学科分类
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25 个结果
  • 简介:Inthispaper,admissibilityandinadmissibilityresultsofsimultaneousestimationoflossesofmultivariatenormalmeanestimatorsaregiven.Admissibleestimatorsforlossesofusualestimatorsofmultivariategammaparameters,multivariatebinomialparametersandPoissonparametersareobtainedrespectively.

  • 标签: LOSS ESTIMATOR generalized Bayes ESTIMATOR quadratic
  • 简介:Researchonjumpregressionfunc(?)onshasnotbeenadequateyetAccordingtotheinformationaboutthenumberofjumps,theirpositionsandjumpmagnitudes,jumpregressionfunctionscanbeclassifiedintoeighttypes.Thispaperdealsespeciallywiththesecondjumpregressionfunction.Firstofall,aconceptoftrimmedsplineestimateisproposedandwithitanL~2-consistentestimateofthesmoothingpartofthejumpregressionfunctionisobtained.ThisalongwiththeL~2-consistentestimateofjumpmagnitudeconstitutesanestimateofthesecondjumpregressionfunction.Thispaperdiscussesalsothecasethatthejumppositionshavesomeindeterminacy.Anewcriterionissuggestedanditsuniquesolutionderived.Intheend,afewnumericalresultsaregiven.

  • 标签: JUMP regression function trimmed SPLINE ESTIMATE
  • 简介:Inapplications,thetraditionalestimationproceduregenerallybeginswithmodelselection.Onceaspecificmodelisselected,subsequentestimationisconductedundertheselectedmodelwithoutconsiderationoftheuncertaintyfromtheselectionprocess.Thisoftenleadstotheunderreportingofvariabilityandtoooptimisticconfidencesets.Modelaveragingestimationisanalternativetothisprocedure,whichincorporatesmodeluncertaintyintotheestimationprocess.Inrecentyears,therehasbeenarisinginterestinmodelaveragingfromthefrequentistperspective,andsomeimportantprogresseshavebeenmade.Inthispaper,thetheoryandmethodsonfrequentistmodelaveragingestimationaresurveyed.Somefutureresearchtopicsarealsodiscussed.

  • 标签: 估计模型 T模型 平均 展望 不确定性 模型选择
  • 简介:这份报纸为在无线通讯工业手机卡片计划的需求评价和分类提供一条有效、有用的途径。我们使用最大的可能性的评价基于历史的出售数据估计主要需求和每张手机卡片的替换概率。这个评价模型是非线性的,因此我们转变它到一个混合整数由对数的转变和piecewise的线性编程模型线性近似。根据评价结果,我们能做分类计划。考虑到手机卡片的资源是有限的,我们联合优化手机卡片计划的分类和数量。在数字学习,我们在中国把我们的途径用于一个大活动服务供应商并且发现我们的途径能增加这个活动服务供应商的收入23.69%。敏感分析证明活动服务供应商应该提供更多的分类当能被分到每家店的手机卡片的类型是有限的时,增加收入。

  • 标签: 最大似然估计 无线通信行业 分类规划 整数线性规划模型 服务提供商 手机卡
  • 简介:当处理回归分析时,heteroscedasticity是作者不得不面对的一个问题。特别如果很少信息都不能预先被得到,heteroscedasticity的察觉以及统计模型的评价能是甚至更困难的。到这个目的,这份报纸建议能有效地估计heteroscedastic功能的一个quantile差别方法(QDM)。这个方法,从吝啬的回归的评价是完全自由的工作,简单、柔韧、容易实现。而且,没有任何限制,QDM方法在错误术语启用heteroscedasticity的察觉,因而是广泛地适用。值得提及的,基于建议途径评估者是那两个都,吝啬的回归功能和heteroscedastic功能能被获得。最后,作者进行一些模拟检验建议方法的表演并且使用一个真实数据做一幅插图。

  • 标签: 估计方法 异方差 分位数 检测 统计模型 方差函数
  • 简介:UMLisastandardmodelinglanguageusedinobject-orientedanalysisanddesign.Functionpointanalysisisamethodusedtomeasurethesizeofanapplication,Itisindependentoftheimplementationprogramminglanguage.Itsmeasuringresultcanbecomparedbetweendifferentdevelopmentprocesses.ThispaperpresentsamethodtousetherequirementsanalysismodelofUMLtoanalysistheapplication'sfunctionpoints,sosoftwaredevelopercanuseittoestimatetheproject'ssizeandcost.Animprovedmethodisgivenattheendofthispaper.

  • 标签: UML 功能点 软件估计 需求分析
  • 简介:Inthispaper,themathematicaltheoryoffuzzyprobabilityisusedfortheproblemsofrockmassmechanicsduetoexcavation,especiallymining.Amathematicalmodelisdevelopedforthemovementanddeformationofrockmassonthebasisoftheassumptionthatthedisplacementanddeformationofrockmassisafuzzyevent,andfromthismodeltheoreticalformulasarederivedforcalculatingthedisplacementofrockmassduetoexcavationThetheoriesofboththetwo-andthree-dimensionalproblemsaredevelopedandappliedtotheanalysisofengineeringproblemsinexcavation.Theagreementofthetheoreticalresultswiththefieldmeasurementsshowsthatourmodelissatisfactoryandtheformulaeobtainedarevalidandthuscanbeeffectivelyusedforpredictingthedisplacementsanddeformationsandthesafetyevaluationofthebuildingsonthegroundsurface.

  • 标签: Fuzzy PROBABILITY MEMBERSHIP function UNDERGROUND mining
  • 简介:Autocorrelationisprevalentincontinuousproductionprocesses,suchastheprocessesinthechemicalandpharmaceuticalindustries.Withthedevelopmentofmeasurementtechnologyanddataacquisitiontechnology,samplingfrequencyisgettinghigherandtheexistenceofautocorrelationcannotbeignored.Thispaperanalyzesfiveestimationschemesofprocesscapabilityforautocorrelateddata.Comparisonsamongtheseschemesarediscussedforsmallsampleandlargesample.Inconclusion,thispapergivesaprocedureofprocesscapabilityanalysisforautocorrelateddata.

  • 标签: 过程能力分析 自相关 预测计划 连续生产过程 数据采集技术 制药过程
  • 简介:Inthispaper,forzero-failuredata(ti,ni),atmomentti,ifthepriordistributionofthefailureprobabilitypi=P{T<ti}isincompleteFisher-Zdistribution:Fisher-Z(0,λi;a,b),theauthorgivespihierarchicalBiyesianestimationandtheestimationofreliabilityunderzero-failuredataconditionisobtainedalso.Theauthoralsogivesapracticalcalculatingexampleusingthetheory.

  • 标签: RELIABILITY zero-failure data FAILURE PROBABILITY HIERARCHICAL
  • 简介:Inthispaper,Usingthedailystockreturndata,weshowthatShanghaistockmarketpricesexhibitlongmemoryprocess,andestimatethelong-memoryparametersbywavelet.Usingthesparsewaveletrepresentationofamatrixoperator,weareabletoapproximateanARFIMAmodelslikelihoodfunctionwiththeseries'swaveletcoefficientsandtheirvariances.MaximizationofthisapproximatelikelihoodfunctionoverthelongmemoryparameterspaceresultsintheapproximatewaveletmaximumlikelihoodestimatesoftheARFIMAmodel.

  • 标签: LONG memory ARFIMA processes WAVELET STOCK
  • 简介:平常的微分方程(颂诗)模型广泛地被用来在许多科学领域里为动态过程建模。参数评价通常是一个挑战性的问题,特别在非线性的颂诗模型。最流行的方法,非线性的最不方形的评价,被显示对孤立点强烈敏感。在这份报纸,用M评估者的参数的柔韧的评价被建议,并且他们的asymptotic性质在一些常规条件下面被获得。作者也提供一个方法根据观察自动地调整Huber参数。而且,一个方法被介绍估计参数和州的变量的起始的值。效率和坚韧性很好在Huber评估者被平衡,它经由数字模拟和氯化物数据分析被表明。

  • 标签: 系统科学 系统学 系统工程 理论
  • 简介:这份报纸在无线传感器网络为随机的地评价学习传感器选择问题。作者首先证明选择在D最佳的标准下面最小化评价错误的一套l传感器是NP完全的。作者建议一个反复的算法追求一个非最优的答案。而且,联网以便改进带宽和无线传感器的精力效率,作者与使量子化的大小和研究为一个Gaussian随机的领域建议一个最好的线性不偏的评估者相应传感器选择问题。在未知协变性矩阵的情况中,作者用大小为协变性矩阵建议一个评估者并且也分析这个评估者的敏感。模拟结果显示出建议算法的好表演。

  • 标签: 无线传感器网络 估计误差 随机场 最佳线性无偏估计 协方差矩阵 选择问题
  • 简介:Themajordrawbacksoftraditionalapproachestoproductcostingincludelackofmanufacturingknowledge,relianceonthedetaileddesigndescription,poorcostfunctionapproximationandinabilitytoupdateestimationalgorithmsbyusingactualcostdata.AdoptingtheActivity-BasedCosting(ABC)conceptandbasedonestimatedprocessingtime,thispaperproposesapragmaticapproachtoproductcosting.Theapproachinvolvestwostages,namelythepreparatorystageandtheestimationstage.Acasestudyconductedinarefrigeratorcompanyisreported.

  • 标签: PRODUCT costing activity-based costing STANDARD TIME
  • 简介:作为绝对错误方法的一种选择,例如最不方形、最少的绝对偏差评价,一个产品亲戚错误评价为一个趋于增加的单个索引回归模型被建议。在模型的回归系数经由一个二阶段的过程被估计,他们象一致性和规度那样的统计性质被学习。包括模拟和一个身体脂肪例子的数字研究证明建议方法表现很好。

  • 标签: Asymptotic 性质 最少的产品亲戚错误 相对错误 挑选索引模型
  • 简介:Thispaperdealswithon-linestateandparameterestimationofareasonablylargeclassofnonlinearcontinuous-timesystemsusingastep-by-stepslidingmodeobserverapproach.Themethodproposedcanalsobeusedforadaptationtoparametersthatvarywithtime.Theotherinterestingfeatureofthemethodisthatitiseasilyimplementableinreal-time.Theefficiencyofthistechniqueisdemonstratedviatheon-lineestimationoftheelectricalparametersandrotorfluxofaninductionmotor.Thisapplicationisbasedonthestandardmodeloftheinductionmotorexpressedinrotorcoordinateswiththestatorcurrentandvoltageaswellastherotorspeedassumedtobemeasurable.Real-timeimplementationresultsarethenreportedandtheabilityofthealgorithmtorapidlyestimatethemotorparametersisdemonstrated.Theseresultsshowtherobustnessofthisapproachwithrespecttomeasurementnoise,discretizationeffects,parameteruncertaintiesandmodelinginaccuracies.Comparisonsbetweentheresultsobtainedandthoseoftheclassicalrecursiveleastsquarealgorithmarealsopresented.Thereal-timeimplementationresultsshowthattheproposedalgorithmgivesbetterperformancethantherecursiveleastsquaremethodintermsoftheconvergencerateandtherobustnesswithrespecttomeasurementnoise.

  • 标签: 参数估计 方法论 非线性系统 感应电机
  • 简介:Inthispaper,thedefinitionsofBayesestimator,minimaxestimator,minimumriskequivariantestimatorandadmissibleestimatorunderthegeneralmatrixlossfunctionaregiven.Severalresultsonestimationofparameterswiththeordinarylossfunctionareextendedtothecaseofthematrixlossfunction.

  • 标签: Matrix LOSS function BAYES ESTIMATORS MINIMAX
  • 简介:这份报纸与错过反应数据的nonignorable考虑分发函数和quantiles的评价问题。三条途径被开发估计分发功能和quantiles,即,Horvtiz-Thompson-type方法,回归归罪方法和扩充反的概率加权的途径。倾向分数被semiparametric指定指数的倾斜模型。为了在倾向估计倾斜的参数,得分,作者建议一个调整实验可能性的方法处理过去识别的系统。在一些常规条件下面,作者调查asymptotic性质为分发功能和quantiles建议了三个评估者,并且发现这些评估者有一样的asymptotic变化。大折刀方法被采用一致地估计asymptotic变化。模拟研究被进行调查建议方法论的有限样品表演。

  • 标签: 分发 评价 实验 调整 倾斜模型 估计
  • 简介:Intheanalysisoneconomicgrowthfactors,researchersusuallyusetheproductionfunctionmodeltocalculateandmeasureinfluencingfactors’contributionratestoeconomicgrowth.CommonproductionfunctionsincludetheCD(Cobb-Douglas)productionfunction,theCES(ConstantElasticityofSubstitution)productionfunction,theVES(VariableElasticityofSubstitution)productionfunction,andsoon.Inconsiderationofthediversityandcomplementarityofmodels,thepapercombinestheCDproductionfunctionwiththeCESproductionfunctionandthenproposesamixedproductionfunction.Withregardtotheparameterestimationofmodel,thepapergivesanimprovedfireflyalgorithmwiththehighprecisionandafastrateofconvergence.Withregardtothecalculationoffactors’contributionrates,traditionalmethodsgenerallyhavebigerrorsandarenotapplicabletocomplicatedmodels,sothepaperoffersanewmethodwhichcancalculatecontributionratesscientifically.Finally,thepapercalculatesthecontributionratesoffactorsaffectingChineseeconomicgrowthandgetsagoodresult.

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