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A residual-based moving block bootstrap procedure for testing the null hypothesis of linear cointegration versus cointegration with threshold effects is proposed. When the regressors and errors of the models are serially and contemporaneously correlated, our test compares favourably with the Sup LM test proposed by Gonzalo and Pitarakis. Indeed, shortcomings of the former motivated the development of our test. The small sample performance of the bootstrap test is investigated by Monte Carlo simulations, and the results show that the test performs better than the Sup LM test. 相似文献
84.
近年来,防火墙在网络中得到了广泛的应用.它能够比较有效地防范病毒与黑客的攻击,保护网络的安全.但是也带来了一些不利影响,使一些需要进行网络通信的应用软件系统不能正常工作.介绍一个解决方案,并且重点介绍通过HTTP Tunneling技术使用基于文本的HTTP协议传送二进制数据的方法. 相似文献
85.
Zhou Shang-Ming Gan John Q. 《Knowledge and Data Engineering, IEEE Transactions on》2009,21(8):1191-1204
In this paper, a method for constructing Takagi-Sugeno (TS) fuzzy system from data is proposed with the objective of preserving TS submodel comprehensibility, in which linguistic modifiers are suggested to characterize the fuzzy sets. A good property held by the proposed linguistic modifiers is that they can broaden the cores of fuzzy sets while contracting the overlaps of adjoining membership functions (MFs) during identification of fuzzy systems from data. As a result, the TS submodels identified tend to dominate the system behaviors by automatically matching the global model (GM) in corresponding subareas, which leads to good TS model interpretability while producing distinguishable input space partitioning. However, the GM accuracy and model interpretability are two conflicting modeling objectives, improving interpretability of fuzzy models generally degrades the GM performance of fuzzy models, and vice versa. Hence, one challenging problem is how to construct a TS fuzzy model with not only good global performance but also good submodel interpretability. In order to achieve a good tradeoff between GM performance and submodel interpretability, a regularization learning algorithm is presented in which the GM objective function is combined with a local model objective function defined in terms of an extended index of fuzziness of identified MFs. Moreover, a parsimonious rule base is obtained by adopting a QR decomposition method to select the important fuzzy rules and reduce the redundant ones. Experimental studies have shown that the TS models identified by the suggested method possess good submodel interpretability and satisfactory GM performance with parsimonious rule bases. 相似文献
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The delay‐dependent stability problem of linear continuous/discrete systems with time‐varying delay is investigated based on a piecewise analysis method (PAM). In the method, the variation interval of the time delay is firstly divided into several subintervals. By checking the variation of the Lyapunov functional in every subinterval, some new delay‐dependent stability criteria are derived. Several numerical examples show that our method can lead to much less conservative results than those in the existing references. Moreover, when the number of the divided subintervals increases, the corresponding criteria can provide an improvement on the results. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
88.
Statistical analysis of air mass back trajectories combined with long-term ambient air pollution measurements are useful tools for source identification. Using these methods, the geographic information system (GIS) based software, TrajStat, was developed to view, query, and cluster the trajectories and compute the potential source contribution function (PSCF) and concentration weighted trajectory (CWT) analyses when measurement data are included. 相似文献
89.
This paper deals with the creep effect on dynamic visco-elastic properties of short fibre reinforced polymer SMC composite. The vibration-creep-vibration test procedure was applied to examine the influence of creep on dynamic modulus E and loss tangent tg of the material. The results show that creep causes appreciable influence on E and tg. 相似文献
90.
Applied Intelligence - A robot control system is a multivariable, nonlinear automatic control system, as well as a dynamic coupling system. To address the difficult problem of data prediction under... 相似文献