小波分析在管理数据处理中的应用

提出了一种基于小波变换的管理数据处理方法，把公司管理上的数据看成一个非平稳的时间序列，利用小渡函数将该时间序列分解到不同的频率通道上，然后将分解后的信号当作近似的平稳时间序列，用一些传统的统计方法进行预测，同时对中国足球彩票若干期的销售量数据进行了处理和预测，并将结果与实际销量以及用传统的AR模型的预测值进行了比较。     

网络防火墙技术应用分析

介绍了防火墙的概念、组成原理及几种典型的防火墙系统,对如何加强防火墙的防护作用进行了分析。     

基于视觉模型的双正交小波图像水印算法

提出了一种基于人类视觉系统模型的双正交小波多分辨图像水印算法,该算法充分利用小波多分辨的优点及人眼视觉系统的特性,保证了水印的不可见性及鲁棒性,同时在检测水印时也不需要原始图像,仅需涉及到相关的几个细节子图。实验表明该水印算法对于中值滤波、叠加加性噪声、JPEG有损压缩三种图像处理都是鲁棒的。检测算法还有计算量小,检测速度快的特点。     

基于Web日志和商品分类的协同过滤推荐系统

传统的协同过滤算法一般以用户对商品的评分作为研究,考虑到显式的评分数据一般很少能够取到,本文从记录用户浏览历史的服务器端日志文件以及客户购买历史数据作为数据源,根据商品分类进行评分矩阵设计,最后由此得到最近邻居从而给予个性化推荐,试验证明推荐效果比较显著。     

动态定位中机动和粗差检测延迟的探讨

动态定位数据处理中,判定运动载体何时开始机动,测量数据何时出现粗差是一个困难的问题。为了在实时动态定位中尽可能快地检测出运动载体机动和观测数据何时出现粗差,文中提出了一种对机动和粗差检测的新方法。该检测算法是基于机动和粗差检测延迟最小的准则。通过分析,对不同的显著水平和机动幅度存在一个最优窗口长度。     

IP Filter包过滤防火墙在校园网上的实现

介绍了利用IP Filter包过滤功能在网络出口组成防火墙实现网络安全,并通过一个校园网作为实例,说明包过滤规则的制定和在IP Filter上的配置。     

改善全息圆锥准直线及提高准直精度的一种方法

用一张计算全息图可产生锥面波,锥面波衍射图样的中心在空间是连续的,可作为直线基准。本文提出了提高锥面波直线准直精度的一种方法即空间滤波法。实验结果与理论分析一致。     

Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method

Utilizing time series modeling entails estimating the model parameters and dispersion. Classical estimators for autocorrelated observations are sensitive to presence of different types of outliers and lead to bias estimation and misinterpretation. It is important to present robust methods for parameters estimation which are not influenced by contaminations. In this article, an estimation method entitled Iteratively Robust Filtered Fast? τ(IRFFT) is proposed for general autoregressive models. In comparison to other commonly accepted methods, this method is more efficient and has lower sensitivity to contaminations due to having desirable robustness properties. This has been demonstrated by applying MSE, influence function, and breakdown point criteria.     

Several least-squares problems related to the Hodrick–Prescott filtering

The Hodrick–Prescott (HP) filtering is frequently used in macroeconometrics to decompose time series, such as real gross domestic product, into their trend and cyclical components. Because the HP filtering is a basic econometric tool, it is necessary to have a precise understanding of the nature of it. This article contributes to the literature by listing several (penalized) least-squares problems that are related to the HP filtering, three of which are newly introduced in the article, and showing their properties. We also remark on their generalization.     

Causal structure among US corn futures and regional cash prices in the time and frequency domain

This study investigates causal structure among daily Chicago Board of Trade corn futures prices and seven regional cash series from Iowa, Illinois, Indiana, Ohio, Minnesota, Nebraska, and Kansas for January 2006–March 2011. Their wavelet transformed series are further analyzed for causal relationships at different time scales. Empirical results indicate no causality among states or between the futures and a cash series for time scales shorter than one month. As scales increase but do not exceed a year, bidirectional causal flows are determined among all prices. The information leadership role of the futures against a cash price is identified for the scale longer than one year and raw series, at which no interstate causality is found.