查询词典 autocorrelation

The concept of statistical property transformation is discussed according to the situation in which channel input is stationary and non-identically independent distribution with a priori known autocorrelation function.

在此基础上针对输入信号为平稳非独立同分布且有已知自相关函数的情况，引入统计特性变换，导出了变换阵的闭式解。

In the model the change of the fluctuating extent and period have an effect on the decaying rate of the autocorrelation coefficient sequence.

因 此，本章的结果对于生丝纤度的连续性特征及配茧理论的研究提供了有利条件，具有一定的参考价值。

In this paper, several mathematical definitions of self-similarity are given, and some of their properties are described. The method of justifying a self-similar process and getting its autocorrelation coefficient (or self-similar parameter) are also discussed.

本文给出了自相似的几种常见定义，描述了该随机过程在数学和物理上的一些特征，并讨论了如何识别一个序列是否是自相似或长相关的以及如何定量分析其相关性强弱的问题。

However, as Fama and French (2002) note, the time-series standard errors of the coefficient estimates can be biased downward by autocorrelation in the coefficient estimates.

然而，由于和法国法玛（2002）注意到，该系数估计时间序列的标准差可以向下偏估计的自相关系数。

In chapter 2 of this dissertation, we give the mathematical definition of selfsimilarity, and describe some of its properties. How to justify a self-similar process and get its autocorrelation coefficient (or self-similar parameter) are also discussed.

由于对于非马氏过程的排队系统进行数学分析是十分困难的，因此，对自相似业务流特性及网络性能的研究，大多采用某种近似的数学求解，或直接进行计算机仿真，这就需要有快速、准确的自相似序列生成方法。

Based on the model, we use Monte Carlo simulation method to produce a time series, compute the kurtosis, tail-index and the autocorrelation coefficient of the time series and compare it with the corresponding index of the real return series of Shanghai stock markets.

在模型的基础上，利用蒙特卡罗仿真方法生成了股市收益时间序列样本，计算了仿真数据的峰度、尾指数和自相关系数，并与我国上证指数真实收益序列的相应指标进行了对比分析。

The turbulence integral length scale was obtained by the spectra-fitting method and autocorrelation coefficient integration respectively.

用谱拟合法和自相关系数积分法求出了湍流积分尺度。

Fama and French (2002) show that the true standard error is the time-series standard error multiplied by√, where ρ is the autocorrelation of the given regression coefficient.

Fama和French（2002）表明，真正的标准是错误的时间错误的√系列标准，其中ρ是自相关系数相乘的回归。

This section simply introduces the basic principles of the conventional analysis of time series (mean, variance, standard deviation; covariance and correlation coefficient; autocovariance and autocorrelation coefficient), frequency spectrum analysis and wavelet analysis.

本文简单地介绍了传统时序分析（包括平均值、方差和标准差；协方差和相关因子；自协方差和自相关因子）、频谱分析和小波分析的基本原理。

A theoretical comparison is conducted to demonstrate that when autocorrelation coefficient and moving average coefficient are positive, the safety stock with a variable reorder level is less than that determined by means of moments of demand, but more than that with traditional reorder point approach.

理论分析得出，在需求呈正相关且随机误差项平滑系数为正数时，变化订货点水平确定模型得出的安全库存低于根据时点需求得出的安全库存，而高于传统模型得出的安全库存。

According to the clear water experiment, aeration performance of the new equipment is good with high total oxygen transfer coefficient and oxygen utilization ratio.

曝气设备的动力效率在叶轮转速为120rpm～150rpm时取得最大值，此时氧利用率和充氧能力也具有较高值。

The environmental stability of that world - including its crushing pressures and icy darkness - means that some of its most famous inhabitants have survived for eons as evolutionary throwbacks, their bodies undergoing little change.

稳定的海底环境─包括能把人压扁的压力和冰冷的黑暗─意谓海底某些最知名的栖居生物已以演化返祖的样态活了万世，形体几无变化。