小波降噪阈值选取的研究

小波分析用于信号降噪的过程中 ,核心的算法就是在小波系数上作用阈值 ,因为阈值的选取直接影响降噪的质量 .笔者就阈值的选取做了一些理论分析并在MATLAB环境下进行仿真研究 ,得出应用小波降噪过程中阈值选取的一些实际结论 .     

An application of taguchi's methods reconsidered

Two aspects of Taguchi's methods for analyzing parameter design experiments that can be improved upon are considered. It is shown how using interaction graphs instead of marginal graphs, and how using the sample variance instead of a signal-to-noise ratio, can lead to product designs that are more robust to variation. The advantages of the alternative analysis will be illustrated by reanalyzing a case study considered by Barker (1986).     

FIRST-EXIT TIMES FOR POISSON SHOT NOISE

For a shot-noise process X(t) with Poisson arrival times and exponentially diminishing shocks of i.i.d. sizes, we consider the first time T _b at which a given level b > 0 is exceeded. An integral equation for the joint density of T _b and X(T _b ) is derived and, for the case of exponential jumps, solved explicitly in terms of Laplace transforms (LTs). In the general case we determine the ordinary LT of the function ? P(T _b > t) in terms of certain LTs derived from the distribution function H(x; t) = P(X(t) ≤ x), considered as a function of both variables x and t. Moreover, for G(t, u) = P(T _b > t, X(t) < u), that is the joint distribution function of sup_{0 ≤ s ≤ t} X(s) and X(t), an integro-differential equation is presented, whose unique solution is G(t, u).     

色噪声作用下线性系统的随机共振

研究了当系统的固有频率和激励信号受色噪声作用时,过阻尼二阶线性中的随机共振现象。通过线性系统理论和相关删去法方法,得到了系统平均输出幅度增益的精确表达式。系统平均输出幅度增益是色噪声的强度和相关率以及激励信号的频率的非单调函数,适当的噪声参数和系统参数可以使噪声情况下的输出幅度增益大于无噪声时的输出幅度增益;通过改变噪声参数和系统参数可以提高系统的输出幅度增益。该方法适用于色噪声环境中线性系统的微弱信号检测。     

Asymptotic Theory of Taguchi’s Natural Estimators of the Signal to Noise Ratio for Dynamic Robust Parameter Design

This article discusses the asymptotic theory of Taguchi’s natural estimators of the signal to noise ratio (SNR) for dynamic robust parameter design. Three asymptotic properties are shown. First, two natural estimators of the population SNR are asymptotically equivalent. Second, both of these estimators are consistent. Finally, both of these estimators are asymptotically normally distributed.     

基于聚类分析和DEA的中国机场标杆管理研究

对2001年至2005年中国大陆80家机场进行实证研究,将其分为三种不同类型的机场,每种类型机场的运营模式和运营环境存在明显差异。各机场在对自身经营策略进行调整时,应根据自身所属类别及实际特征,采取不同的具体决策来改善经营效率。政府部门在对机场进行宏观管控中,需要考虑机场所属具体类别的总体特征与发展重点,实施分类管理,针对不同类型的机场采取不同的措施。     

Networks and the philosophy of noise

Although in communication the message replaces noise, noise is an integral part of the message itself. The post‐war period is one of an intensified attempt to think of communication and noise together, so that the latter does not appear only as the source of disorder but also as the material part of communication. Noise is thus absolutely necessary for communication. On the other hand, in order to make a shared meaning possible, a remarkable part of this noise has to be excluded. Furthermore, communication has to be given a form in order to be distinguished from noise. Yet communication itself cannot be given any single form, for it escapes all formalizations. This movement of sharing and excluding, form‐giving and fleeing from organization, is what determines the field of communication. This article investigates the ways in which this movement has found expression in the writings of Serres, Girard, Latour and Callon.     

英汉口译信息解码中的语义噪音干扰及排除

口译的过程实际上是一个语言间的信息传递过程,涉及到译员解码和用译出语再编码。根据信息传播理论,信息的传播质量受物理和语义噪音的干扰。在英汉口译中,语义噪音干扰了译员对原语的言内、言外信息解码的准确性。要最大程度排除语义噪音的干扰,译员必须提高跨文化意识,做到从源语文化的角度解码信息;加强语境的识别能力,在具体的语境中识别语义,排除语义噪音干扰;树立语域意识,提高预测能力,降低语义噪音的干扰。     

The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al., 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.     

Forecasting realized volatility: A review

Forecast methods for realized volatilities are reviewed. Basic theoretical and empirical features of realized volatilities as well as versions of estimators of realized volatility are briefly investigated. Major forecast models featuring the empirical aspects of persistency and asymmetry are discussed in terms of forecasting models for which the heterogeneous autoregressive (HAR) model is one of the most basic one in the recent literature. Forecast methods addressing the issues of jump, break, implied volatility, and market microstructure noise are reviewed. Forecasting realized covariance matrix is also considered.