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基于自相关视角的弱平稳过程之间的伪回归分析 被引量:7
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作者 刘汉中 《统计与信息论坛》 CSSCI 2012年第4期10-16,共7页
随机干扰项之间的未知形式自相关是导致相互独立的弱平稳过程之间伪回归的主要原因。通过理论分析和一系列的蒙特卡罗模拟,揭示了数据过程本身的持久性、样本容量T和随机干扰项自相关之间的内在联系。研究发现随机干扰项往往呈现出与数... 随机干扰项之间的未知形式自相关是导致相互独立的弱平稳过程之间伪回归的主要原因。通过理论分析和一系列的蒙特卡罗模拟,揭示了数据过程本身的持久性、样本容量T和随机干扰项自相关之间的内在联系。研究发现随机干扰项往往呈现出与数据过程阶数相同的自相关。进一步研究表明,运用广义差分法和Cochrane-Orcutt迭代法虽然能大大减少伪回归概率,但在有些情况下,即使当样本容量较大时,较高阶的Cochrane-Orcutt迭代法仍然无法避免伪回归的发生。 展开更多
关键词 弱平稳过程 伪回归 自相关 广义差分和Cochrane-Orcutt迭代法
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An analytical method to calculate station evacuation capacity 被引量:2
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作者 许心越 刘军 +1 位作者 李海鹰 周艳芳 《Journal of Central South University》 SCIE EI CAS 2014年第10期4043-4050,共8页
The major objective of this work was to calculate evacuation capacity and solve the optimal routing problem in a given station topology from a network optimization perspective where station facilities were modelled as... The major objective of this work was to calculate evacuation capacity and solve the optimal routing problem in a given station topology from a network optimization perspective where station facilities were modelled as open finite queueing networks with a multi-objective set of performance measures. The optimal routing problem was determined so that the number of evacuation passengers was maximized while the service level was higher than a certain criterion. An analytical technique for modelling open finite queueing networks, called the iteration generalized expansion method(IGEM), was utilized to calculate the desired outputs. A differential evolution algorithm was presented for determining the optimal routes. As demonstrated, the design methodology which combines the optimization and analytical queueing network models provides a very effective procedure for simultaneously determining the service level and the maximum number of evacuation passengers in the best evacuation routes. 展开更多
关键词 evacuation capacity subway station service level optimal routing queuing network genetic algorithms
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