DopS... 当采样点数少或流速较小时,采用周期图法估计的多普勒散射计(Doppler scatterometer,DopSCAT)回波功率谱分辨率低,多普勒频移提取精度低。对此,提出了一种基于自回归(autoregressive,AR)模型的DopSCAT回波功率谱估计方法。该方法为DopSCAT回波信号建立含有未知参数的AR模型,采用赤池信息量准则自适应确定模型的最优阶数;对定阶后的AR模型采用Burg算法计算模型参数,利用得到的AR模型估计回波功率谱;对功率谱进行峰值检测提取多普勒频移计算径向流,采用两个观测方位向的径向流合成得到海面流场。利用OSCAR海流数据进行了回波功率谱估计与海流反演实验。分析结果表明,与周期图法相比,该方法能够显著提高回波功率谱分辨率和多普勒频移的提取精度,进而提高了海流的反演精度。 展开更多
关键词 多普勒散射计 海流反演 回波功率谱 ar模型 多普勒频移
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基于AR技术的10 kV变电站作业安全态势视觉识别模型
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作者 宋立立 孙妍 《电子设计工程》 2023年第17期118-122,127,共6页
为了分析10 kV变电站定期检修作业难度,降低风险,同步识别安全态势,研究一种基于AR技术的10 kV变电站作业安全态势视觉识别模型。采用三维激光扫描仪采集10 kV变电站场景的三维点云数据,利用Delaunay算法,完成了三维虚拟场景构建。建立... 为了分析10 kV变电站定期检修作业难度,降低风险,同步识别安全态势,研究一种基于AR技术的10 kV变电站作业安全态势视觉识别模型。采用三维激光扫描仪采集10 kV变电站场景的三维点云数据,利用Delaunay算法,完成了三维虚拟场景构建。建立了虚拟人物模型,借助AR设备进行变电站检修作业跟踪,通过对比虚拟人物的标准作业动作,判断检修人员在作业过程中存在的不当行为,发出报警信号。实验结果表明,应用所研究模型,小样本的识别准确率为100%,40帧图像匹配结果较为完善。 展开更多
关键词 ar技术 10 kV变电站 作业安全 视觉识别模型
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AUTOREGRESSIVE MODEL AND POWER SPECTRUM CHARATERISTICS OF CURRENT SIGNAL IN HIGH FREQUENCY GROUP PULSE MICRO-ELECTROCHEMICAL MACHINING 被引量:3
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作者 TANG Xinglun ZHANG Zhijing +1 位作者 ZHOU Zhaoying YANG Xiaodong 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2006年第2期260-264,共5页
The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing acros... The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing across the cathode and the anode are created under different situations with different processing parameters and inter-electrode gap size. The AR model based on the current signals indicates that the order of the AR model is obviously different relating to the different processing conditions and the inter-electrode gap size; Moreover, it is different about the stability of the dynamic system, i.e. the white noise response of the Green's function of the dynamic system is diverse. In addition, power spectrum method is used in the analysis of the dynamic time series about the current signals with different inter-electrode gap size, the results show that there exists a strongest power spectrum peak, characteristic power spectrum(CPS), to the current signals related to the different inter-electrode gap size in the range of 0~5 kHz. Therefore, the CPS of current signals can implement the identification of the inter-electrode gap. 展开更多
关键词 Electrochemical machining Inter-electrode gap Autoregressive(ar model Power spectrum
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Effect of Multipoint Heterogeneity on Nonlinear Transformations for Geological Modeling: Porosity-Permeability Relations Revisited 被引量:3
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作者 J A Vargas-Guzmán 《Journal of China University of Geosciences》 SCIE CSCD 2008年第1期85-92,共8页
An analysis of statistical expected values for transformations is performed in this study to quantify the effect of heterogeneity on spatial geological modeling and evaluations. Algebraic transformations are frequentl... An analysis of statistical expected values for transformations is performed in this study to quantify the effect of heterogeneity on spatial geological modeling and evaluations. Algebraic transformations are frequently applied to data from logging to allow for the modeling of geological properties. Transformations may be powers, products, and exponential operations which are commonly used in well-known relations (e.g., porosity-permeability transforms). The results of this study show that correct computations must account for residual transformation terms which arise due to lack of independence among heterogeneous geological properties. In the case of an exponential porosity-permeability transform, the values may be positive. This proves that a simple exponential model back-transformed from linear regression underestimates permeability. In the case of transformations involving two or more properties, residual terms may represent the contribution of heterogeneous components which occur when properties vary together, regardless of a pair-wise linear independence. A consequence of power- and product-transform models is that regression equations within those transformations need corrections via residual cumulants. A generalization of this result is that transformations of multivariate spatial attributes require multiple-point random variable relations. This analysis provides practical solutions leading to a methodology for nonlinear modeling using correct back transformations in geology. 展开更多
关键词 reservoir static model intrinsic permeability non-gaussian nonlinear residual moment CUMULANT unbiased simulation parameter.
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A COMPARISON OF FORECASTING MODELS OF THE VOLATILITY IN SHENZHEN STOCK MARKET 被引量:1
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作者 庞素琳 邓飞其 王燕鸣 《Acta Mathematica Scientia》 SCIE CSCD 2007年第1期125-136,共12页
Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models: Logistic, AR(1) and AR(2). The time-variable parameters o... Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models: Logistic, AR(1) and AR(2). The time-variable parameters of Logistic regression model is estimated by using both the index smoothing method and the time-variable parameter estimation method. And both the AR(1) model and the AR(2) model of zero-mean series of the weekly dosing price and its zero-mean series of volatility rate are established based on the analysis results of zero-mean series of the weekly closing price, Six common statistical methods for error prediction are used to test the predicting results. These methods are: mean error (ME), mean absolute error (MAE), root mean squared error (RMSE), mean absolute percentage error (MAPE), Akaike's information criterion (AIC), and Bayesian information criterion (BIC). The investigation shows that AR(1) model exhibits the best predicting result, whereas AR(2) model exhibits predicting results that is intermediate between AR(1) model and the Logistic regression model. 展开更多
关键词 Logistic regression model ar(1) model ar(2) model VOLATILITY
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Statistic PID Tracking Control for Non-Gaussian Stochastic Systems Based on T-S Fuzzy Model 被引量:3
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作者 Yang Yi Hong Shen Lei Gu 《International Journal of Automation and computing》 EI 2009年第1期81-87,共7页
A new robust proportional-integral-derivative (PID) tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model ident... A new robust proportional-integral-derivative (PID) tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model identification. The tracked object is the statistical information of a given target probability density function (PDF), rather than a deterministic signal. Following B-spline approximation to the integrated performance function, the concerned problem is transferred into the tracking of given weights. Different from the previous related works, the time delay T-S fuzzy models with the exogenous disturbances are applied to identify the nonlinear weighting dynamics. Meanwhile, the generalized PID controller structure and the improved convex linear matrix inequalities (LMI) algorithms are proposed to fulfil the tracking problem. Furthermore, in order to enhance the robust performance, the peak-to-peak measure index is applied to optimize the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach. 展开更多
关键词 non-gaussian systems probability density function statistic tracking control T-S fuzzy model proportional-integralderivative control.
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Empirical Likelihood Inference for AR(p) Model 被引量:3
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作者 陈燕红 赵世舜 宋立新 《Northeastern Mathematical Journal》 CSCD 2008年第5期423-432,共10页
In this article we study the empirical likelihood inference for AR(p) model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an emp... In this article we study the empirical likelihood inference for AR(p) model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared. 展开更多
关键词 ar(p) model empirical likelihood moment construction asymptotic property
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