The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris ...The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris L.)is one of the most common and important conifers in Turkey,so a well-planned management schedule is critical.Diameter distribution models to accurately describe the stand structure help improve management strategies,but developing reliable models requires a deep understanding of the growth,output and constraints of the forests.The most important information derived by diameter distribution models is primary data on horizontal stand structure for each diameter class of trees:basal area and volume per unit area.These predictions are required to estimate the range of products and predicted volume and yield from a forest stand.Here,to construct an accurate,reliable diameter distribution model for natural Scots pine stands in the Türkmen Mountain region,we used Johnson’s SBdistribution to represent the empirical diameter distributions of the stands using ground-based measurements from 55 sample plots that included1219 trees in natural distribution zones of the forests.As an alternative,nonparametric approach,which does not require any predefined function,an artificial intelligence model was constructed based on support vector machine methodology.An error index was calculated to evaluate the results.Overall,both Johnson’s SB probability density function with a three-parameter recovery approach and the support vector regression methodology provided reliable estimates of the diameter distribution of these stands.展开更多
Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exch...Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.展开更多
Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution proba...Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution probability hypothesis density(PHD) robust filtering algorithm based on variational Bayesian inference(GST-vbPHD) is proposed.Firstly,since it can accurately describe the heavy-tailed characteristics of noise with outliers,Gaussian-Student’s t mixture distribution is employed to model process noise and measurement noise respectively.Then Bernoulli random variable is introduced to correct the likelihood distribution of the mixture probability,leading hierarchical Gaussian distribution constructed by the Gaussian-Student’s t mixture distribution suitable to model non-stationary noise.Finally,the approximate solutions including target weights,measurement noise covariance and state estimation error covariance are obtained according to variational Bayesian inference approach.The simulation results show that,in the heavy-tailed noise environment,the proposed algorithm leads to strong improvements over the traditional PHD filter and the Student’s t distribution PHD filter.展开更多
A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape p...A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape parameters for the marginal probability density functions of the multivariate distribution. Expressions for the probability density function, for the variances, and for the covariances of the multivariate t-distribution with arbitrary shape parameters for the marginals are given.展开更多
A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing int...A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing integral leads to an effectively truncated Student’s t-distribution with tails that decay as exp (-q2t2). The effect of truncation of the chi distribution in a chi-normal mixture is investigated and expressions for the pdf, the variance, and the kurtosis of the t-like distribution that arises from the mixture of a left-truncated chi and a normal distribution are given for selected degrees of freedom 5. This work has value in pricing financial assets, in understanding the Student’s t--distribution, in statistical inference, and in analysis of data.展开更多
最小二乘逆时偏移(Least-Squares Reverse Time Migration,LSRTM)与常规偏移相比具有更高的成像分辨率、振幅保真性及均衡性等优势,是当前研究的热点之一.震源子波的估计直接影响LSRTM结果的好坏,在实际情况下考虑到震源子波的空变特性...最小二乘逆时偏移(Least-Squares Reverse Time Migration,LSRTM)与常规偏移相比具有更高的成像分辨率、振幅保真性及均衡性等优势,是当前研究的热点之一.震源子波的估计直接影响LSRTM结果的好坏,在实际情况下考虑到震源子波的空变特性,其估计十分困难.为了消除子波对LSRTM结果的影响,本文发展了基于卷积目标泛函的不依赖子波LSRTM算法.目标泛函由观测记录卷积模拟记录的参考道以及模拟记录卷积观测记录的参考道组成,由于观测子波和模拟子波在目标泛函的两项中同时存在,从而消除了子波的影响.此外,常用的基于L2范数拟合的LSRTM算法对噪声非常敏感,尤其是当地震数据中含有异常值时,常规LSRTM无法得到满意的结果.Student′s t分布相比L2范数具有更好的稳健性,本文将其推广到不依赖子波LSRTM中,提升了算法的稳健性,最后通过理论模型及实际资料试算验证了算法的有效性和对复杂模型的适应性.展开更多
Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and effectively truncated Student’s t...Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and effectively truncated Student’s t-distributions with shape parameters and can be used to create random walks. It is found that sample paths created from truncated and effectively truncated Student’s t-distributions are continuous. Sample paths for Student’s t-distributions are also continuous. Student’s t increments should thus be useful in construction of stochastic processes and as noise driving terms in Langevin equations.展开更多
基金supported by Turkish General Directorate of Forestry。
文摘The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris L.)is one of the most common and important conifers in Turkey,so a well-planned management schedule is critical.Diameter distribution models to accurately describe the stand structure help improve management strategies,but developing reliable models requires a deep understanding of the growth,output and constraints of the forests.The most important information derived by diameter distribution models is primary data on horizontal stand structure for each diameter class of trees:basal area and volume per unit area.These predictions are required to estimate the range of products and predicted volume and yield from a forest stand.Here,to construct an accurate,reliable diameter distribution model for natural Scots pine stands in the Türkmen Mountain region,we used Johnson’s SBdistribution to represent the empirical diameter distributions of the stands using ground-based measurements from 55 sample plots that included1219 trees in natural distribution zones of the forests.As an alternative,nonparametric approach,which does not require any predefined function,an artificial intelligence model was constructed based on support vector machine methodology.An error index was calculated to evaluate the results.Overall,both Johnson’s SB probability density function with a three-parameter recovery approach and the support vector regression methodology provided reliable estimates of the diameter distribution of these stands.
文摘Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best.
基金Supported by the National Natural Science Foundation of China(No.61976080)the Science and Technology Key Project of Science and Technology Department of Henan Province(No.212102310298)the Innovation and Quality Improvement Project for Graduate Education of Henan University(No.SYL20010101)。
文摘Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution probability hypothesis density(PHD) robust filtering algorithm based on variational Bayesian inference(GST-vbPHD) is proposed.Firstly,since it can accurately describe the heavy-tailed characteristics of noise with outliers,Gaussian-Student’s t mixture distribution is employed to model process noise and measurement noise respectively.Then Bernoulli random variable is introduced to correct the likelihood distribution of the mixture probability,leading hierarchical Gaussian distribution constructed by the Gaussian-Student’s t mixture distribution suitable to model non-stationary noise.Finally,the approximate solutions including target weights,measurement noise covariance and state estimation error covariance are obtained according to variational Bayesian inference approach.The simulation results show that,in the heavy-tailed noise environment,the proposed algorithm leads to strong improvements over the traditional PHD filter and the Student’s t distribution PHD filter.
文摘A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have different shape parameters for the marginal probability density functions of the multivariate distribution. Expressions for the probability density function, for the variances, and for the covariances of the multivariate t-distribution with arbitrary shape parameters for the marginals are given.
文摘A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing integral leads to an effectively truncated Student’s t-distribution with tails that decay as exp (-q2t2). The effect of truncation of the chi distribution in a chi-normal mixture is investigated and expressions for the pdf, the variance, and the kurtosis of the t-like distribution that arises from the mixture of a left-truncated chi and a normal distribution are given for selected degrees of freedom 5. This work has value in pricing financial assets, in understanding the Student’s t--distribution, in statistical inference, and in analysis of data.
文摘最小二乘逆时偏移(Least-Squares Reverse Time Migration,LSRTM)与常规偏移相比具有更高的成像分辨率、振幅保真性及均衡性等优势,是当前研究的热点之一.震源子波的估计直接影响LSRTM结果的好坏,在实际情况下考虑到震源子波的空变特性,其估计十分困难.为了消除子波对LSRTM结果的影响,本文发展了基于卷积目标泛函的不依赖子波LSRTM算法.目标泛函由观测记录卷积模拟记录的参考道以及模拟记录卷积观测记录的参考道组成,由于观测子波和模拟子波在目标泛函的两项中同时存在,从而消除了子波的影响.此外,常用的基于L2范数拟合的LSRTM算法对噪声非常敏感,尤其是当地震数据中含有异常值时,常规LSRTM无法得到满意的结果.Student′s t分布相比L2范数具有更好的稳健性,本文将其推广到不依赖子波LSRTM中,提升了算法的稳健性,最后通过理论模型及实际资料试算验证了算法的有效性和对复杂模型的适应性.
文摘Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and effectively truncated Student’s t-distributions with shape parameters and can be used to create random walks. It is found that sample paths created from truncated and effectively truncated Student’s t-distributions are continuous. Sample paths for Student’s t-distributions are also continuous. Student’s t increments should thus be useful in construction of stochastic processes and as noise driving terms in Langevin equations.