基于住房“过滤”模型的住房福利政策的影响分析

住房“过滤”论近年来主要用于住房福利的研究,文章从我国目前的市场情况出发,建立住房三市场“过滤”模型,分析了“两限房”和经济适用房在处于低级市场并且被低收入者购买、处于中级市场被中级收入者购买等情况下对住房市场的影响;“廉租房”实行实物配租和货币补贴这两种情况下对住房市场的影响,并给出了结论和建议。     

基于EMD的非线性信号自适应分析

根据EMD分解原理,提出通过选择平均包络中的突变点确定自适应滤波器截止分量阶,以此构造时空滤波器组进行非线性信号自适应分析的方法,成功应用于分析波音737飞机涡轮轴振动信号。从噪声中自适应地提取随转速变化的信号分量和低频振动分量,与小波分析方法相比,在轴向位移检测中取得了更为满意的效果。该方法不仅改进了涡轮轴振动信号分析方法,也适用于解决其他非线性信号的分析问题。     

中国城市TFP增长与潜在增长率

利用1990～2018年间中国264个地级及以上城市的投入和产出数据,本文通过非参数DEA　Malmquist生产率指数法分析了中国城市全要素生产率增长及其分解项技术进步、技术效率、纯技术效率、规模效率等的变化及其对经济增长的贡献率,并探讨了资本和劳动对经济增长的贡献率,进一步采用HP滤波法研究了全要素生产率增长趋势、投入要素增长趋势及其波动对经济潜在增长率的影响,得出结论并提出如下政策建议：1)优化投入要素和资源的合理配置,通过技术研发、人力资本、制度变革等多种方面来提升全要素生产率增长及其对经济增长的贡献率;2）提高各地区固定资本存量的有效使用效率; 3) 提高劳动的有效参与率。     

博弈论在邮件特征选择中的应用

特征选择在垃圾邮件过滤中起着十分重要的作用,本文分析讨论了现有邮件特征选择方法所存在的不足,并在此基础上,提出一种基于博弈论的邮件特征选择模型。该模型将博弈论应用于邮件特征选择中,以达到约减信息规模,提高垃圾邮件过滤效率的目的。在设计特征选择模型时,考虑到邮件样本自身的模糊隶属性对特征选择所产生的影响,在特征点对邮件类别的区分度定义中,通过引入由相融性度量定义的样本模糊隶属度函数,提高博弈邮件特征选择模型对实际问题的处理能力。在CDSCE语料库上的实验表明,该邮件特征选择模型的性能优于同类其他特征选择方法,验证了该邮件特征选择模型的有效性。     

A small but practically useful modification to the Hodrick–Prescott filtering: A note

The Hodrick–Prescott (HP) filtering is widely applied to decompose macroeconomic time series, such as real Gross Domestic Product, into cyclical and trend components. This paper presents a small but practically useful modification to this approach. The reason why this modified filtering is of practical use is that it provides not only identical trend estimates as the HP filtering but also extrapolations of the trend. We provide a proof based on a ridge regression representation of the modified HP filtering. This is mainly because it enhances our understanding of the approach.     

The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression

The Frisch–Waugh–Lovell (FWL) (partitioned regression) theorem is essential in regression analysis. This is partly because it is quite useful to derive theoretical results. The lasso regression and the ridge regression, both of which are penalized least-squares regressions, have become popular statistical techniques. This article describes that the FWL theorem remains valid for these penalized least-squares regressions. More precisely, we demonstrate that the covariates corresponding to unpenalized regression parameters in these penalized least-squares regression can be projected out. Some other results related to the FWL theorem in such penalized least-squares regressions are also presented.     

FDR control of detected regions by multiscale matched filtering

Feature extraction from observed noisy samples is a common important problem in statistics and engineering. This paper presents a novel general statistical approach to the region detection problem in long data sequences. The proposed technique is a multiscale kernel regression in conjunction with statistical multiple testing for region detection while controlling the false discovery rate (FDR) and maximizing the signal-to-noise ratio via matched filtering. This is achieved by considering a one-dimensional region detection problem as its equivalent zero-dimensional peak detection problem. The detection method does not require a priori knowledge of the shape of the nonzero regions. However, if the shape of the nonzero regions is known a priori, e.g., rectangular pulse, the signal regions can also be reconstructed from the detected peaks, seen as their topological point representatives. Simulations show that the method can effectively perform signal detection and reconstruction in the simulated data under high noise conditions, while controlling the FDR of detected regions and their reconstructed length.     

航位推算系统非线性过程处理新方法研究

针对航位推算系统中利用扩展Kalman滤波方法解决非线性问题在算法复杂性上的缺陷和精度上的不稳定性,该文从数据预先处理的角度出发,合理规避线性化过程,提出一种充分利用现成Kalman滤波公式的方法,即数据进入滤波器之前就预先进行处理,获得每一组量测值,按照极坐标-笛卡儿坐标的转换方式转为相应的位置信息,再按照标准的Kalman滤波公式构建滤波器,进行状态的最优估计。计算机仿真结果证明该算法的有效性。     

马达海洋区块分段压制多次波方法

马达海洋工区海底深度变化很大，多次波异常发育，多次波衰减一直是该区地震资料处理难题之一。首先分 析与自由表面相关多次波衰减方法（SRME）、预测反褶积、抛物线Radon 变换的方法原理，针对各方法的不同特点制 定方案：采用SRME 方法衰减与自由表面相关的多次波，预测反褶积方法压制层间多次波，抛物线Radon 变换法衰减 剩余的多次波。实际资料处理表明：这种分步分段压制多次波的方法能够很好地衰减海底深度变化范围大、海底构造 复杂的海洋地震资料的多次波，很好地改善海洋地震资料的成像效果。实际资料处理表明，这种分段压制多次波方法 能够广泛应用于海底深度变化大，海底地质构造复杂的海洋地震资料多次波衰减处理。     

中国股票市场多重分形游走及其预测

股票价格波动规律的研究是预测的基础,多重分形过程是迄今为止最为符合价格波动特性的模型。本文验证了中国股票市场的多重分形游走,并根据多重分形过程的局部尺度特性和多尺度相关性建立了小波和神经网络相结合的股票价格预测模型。实证研究结果表明,本文模型预测精度较由其他模型得到的预测精度明显提高。