小微企业抽样调查的样本轮换

目前,小微企业抽样调查数据受到各级政府和社会各界的高度关注。针对小微企业单位新增、消亡变动频繁的特点,研究了总体单位及样本量变动的一般条件下的样本轮换理论,对样本轮换率和估计量进行了探讨,扩大了研究结果的适用范围,得到了简单随机抽样、分层抽样中样本轮换的有关结论,对估计量的抽样误差进行了有效控制,并进行了相关实证研究,最后提出了构造适合小微企业连续性抽样调查的样本轮换设计模式和方法。     

天然气加热炉可视化实验研究

针对天然气加热炉的结构,设计搭建了可视化天然气加热炉实验系统.可视化实验系统用电加热的热空气来模拟燃烧热烟气,用降温的冷空气来模拟被加热的天然气.通过实验系统对筒体内中间载热介质的流动与温度分布进行实验分析,提出了一种改进结构,优化布置筒内加热面和冷却面,提高传热效果.     

导频符号调制方式对OFDM信道估计的影响(英文)

引入了基于线性变换的正交频分复用信道的频域估计方法,通过对接收信号的线性变换达到数据的有效恢复。首先推导了关于推广后旋转矩阵的两个性质定理;然后根据所得的旋转矩阵的性质,给出了导频符号分别基于BPSK和QPSK调制的两种OFDM信道估计算法。在假设信道为瑞利衰落并且在一帧内保持不变的情况下,对基于这两种信道估计算法的系统进行了仿真比较。仿真结果显示,当各子载波的同相信道和正交相位信道同时插入信道估计符号时,OFDM系统的误码率和误包率都可以得到明显的改善。     

Independent exploratory factor analysis with application to atmospheric science data

The independent exploratory factor analysis method is introduced for recovering independent latent sources from their observed mixtures. The new model is viewed as a method of factor rotation in exploratory factor analysis (EFA). First, estimates for all EFA model parameters are obtained simultaneously. Then, an orthogonal rotation matrix is sought that minimizes the dependence between the common factors. The rotation of the scores is compensated by a rotation of the initial loading matrix. The proposed approach is applied to study winter monthly sea-level pressure anomalies over the Northern Hemisphere. The North Atlantic Oscillation, the North Pacific Oscillation, and the Scandinavian pattern are identified among the rotated spatial patterns with a physically interpretable structure.     

Multitaper testing of spectral lines and the detection of the solar rotation frequency and its harmonics

We develop statistical testing methodology for closely spaced spectral lines based on multitaper spectrum estimates and apply it to a time series of solar magnetic field magnitude data recorded by the Ulysses spacecraft. The test is formulated through complex-valued weighted least squares. Using this test in combination with the test for well-separated lines, we can accurately detect the solar equatorial rotation frequency of the sun, and its harmonics, from data recorded by Ulysses's magnetometer at solar mid-latitudes; this is a potentially important result for solar physicists, since it has implications for the structure and dynamics of magnetic fields in the solar corona.     

安全投资转移视角下的跨行业投资组合模型及实证

投资者根据市场状态变化和板块轮动效应进行安全投资转移,使得资金在行业间流动,导致风险溢出。本文首次从投资者安全投资转移行为的角度对行业间风险溢出进行研究,采用大规模股票与小规模股票的订单流差异量化安全投资转移。利用状态依赖下的敏感性VaR模型(SDSVaR)衡量行业间风险溢出效应的方向和大小,进一步考虑板块轮动效应,构建跨行业投资组合模型,分析行业间风险溢出和板块轮动效应对资产配置的影响。研究发现:状态依赖下的安全投资转移显著影响行业间联动性和风险溢出;考虑行业间风险溢出的资产配置模型能够分散非系统性风险的同时降低截面维度系统性风险,提高投资者的收益,有效地规避极端风险,可以为投资者的风险管理和投资决策提供有价值的参考。     

刚体定轴转动的新实验

本文介绍了利用角动量守恒仪新开发出来的几个刚体定轴转动的新实验.其具有操作简便、实验精度高的特点,能定量地验证刚体定轴转动的运动学和动力学规律.     

采用CORDIC算法的自适应抗干扰处理

自适应阵列处理技术因为能够大大提高电子系统的抗干扰能力、可靠性、分辨能力等重要指标而得到越来越广泛的应用。但其实时处理由于算法的巨大运算量而难以实现。ＣＯＲＤＩＣ算法具有将多种复杂函数的计算转变为统一的简单的移位加法操作，并适于ＶＬＳＩ硬件实现的特点，为人们设计既面向自适应抗干扰算法结构，又面向算法基本运算的ＶＬＳＩ专用阵列处理机来完成实时自适应抗干扰处理任务提供了新的途径。本文介绍ＣＯＲＤＩＣ算法的基本原理，并研究了ＱＲ分解最小二乘算法基于ＣＯＲＤＩＣ算法芯片的实现。     

Evaluating the Contributions of Individual Variables to a Quadratic Form

Quadratic forms capture multivariate information in a single number, making them useful, for example, in hypothesis testing. When a quadratic form is large and hence interesting, it might be informative to partition the quadratic form into contributions of individual variables. In this paper it is argued that meaningful partitions can be formed, though the precise partition that is determined will depend on the criterion used to select it. An intuitively reasonable criterion is proposed and the partition to which it leads is determined. The partition is based on a transformation that maximises the sum of the correlations between individual variables and the variables to which they transform under a constraint. Properties of the partition, including optimality properties, are examined. The contributions of individual variables to a quadratic form are less clear‐cut when variables are collinear, and forming new variables through rotation can lead to greater transparency. The transformation is adapted so that it has an invariance property under such rotation, whereby the assessed contributions are unchanged for variables that the rotation does not affect directly. Application of the partition to Hotelling's one‐ and two‐sample test statistics, Mahalanobis distance and discriminant analysis is described and illustrated through examples. It is shown that bootstrap confidence intervals for the contributions of individual variables to a partition are readily obtained.     

四分之一轮换面板下的稳健估计方法

文章从过度置信度视角考察了广义最小二乘估计量在四分之一轮换面板下产生的偏误问题,并提出了一种稳健估计方法来修正过高的过度置信度,进而提高估计精度。在一定的设计条件下,证明了修正后的估计量具有一致性和渐近正态分布特征等优良性质。模拟研究结果显示,与四分之一轮换面板下广义最小二乘估计量相比,提出的估计方法在保持相对偏差和均方误差基本不变的情况下,有效降低了过度置信度。