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101.
We consider a general multivariate conditional heteroskedastic model under a conditional distribution that is not necessarily normal. This model contains autoregressive conditional heteroskedastic (ARCH) models as a special class. We use the pseudo maximum likelihood estimation method and derive a new estimator of the asymptotic variance matrix for the pseudo maximum likelihood estimator. We also study four special cases in this class, which are conditional heteroskedastic autoregressive moving-average models, regression models with ARCH errors, models with constant conditional correlations, and ARCH in mean models. 相似文献
102.
The paper is devoted to developing methods for control of ecological-economic systems consisting of three hierarchically subordinate subjects of control. In describing the dynamics of a system state, equations in partial derivatives that are solved numerically according to a semi-implicit scheme of the finite-difference method are used. To achieve its main goal (maintenance of an ecological subsystem in stable state), the subject of control of the upper level applies different control methods. Methods of hierarchical control (motivation, enforcement, and persuasion) that differ in the direction of action (on the objective function or domain of admissible controls) are proposed; examples of their use are represented and a comparative analysis of the obtained results is made. 相似文献
103.
We propose a visualization based approach for digital signature authentication. Using our method, the speed and pressure aspects of a digital signature process can be clearly and intuitively conveyed to the user for digital signature authentication. Our design takes into account both the expressiveness and aesthetics of the derived visual patterns. With the visual aid provided by our method, digital signatures can be authenticated with better accuracy than using existing methods—even novices can examine the authenticity of a digital signature in most situations using our method. To validate the effectiveness of our method, we conducted a comprehensive user study which confirms positively the advantages of our approach. Our method can be employed as a new security enhancement measure for a range of business and legal applications in reality which involve digital signature authorization and authentication. 相似文献
104.
Dan Song Ruofeng Tong Jian Chang Xiaosong Yang Min Tang Jian Jun Zhang 《Computer Graphics Forum》2016,35(7):147-156
Estimation of 3D body shapes from dressed‐human photos is an important but challenging problem in virtual fitting. We propose a novel automatic framework to efficiently estimate 3D body shapes under clothes. We construct a database of 3D naked and dressed body pairs, based on which we learn how to predict 3D positions of body landmarks (which further constrain a parametric human body model) automatically according to dressed‐human silhouettes. Critical vertices are selected on 3D registered human bodies as landmarks to represent body shapes, so as to avoid the time‐consuming vertices correspondences finding process for parametric body reconstruction. Our method can estimate 3D body shapes from dressed‐human silhouettes within 4 seconds, while the fastest method reported previously need 1 minute. In addition, our estimation error is within the size tolerance for clothing industry. We dress 6042 naked bodies with 3 sets of common clothes by physically based cloth simulation technique. To the best of our knowledge, We are the first to construct such a database containing 3D naked and dressed body pairs and our database may contribute to the areas of human body shapes estimation and cloth simulation. 相似文献
105.
Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting. 相似文献
106.
ATM论坛将基于速率的流量控制选定为ABR业务的流量控制方法。通过对基于速率的流量控制和基于凭证的流量控制方法的研究,提出了一种信元丢弃流量控制原则,该模型继承了基于凭证方法的记数机制,通过设定高低缓存门限和调节速率升降因数来控制源端速率,仿真结果表明,这种控制机制不仅能够保证缓存的充分利用,而且能够提高其在减少信元丢失等方面的性能。 相似文献
107.
Attempts to carry out the hydroformylation of allyldiethylamine homogeneously catalyzed by rhodium complexes led to unexpected formation of N,N,N,N-tetraethyl-1,4-diaminobutane and 4-(diethylamino)-1-butanole as final products. The role of the catalyst on the product formation and the reaction mechanism are briefly discussed. 相似文献
108.
Comments on the effect of yttrium on the early stages of oxidation of alumina formers 总被引:3,自引:0,他引:3
Jerzy Jedliński 《Oxidation of Metals》1993,39(1-2):55-60
109.
R. Feng Jon G. Houseman A. E. R. Downe J. T. Arnason 《Journal of chemical ecology》1993,19(9):2047-2054
The biochemical basis for the tolerance of the European corn borer,Ostrinia nubilalis, to the phototoxin-terthienyl was investigated by measuring the midgut polysubstrate monooxygenases and glutathioneS-transferase activities.-Terthienyl administered in the diet to the corn borers increased the level of cytochromeb
5, NADH-cytochromec reductase,O-demethylase, and glutathioneS-transferase activities. The induced detoxification enzyme activities should enable the corn borer to metabolize-terthienyl more efficiently and therefore render the corn borer highly tolerant to-terthienyl. 相似文献
110.