查询词典 covariance function

Five ways on comparing covariance matrix are applied to the Shanghai 50 Indexes Stock Exchange, which are sample covariance matrix, scalar matrix, two-parameter covariance matrix, single index matrix, constant correlation matrix. We adopt principal components method and Markowitz portfolio method to measure stock market risk using VaR, getting the effect of measuring market risk. The result shows that sample covariance matrix and two-parameter covariance matrix could measure market risk more effectively.

本文以上证50指数数据为样本，采用样本协方差矩阵、数量矩阵、两参数模型矩阵、单指数模型矩阵、常量相关矩阵作为与股票相关的协方差矩阵，结合投资策略选择的主成分方法和Markowitz最优投资组合方法，计算VaR以度量市场风险，并比较了五种协方差矩阵度量市场风险的效果，结果表明，在主成分方法中，样本协方差矩阵和两参数矩阵方法能有效的度量市场风险。

The paper studies the form of the result of SVM with covariance function as the kernel function under some conditions, and draws the conclusion that Kriging is equivalent to SVM under those conditions. Based on the conclusion, we put forward the idea of using the covariance function as a substitute for the RBF kernel function of SVM.

摘要研究了支持向量机(support vector machine，SVM)方法在一定假设条件下，核函数取为样本协方差函数时解的具体形式，得出了在该假设情况下SVM方法等价于克立格方法的结论，提出了用协方差函数作为SVM核函数的思想。

Studying the positive definitiveness of the covariance matrix from discrete data is important to design the sampling plan and provides the base for the data analysis.However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.

研究离散型样本协方差矩阵的正定性有助于判断是否可以降低样本的维数，有利于优化抽样个数，为抽样调查的优化设计方案提供一定的理论基础；为基于特征根的多元统计分析提供理论指导。

In order to reduce calculation error, the frequency distribution of average values is used to compute the mixed distribution's digital features of each component distribution, thereinto, the number of the component distribution is determined by AIC, choose the number that meets the minimum value of AIC as the component number of mixed distribution, and the other parameters are estimated by EM algorithm; Secondly, because each component distribution is corresponding to a kind of major gene genotype, according to the values of the average and variance of the each component distribution, we can use the limit error of the normal distribution to plot each individual into the correspondent component distribution, namely into correspondent major gene genotype. Then we regard each major gene genotype as a treatment level of one-way analysis of variances, and the one-way multivariate analysis of variance is carried out to calculate the covariance matrix of major gene effect, covariance matrix of polygene effect, covariance matrix of environment effect and so on; At last, combining the weights of the each component distribution of mixed distribution, we can calculate the variance of major gene effect, the variance of polygene effect, environmental variance and the genetic gain of the quantitative trait.

为减小计算误差，本研究采用均值的频数分布来计算各成分分布的数字特征，其中成分分布个数根据AIC准则，选择使AIC值达到最小的成分分布个数作为混合分布的成分分布数，分布中其它参数的确定利用EM算法来估计；其次，每个成分分布对应一种主基因基因型，根据各个成分分布的均值和方差，利用正态分布的极限误差将每个个体划分到相应的成分分布中，即相应的主基因基因型中，将每种主基因型作为单因素方差分析的一个处理水平，对其进行单因素的多元方差分析，分别计算主基因效应协方差阵、多基因效应协方差阵、环境协方差阵等参数；最后结合混合分布中各成分分布的权重即各主基因基因型的分离比例，计算主基因效应方差，多基因效应方差和环境方差，以及遗传力等参数，进而计算该数量性状的遗传进展。

Ects, the covariance matrix of observation vector has special structure,and using the linear transformation for original model by idempotent matricesin the spectral decomposition of the covariance matrix, the problem of estima-tion of the covariance matrix becomes simultaneous estimation of all the distincteigenvalues of it.

在带有随机回归系数的一般线性模型中，首次提出了随机回归系数和参数的Minimax估计问题，分别在齐次线性估计类和一切估计类中研究了一个线性估计的Minimax性。

Moreover in carrier phase difference localization application, this paper introduces the basic principles of both the integer least square method and the LAMBDA method for resolving the integer ambiguity solution. Through a short baseline example and compared with the unlimited least square method, the results show that, LAMBDA method considers the ambiguity's integer characteristic and also decorrelates ambiguity's covariance, so it meliorates the covariance field of ambiguity, avoid the covariance's discontinuity.

另外在载波相位差分定位的应用中则详细讨论研究了整周模糊度解算中的基于整数最小二乘法及其降相关平差方法解算原理，通过一个短基线的实例计算分析其定位效果表明：较于未加限制的最小二乘搜索算法，LAMBDA方法能使相应的定位精度明显提高，具有较高的应用价值。

The past works on coupling eddy covariance technique and remote sensing technology are summarized. The following three aspects were focused:①Cross validation on the carbon flux estimation between eddy covariance and remote sensing technology;②Eddy covariance provides ground parameters for remote sensing inversion;③Remote sensing based eddy footprint analysis.

总结过去耦合涡度协方差技术与遥感技术的工作，主要在以下3个层面展开：①涡度协方差技术与遥感技术对碳通量估算的相互验证；②涡度协方差技术为遥感反演提供地面参数；③遥感观测解译辅助分析通量贡献区。

In order to verify the method, the comparison among the Tabary slope method, the Bayes function method, the Yamada continuity method and the background error covariance function method is presented. The results show that the background error covariance function method is the best one.

为检验此法效果，利用1999年5月3日到4日奥克拉荷马强龙卷的雷达资料，给出风廓线仪的实测结果对比分析，Tabary的切线拟合方法和条件概率方法，Yamada的连续性检测方法的对比试验及退模糊后的径向速度图。

Considering that the covariance function could not exist in some conditions, we put forward the idea of using the variogram function as a substitute for the covariance function and prove their equivalence.

考虑到在某些情况下协方差函数可能不存在，因此考虑用变异函数来代替协方差函数估计径向基核函数的宽度参数。

Then, combined with spherical-harmonic spread formula and Tscherning/Rapp experiential covariance function, a new covariance function estimation method is created, whose configuration capability is tested and analyzed.

第七章概括了本文研究的主要内容，结合似大地水准面精化的要求和本文研究内容，介绍了本文力求解决的关键问题，并简要阐述了似大地水准面精化的未来发展趋势。

"Yes, now you can give yourself airs," she said, you have got what you wanted.

"对了，您现在高兴了，"她说道，这是您所期待的。

Then the LORD said to me: Rebel Israel is inwardly more just than traitorous Judah.

上主于是对我说：＂失节的以色列比失信的犹大，更显得正义。