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排序方式: 共有142条查询结果,搜索用时 15 毫秒
1.
Abstract. In this paper we consider the time series dependence, stationarity, and higher moments issues of a family of first-order conditionally heteroskedastic in mean models with a possibly time-varying mean parameter. The interest in these models lies in the fact that economic theory and physics often require the connection between the first and second conditional moments of time series. Our results reveal important properties of these models, which are consistent with stylized facts in financial and turbulence data sets. They can also be employed for model identification, estimation, and testing. 相似文献
2.
Large-scale distributed systems, such as natural neuronal and artificial systems, have many local interconnections, but they often also have the ability to propagate information very fast over relatively large distances. Mechanisms that enable such behavior include very long physical signaling paths and possibly saccades of synchronous behavior that may propagate across a network. This letter studies the modeling of such behaviors in neuronal networks and develops a related learning algorithm. This is done in the context of the random neural network (RNN), a probabilistic model with a well-developed mathematical theory, which was inspired by the apparently stochastic spiking behavior of certain natural neuronal systems. Thus, we develop an extension of the RNN to the case when synchronous interactions can occur, leading to synchronous firing by large ensembles of cells. We also present an O(N3) gradient descent learning algorithm for an N-cell recurrent network having both conventional excitatory-inhibitory interactions and synchronous interactions. Finally, the model and its learning algorithm are applied to a resource allocation problem that is NP-hard and requires fast approximate decisions. 相似文献
3.
A variety of methods applicable to the interconversion of static (creep) and dynamic (relaxation) functions, with regard to appropriate experimental data of various polymers is investigated and compared. The effectiveness of the selected methods was verified by a series of creep experimental data of various polymeric structures. While most of the employed methods are well established in the literature, some further modifications have been introduced for an improvement of the conversion procedure. Furthermore, a new approach is also employed, which is based on the stretched-exponential function, usually applied to represent both relaxation and retardation functions. It is seen that the examined methods produce a similar result, concerning the creep compliance function, having as a beginning storage and loss modulus experimental data. The same observation applies to the retardation spectra, pointing the fact that discrete spectra deviates significantly from the continuous spectra. As a result, it is shown that the creep compliance function, or the relaxation modulus function, can be predicted using experimental dynamic data (relaxation or creep, respectively), as well as anyone of the examined interconversion methods, with an accuracy close to 5%. The use of approximate or exact relations in the whole procedure was proved not to have a significant effect on the final result (referring mostly to the retardation spectra). 相似文献
4.
Theodoros Perdikis Stelios Psarakis Philippe Castagliola Petros E. Maravelakis 《Quality and Reliability Engineering International》2021,37(3):1266-1284
During the design phase of a control chart, the determination of its exact run length properties plays a vital role for its optimal operation. Markov chain or integral equation methods have been extensively applied in the design phase of conventional control charts. However, for distribution-free schemes, due to the discrete nature of the statistics being used (such as the sign or the Wilcoxon signed rank statistics, for instance), it is impossible to accurately compute their run length properties. In this work, a modified distribution-free phase II exponentially weighted moving average (EWMA)-type chart based on the Wilcoxon signed rank statistic is considered and its exact run length properties are discussed. A continuous transformation of the Wilcoxon signed rank statistic, combined with the classical Markov chain method, is used for the determination of the average run length in the in- and out-of control cases. Moreover, its exact performance is derived without any knowledge of the distribution of sample observations. Finally, an illustrative example is provided showing the practical implementation of our proposed chart. 相似文献
5.
Mohammed Alomair Stelios Georgiou Stella Stylianou 《Quality and Reliability Engineering International》2021,37(1):90-107
Since their introduction by Box and Hunter, resolution criteria have been widely used when comparing regular fractional factorials designs. In this article, we investigate how a generalized resolution criterion can be used to assess some recently developed three-level screening designs, such as definitive screening designs (DSDs) and screening designs from weighing matrices. The aim of this paper is to capture the projection properties of those three-level screening designs, complementing the work of Deng and Tang, who used generalized resolution and minimum aberration criteria for ranking different two-level designs, particularly Plackett-Burman and other nonregular factorial designs. An advantage of generalized resolution, extended here to work on three-level designs, is that it offers a useful criterion for ranking three-level screening designs, whereas the Deng and Tang resolution is used mainly for the assessment of two-level designs. In addition, we applied a projection estimation capacity (PEC) criterion to select three-level screening designs with desirable properties. Practical examples and the best projections of the designs are presented in tables. 相似文献
6.
The aim of this article is the assessment of low-carbon energy technologies in Europe against a set of sustainability and resilience criteria. The assessment was based on a survey that was conducted among 40 European experts. Solar Photovoltaic was the technology that proved to achieve high performance against many criteria, whereas nuclear was assessed by the experts with relatively low performance against most of the criteria. Furthermore, it became evident that there is high degree of convergence between the experts, and therefore high degree of confidence, on specific aspects such as the high level of public resistance against Nuclear and the low stability of energy generation of wind onshore. The experts had major disagreements on the performance of carbon capture and storage (CCS) technologies against technological maturity and innovative ability criteria, which reveals a high degree of uncertainty on how CCS will be deployed in the future, pointing out a direction for future research. 相似文献
7.
We derive the limit theory of the Gaussian stable quasi maximum likelihood estimator for the stationary EGARCH(1,1) model when the squared innovation process has marginals with regularly varying tails. We derive regularly varying rates and limiting stable distributions. We perform Monte Carlo experiments to assess the extent of the parameter space corresponding to the invertibility condition, and the quality of the asymptotic approximation. 相似文献
8.
Stelios Arvanitis 《时间序列分析杂志》2014,35(6):536-557
Indirect estimators usually emerge from two‐step optimization procedures. Each step in such a procedure may induce complexities in the asymptotic theory of the estimator. In this note, we are occupied with a simple example in which the estimator defined by the inversion of the binding function has a ‘discontinuous’ limit theory even in cases where the auxiliary one does not. This example lives in the framework of estimation of the MA (1) parameter. The ‘discontinuities’ involve the dependence of the rate of convergence on the parameter, the non‐continuity of the limit distribution w.r.t. the parameter and the estimator's non‐regularity. We are also occupied with a more complex example where the discontinuities occur because of complexities induced in any step of the defining procedure. We present some Monte Carlo evidence on the quality of the approximations from the limit distributions. Copyright © 2014 Wiley Publishing Ltd 相似文献
9.
Stelios A. Mitilineos Anna E. Andreoudi Christos N. Capsalis 《Wireless Personal Communications》2006,38(4):421-433
Switched Parasitic Arrays (SPAs) are proposed as an attractive alternative to fully adaptive arrays, due to their compact size and significantly lower cost of development. The main concept of SPAs is the deployment of switches on parasitic elements, which can be properly adjusted, in order to effectively control the radiation pattern of one active element. Conventional SPAs consist of circular arrays of vertically polarized dipoles and parasitic elements. In this paper, a novel SPA design is proposed, which is based on multiple switches employed on the body of horizontally polarized elements (one active and two parasitics). Design considerations are discussed and numerical results are illustrated. Furthermore, a simple diversity scheme is proposed, based on the novel SPA design. Superior performance of the proposed array, relative to simple non-diversity reception schemes, is indicated by simulation results.
Stelios A. Mitilineos was born in Athens, Greece, in 1977. He received the Diploma in electrical and computer engineering from the National Technical University of Athens (NTUA), Greece, in October 2001. He is currently working towards his Ph.D. degree in electrical engineering at the same university. His research interests include antennas and propagation, smart antennas and mobile communications, channel estimation and location detection algorithms, MIMO systems and microwave components.
Anna E. Andreoudi was born in Thessalonica, Greece, in 1977. She received the Diploma in electrical and computer engineering from the National Technical University of Athens, in 2004. Her research interests include electromagnetic waves propagation and scattering, antenna design and adaptive arrays, wireless communications and wireless mobile networks.
Christos N. Capsalis was born in Nafplion, Greece in 1956. He received the Diploma in electrical and mechanical engineering from the National Technical University of Athens in 1979 and the B.S. degree in economics from the University of Athens in 1983. He obtained the Ph.D. degree in electrical engineering from NTUA in 1985. He is currently a Professor at the department of Electrical and Computer Engineering in NTUA. His current scientific activity concerns satellite and mobile communications, antenna theory and design, and electromagnetic compatibility. 相似文献
10.
This paper presents a novel skeleton pruning approach based on a 2D empirical mode like decomposition (EMD-like). The EMD algorithm can decompose any nonlinear and non-stationary data into a number of intrinsic mode functions (IMFs). When the object contour is decomposed by empirical mode like decomposition (EMD-like), the IMFs of the object provide a workspace with very good properties for obtaining the object's skeleton. The theoretical properties and the performed experiments demonstrate that the obtained skeletons match to hand-labeled skeletons provided by human subjects. Even in the presence of significant noise and shape variations, cuts and tears, the resulted skeletons have the same topology as the original skeletons. In particular, the proposed approach produces no spurious branches as many existing skeleton pruning methods and moreover, does not displace the skeleton points, which are all centers of maximal disks. 相似文献