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variance ratio相关的网络例句

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与 variance ratio 相关的网络例句 [注:此内容来源于网络,仅供参考]

The methods of adaptive median filter, variance ratio of interclass and intraclass segmentation, and mathematical morphology were used to decrease the noise of original welded seam image, to extract welded seam region, and to carry on high frequency enhancement transformation for the interior of extracted welded seam with frequency range sharpening.

利用自适应中值滤波方法和类间、类内方差比分割法及数学形态学方法对原始焊缝图像进行降噪和提取焊缝区域,并对提取的焊缝内部进行频域锐化的高频加强变换。

Simulation results indicated that the adaptive median filtering effectively removes noise, and maintain the details of welded seam and defection edge; the variance ratio of interclass and intraclass segmentation could accurately distinguished between the welded seam metal and the base metal together with mathematical morphology method; high frequency enhancement extrudes the welded seam center, consequently defects would be detected.

仿真结果表明自适应中值滤波能够有效去除噪声,并保持焊缝和缺陷的边缘细节;类间、类内方差比分割方法与数学形态学方法并用,能准确的将图像分割为焊缝与母材区域;高频加强变换能够使焊缝中心部位突显出来,从而实现缺陷的检测。

In the last part, simultaneously analyzed three types of weak-form market efficiency tests-auto regression, run tests and variance ratio test for various data frequencies, perform the tests on both the Shanghai and Shenzhen markets for a period of more than six years.

第三章中,本文运用自回归、游程检验和方差比检验三种模型分别对我国上海股票市场和深圳股票市场的弱式有效性进行分析。

This essay introduced the method and the empirical results of run test, Dickey-Fuller test and variance ratio test on the efficient market hypothesis. Furthermore, reviewed the volatility test method and empirical result on the EMH which relative to the tests based on stock market return.

摘 要:介绍了市场有效性假定的游程检验,DF检验以及方差比检验的方法和相关实证研究的结果,与以上基于股票市场收益的市场有效性检验相对应,对市场有效性假定的波动性检验方法以及实证结果进行了述评。

The efficiency problem on the electricity futures market is systematically investigated from the three aspects, i.e., the market efficiency, the price discovery function and the hedge function by means of the. cointergration technique, the variance ratio and the Granger causality test methods, etc.

从电力期货市场的有效性、价格发现功能效率和套期保值功能效率三个方面,借助协整技术、方差比检验、Granger因果检验等,系统地研究了电力期货市场的效率问题。

Based on Wilcoxon rank sum test, variance ratio test and Fama-MacBeth regression method, this study finds that Chinese listed companies tend to issue new equity after information disclosure. The two regular corporate financial reports around its issuing announcement are all informative, but the one before the issuing announcement does not transfer better information to the market.

基于Wilcoxon秩和检验、方差比检验以及Fama-MacBeth回归方法的实证结果表明:我国上市公司倾向于在信息披露之后公告新股发行;我国上市公司发行公告前后两个定期报告皆具有信息含量,但发行公告之前的定期报告没有向市场传递更好的信息。

We can found that China stock market is not completely weak effective by auto-correlation test, runs test, unit root test and variance ratio test. The TT-kyle model is derived from kyle model by adding weak effectiveness and irrational factor. This chapter describes impact of weak effectiveness and irrational factor on the trading volume and price. The fifth part analyses the relationship between the transaction duration and insider trading.

第四部分研究了市场有效性与内幕交易的关系,运用自相关性检验、游程检验、单位根检验、方差比检验等方法对我国证券市场的弱有效性进行验证,得出我国证券市场不完全弱有效的结论,在Kyle模型中加入弱有效性和非理性因素,提出了TT-kyle模型,分析弱有效性和非理性因素对内幕交易者的交易量和价格的影响,并提出了提高我国证券市场效率的相关对策建议。

Using augmented Dickey-Fuller test, the result shows that BDI logarithm series is nonstationary but the first difference is stationary, i. e. it is integrated of order one. High-level ARCH effect was certification in the BDI logarithm series by ARCH LM test, and GARCH (1, 1) model was used to eliminate the conditional heteroscedasticity. Through variance ratio test, the result shows, that the random walk hypothesis of BDI logarithm series can be rejected and international dry bulk shipping market is inefficient.

运用ADF检验方法对BDI的对数序列进行平稳性和单整检验,结果证明BDI对数序列是一个非平稳过程,经一阶差分后是平稳过程,即BDI对数序列是一阶单整过程;通过ARCH LM检验认为BDI对数序列存在高阶ARCH效应,并用GARCH(1,1)模型消除了残差序列的条件异方差性;通过方差比检验法对国际干散货航运市场的收益率序列进行了检验,结果显示BDI的对数序列的随机游走假设被拒绝,国际干散货航运市场不是一个有效的市场。

In order to study the variation of the stiffness, the variance ratio of the stiffness within the same horizontal or vertical plane is computed.

为了研究该机床静刚度的变化情况,计算同一水平面或竖直面内的静刚度变化率。

Mode tangent angle variance ration of the cantilever plate in two directions is gotten from the the beam the mode slope variance ratio.

在梁结构的振型斜率变化率基础上,得到了板结构两个方向的振型切角变化率。

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