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1.
Abstract. Locally stationary processes are non‐stationary stochastic processes the second‐order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary process. Our method generates pseudo local periodogram ordinates by combining a parametric time and non‐parametric frequency domain bootstrap approach. We first fit locally a time varying autoregressive model so as to capture the essential characteristics of the underlying process. A locally calculated non‐parametric correction in the frequency domain is then used so as to improve upon the locally parametric autoregressive fit. As an application, we investigate theoretically the asymptotic properties of the bootstrap method proposed applied to the class of local spectral means, local ratio statistics and local spectral density estimators. Some simulations demonstrate the ability of our method to give accurate estimates of the quantities of interest in finite sample situations and an application to a real‐life data‐set is presented. 相似文献
2.
L. M. CRUZ-ORIVE 《Journal of microscopy》2005,219(1):18-28
A new principle is presented to generate isotropic uniform random (IUR) test lines hitting a geometric structure in three-dimensional space (3D). The principle therefore concerns the estimation of surface area, volume, membrane thickness, etc., of arbitrary structures with piecewise smooth boundary. The principle states that a point-sampled test line on an isotropic plane through a fixed point in 3D is effectively an invariant test line in 3D. Particular attention is devoted to the stereology of particles, where an alternative to the surfactor method is obtained to estimate surface area. An interesting case arises when the particle is convex. The methods are illustrated with synthetic examples. 相似文献
3.
Melt index is considered an important quality variable determining product specifications. Reliable prediction of melt index (MI) is crucial in quality control of practical propylene polymerization processes. In this paper a least squares support vector machines (LS‐SVM) soft‐sensor model of propylene polymerization process is developed to infer the MI of polypropylene from other process variables. Considering the use of a SSE cost function without regularization might lead to less robust estimates; the weighted least squares support vector machines (weighted LS‐SVM) approach of propylene polymerization process is further proposed to obtain a robust estimation of melt index. The performance of standard SVM model is taken as a basis of comparison. A detailed comparison research among the standard SVM, LS‐SVM, and weighted LS‐SVM models is carried out. The research results confirm the effectiveness of the presented methods. © 2006 Wiley Periodicals, Inc. J Appl Polym Sci 101: 285–289, 2006 相似文献
4.
5.
Recently, efficient scheduling algorithms based on Lagrangian relaxation have been proposed for scheduling parallel machine
systems and job shops. In this article, we develop real-world extensions to these scheduling methods. In the first part of
the paper, we consider the problem of scheduling single operation jobs on parallel identical machines and extend the methodology
to handle multiple classes of jobs, taking into account setup times and setup costs. The proposed methodology uses Lagrangian
relaxation and simulated annealing in a hybrid framework. In the second part of the paper, we consider a Lagrangian relaxation
based method for scheduling job shops and extend it to obtain a scheduling methodology for a real-world flexible manufacturing
system with centralized material handling.
This research was supported in part by the Office of Naval Research and the Department of Science and Technology grant N00014-93-1017. 相似文献
6.
王振宇 《电气电子教学学报》2002,24(6):43-45
多级并接型权电阻解码网络结构简单,分析方便,文章给出了普通的和BCD码多级并接型权电阻解码网络,推导出了各级与运放的连接电阻的通用公式,并用EWB软件进行了电路模拟,这种方法对自行设计权电阻DAC有一定的参考价值。 相似文献
7.
Sigal Gottlieb Julia S. Mullen Steven J. Ruuth 《Journal of scientific computing》2006,27(1-3):271-287
The weighted essentially non-oscillatory (WENO) method is an excellent spatial discretization for hyperbolic partial differential equations with discontinuous solutions. However, the time-step restriction associated with explicit methods may pose severe limitations on their use in applications requiring large scale computations. An efficient implicit WENO method is necessary. In this paper, we propose a prototype flux-implicit WENO (iWENO) method. Numerical tests on classical scalar equations show that this is a viable and stable method, which requires appropriate time-stepping methods. Future study will include the examination of such methods as well as extension of iWENO to systems and higher dimensional problems.Sigal Gottlieb - The work of this author supported by NSF grant DMS-0106743.Steven J. Ruuth - The work of this author was partially supported by a grant from NSERC Canada. 相似文献
8.
Farnaz Agahian Seyed Ali Amirshahi Seyed Hossein Amirshahi 《Color research and application》2008,33(5):360-371
The weighted principal component analysis technique is employed for reconstruction of reflectance spectra of surface colors from the related tristimulus values. A dynamic eigenvector subspace based on applying certain weights to reflectance data of Munsell color chips has been formed for each particular sample and the color difference value between the target, and Munsell dataset is chosen as a criterion for determination of weighting factors. Implementation of this method enables one to increase the influence of samples which are closer to target on extracted principal eigenvectors and subsequently diminish the effect of those samples which benefit from higher amount of color difference. The performance of the suggested method is evaluated in spectral reflectance reconstruction of three different collections of colored samples by the use of the first three Munsell bases. The resulting spectra show considerable improvements in terms of root mean square error between the actual and reconstructed reflectance curves as well as CIELAB color difference under illuminant A in comparison to those obtained from the standard PCA method. © 2008 Wiley Periodicals, Inc. Col Res Appl, 33, 360–371, 2008 相似文献
9.
Bonifacio Llamazares 《Information Sciences》2007,177(21):4745-4756
One of the most important issues in the theory of OWA operators is the determination of associated weights. This matter is essential in order to use the best-suited OWA operator in each aggregation process. Given that some aggregation processes can be seen as extensions of majority rules to the field of gradual preferences, it is possible to determine the OWA operator weights by taking into account the class of majority rule that we want to obtain when individuals do not grade their pairwise preferences. However, a difficulty with this approach is that the same majority rule can be obtained through a wide variety of OWA operators. For this reason, a model for selecting the best-suited OWA operators is proposed in this paper. 相似文献
10.