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31.
The theory of max-stable processes generalizes traditional univariate and multivariate extreme value theory by allowing for processes indexed by a time or space variable. We consider a particular class of max-stable processes, known as M4 processes, that are particularly well adapted to modeling the extreme behavior of multiple time series. We develop procedures for determining the order of an M4 process and for estimating the parameters. To illustrate the methods, some examples are given for modeling jumps in returns in multivariate financial time series. We introduce a new measure to quantify and predict the extreme co-movements in price returns. 相似文献
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从决策议程对环境的回应、动员社会中的稀缺资源和实现政府间合作三个角度来分析运动式执法的必然性,运动式执法作为一种政策工具和治理模式并非总是消极的。一味地否定运动式执法,既不符合中国公共治理的现实需要,也不符合严肃的学术研究的要求。 相似文献
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本文较为全面系统地推导了摆动滚子从动件圆柱凸轮的廓线、压力角及廓线曲率半径方程,并讨论了该种凸轮机构在各种运转情况下与之相适用的方程。这些方程可用于凸轮廓线的计算机辅助设计。 相似文献
35.
Given observations on an m × n lattice, approximate maximum likelihood estimates are derived for a family of models including direct covariance, spatial moving average, conditional autoregressive and simultaneous autoregressive models. The approach involves expressing the (approximate) covariance matrix of the observed variables in terms of a linear combination of neighbour relationship matrices, raised to a power. The structure is such that the eigenvectors of the covariance matrix are independent of the parameters of interest. This result leads to a simple Fisher scoring type algorithm for estimating the parameters. The ideas are illustrated by fitting models to some remotely sensed data. 相似文献
36.
Carl Rhodes 《Culture and Organization》2015,21(4):289-303
A provocation?…?the minds of my generation of organizational theorists are haunted by the spectre of scientific discourse, shoehorned into dry genres, bullied by audit regimes that try to wring the passion out of thought. Without gaiety, the science that calls us has no exuberance, it cannot dance. What are the possibilities for writing about organizations that allows the heart's instincts to be followed, the vast possibilities of expression to be explored and enjoyed? I explore this through a form of writing known as fictocriticism – a writing engaged in genre-bending as a literary and theoretical engagement with existence and selfhood. Why import this term into organization studies? Might fictocriticism have some value to ‘us’ who locate ourselves here? I am engaging in a form of romance; a courtship of ideas from elsewhere. What might result from this union is not clear, but it offers hope, excitement and promise. 相似文献
37.
In this paper, two control charts based on the generalized linear test (GLT) and contingency table are proposed for Phase-II monitoring of multivariate categorical processes. The performances of the proposed methods are compared with the exponentially weighted moving average-generalized likelihood ratio test (EWMA-GLRT) control chart proposed in the literature. The results show the better performance of the proposed control charts under moderate and large shifts. Moreover, a new scheme is proposed to identify the parameter responsible for an out-of-control signal. The performance of the proposed diagnosing procedure is evaluated through some simulation experiments. 相似文献
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William W.S. Wei 《统计学通讯:理论与方法》2013,42(23):2389-2398
Given a general homogeneous non-stationary autoregressive integrated moving average process ARIMA(p,d,q), the corresponding model for the subseries obtained by a systematic sampling is derived. The article then shows that the sampled subseries approaches approximately to an integrated moving average process IMA(d,l), l≤(d-l), regardless of the autoregressive and moving average structures in the original series. In particular, the sampled subseries from an ARIMA (p,l,q) process approaches approximately to a simple random walk model. 相似文献
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乒乓球连续移动击球过程的动力链接研究 总被引:1,自引:0,他引:1
贾鹏 《中北大学学报(社会科学版)》2008,24(6):89-93
在乒乓球运动中,持续对抗能力在比赛中的作用日益显露.本文提出乒乓球运动中连续移动击球的动力链接概念,运用运动生物力学对乒乓球运动过程中的三种身体重心移动的轨迹进行力学比较,得出不同的移动形式可产生不同的位移速度;对连续击球过程进行分析后,提出提高连续击球频率的方法;依据动量守恒原理,研究出击球瞬间合理利用身体质量可有效提高击球后的球速.对动力链接过程的各主要环节进行力学分析和比较后,得出乒乓球运动中人体连续移动击球时提高动力链接效率的方法. 相似文献