基于Parks-McClellan算法的超宽带脉冲波形优化设计

基于Parks-McClellan算法讨论并分析了一种超宽带无线脉冲波形的优化设计方法,利用该方法设计得到的超宽带脉冲波形可以充分利用并且满足FCC的频谱要求。相应的结果既适用于单频带模式超宽带系统,也适用于多频带模式超宽带系统。     

钢琴曲《夕阳箫鼓》中的和声语言

本文对音乐家、作曲家黎英海先生的钢琴作品《夕阳箫鼓》的和声语言进行了分析。主要从和弦结构,和声进行特点,和声功能与色彩的关系,偏音的处理,调性布局与转调等几个方面进行分析。     

激光耦合调制的调制方式

本文对模拟信号的激光耦合调制在不同条件下的调制方式进行了分析,得出了可以近似表示为振幅调制(AM)和强度调制(IM)的条件。     

动态尾部金融网络结构与传染性度量

基于Lasso高维分位数回归模型,本文构建了中国金融系统的尾部网络结构,并定义了总体网络以及行业间、行业内和金融机构间等多层金融网络的尾部风险传染度,解构其传染机制与关联特征,评估各机构双向系统重要性(接收端和发射端)。同时,本文提出了一个最优滚动窗宽选择标准方法,以优化滚动样本技术下的动态网络结构。结果表明,所有层级尾部风险传染效应(总体系统、行业间、行业内和机构间)在经济金融极端困境时期,呈现明显增强及剧烈震荡特征,2015年中国股灾期间尤甚。跨行业传染效应日益严峻,银行与保险间表现出较强关联性,房地产机构与其他金融机构间均表现出较高传染性,跨业监管值得关注。接收与发射最多尾部风险传染的金融机构仍然是银行与证券类机构。系统中超过50%的金融机构倾向于接收风险传染,一旦出现系统性冲击,整个金融系统的稳定性将遭受重创,因此,应加强此类机构应对外界冲击的能力。此外,基于新滚动窗宽选择标准法的动态模型的估计性能明显优于传统方法。研究结论有助于理解中国金融系统的网络结构和传染机制,对宏观审慎监管体系的建立提供了依据。     

光瞳环带相位调制法提高数字光存储密度的研究

对高密度光存储技术中光瞳环带相位调制方法进行了分析，并将其与光学切趾术进行了比较．研究发现，这种减小像面上光斑大小的方法是以大幅度增加旁瓣与主瓣的相对大小为代价的，它提高光存储密度的效果基本与光学切趾术相当．但是，对于高阈值的光探测器．光瞳相位调制方法要优于光学切趾术．     

具有状态脉冲的两种群竞争Lotka-Volterra系统的周期解

研究了一类具有状态脉冲的两种群竞争Lotka-Volterra系统.利用后继函数和类Poincaré准则,得到了该系统阶1周期解存在及其渐近稳定的充分条件,并用数值模拟验证了主要结论.     

The Clustering of Categorical Data: A Comparison of a Model-based and a Distance-based Approach

For clustering multivariate categorical data, a latent class model-based approach (LCC) with local independence is compared with a distance-based approach, namely partitioning around medoids (PAM). A comprehensive simulation study was evaluated by both a model-based as well as a distance-based criterion. LCC was better according to the model-based criterion and PAM was sometimes better according to the distance-based criterion. However, LCC had an overall good and sometimes better distance-based performance as PAM, although this was not the case in a real data set on tribal art items.     

Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter

We propose a new regression-based filter for extracting signals online from multivariate high frequency time series. It separates relevant signals of several variables from noise and (multivariate) outliers.

Unlike parallel univariate filters, the new procedure takes into account the local covariance structure between the single time series components. It is based on high-breakdown estimates, which makes it robust against (patches of) outliers in one or several of the components as well as against outliers with respect to the multivariate covariance structure. Moreover, the trade-off problem between bias and variance for the optimal choice of the window width is approached by choosing the size of the window adaptively, depending on the current data situation.

Furthermore, we present an advanced algorithm of our filtering procedure that includes the replacement of missing observations in real time. Thus, the new procedure can be applied in online-monitoring practice. Applications to physiological time series from intensive care show the practical effect of the proposed filtering technique.     

Parametric and nonparametric confidence intervals for estimating the difference of means of two skewed populations

In this paper, we have reviewed and proposed several interval estimators for estimating the difference of means of two skewed populations. Estimators include the ordinary-t, two versions proposed by Welch [17] and Satterthwaite [15], three versions proposed by Zhou and Dinh [18], Johnson [9], Hall [8], empirical likelihood (EL), bootstrap version of EL, median t proposed by Baklizi and Kibria [2] and bootstrap version of median t. A Monte Carlo simulation study has been conducted to compare the performance of the proposed interval estimators. Some real life health related data have been considered to illustrate the application of the paper. Based on our findings, some possible good interval estimators for estimating the mean difference of two populations have been recommended for the researchers.     

校正高频天波雷达电离层频率调制的级联方法(英文)

电离层频率调制导致地表面杂波的多谱勒展宽,极大地限制了高频天波雷达的目标探测性能。本文针对这种电离层频率调制,给出了一种级联的两步校正处理的方法。在第一步校正中,首先分析这种时变信号的时频分布,并设计了一种谱峰追踪方法从时频分布中获得粗糙的电离层频率调制估计。然后采用基于分段多项式相位模型的参数化方法作二次校正处理,消除残余调制污染。模拟结果表明,即使对Bragg峰发生混叠的重污染的情形,这种级联的校正方法都具有非常好的效果。