查询词典 sample correlation matrix
- 与 sample correlation matrix 相关的网络例句 [注:此内容来源于网络,仅供参考]
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This new method reduces the computational complexity by using the block tridiagonal structure of the input sample correlation matrix, and at the same time keeps the advantage of fast convergence.
在保持了该算法快速收敛优点的同时,利用相关矩阵块三对角的特殊结构,降低了该算法的计算复杂度。
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This method exploits eigenstructure of thd received signal's sample correlation matrix in which the observation space can be partitioned into a signal subspace and a noise subspace.
该方法利用了接收信号协方差矩阵的特征结构,把观测子空间分解成为信号子空间和噪声子空间。
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The algorithm reduces the dimension of the input vectors by using the Toeplitz technique for the sample correlation matrix and needs only the first column of the processed matrix.
该算法仅将Toeplitz化后的采样协方差矩阵的第一列元素作为网络输入,从而降低了输入矢量的维数。
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Focusing on the computational bottleneck of traditional CCA,StreamCCA introduces a low-rank approximation technique to reduce the dimensionality of product matrix resulted from sample correlation matrix and sample variance matrix,which improves computational performance efficiently on the premise of holding approximate precision.
经理论分析和实验证明,S treamCCA能够在线精确地识别两条多维数据流的相关关系,可以作为通用的预报和诊断分析工具广泛应用于数据流挖掘领域。
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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。
- 推荐网络例句
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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。
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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。
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When I was in school, the rabbi explained everythingin the Bible two different ways.
当我上学的时候,老师解释《圣经》用两种不同的方法。