基于五层十五级遥感数据结构的并行算法研究

针对当前环境与监测预报小卫星宽覆盖和海量数据显示与处理不足的现状,设计五层十五级遥感数据组织结构,并依据此结构设计一种新的并行计算算法,得到并行计算的最大近优估算值,优化环境与监测预报小卫星海量数据的遥感产品生产能力,提高环境监测预报效率。     

机器人视觉引导中标定参数同步求解方法

在分析机器人视觉引导中各坐标系转换关系的基础上,提出一种基于最大似然估计的非线性机器人视觉引导标定参数的计算方法,该方法根据最大似然估计构造计算过程中矩阵变换测度函数,采用Levenberg-Marquardt算法求解非线性最小二乘问题,可一次性求解出摄像机标定参数和手眼标定参数。通过数值仿真和真实机器人标定实验,将计算结果与经典标定方法的计算结果进行了比较。结果表明:提出的算法相对于经典算法在估计误差、对噪声的敏感度和稳定性方面均有所提高。     

TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES

Abstract. A functional limit theorem with a particular function class and topology is derived for non-ergodic type time series. This limit theorem allows us to study the asymptotic law of the associated likelihood ratio test (LRT) statistic for testing the presence of a change in the covariance parameter in the explosive Gaussian autoregressive model. We show that the level of the LRT cannot be approximated without introducing appropriate normalization. The limit law of a particular weighted likelihood ratio test is examined through a simulation study and is compared with the well-known Kolmogorov distribution obtained in the stationary case; we conclude that for practical applications when the root is really close to unity one can use the same thresholds as in the stationary case. This procedure is applied to the study of three real time series known to be non-stationary.     

Estimation in Random Coefficient Autoregressive Models

Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions.     

ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES

Abstract. For stationary second-order autoregressive normal processes, the conjecture of uniqueness of the solution of the exact likelihood equations is examined. A sufficient condition for uniqueness is given; this condition is satisfied with very high probability if the number of observations is not extremely small. Moreover, it is shown that not more than two maxima may exist. Examples of data which actually produce a likelihood function with two local maxima are given.     

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

一种新的感度试验与分析方法

介绍了一种新的感度试验设计与分析方法，即Ｎｅｙｅｒ法。它利用最大似然估计来选择下一个试验水平，利用似然比试验可计算任意置信区间，并以Ｃｒａｍｅｒ－Ｒａｏ理论为基础，可以分析所有感度试验结果。     

Muscular fatigue and maximum endurance time assessment for male and female industrial workers

A single arm pushing experiment was conducted in an electronic factory in Yantai, China to assess muscular fatigue using the theoretical models of muscular strength and maximum endurance time (MET) developed by Ma et al. (2009). Seventy seven workers, including 38 males and 39 females, participated in the study. The muscular strength of pushing was measured after the subject pushed a stick, with a force of 2.5 kgf, for 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 min. Fatigue rate was determined based on a regression approach. In addition to the theoretical model, the MET for such a pushing task was also determined using four empirical models in the literature. The results indicated that females were more resistant to muscular fatigue than males in the pushing task. The results of the muscular strength prediction show that the predictability of the muscular strength model is acceptable. The prediction errors for muscular strength for female subjects were significantly lower than those of the male subjects. The predicted MET using the theoretical model, with a group constant k, was highly correlated with those using the empirical models compared in the current study.     

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

This paper presents a semi-parametric method of parameter estimation for the class of logarithmic ACD (Log-ACD) models using the theory of estimating functions (EF). A number of theoretical results related to the corresponding EF estimators are derived. A simulation study is conducted to compare the performance of the proposed EF estimates with corresponding ML (maximum likelihood) and QML (quasi maximum likelihood) estimates. It is argued that the EF estimates are relatively easier to evaluate and have sampling properties comparable with those of ML and QML methods. Furthermore, the suggested EF estimates can be obtained without any knowledge of the distribution of errors is known. We apply all these suggested methodology for a real financial duration dataset. Our results show that Log-ACD (1, 1) fits the data well giving relatively smaller variation in forecast errors than in Linear ACD (1, 1) regardless of the method of estimation. In addition, the Diebold–Mariano (DM) and superior predictive ability (SPA) tests have been applied to confirm the performance of the suggested methodology. It is shown that the new method is slightly better than traditional methods in practice in terms of computation; however, there is no significant difference in forecasting ability for all models and methods.     

年最大洪峰流量群居蜘蛛优化投影寻踪预测模型

年最大洪峰流量预测,受较多的复杂因素的影响,不确定性较强,用常规统计方法做出准确预报具有较大困难。从水文序列本身出发,提出将投影回归模型应用于年最大洪峰流量预测,为了更好获得投影寻踪模型参数和预测精度,提出了运用延迟相关系数法确定回归预测因子、群居蜘蛛算法优化投影寻踪模型最佳投影方向参数a、利用最小二乘法确定多项式的权系数c、岭函数个数M的群居蜘蛛优化投影寻踪年最大洪峰流量预测模型,结合长江宜昌站(1882年-2004年)的年最大洪峰流量资料进行实例预测,训练阶段平均绝对相对误差为8.61%,预测阶段平均绝对相对误差为10.51%,该模型预测效果较好,模型结果稳定,可有效应用于年最大洪峰流量预测。