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1.
《宜宾学院学报》2019,(6):86-92
选取2013-12-11至2019-2-1期间的微信理财通七日年化收益率为研究对象,通过ADF检验、白噪声检验和ARCH效应检验,发现微信理财通收益率序列具有非平稳和自相关性,其一阶差分序列是平稳的非白噪声序列,且具有尖峰后尾和条件异方差等特征.基于此选择ARI-TGARCH-M-GED分布对数据进行建模,发现微信理财通收益率序列具有反杠杆效应,同时建立ARI-EGARCH-M-GED模型进一步证实该反杠杆效应的存在,最后分别对政府、互联网理财产品公司、投资者三方给予了相应的规避风险的措施建议.  相似文献   

2.
水位预报因具有数据直观,复核方便,容易确定避险区域等优点而逐渐取代复杂的流量预报.平稳时间序列模型计算简单,容易操作,是水位预报的理想方法.本文对比分析自回归模型、滑动平均模型和自回归滑动平均模型,以简捷原则为原则建立了自回归模型的参数计算方法和水位预报模型.并以丹东一水文站25年水位资料为例进行了两个阶数对比,结果表明3阶预报精度高于5阶,比选结果认为一般情况下可只进行3阶预报就能满足精度要求.  相似文献   

3.
研究了一类具有比例时滞的分数阶模糊神经网络模型,利用一些分析技巧和Gronwall不等式,分别得到了阶数为0<ξ<1和1<ξ<2的分数阶模糊细胞神经网络的有限时间稳定性标准.通过数值模拟及实例分析验证了所得结论的可行性.  相似文献   

4.
在MDS4监控模型的基础上, 设计了基于可靠存储与容侵数据网格的监控模型, 分析了监控模型中计算资源的负载特性、指标. 然后, 设计了基于SVR的时间序列自回归预测模型, 提出了用于数据网格负载预测的监控ARSVR方法. 最后, 利用AR模型对历史观测序列进行建模, 确定模型的阶次. 根据历史数据对SVR进行训练, 得到回归函数. 仿真实验结果表明, ARSVR方法能对节点的负载进行有效预测.  相似文献   

5.
通过分析现有上下文模型的不足,改进基于本体的上下文建模方法,增加对上下文分类、上下文依赖和上下文质量等重要上下文特性的建模,使用OWL DL语言来描述上下文特性,该模型真实的描述觉察上下文计算环境下的上下文信息,能有效的支持上下文推理。  相似文献   

6.
陈平  夏敏 《华章》2011,(15)
ARIMA模型的实质就是差分运算与ARMA模型的组合.这说明任何非平稳序列只要通过适当阶数的差分和选择合适的差分算子就可以实现平稳化处理.由于不同的随机时间序列有着不同的特点,需要选择合适的差分算子来匹配.为了提高风电场风速的预测精度,本文研究了两种不同的差分算子对随机时间序列的影响,分别采用一阶线性差分和一阶对数差分实现了序列的平稳化处理,对差分后的序列进行ARMA队模型拟合与预测,并将两种预测结果进行了对比.  相似文献   

7.
提出了上下文记忆模型以及进行上下文查询和关联关系发现的方法.上下文查询方法基于RDF数据集和SPARQL语言.为了进行协作关联关系的发现,提出了一种将RDF具名图转换为“上下文图(context graph)”的方法,首先用统计分析的方法对“上下文图”中节点重要性以及边的权值进行定义,然后将激活扩散算法(spread activation)应用在该上下文图中.最后给出了该方法在协作上下文空间(CCS)系统中应用的框架实例,该系统用来支持协作环境中的上下文记忆查询和协作关联关系发现.  相似文献   

8.
探讨二维变空间分数阶扩散方程,应用改进了的Grunwald-Letnikov分数阶导数定义对方程进行离散,建立了隐式差分格式,并给出数值算例。进一步讨论由最终时刻观测数据确定微分阶数的反问题,并应用同伦正则化算法进行数值反演模拟。  相似文献   

9.
目的:挖掘潜在的高光谱信息,建立精确的高光谱与水稻地上生物量(Above ground biomass,AGB)估测模型,方便农田管理者指导田间施肥.方法:以安徽科技学院小岗村现代生态农业研究所种植的水稻为研究对象,使用ASD FieldSpec?HandHeldTM 2(HH2)光谱仪获得水稻孕穗后期抽穗前期345~1075 nm波段的光谱数据.经View SpecPro系统处理该生育时期的水稻冠层高光谱反射率数据,进行一阶和二阶变换,将各阶的光谱数据与地上部生物量进行相关性分析,筛选相关系数绝对值最大的5个波段,通过0阶、1阶和2阶微分光谱敏感波段的反射率与A GB数据拟合分析,建立水稻地上部生物量估测模型,并进行精度验证.结果:通过水稻A GB与3种变换的冠层光谱波段的相关性分析,表明0阶、1阶和2阶光谱反射率与AGB相关系数最大值出现的波段不同,分别为(658 nm)0.67、(768 nm)0.79、(763 nm)0.65;通过水稻A GB与3种变换的冠层敏感光谱波段的拟合分析,表明0阶、1阶和2阶光谱反射率与AGB拟合的最佳模型构建方式不同,对应的建模集R2分别为0.69、0.80、0.41,RMSE分别为1571.69 kg/hm2、1371.30 kg/hm2、2039.22 kg/hm2,NRMSE分别16.8%、14.7%、21.8%;验证集中R2分别为0.80、0.83、0.68,RM SE分别为993.50 kg/hm2、890.68 kg/hm2、1235.22 kg/hm2,NRMSE分别11.0%、9.8%、13.6%.结论:0阶和1阶中模型标准均方根误差都处于20% 以内,说明模型的稳定性好,预测精度高,其中采用1阶幂函数可以更好地快速预测水稻地上生物量(验证精度高达到9.8%).  相似文献   

10.
传统语音情感识别算法模型结构较为简单,需要足够量级的训练数据才能使其具有一定的实用性.然而,在实际应用中可供训练的数据集较少.为解决上述问题,提出了一种语音情感深度迁移识别算法.通过属性分析表构建、特征提取、相关性计算等操作确定源域数据集,并在此基础上训练迁移学习并构建预训练模型,最终构成语音情感分类模型.实验结果表明...  相似文献   

11.
Development criteria observed as time series on nominal variables pose a problem for research design. Markov chains are attractive in the first instance because they can handle such multivariate multinomial data sets, with results that are described and demonstrated on Career Development Study data. The power of the formal probability model is purchased at the expense of assumptions that may be unrealistic. It is argued and demonstrated that where the Markov chain theory for the data breaks down is precisely where the most interesting part of the message contained in the data resides. The Markov chain is shown to be a better null hypothesis against which to array the psychometric or other prediction model than is the usually employed random walk. A new prediction system that combines information from the Markov chain with the psychometric predictors is described and operated.  相似文献   

12.
The effects of levels of aggregation on measures of goodness of fit and higher order parameter estimates obtained from confirmatory factor analysis (CFA) were investigated. For a higher order model of academic self‐concept, 3 levels of aggregation were considered—disaggregated, partially disaggregated, and partially aggregated. In the disaggregated model, measured variables represented individual items. In the partially disaggregated model, testlets (groups of 4 items) represented measured variables. In the partially aggregated model, subscale scores represented measured variables. Three indexes of fit were employed: the Tucker‐Lewis Index (TLI), the Comparative Fit Index (CFI), and chi‐square. Solutions for the disaggregated models consistently evidenced poor fit. TLI and CFI values for partially disaggregated and partially aggregated solutions were satisfactory. Standardized parameter estimates were similar across all solutions. Implications of these findings are discussed with consideration of other research on model complexity in CFA.  相似文献   

13.
This article investigates the effect of the number of item response categories on chi‐square statistics for confirmatory factor analysis to assess whether a greater number of categories increases the likelihood of identifying spurious factors, as previous research had concluded. Four types of continuous single‐factor data were simulated for a 20‐item test: (a) uniform for all items, (b) symmetric unimodal for all items, (c) negatively skewed for all items, or (d) negatively skewed for 10 items and positively skewed for 10 items. For each of the 4 types of distributions, item responses were divided to yield item scores with 2,4, or 6 categories. The results indicated that the chi‐square statistic for evaluating a single‐factor model was most inflated (suggesting spurious factors) for 2‐category responses and became less inflated as the number of categories increased. However, the Satorra‐Bentler scaled chi‐square tended not to be inflated even for 2‐category responses, except if the continuous item data had both negatively and positively skewed distributions.  相似文献   

14.
文本分类问题中,卡方特征选择是一种效果较好的特征选择方法。计算单词的卡方值时,先计算单词针对每个类别的卡方值,再通过类别概率将卡方值调和平均,作为单词相对于整个训练集合的卡方值,这种全局方法忽视了单词和类别间的相关性。针对这一问题,提出基于类别的卡方特征选择方法。基于类别的方法针对每个类别遴选特征词,特征词数量根据事先设定的阈值、类别的文档数和整个训练集合文档数计算得到,不同类别的特征空间可能包含相同的特征词。采用KNN分类方法,将基于类别的方法与全局方法进行比较,实验结果表明,基于类别的方法能够提高分类器的总体性能。  相似文献   

15.
On Wyner-Ziv Problem for general sources with average distortion criterion   总被引:2,自引:0,他引:2  
The Wyner-Ziv Problem for general sources with average distortion under fixed-length coding is investigated in this paper. To solve the problem,an enhanced covering lemma for a Markov chain is first established. Then based on the lemma,a general formula for the rate-distortion function of the problem is derived,where the distortion is only assumed uniformly bounded and may be nonadditive. Finally,it is further pointed out that such methods can be used to establish more general results on multiterminal source coding problems.  相似文献   

16.
1IntroductionAstandardMarkovchainisastochasticproceswithaconstanttransitionprobabilitymatrixP,wherePisaonesteptransitionprob...  相似文献   

17.
The aim of this study is to assess the efficiency of using the multiple‐group categorical confirmatory factor analysis (MCCFA) and the robust chi‐square difference test in differential item functioning (DIF) detection for polytomous items under the minimum free baseline strategy. While testing for DIF items, despite the strong assumption that all but the examined item are set to be DIF‐free, MCCFA with such a constrained baseline approach is commonly used in the literature. The present study relaxes this strong assumption and adopts the minimum free baseline approach where, aside from those parameters constrained for identification purpose, parameters of all but the examined item are allowed to differ among groups. Based on the simulation results, the robust chi‐square difference test statistic with the mean and variance adjustment is shown to be efficient in detecting DIF for polytomous items in terms of the empirical power and Type I error rates. To sum up, MCCFA under the minimum free baseline strategy is useful for DIF detection for polytomous items.  相似文献   

18.
随着纯电动汽车市场的不断扩大,对销售量的精确预测成为人们当前关注的热点。提取影响销售量的7个关键因素以及2017~2019年9月的纯电动汽车销售量,首先利用BP神经网络模型对33个月的数据进行测试,并用训练好的模型预测2019年1~9月销售量,再利用马尔科夫(Markov)模型将BP神经网络模型预测的相对误差划分为6种状态,对预测结果进行修正。通过对BP神经网络模型与Markov-BP神经网络模型预测结果进行对比检验,发现Markov-BP神经网络的预测准确度更高,表明采用Markov-BP神经网络模型对纯电动汽车月度销售量进行预测具有一定现实意义。  相似文献   

19.
对某高校以往四年SCL-90、EPQA学生心理测试数据检验进行比较分析,表明大学生整体心理健康水平明显提高,人格特征以外向活泼为主流,存在严重心理症状学生比例稳定,主要心理困扰由外在转向内在。  相似文献   

20.
Statistical and contextual information are typically used to detect moving regions in image sequences for a fixed camera. In this paper, we propose a fast and stable linear discriminant approach based on Gaussian Single Model (GSM) and Markov Random Field (MRF), The performance of GSM is analyzed first, and then two main improvements corresponding to the drawbacks of GSM are proposed: the latest filtered data based update scheme of the background model and the linear classification judgment rule based on spatial-temporal feature specified by MRF. Experimental results show that the proposed method runs more rapidly and accurately when compared with other methods.  相似文献   

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