Structural change tests for GEL criteria

This article examines structural change tests based on generalized empirical likelihood methods in the time series context, allowing for dependent data. Standard structural change tests for the Generalized method of moments (GMM) are adapted to the generalized empirical likelihood (GEL) context. We show that when moment conditions are properly smoothed, these test statistics converge to the same asymptotic distribution as in the GMM, in cases with known and unknown breakpoints. New test statistics specific to GEL methods, and that are robust to weak identification, are also introduced. A simulation study examines the small sample properties of the tests and reveals that GEL-based robust tests performed well, both in terms of the presence and location of a structural change and in terms of the nature of identification.     

一类非线性发展方程的新精确解

本文通过行波变换将改进的（2＋1）维ZK方程和（2＋1）维破裂孤子方程约化为标准椭圆方程,再由标准方程的行波解结构和参数假设法并借助计算机代数系统Mathematica求出原方程的解,从而得到了方程的多组精确孤立波解．与其他方法相比,这种方法简单有效,也可用于寻找其他非线性发展方程的精确孤立波解．     

扩展卡尔曼滤波估计载波参数的算法研究

提出了一种在接收信号幅度未知的情况下进行载波参数估计的扩展卡尔曼滤波算法,该算法把信号幅度及伪码自相关的乘积作为一个独立变量和载波相位、频率一起组成状态向量进行扩展卡尔曼滤波。理论分析表明该算法本质上是具有可变增益的幅度锁定环和相位锁定环的联合估计,并给出了稳态时环路闭环传输函数和等效噪声带宽的解析表达式。仿真结果表明该算法在高低信噪比下,均具有较高的估计精度和较快的收敛速度。     

Large deviations for Bayesian estimators in first-order autoregressive processes

In this paper we consider first-order autoregressive processes and we allow either centered Normal or exponential innovations. We prove large deviation principles for posterior distributions on the unknown parameter and, motivated by potential applications in risk theory, we also prove large deviation principles for Bayesian estimators of Lundberg's parameter.     

基于粗糙集约简的食品冷链物流系统协同模型研究

本文综合考虑了食品冷链物流及物流协同理论,建立了食品冷链物流系统的协同模型,运用序参量对协同模型进行分析,并创造性的利用基于信息熵的粗糙集约简方法定量求解序参量,通过实证分析验证了模型的有效性及实用性。     

A maximum-likelihood estimator with infinite error

The standard error of the maximum-likelihood estimator for 1/μ based on a random sample of size N from the normal distribution N(μ,σ²) is infinite. This could be considered to be a disadvantage.Another disadvantage is that the bias of the estimator is undefined if the integral is interpreted in the usual sense as a Lebesgue integral. It is shown here that the integral expression for the bias can be interpreted in the sense given by the Schwartz theory of generalized functions. Furthermore, an explicit closed form expression in terms of the complex error function is derived. It is also proven that unbiased estimation of 1/μ is impossible.Further results on the maximum-likelihood estimator are investigated, including closed form expressions for the generalized moments and corresponding complete asymptotic expansions. It is observed that the problem can be reduced to a one-parameter problem depending only on , and this holds also for more general location-scale problems. The parameter can be interpreted as a shape parameter for the distribution of the maximum-likelihood estimator.An alternative estimator is suggested motivated by the asymptotic expansion for the bias, and it is argued that the suggested estimator is an improvement. The method used for the construction of the estimator is simple and generalizes to other parametric families.The problem leads to a rediscovery of a generalized mathematical expectation introduced originally by Kolmogorov [1933. Foundations of the Theory of Probability, second ed. Chelsea Publishing Company (1956)]. A brief discussion of this, and some related integrals, is provided. It is in particular argued that the principal value expectation provides a reasonable location parameter in cases where it exists. This does not hold generally for expectations interpreted in the sense given by the Schwartz theory of generalized functions.     

基于时间延迟理论的预防维修模型及案例研究

本文旨在解决设备维修决策过程中预防维修检查数据缺乏情况下如何确定出合理的维修间隔期问题。首先,通过预防维修技术经济分析,提出了有关维修间隔期和总的停机时间之间关系的预防维修模型。其次,根据时间延迟维修理论,利用故障记录数据和预防维修检查数据的估计值,建立了统计模型并用来计算维修间隔期内故障次数的期望值。计算机仿真检验证明统计模型正确后,采用最大拟然法估计有关参数,这些参数包括缺陷发生率、时间延迟分布、检查出缺陷的概率等。最后是案例分析,应用估计参数和预防维修模型,计算出最佳的维修间隔期。     

Non‐parametric estimation for time-dependent AUC

The area under the receiver operating characteristic (ROC) curve (AUC) is one of the commonly used measure to evaluate or compare the predictive ability of markers to the disease status. Motivated by an angiographic coronary artery disease (CAD) study, our objective is mainly to evaluate and compare the performance of several baseline plasma levels in the prediction of CAD-related vital status over time. Based on censored survival data, the non-parametric estimators are proposed for the time-dependent AUC. The limiting Gaussian processes of the estimators and the estimated asymptotic variance–covariance functions enable us to further construct confidence bands and develop testing procedures. Applications and finite sample properties of the proposed estimation methods and inference procedures are demonstrated through the CAD-related death data from the British Columbia Vital Statistics Agency and Monte Carlo simulations.     

Precision parameter in the variable precision rough sets model: an application

Despite their diverse applications in many domains, the variable precision rough sets (VPRS) model lacks a feasible method to determine a precision parameter (β)$(\beta )$ value to control the choice of β$\beta$-reducts. In this study we propose an effective method to find the β$\beta$-reducts. First, we calculate a precision parameter value to find the subsets of information system that are based on the least upper bound of the data misclassification error. Next, we measure the quality of classification and remove redundant attributes from each subset. We use a simple example to explain this method and even a real-world example is analyzed. Comparing the implementation results from the proposed method with the neural network approach, our proposed method demonstrates a better performance.     

Localized classification

The main problem with localized discriminant techniques is the curse of dimensionality, which seems to restrict their use to the case of few variables. However, if localization is combined with a reduction of dimension the initial number of variables is less restricted. In particular it is shown that localization yields powerful classifiers even in higher dimensions if localization is combined with locally adaptive selection of predictors. A robust localized logistic regression (LLR) method is developed for which all tuning parameters are chosen data-adaptively. In an extended simulation study we evaluate the potential of the proposed procedure for various types of data and compare it to other classification procedures. In addition we demonstrate that automatic choice of localization, predictor selection and penalty parameters based on cross validation is working well. Finally the method is applied to real data sets and its real world performance is compared to alternative procedures.