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经济周期视角下全国社会保障基金的战术资产配置 被引量:3
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作者 庞杰 王光伟 《社会保障研究》 CSSCI 2016年第4期73-80,共8页
本文按照全国社会保障基金投资管理暂行办法,将社会保障基金的投资组合资产分为银行存款,国债,企业债,金融债,证券投资基金和股票资产6个种类,采用宏观经济的月度指标将我国经济周期划分为4个阶段:衰退阶段、复苏阶段、繁荣阶段和滞涨... 本文按照全国社会保障基金投资管理暂行办法,将社会保障基金的投资组合资产分为银行存款,国债,企业债,金融债,证券投资基金和股票资产6个种类,采用宏观经济的月度指标将我国经济周期划分为4个阶段:衰退阶段、复苏阶段、繁荣阶段和滞涨阶段。根据美林证券的投资时钟理论,统计并分析这6类资产在不同的经济阶段的收益状况。同时,我们在全国社会保障基金投资管理办法的约束条件下,采用均值-方差模型,对全国社会保障基金进行最优资产模拟配置。数据模拟结果表明:在衰退阶段,应尽可能多地配置债券资产;在复苏阶段,应尽量降低现金资产的权重,提高债券资产和委托证券资产的权重;在繁荣阶段,应降低债券资产的配置比重;在滞涨阶段,应尽可能地增加现金持有的权重。并且,本文还针对均值—方差模型固有的缺乏鲁棒性的缺陷,采用Resample方法对模拟结果进行改进,使得资产的配置更加稳健可靠。 展开更多
关键词 全国社会保障基金 投资时钟理论 均值-方差模型 战术资产配置 resample方法
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The application on order analysis for the rotating machinery with LabVIEW 被引量:5
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作者 Yu Zhouxiang Wang Shaohong +1 位作者 Xu Kang Liu Bin 《仪器仪表学报》 EI CAS CSCD 北大核心 2016年第S1期157-161,共5页
Order analysis is regarded as one of the most significant method for monitoring and analyzing rotational machinery for the phenomenon of " frequency smear".However,the order analysis based on resampling is a... Order analysis is regarded as one of the most significant method for monitoring and analyzing rotational machinery for the phenomenon of " frequency smear".However,the order analysis based on resampling is a signal processingwhich converts the constant time interval sampling into constant angle interval sampling,while with the variety of the rotational speed.The superiority of the order analysis is investigatedon implement of order analysis.Andthrough comparing the advantage and disadvantage between spectrum and order analysis,the paper will discuss the order analysis form a deep perspective. 展开更多
关键词 order analysis RESAMPLING rotating machinery LABVIEW
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Point mass filter based matching algorithm in gravity aided underwater navigation 被引量:10
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作者 HAN Yurong WANG Bo +1 位作者 DENG Zhihong FU Mengyin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第1期152-159,共8页
Gravity-aided inertial navigation is a hot issue in the applications of underwater autonomous vehicle(UAV). Since the matching process is conducted with a gravity anomaly database tabulated in the form of a digital mo... Gravity-aided inertial navigation is a hot issue in the applications of underwater autonomous vehicle(UAV). Since the matching process is conducted with a gravity anomaly database tabulated in the form of a digital model and the resolution is 2’ × 2’,a filter model based on vehicle position is derived and the particularity of inertial navigation system(INS) output is employed to estimate a parameter in the system model. Meanwhile, the matching algorithm based on point mass filter(PMF) is applied and several optimal selection strategies are discussed. It is obtained that the point mass filter algorithm based on the deterministic resampling method has better practicability. The reliability and the accuracy of the algorithm are verified via simulation tests. 展开更多
关键词 gravity-aided inertial navigation system(INS) navigation point mass filter(PMF) deterministic resampling
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Extracting useful high-frequency information from wide-field electromagnetic data using time-domain signal reconstruction 被引量:1
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作者 LING Fan YANG Yang +6 位作者 LI Gang ZHOU Chang-yu HUANG Min WANG Xin ZHANG Heng ZHU Yu-zhen SUN Huai-feng 《Journal of Central South University》 SCIE EI CAS CSCD 2022年第11期3767-3778,共12页
The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 H... The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 Hz often exhibit upward warping in data,making geophysical inversion and interpretation challenging.The cumulative error of the crystal oscillator in signal transmission and acquisition contributes to an upturned apparent resistivity curve.To address this,a high-frequency information extraction method is proposed based on time-domain signal reconstruction,which helps to record a complete current data sequence;moreover,it helps estimate the crystal oscillator error for the transmitted signal.Considering the recorded error,a received signal was corrected using a set of reconstruction algorithms.After processing,the high-frequency component of the wide-field electromagnetic data was not upturned,while accurate high-frequency information was extracted from the signal.Therefore,the proposed method helped effectively extract high-frequency components of all wide-field electromagnetic data. 展开更多
关键词 wide-field electromagnetic method crystal oscillator error time series signal resampling signal reconstruction
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Particle filter based on iterated importance density function and parallel resampling 被引量:1
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作者 武勇 王俊 曹运合 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第9期3427-3439,共13页
The design, analysis and parallel implementation of particle filter(PF) were investigated. Firstly, to tackle the particle degeneracy problem in the PF, an iterated importance density function(IIDF) was proposed, wher... The design, analysis and parallel implementation of particle filter(PF) were investigated. Firstly, to tackle the particle degeneracy problem in the PF, an iterated importance density function(IIDF) was proposed, where a new term associating with the current measurement information(CMI) was introduced into the expression of the sampled particles. Through the repeated use of the least squares estimate, the CMI can be integrated into the sampling stage in an iterative manner, conducing to the greatly improved sampling quality. By running the IIDF, an iterated PF(IPF) can be obtained. Subsequently, a parallel resampling(PR) was proposed for the purpose of parallel implementation of IPF, whose main idea was the same as systematic resampling(SR) but performed differently. The PR directly used the integral part of the product of the particle weight and particle number as the number of times that a particle was replicated, and it simultaneously eliminated the particles with the smallest weights, which are the two key differences from the SR. The detailed implementation procedures on the graphics processing unit of IPF based on the PR were presented at last. The performance of the IPF, PR and their parallel implementations are illustrated via one-dimensional numerical simulation and practical application of passive radar target tracking. 展开更多
关键词 particle filter iterated importance density function least squares estimate parallel resampling graphics processing unit
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Modified sequential importance resampling filter 被引量:1
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作者 Yong Wu Jun Wang +1 位作者 Xiaoyong L Yunhe Cao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第3期441-449,共9页
In order to deal with the particle degeneracy and impov- erishment problems existed in particle filters, a modified sequential importance resampling (MSIR) filter is proposed. In this filter, the resampling is trans... In order to deal with the particle degeneracy and impov- erishment problems existed in particle filters, a modified sequential importance resampling (MSIR) filter is proposed. In this filter, the resampling is translated into an evolutional process just like the biological evolution. A particle generator is constructed, which introduces the current measurement information (CMI) into the resampled particles. In the evolution, new particles are first pro- duced through the particle generator, each of which is essentially an unbiased estimation of the current true state. Then, new and old particles are recombined for the sake of raising the diversity among the particles. Finally, those particles who have low quality are eliminated. Through the evolution, all the particles retained are regarded as the optimal ones, and these particles are utilized to update the current state. By using the proposed resampling approach, not only the CMI is incorporated into each resampled particle, but also the particle degeneracy and the loss of diver- sity among the particles are mitigated, resulting in the improved estimation accuracy. Simulation results show the superiorities of the proposed filter over the standard sequential importance re- sampling (SIR) filter, auxiliary particle filter and unscented Kalman particle filter. 展开更多
关键词 sequential importance resampling (SIR) evolution current measurement information (CMI) unbiased estimation.
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Increased-diversity systematic resampling in particle filtering for BLAST
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作者 Zheng Jianping Bai Baoming Wang Xinmei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第3期493-498,共6页
Two variants of systematic resampling (S-RS) are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layer... Two variants of systematic resampling (S-RS) are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layered Space-Time (BLAST) systems. In the first variant, Markov chain Monte Carlo transition is integrated in the S-RS procedure to increase the diversity of particles with large importance weights. In the second one, all particles are first partitioned into two sets according to their importance weights, and then a double S-RS is introduced to increase the diversity of particles with small importance weights. Simulation results show that both variants can improve the bit error performance efficiently compared with the standard S-P^S with little increased complexity. 展开更多
关键词 systematic resampling particle filtering Markov chain Monte Carlo Bell Laboratories Layered Space- Time (BLAST).
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New slant range model and azimuth perturbation resampling based high-squint maneuvering platform SAR imaging
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作者 XIONG Xuying LI Gen +1 位作者 MA Yanheng CHU Lina 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2021年第3期545-558,共14页
Strong spatial variance of the imaging parameters and serious geometric distortion of the image are induced by the acceleration and vertical velocity in a high-squint synthetic aperture radar(SAR)mounted on maneuverin... Strong spatial variance of the imaging parameters and serious geometric distortion of the image are induced by the acceleration and vertical velocity in a high-squint synthetic aperture radar(SAR)mounted on maneuvering platforms.In this paper,a frequency-domain imaging algorithm is proposed based on a novel slant range model and azimuth perturbation resampling.First,a novel slant range model is presented for mitigating the geometric distortion according to the equal squint angle curve on the ground surface.Second,the correction of azimuth-dependent range cell migration(RCM)is achieved by introducing a high-order time-domain perturbation function.Third,an azimuth perturbation resampling method is proposed for azimuth compression.The azimuth resampling and the time-domain perturbation are used for correcting first-order and high-order azimuthal spatial-variant components,respectively.Experimental results illustrate that the proposed algorithm can improve the focusing quality and the geometric distortion correction accuracy of the imaging scene effectively. 展开更多
关键词 synthetic aperture radar(SAR)imaging maneuvering platform high-squint azimuth perturbation resampling
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