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Blockwise Empirical Likelihood Method for Spatial Dependent Data
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作者 TANG Jie ZOU Yunlong +1 位作者 QIN Yongsong LI Yufang 《应用数学》 北大核心 2025年第1期47-63,共17页
Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the ... Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional cases.We study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL method.It is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods. 展开更多
关键词 SARAR model Empirical likelihood Confidence region High-dimensional statistical inference
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Beamspace maximum likelihood algorithm based on sum and difference beams for elevation estimation
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作者 CHEN Sheng ZHAO Yongbo +1 位作者 HU Yili PANG Xiaojiao 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第3期589-598,共10页
Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rare... Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rarely used in superresolution methods, especially in low elevation estimation. The target airspace information in the difference beam is different from the target airspace information in the sum beam. And the use of difference beams does not significantly increase the complexity of the system and algorithms. Thus, this paper applies the difference beam to the beamformer to improve the elevation estimation performance of BML algorithm. And the direction and number of beams can be adjusted according to the actual needs. The theoretical target elevation angle root means square error(RMSE) and the computational complexity of the proposed algorithms are analyzed. Finally, computer simulations and real data processing results demonstrate the effectiveness of the proposed algorithms. 展开更多
关键词 elevation estimation BEAMSPACE multipath environment maximum likelihood
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泾河油田长8致密油藏地震Likelihood裂缝预测 被引量:8
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作者 刘忠群 秦锐 +1 位作者 郝前勇 吴锦伟 《成都理工大学学报(自然科学版)》 CAS CSCD 北大核心 2016年第5期609-616,共8页
预测鄂尔多斯盆地西南部泾河油田长8地层致密油藏裂缝发育特征。针对研究区裂缝具有小规模、弱信息、突变和线性展布发育的特点,采用Likelihood算法对裂缝进行了预测和表征。研究表明:在垂直于裂缝方位的地震响应异常最明显,在确定裂缝... 预测鄂尔多斯盆地西南部泾河油田长8地层致密油藏裂缝发育特征。针对研究区裂缝具有小规模、弱信息、突变和线性展布发育的特点,采用Likelihood算法对裂缝进行了预测和表征。研究表明:在垂直于裂缝方位的地震响应异常最明显,在确定裂缝方位和进行叠前方位数据处理的基础上采用Likelihood算法更加有效;在方位数据上提取的长8致密储层裂缝分布预测成果精度高,其发育位置及特性与实钻水平井钻遇裂缝段显示吻合度高。Likelihood算法是与研究区地质特性相匹配的地震裂缝预测技术。 展开更多
关键词 致密油藏 裂缝 各向异性 方位数据处理 likelihood算法
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基于Fault Likelihood属性分区标定的裂缝预测与三维地质建模——以川西坳陷新场气田须二段气藏为例 被引量:8
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作者 商晓飞 王鸣川 李蒙 《东北石油大学学报》 CAS 北大核心 2022年第4期62-76,I0005,I0006,共17页
川西坳陷新场地区须家河组二段(须二段)天然裂缝发育,储层整体致密。基于Fault Likelihood(FL)属性提取、预处理,结合钻井资料揭示裂缝发育程度,通过构造单元分区进行裂缝井震标定,确定每一构造单元的裂缝响应阈值,采用等比例归一化方法... 川西坳陷新场地区须家河组二段(须二段)天然裂缝发育,储层整体致密。基于Fault Likelihood(FL)属性提取、预处理,结合钻井资料揭示裂缝发育程度,通过构造单元分区进行裂缝井震标定,确定每一构造单元的裂缝响应阈值,采用等比例归一化方法,整合各分区调整后的属性,进行裂缝预测与三维地质建模。结果表明:经过分区标定的FL属性与钻井裂缝吻合率超过85%,与倾角大于30°的有效裂缝密度相关关系最好,提高基于FL属性对裂缝探测的准确度;三维裂缝地质模型能够准确反映储层裂缝及其参数的空间分布,为新场气田须二段致密砂岩气藏产能建设提供定量化数据基础。 展开更多
关键词 Fault likelihood属性 裂缝预测 裂缝建模 须二段 新场气田 川西坳陷
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基于likelihood地震属性的致密气藏断裂预测——以四川盆地川西坳陷新场地区须二段为例 被引量:19
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作者 李蒙 商晓飞 +2 位作者 赵华伟 吴双 段太忠 《石油与天然气地质》 EI CAS CSCD 北大核心 2020年第6期1299-1309,共11页
传统地震断裂预测属性难以满足致密砂岩气藏勘探开发中对不同尺度断裂精细刻画的需求。将likelihood属性引入四川盆地须家河组致密砂岩气藏断裂识别,建立了基于likelihood属性及其衍生属性的地震断裂预测方法体系,提出基于Otsu阈值分割... 传统地震断裂预测属性难以满足致密砂岩气藏勘探开发中对不同尺度断裂精细刻画的需求。将likelihood属性引入四川盆地须家河组致密砂岩气藏断裂识别,建立了基于likelihood属性及其衍生属性的地震断裂预测方法体系,提出基于Otsu阈值分割方法和成像测井约束下的断层发育区、裂缝带发育区和断裂欠发育区的空间分类,实现了对新场地区须家河组二段断裂精细预测。研究表明:经细化处理的likelihood属性可以体现最可能发育断裂的位置及其概率,断裂密度属性则有效反映了断裂发育强度特征,该属性对产量具有一定预测性。基于likelihood地震属性的断裂预测方法有效提升了新场地区须二段致密气藏断裂地震预测效果,对于其他裂缝型储层断裂预测具有一定借鉴意义。 展开更多
关键词 likelihood属性 阈值分割 高产气层 断裂预测 致密气藏 须家河组 新场地区 川西坳陷
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Fast method for spreading sequence estimation of DSSS signal based on maximum likelihood function 被引量:12
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作者 Yanhua Peng Bin Tang Ming Lv 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第6期948-953,共6页
To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. ... To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR). 展开更多
关键词 direct sequence spread spectrum (DSSS) signal spreading sequence maximum likelihood estimation (MLE).
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Maximum Likelihood Estimation of the Identification Parameters and Its Correction 被引量:2
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作者 An Kai, Ma Jiaguang & Fu Chengyu Institute of Optics and Electronics, Chinese Academy of Sciences, Chengdu 610041, P. R. China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2002年第4期31-38,共8页
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ... By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods. 展开更多
关键词 Probability density Noise Least square methods Corrector of maximum likelihood estimation.
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Voice activity detection based on deep belief networks using likelihood ratio 被引量:3
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作者 KIM Sang-Kyun PARK Young-Jin LEE Sangmin 《Journal of Central South University》 SCIE EI CAS CSCD 2016年第1期145-149,共5页
A novel technique is proposed to improve the performance of voice activity detection(VAD) by using deep belief networks(DBN) with a likelihood ratio(LR). The likelihood ratio is derived from the speech and noise spect... A novel technique is proposed to improve the performance of voice activity detection(VAD) by using deep belief networks(DBN) with a likelihood ratio(LR). The likelihood ratio is derived from the speech and noise spectral components that are assumed to follow the Gaussian probability density function(PDF). The proposed algorithm employs DBN learning in order to classify voice activity by using the input signal to calculate the likelihood ratio. Experiments show that the proposed algorithm yields improved results in various noise environments, compared to the conventional VAD algorithms. Furthermore, the DBN based algorithm decreases the detection probability of error with [0.7, 2.6] compared to the support vector machine based algorithm. 展开更多
关键词 voice activity detection likelihood ratio deep belief networks
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The Maximum Likelihood Method of Aerodynamic Parameter Identification 被引量:1
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作者 Zhao Yanan and Qian XingfangDept. of Flight Vehicle Engineering, Beijing Institute of Technology, 100081, Beijing, China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1992年第4期21-28,共8页
In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood ... In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood method are established. After that, the simulation data is identified to verify the correctness of the mathematic model and identification method. Last, the practical flight data is identified and analyzed. 展开更多
关键词 Maximum likelihood estimation Aerodynamic parameter Parameter identification .
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Low-angle estimation using frequency-agile refined maximum likelihood algorithm based on optimal fusion 被引量:1
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作者 CHEN Sheng ZHAO Yongbo +2 位作者 PANG Xiaojiao HU Yili CAO Chenghu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2021年第3期538-544,共7页
Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,b... Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively. 展开更多
关键词 frequency-agile maximum likelihood multipath signal low-angle estimation
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Joint polarization and DOA estimation based on improved maximum likelihood estimator and performance analysis for conformal array 被引量:1
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作者 SUN Shili LIU Shuai +2 位作者 WANG Jun YAN Fenggang JIN Ming 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2023年第6期1490-1500,共11页
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic... The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method. 展开更多
关键词 conformal array maximum likelihood(ML)estimator manifold separation technology(MST) parameter estimation Cramer-Rao bound(CRB).
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DOA estimation of incoherently distributed sources using importance sampling maximum likelihood 被引量:1
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作者 WU Tao DENG Zhenghong +2 位作者 HU Xiaoxiang LI Ao XU Jiwei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第4期845-855,共11页
In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description o... In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios. 展开更多
关键词 direction-of-arrival(DOA)estimation incoherently distributed(ID)sources importance sampling maximum likelihood(ISML) Monte Carlo random calculation
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Genetic algorithm-based wide-band deterministic maximum likelihood direction finding algorithm
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作者 李福昌 赵春晖 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第3期510-514,共5页
The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so... The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so constructions an object function, then utilizes genetic algorithm for nonlinear global optimization. Direction of arrival is estimated without preprocessing of array data and so the algorithm eliminates the effect of pre-estimate on the final estimation. The algorithm is applied on uniform linear array and extensive simulation results prove the efficacy of the algorithm. In the process of simulation, we obtain the relation between estimation error and parameters of genetic algorithm. 展开更多
关键词 wide-band direction finding deterministic maximum likelihood genetic algorithm.
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协议型商标共存的底层逻辑与制度构建--《商标法》第30条的适用和修订 被引量:1
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作者 孔祥俊 《知识产权》 北大核心 2025年第1期6-32,共27页
《商标法》第30条规定了禁止商标共存原则,司法裁判则以不同理由准许特殊情况下的商标共存,但对于是否允许共存及允许共存的判断标准等仍然众说不一,司法态度时松时紧和时有摇摆。一概否定商标共存有悖经济生活的特殊和合理需求,也无助... 《商标法》第30条规定了禁止商标共存原则,司法裁判则以不同理由准许特殊情况下的商标共存,但对于是否允许共存及允许共存的判断标准等仍然众说不一,司法态度时松时紧和时有摇摆。一概否定商标共存有悖经济生活的特殊和合理需求,也无助于构建健全的禁止商标共存制度。准予共存的司法裁判通常基于共存商标能够相互区分及不产生混淆,如此认定更多是与真实事实不符的司法拟制,据此构建商标共存是对商标共存制度的误读。商标共存只能是禁止商标共存原则的例外,且并非以共存协议能够有效区分共存商标或者能够排除市场混淆为依据,而是基于商标的权利取向,在例外情况下对混淆性共存的允许。《商标法》第30条未规定商标共存的例外,解决商标共存问题的路径有两种:一是在重构共存关系的底层逻辑基础上,通过灵活适用第30条允许商标共存,消除司法的认识误区;二是修订第30条,增设商标共存制度。基于商标共存的现实需求,无论采取哪种路径,承认商标共存应当是方向。 展开更多
关键词 商标共存 商标共存协议 市场混淆的可能性 商标权 消费者保护
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基于路径似然模型与HMM序列匹配定位的地铁隧道三维重建
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作者 胡钊政 王书恒 +3 位作者 孟杰 冯锋 朱紫威 李维刚 《电子与信息学报》 北大核心 2025年第7期2273-2284,共12页
在地铁隧道等退化场景下,主流的激光或视觉SLAM算法实用性低,无法有效完成三维重建工作。该文提出一种基于路径似然模型(PLM)与隐马尔可夫(HMM)序列匹配的大规模地铁隧道三维重建方法,将三维重建问题分解为里程计定位与基于图优化的高... 在地铁隧道等退化场景下,主流的激光或视觉SLAM算法实用性低,无法有效完成三维重建工作。该文提出一种基于路径似然模型(PLM)与隐马尔可夫(HMM)序列匹配的大规模地铁隧道三维重建方法,将三维重建问题分解为里程计定位与基于图优化的高精度三维重建两个过程。针对里程计定位,该文提出一种融合路径似然模型的里程计方法。在粒子滤波框架下,将轨道约束转化为观测,并与IMU和轮速计数据融合,实现在轨机器人定位。此外,还提出一种基于HMM序列匹配的回环检测方法,将回环检测问题转化为序列匹配问题,提升回环检测的性能。针对重建问题,提出一种基于大规模因子图优化的三维重建方法,通过多约束条件完成位姿图优化,从而实现大规模地铁隧道的高精度三维重建。在成都韦家碾-双水碾和沙河源-洞子口两段地铁站之间进行了实地测试。实验结果表明,该文提出的PLM和HMM序列匹配可以有效提升里程计定位精度和回环检测性能,从而实现大规模地铁隧道场景的高精度三维重建。 展开更多
关键词 地铁隧道 退化场景 路径似然 序列匹配 因子图优化
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基于改进MLE参数辨识ARMAX模型的电力系统节点惯量评估
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作者 赵伟 武家辉 +1 位作者 买力哈巴 李伟 《电力系统保护与控制》 北大核心 2025年第16期39-49,共11页
随着风电渗透率的持续上升,电力系统的惯量水平显著下降,对系统频率稳定性构成了新的挑战。为有效评估风电并网情况下电力系统节点惯量的变化,提出了一种基于受控自回归滑动平均(autoregressive moving average with exogenous variable... 随着风电渗透率的持续上升,电力系统的惯量水平显著下降,对系统频率稳定性构成了新的挑战。为有效评估风电并网情况下电力系统节点惯量的变化,提出了一种基于受控自回归滑动平均(autoregressive moving average with exogenous variable,ARMAX)模型的改进最大似然估计(maximum likelihood estimation,MLE)参数辨识方法对系统机组直接相连节点进行惯量评估。首先,构建ARMAX模型对发电机组直接相连节点的动态特性进行建模,并利用改进MLE对模型参数进行辨识,以评估与机组直接相连的节点惯量。然后,基于k-means聚类算法对发电机组节点惯量进行分区,计算得到系统区域惯量和中心频率,并进一步对非发电机组节点频率进行自适应多项式拟合计算,得到其系统节点惯量。最后,搭建IEEE39含风力发电机组节点系统,绘制热力图直观展示电力系统节点和区域的惯量分布,验证了所提改进方法的有效性。该方法有助于精准识别系统中不同节点的动态响应特性,为风电并网系统的分析和规划提供了有力支持。 展开更多
关键词 最大似然 参数辨识 节点惯量 惯量分区 多项式拟合
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基于修正q-威布尔分布的矿用卡车可靠性分析
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作者 刘威 高琪 +2 位作者 刘光伟 白润才 朱乙鑫 《辽宁工程技术大学学报(自然科学版)》 北大核心 2025年第2期237-246,共10页
为了更加准确地描述露天矿矿用卡车的失效规律,提高可靠性分析的准确性,构建了一种新的alpha变换。在此基础上,提出了一种四参数修正q-威布尔分布模型,并采用蜣螂优化算法与极大似然估计相结合的方式对模型的参数进行估计。通过实例对... 为了更加准确地描述露天矿矿用卡车的失效规律,提高可靠性分析的准确性,构建了一种新的alpha变换。在此基础上,提出了一种四参数修正q-威布尔分布模型,并采用蜣螂优化算法与极大似然估计相结合的方式对模型的参数进行估计。通过实例对比验证了使用修正q-威布尔分布模型评估矿用卡车可靠性的合理性和有效性。数值试验结果表明,利用修正q-威布尔分布模型对矿用卡车故障间隔时间进行分析,制定相应的预防性维修周期能够更好地保障矿用卡车安全、稳定运行。 展开更多
关键词 矿用卡车 可靠性分析 修正q-威布尔分布 蜣螂优化算法 预防性维修周期 极大似然估计
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基于FIML和DAE的水稻种质资源数据自适应填充算法设计
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作者 李艳玲 韩茹菲 +3 位作者 苏楠 李飞涛 FERNANDO Bacao 司海平 《河南农业大学学报》 北大核心 2025年第2期316-325,共10页
【目的】设计一种基于FIML和DAE的填充缺失值的方法,即聚类全信息选择性过滤编码器数据填补算法(clustering-based comprehensive information selective filtering encoder data imputation algorithm,CFSM-DAE),为水稻种质资源缺失数... 【目的】设计一种基于FIML和DAE的填充缺失值的方法,即聚类全信息选择性过滤编码器数据填补算法(clustering-based comprehensive information selective filtering encoder data imputation algorithm,CFSM-DAE),为水稻种质资源缺失数据进行填充。【方法】利用聚类辅助避免数据异常值对算法的影响,采用选择性过滤层用于识别高质量估算、减少低质量估算的影响。传统的DAE框架通常没有选择性过滤层,所有的估算值都被视为同等重要,无法区分高质量和低质量的估算值。为了进一步提高估算精度,研究采用集成框架将全信息最大似然性(FIML)与多对抗性自编码器(DAE)结合的方法(CFSM-DAE),在选择性过滤层基础上,自适应填充,即当估算值不符合设定阈值时,采用FIML填充策略以确保填充结果的稳定性和精确度,从而进一步来提高整体估算精度。在3种缺失数据机制(随机缺失(MAR)、完全随机缺失(MCAR)和非随机缺失(MNAR))下对模拟数据和实际水稻种质资源数据集进行研究,将CFSM-DAE方法与多种常用填充算法比较(全信息最大似然性(FIML)、对抗自编码器(DAE)、K近邻填充(KNN)、随机森林(RF)、链式方程多重插补(MICE))。【结果】CFSM-DAE在模拟数据上的表现为S_(RME)=0.0676,E_(MA)=0.0093,R^(2)=0.9958;在水稻种质资源数据上的表现为S_(RME)=0.0395,E_(MA)=0.0078,R^(2)=0.8913。相比之下,其他算法如DAE在这两类数据下的SRME表现分别为0.8896和0.7707;KNN算法的EMA表现分别为0.1183和0.1305;FIML算法的R2表现为0.3382和0.7321。因此,CFSM-DAE在多个评价指标上相较于其他算法都表现出了一定的提升,CFSM-DAE在模拟数据和水稻种质资源数据的表现优于其他算法。【结论】CFSM-DAE方法通过结合聚类、选择性过滤和全信息最大似然性等策略,显著提高了水稻种质资源数据中缺失值的填补精度,展示了其在处理复杂缺失值问题上的有效性和潜力。 展开更多
关键词 水稻种质资源 聚类 全信息最大似然性 对抗性自编码器 选择性过滤层 数据缺失
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基于阻尼GARCH扩散模型的碳期权定价研究
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作者 吴鑫育 朱志田 李心丹 《系统管理学报》 北大核心 2025年第5期1401-1415,共15页
本文在GARCH扩散模型中引入阻尼结构,构建了用于碳期权定价的阻尼GARCH扩散模型。该模型能够更充分地捕捉碳金融市场的波动率动态特征,尤其是在极端波动情境下的表现。通过Radon-Nikodym导数推导风险中性收益率动态性过程,并采用蒙特卡... 本文在GARCH扩散模型中引入阻尼结构,构建了用于碳期权定价的阻尼GARCH扩散模型。该模型能够更充分地捕捉碳金融市场的波动率动态特征,尤其是在极端波动情境下的表现。通过Radon-Nikodym导数推导风险中性收益率动态性过程,并采用蒙特卡罗模拟方法计算碳期权价格。使用序贯极大似然方法,结合碳期权价格数据及其标的期货收益率数据,对定价模型参数进行估计。基于欧盟碳期权数据的实证结果表明:阻尼GARCH扩散模型在样本内和样本外定价精度上均显著优于Black模型与标准GARCH扩散模型。具体而言:样本内定价的均方根误差(RMSE)分别降低了91.03%和5.39%;样本外定价误差分别减少了86.73%和2.84%。该结论在不同评价指标下均保持稳健。进一步比较发现,阻尼GARCH扩散模型相比随机波动率跳跃(SVJ)模型在碳期权定价方面表现更优。研究结果凸显了引入阻尼扩散结构对提升碳期权定价效果的重要作用。 展开更多
关键词 碳期权定价 阻尼GARCH扩散模型 阻尼结构 粒子滤波 序贯极大似然估计
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地基层析ArcSAR三维点云生成方法
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作者 田卫明 晏凯 +2 位作者 高嵩 周涵璞 邓云开 《信号处理》 北大核心 2025年第8期1348-1357,共10页
因高度向分辨能力缺失,地基干涉雷达应用于建筑成像时会发生严重的高度向叠掩现象。层析合成孔径雷达(Tomographic Synthetic Aperture Radar,TomoSAR)技术具备高度向分辨能力,能够实现建筑三维成像。地基层析圆弧扫描合成孔径雷达(Grou... 因高度向分辨能力缺失,地基干涉雷达应用于建筑成像时会发生严重的高度向叠掩现象。层析合成孔径雷达(Tomographic Synthetic Aperture Radar,TomoSAR)技术具备高度向分辨能力,能够实现建筑三维成像。地基层析圆弧扫描合成孔径雷达(Ground-based Tomographic Arc-scanning Synthetic Aperture Radar,GB-TomoArcSAR)通过双轴转台控制天线在不同俯仰角度的水平面内进行圆周扫描来获取高度向合成孔径,实现三维层析成像。本文提出了GB-TomoArcSAR的三维点云生成方法,首先构建了适用于高度向弧形采样条件的层析成像几何模型。其次利用基于巴特沃斯滤波器的奇异值分解(Singular Value Decomposition,SVD)方法进行谱估计,找出层析谱中的峰值及其对应的峰值位置,构成层析向目标候选集。随后利用自对消顺序广义似然比(Sequential Generalized Likelihood Ratio Test with Cancellation,SGLRTC)检测器估计散射体的数目与位置,通过设置检测门限将真实目标的峰值及对应的峰值位置从候选集中筛选出来。最后采用基于空间几何分布的点云优化方法剔除误差点,生成点云图像。文章通过点目标和面目标的仿真实验,验证了所提方法适用于GB-TomoArcSAR,能够有效解决高度向多散射体目标的叠掩问题;进一步开展了实测数据验证,基于所提方法获取了北京市一处建筑基坑的层析点云,其与实际场景几何特征一致。 展开更多
关键词 地基层析ArcSAR 三维点云生成 奇异值分解 顺序广义似然比 点云优化
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