LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

Product and process parameters determination for quality and cost

The purpose of this study is to conduct a concurrent product and process parameters determination for further cost reduction and quality enhancement. The process design-related parameters, such as process mean, process tolerance and product design-related parameters, such as product tolerance, are considered simultaneously in the proposed approach. To reflect the response from these three key controllable characteristics: process mean, process tolerance and product tolerance, the key measurement score, which is the sum of the mean cost, tolerance cost, quality loss and failure cost, is used to evaluate the present model. Two examples are provided for demonstrating the application of single and multiple quality characteristics.     

THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN

Abstract. This paper deals with the third-order asymptotic theory for Gaussian autoregressive moving-average (ARMA) processes with unknown mean μ. We are interested in the estimation of ρ = ( α₁…, α_p, β₁…, β_q ), where α ₁…, α_ρ and β ₁…, β_q are the coefficients of the autoregressive part and the moving-average part, respectively. First, we investigate the third-order asymptotic optimality of the bias adjusted maximum likelihood estimator (MLE) of ρ in the presence of the nuisance parameters μ and ² (innovation variance). Next, for a Gaussian AR(1μ μ, ²), we propose a mean corrected estimator α_c1c2 of the autoregressive coefficient. We make a comparison between the bias adjusted estimator α_c1c2* and the bias adjusted MLE, in terms of their probabilities of concentration around the true value, or equivalently, in terms of their mean squared errors. Finally some numerical studies are provided in order to verify the third-order asymptotic theory.     

改进的局域均值分解在机械故障诊断中的应用

为了准确地提取出故障特征,把局域均值分解算法应用于机械故障振动信号的特征提取中.然而在对信号进行局域均值分解时,由于端点的趋势无法预知,在分解时会污染到整个信号序列,而且滑动平均造成了信号的过平滑处理,导致故障特征不能准确地提取.采用波形匹配解决端点处信号的走势,之后再利用线性插值求得信号的局域均值函数与包络函数,通过在Matlab环境下仿真调幅信号验证了该算法在端点处能很好的保持原有信号的特征;并采用实际的机械振动信号进行实验验证,引入端点效应评价指标,根据分解后的生产函数与原信号的相关系数验证了改进的局域均值分解更能准确地提取故障特征.     

一种改进的均值粒子群算法

为了解决粒子群算法存在“早熟”现象和收敛速度慢的问题,本文提出一种改进的均值粒子群算法. 该算法采用非线性惯性权重,同时在每个迭代步,将粒子历史最优和种群全局最优取均值再乘以一个非线性权重的方法,以提高算法的全局搜索能力和收敛速度. 通过4个标准函数的测试,实验结果表明该算法的有效性.     

基于空间相关性的图像分割算法研究

提出一种充分利用图像的空间相关性来达到高效快速地进行图像分割的新方法。利用均值漂移算法对图像进行分割形成过度分割的区域,并使这些区域保持理想的边缘和空间相关部分,用图结构表示的区域相邻图来代替分割的区域。和K-均值算法的思想一样,迭代循环置信传播算法以其具有收敛速度快的特点被用于最小化开销函数、整合过度分割的区域和获得最终的分割结果。基于分割区域而不是图像像素的图像聚类分割方法可降低噪声敏感性,同时提高图像分割质量。与FCM和MRF算法相比较,该算法在复杂场景图像中显示了更好的分割性能。     

一种DCT域的最优均值量化盲图像水印算法

针对常规的图像水印算法不能很好地实现水印不可感知性和鲁棒性折中的问题,给出了一种最优均值量化盲水印算法.该算法首先对水印图像进行Arnold置乱,提高了水印的安全性;然后将载体图像进行8×8分块DCT(离散余弦变换),并根据均值量化原理将置乱后的水印嵌入到局部量化噪声值最小的图像子块中,提高了水印的不可感知性;最后水印提取时可以实现盲提取.实验结果表明,该算法对加噪、剪切、JPEG压缩、滤波等多种攻击都具有很强的鲁棒性.     

以减小均方误差为目标的估计

文章分析了病态问题的特点,提出此时以最小方差为估计准则的LS估计常不能获得稳定的解,另一比较奏效的估计准则是均方误差最小。提出了均方误差意义下的最优线性估计,将其与正则化估计对照,获得了对正则化估计更加深入的认识,而正则化估计在均方误差意义下是优于最小二乘估计的。提出了基于正则化估计的单位权方差的无偏估计公式。     

利用.NET组件技术实现刀具图像的检测

为了实现刀具图像的轮廓跟踪,提取轮廓点,采用Matlab.NET component与Mi-crosoft Visual Studio C Sharp混和编程技术,并运用模糊C均值聚类（Fuzzy C Mean cluste-ring,FCM）算法对图像进行处理,返回分割阈值,实现对灰度图像的分割.同时为避免出现轮廓断点,引入编码技术,再经过8邻域搜索目标轮廓,最终完成刀具图像轮廓跟踪.与微分算子的边缘检测对比,本文算法利用FCM分割图像,又引入编码技术,实现轮廓连续的跟踪检测,该方法分割效果较好,界面编写简单,运行简便.     

圆柱形建筑双幕墙结构的内部风效应

对圆柱形建筑双幕墙进行了多参数对比风洞试验,研究了圆弧双幕墙结构风致平均内压的空间分布特性,阐述了廊道内平均风压的分布机理,给出了风致平均内压的理论估算方法,并与试验结果进行对比,吻合较好.研究表明:圆弧型双幕墙在背风向时,廊道内的平均风压非常均匀,其风致平均内压的分布受外幕墙开孔率、廊道间距和来流风速的影响很小;而在迎风向和侧风向时,廊道内的平均风压分布不均匀,其风致平均内压的分布随开孔率和来流风速的增大、廊道间距的减小变得越来越不均匀.