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Stationary and nonstationary processes, including ARIMA processes. Estimation of process mean and autocovariance function. Fitting ARIMA models to data. Statistical tests for white noise. Forecasting. State space models and the Kalman filter. Robust time series analysis. Regression analysis with correlated errors. Statistical properties of long memory processes.

静态和非静态过程(包括 ARIMA 过程),均值和时间序列分析:自协方差估计,用 ARIMA 模型拟和数据,白噪声序列的统计检验,预报,状态空间模型和 Kalman 过滤,时间序列分析的稳健性,残差具有相关性的回归分析。

As to seemingly unrelated regression system,a new biased contracting estimator of the parameters is put forward,which is the combination of generalized ridge covariance-improved estimator and Stein estimator,and the good features of this estimator in mean square error is discussed.

对于一类相依回归系统,结合广义岭型协方差改进估计与Ste in估计,提出了一种新的有偏压缩估计,,并讨论了该估计在均方误差下的优良性质

We show the different properties between covariance risk allocation function and relative risk allocation function and prove that the commonly used risk budgeting model is a special form of risk allocation function.

我们证明并比较了在标准差风险度量下,协方差风险分配函数与相对风险分配函数性质上的差异,并证明风险预算也是一种特殊形式的风险分配函数。

Objective To study the effect of covariate imbalance on analysis of covariance.

目的 探讨协变量的不均衡对协方差分析的影响。

To solve the problem that the-spectrum estimation performance based on covariation under the-stable noise environmentbecomes obviously worse when the distribution parameter is small,a method of fractional low-order covariance spectrum estimation was proposed.

针对在分布参数值较小时稳定分布噪声下基于共变的谱估计性能较差这一问题,提出了一种分数低阶协方差谱估计方法。

On the basis of theoretical analysis of target diffusion in range-velocity resolution cell, the array signal covariance matrix and noise covariance matrix are estimated from some different cells respectively. The processing results from experimental data in onshore HFSWR with Minimum Variance Distortionless Respose, MUltiple SIgnal Classification and pre-whiten MUSIC respectively show that super-resolution methods can provide better resolution than CBF.

鉴于 HFSWR 工作波长较长、常规波束形成角分辨力较差的缺点,基于目标在距离—多普勒平面分布的理论分析,本文利用相邻距离、多普勒频率单元信号估计阵列协方差阵,并分别利用 MVDR 、 MUSIC 、预白化 MUSIC 方法进行超分辩处理,实测的合作飞机目标数据处理结果表明超分辩方法能明显提高阵列角度分辨力。

The one order differential model and convolutional model of impedance formula of amplitude versus offset inversion were established. Impedance inversion formula from AVO was derived based on Bayesian framework. Methods of using Huber function as prior model parameter distribution and covariance matrix from well log as constrains were developed. The P-wave impedance, S-wave impedance and density were calculated by the conjugate gradient algorithm.

为此建立了振幅随偏移距变化波阻抗反演公式的一阶差分模型及褶积模型,推导了基于贝叶斯理论的AVO波阻抗反演公式,给出了采用Huber分布作为模型参数的先验分布及测井数据的参数协方差矩阵作为约束条件的实现方法,并利用共轭梯度法计算了纵、横波阻抗及密度。

Taking mapping QTL that affect leaf age growth trajectories in rice of a DH population as an example, we used 3 biological meaningful submodels and 2 orders Legendre polynomial to model the mean vector of QTL genotypes and 11 stationary and non-stationary models to fit residual covariance matrix.

以水稻一个DH群体的叶龄性状为例,我们分别用3个具有生物学意义的子模型和2阶Legendre多项式去拟合QTL基因型的均方向量,用13个平稳和非平稳模型去描述剩余协方差的变化。

According to the characteristics presented by armed helicopters during cruising or searching for ground targets, this paper has established the mean-square deviation stationary random model of helicopter tracks. It is an important method to decorrelate the measure noise by estimating the parameters of the color noise online. Kalman filtering and forecasting have been made with helicopter tracks. The simulated study has been carried out on helicopter tracks under the condition of color noise. It is very difficult to get an accurate and reliable prediction when the data is very limited. The paper make use of the theory of grey system to resolve the problem of prediction of helicopter tracks, establishing the GM model of grey systems and the cumulative residual error model of n degree, then correcting the GM forecast model. In the period of sampling, GM model and residual error model have been established on line to improve prediction precision.

结合武装直升机在巡航或搜索地面目标的特点,给出直升机航迹模型为协方差平稳随机模型,在线估计有色噪声参数,对测量噪声去相关,对直升机航迹进行卡尔曼滤波与预估,最后对有色噪声条件下的航迹进行了仿真研究;在数据非常有限的情况下,准确地预测又很困难,本文提出了用灰色系统理论解决直升机航迹预测问题,建立了灰色系统GM预测模型和n次累加残差模型并对GM预测模型进行修正,在每个采样期间内,实时在线建立GM预测模型和残差模型以提高预测精度。

The data was analyzed by chi-square,stepwise regression analysis and covariance statistics.

资料用卡方检验、逐步回归和协方差分析等。

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