裂缝天线缝制造精度对电性能影响的预测

为了避免传统方法在分析结构因素对电性能影响时需要假设和近似处理的弊端,提出了根据平板裂缝天线生产制造中的数据,使用支持向量回归建立缝制造精度对电性能指标影响的预测方法。给出了一种以最小化支持向量回归的拟合能力和泛化能力为目标函数来选择支持向量回归机参数的方法,以方便该方法的工程应用。案例研究表明,该方法能够较准确地预测缝制造精度对电性能的影响;与传统的BP神经网络和最小二乘法对比,该方法具有更好的泛化能力,可以应用到平板裂缝天线的计算机辅助制造中。     

《搜神记》中的韵文研究

六朝志怪小说的代表作《搜神记》在写作上采用了韵散相间的叙述方式,其中的韵文可分为:谣谚;预言、卜辞和隐语;诗歌。分言之,谣谚的征引使小说既保留了民间传说固有的风调,又使作品的思想得以升华;预言、卜辞和隐语的使用,来源于国人原始信仰的积淀,在小说中作为推动故事发展的关键,反映了其时的社会文化心理;作品中还有一些赋诗、引诗的情况,这种承自上古文学传统的表达方式,提高了小说的文体地位,增强了小说的鉴赏性。概言之,韵散相间的写作方式具有深刻的文体意义,为后世小说的创作提供了借鉴。     

Extended scaled prediction variance optimality for modified central composite design

Robust parameter designs (RPDs) enable the experimenter to discover how to modify the design of the product to minimize the effect due to variation from noise sources. The aim of this article is to show how this amount of work can be reduced under modified central composite design (MCCD). We propose a measure of extended scaled prediction variance (ESPV) for evaluation of RPDs on MCCD. Using these measures, we show that we can check the error or bias associated with estimating the model parameters and suggest the values of α recommended for MCCS under minimum ESPV.     

Statistical inference for the Gompertz distribution based on Type-II progressively hybrid censored data

In this article, the statistical inference for the Gompertz distribution based on Type-II progressively hybrid censored data is discussed. The estimation of the parameters for Gompertz distribution is obtained using maximum likelihood method (MLE) and Bayesian method under three different loss functions. We also proved the existence and uniqueness of the MLE. The one-sample Bayesian prediction intervals are obtained. The work is done for different values of the parameters. We apply the Monto Carlo simulation to compare the proposed methods, also an example is discussed to construct the Prediction intervals.     

Bayesian prediction of order statistics with fixed and random sample sizes based on k-record values from Pareto distribution

In this paper, the two-parameter Pareto distribution is considered and the problem of prediction of order statistics from a future sample and that of its geometric mean are discussed. The Bayesian approach is applied to construct predictors based on observed k-record values for the cases when the future sample size is fixed and when it is random. Several Bayesian prediction intervals are derived. Finally, the results of a simulation study and a numerical example are presented for illustrating all the inferential procedures developed here.     

Wiki-worthy: collective judgment of candidate notability

The use of socio-technical data to predict elections is a growing research area. We argue that election prediction research suffers from under-specified theoretical models that do not properly distinguish between ‘poll-like’ and ‘prediction market-like’ mechanisms understand findings. More specifically, we argue that, in systems with strong norms and reputational feedback mechanisms, individuals have market-like incentives to bias content creation toward candidates they expect will win. We provide evidence for the merits of this approach using the creation of Wikipedia pages for candidates in the 2010 US and UK national legislative elections. We find that Wikipedia editors are more likely to create Wikipedia pages for challengers who have a better chance of defeating their incumbent opponent and that the timing of these page creations coincides with periods when collective expectations for the candidate's success are relatively high.     

Conditional covariance penalties for mixed models

The prediction error for mixed models can have a conditional or a marginal perspective depending on the research focus. We introduce a novel conditional version of the optimism theorem for mixed models linking the conditional prediction error to covariance penalties for mixed models. Different possibilities for estimating these conditional covariance penalties are introduced. These are bootstrap methods, cross-validation, and a direct approach called Steinian. The behavior of the different estimation techniques is assessed in a simulation study for the binomial-, the t-, and the gamma distribution and for different kinds of prediction error. Furthermore, the impact of the estimation techniques on the prediction error is discussed based on an application to undernutrition in Zambia.     

FEPA-金融时间序列自适应组合预测模型

本文报告一种金融时间序列预测的信号分析、信息融合与智能计算组合模型,简称FEPA,由针对金融时间序列（FTS）信号分析的经验模态分解（EMD）、用于数据降维的主成分分析（PCA）和用于非线性建模的人工神经网络（ANN）三部分组成。该模型首先应用滑动窗口截取原始金融时间序列最近期数据集,应用EMD分解算法把数据集分解成不同尺度的本征模态函数（IMF）,然后通过主成分分析将分解后的数据降维,提取最有信息量的特征;然后将这些特征输入到神经网络进行组合预测。本文提出的组合预测模型FEPA是基于分解-提优-合成的信息融合思想,有效提高了预测可靠性。其创新点在于：1）首次给出了EMD算法的结构化表达,提供了今后融合更多信息的算法接口;2）通过多步长预测输出深入研究EMD分解的有效信息结构;3）通过切换到更细时间框架来处理EMD的端点效应,并探索了两级时间框架下的预测效果;4）给出了金融时间序列组合预测模型的一般性架构,具有可升级性和可扩展性。并且通过滑动窗口EMD使得实证更能切近实际。通过在沪深300股指和澳大利亚股指上的实证,结果表明FEPA预测模型在沪深300股指日线和15分钟线上的预测命中率高达78%和82%,在澳大利亚股指日线上也达到了74%的命中率,经比较,明显高于文献中常见的5种模型。