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关于对时序模型定阶方法的研究 被引量:6
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作者 白雪梅 赵松山 《统计研究》 CSSCI 北大核心 1999年第12期31-36,共6页
In this article,authors make a systematical induction and classification to methods of time series model in articles at home and abroad.After comparison and analysis to each method,they give the judgement,and study th... In this article,authors make a systematical induction and classification to methods of time series model in articles at home and abroad.After comparison and analysis to each method,they give the judgement,and study the applicable conditions for each method. 展开更多
关键词 霍尾 自相关 偏相关 时序模型 定阶方法
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调速阀故障诊断的AR双谱定阶方法比较 被引量:7
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作者 蒋雨燕 黄宜坚 《华侨大学学报(自然科学版)》 CAS 北大核心 2009年第2期123-126,共4页
为解决故障诊断中确定最优的自回归(AR)模型阶数的问题,运用最终预测误差(FPE)、阿凯克信息准则(AIC)、贝叶斯信息准则(BIC),以及奇异值分解(SVD)的切片法和Frobenius法共5种定阶方法对调速阀的故障进行自回归模型定阶实验.结果表明,FPE... 为解决故障诊断中确定最优的自回归(AR)模型阶数的问题,运用最终预测误差(FPE)、阿凯克信息准则(AIC)、贝叶斯信息准则(BIC),以及奇异值分解(SVD)的切片法和Frobenius法共5种定阶方法对调速阀的故障进行自回归模型定阶实验.结果表明,FPE,AIC,BIC及SVD切片法确定的阶数较低,而用SVD Frobenius法确定的阶数较高.通过不同阶数、不同故障的调速阀故障诊断实验可知,用SVD Frobenius法建立的AR模型效果优于其他方法. 展开更多
关键词 调速阀 故障诊断 自回归模型 时间序列双谱 定阶方法 奇异值分解
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多目标局部残差平方和的定阶方法 被引量:2
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作者 范玉妹 李红军 《北京科技大学学报》 EI CAS CSCD 北大核心 2003年第1期91-94,共4页
基于实践应用的需要,通过对自回归模型中的残差方差图定阶方法进行研究,提出了局部残差平方和的定阶方法.这种定阶方法把多目标规划理论与事物局部特征结合起来.实例表明:对自回归模型进行定阶时,运用局部残差平方和的定阶方法,能有效... 基于实践应用的需要,通过对自回归模型中的残差方差图定阶方法进行研究,提出了局部残差平方和的定阶方法.这种定阶方法把多目标规划理论与事物局部特征结合起来.实例表明:对自回归模型进行定阶时,运用局部残差平方和的定阶方法,能有效地提高自回归模型的预测精度.对自回归模型阶数的取值上限作了重新界定,并在理论上给出了证明. 展开更多
关键词 定阶方法 局部残差平方和 多目标规划 多阶自回归模型 残差方差 随机序列
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基于EMO-MP的低频振荡模态辨识方法研究
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作者 刘思议 洪杰 +4 位作者 苏贤 黄心怡 林颖锐 邱才元 郭丽云 《海峡科学》 2023年第2期28-32,共5页
随着区域电网的互联互通,低频振荡现象时有发生。在电力系统低频振荡辨识中,传统的定阶方法全凭人为经验设定,设定不准确会给辨识结果带来很大误差。基于此,提出了改进矩阵束(Matrix Pencil,MP)的辨识方法来对电力系统低频振荡模态进行... 随着区域电网的互联互通,低频振荡现象时有发生。在电力系统低频振荡辨识中,传统的定阶方法全凭人为经验设定,设定不准确会给辨识结果带来很大误差。基于此,提出了改进矩阵束(Matrix Pencil,MP)的辨识方法来对电力系统低频振荡模态进行辨识,定阶方法中引入精确模态阶数(EMO)的方法,避免主观因素带来的干扰,提高辨识的精度。通过构造信号算例、四机二区域系统的仿真结果显示,该方法具有拟合精度高、辨识结果准确等优点,有较强的实用性。 展开更多
关键词 低频振荡 MP算法 EMO定阶方法 模态辨识 拟合精度
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开采沉陷时序预测技术 被引量:11
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作者 吴侃 靳建明 王卷乐 《测绘工程》 CSCD 2001年第4期20-23,共4页
叙述了时间序列分析的基本理论,分析了矿山开采沉陷观测数据的特点,提出了基于时间序列分析的开采沉陷预计技术,建立了开采沉陷的时序预计模型。用该模型可以对采动地表移动变形进行预测,预测结果分析表明用时间序列分析的方法能够... 叙述了时间序列分析的基本理论,分析了矿山开采沉陷观测数据的特点,提出了基于时间序列分析的开采沉陷预计技术,建立了开采沉陷的时序预计模型。用该模型可以对采动地表移动变形进行预测,预测结果分析表明用时间序列分析的方法能够很好的解决开采沉陷的动态预测问题。地表移动变形的相对预测误差在5%左右,与传统的预测方法相比,预测精度可以提高5%~15%。最后还提出了这一预测方法所存在的问题和今后的解决办法。 展开更多
关键词 开采沉陷 动态预计 时间序列分析 定阶方法 矿山测量 地表移动
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模糊时间序列分析初探 被引量:1
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作者 麻晓伟 孙磊 《鞍山师范学院学报》 2003年第2期23-24,共2页
对模糊时间序列建模问题进行了理论探讨 。
关键词 模糊时间序列 动态模糊数据 模糊集 模型定阶方法 数学建模
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换能器校准中的信号建模技术研究
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作者 安良 陈励军 《声学与电子工程》 2006年第B07期75-77,共3页
为了在有限尺寸水域中校准低频换能器的声性能,提出了使用修正Prony方法对换能器发射的瞬态声信号进行建模,然后用模型参数恢复出稳态信号;并给出一种将信息论准则和辅助准则相结合的模型定阶方法,在实际水池测量试验中取得了满意... 为了在有限尺寸水域中校准低频换能器的声性能,提出了使用修正Prony方法对换能器发射的瞬态声信号进行建模,然后用模型参数恢复出稳态信号;并给出一种将信息论准则和辅助准则相结合的模型定阶方法,在实际水池测量试验中取得了满意的效果. 展开更多
关键词 换能器校准 水声测量 修正Prony方法 定阶方法
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基于模糊Yule-Walker方程的FAR(p)预测模型 被引量:1
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作者 张敬芝 郑文瑞 《统计与决策》 CSSCI 北大核心 2009年第10期21-23,共3页
文章把基于Yule-Walker方程的AR(p)模型参数估计及定阶方法引入模糊时间序列分析中,提出了基于模糊Yule-Walker方程的FAR(p)模型参数估计及定阶方法;建立了一个全国发电量的模糊时间序列模型,并进行了应用尝试。
关键词 模糊时间序列分析 Yule—Walker方程 定阶方法 参数估计
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Optimization of Routing Considering Uncertainties 被引量:1
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作者 Georgios I. Papatzanakis (1) Apostolos D. Papanikolaou (1) papa@deslab.ntua.gr Shukui Liu (1) 《Journal of Marine Science and Application》 2012年第1期10-17,共8页
A route optimization methodology in the frame of an onboard decision support/guidance system for the ship's master has been developed and is presented in this paper. The method aims at the minimization of the fuel vo... A route optimization methodology in the frame of an onboard decision support/guidance system for the ship's master has been developed and is presented in this paper. The method aims at the minimization of the fuel voyage cost and the risks related to the ship's seakeeping performance expected to be within acceptable limits of voyage duration. Parts of this methodology were implemented by interfacing alternative probability assessment methods, such as Monte Carlo, first order reliability method (FORM) and second order reliability method (SORM), and a 3-D seakeeping code, including a software tool for the calculation of the added resistance in waves of NTUA-SDL. The entire system was integrated within the probabilistic analysis software PROBAN. Two of the main modules for the calculation of added resistance and the probabilistic assessment for the considered seakeeping hazards with respect to exceedance levels of predefined threshold values are herein elaborated and validation studies proved their efficiency in view of their implementation into an on-board optimization system. 展开更多
关键词 AKeywords: routing system operational risk assessment multi-objective optimization epistemic and aleatoryuncertainties
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Assessment of alternative scale-providing variables in a Reynolds-stress model using high-order methods 被引量:2
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作者 Xiang Fu Shengye Wang Xiaogang Deng 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2022年第12期67-81,共15页
This paper is set in the high-order finite-difference discretization of the Reynolds-averaged Navier-Stokes(RANS)equations,which are coupled with the turbulence model equations.Three alternative scale-providing variab... This paper is set in the high-order finite-difference discretization of the Reynolds-averaged Navier-Stokes(RANS)equations,which are coupled with the turbulence model equations.Three alternative scale-providing variables for the specific dissipation rate(o)are implemented in the framework of the Reynolds stress model(RSM)for improving its robustness.Specifically,g(=1/√ω)has natural boundary conditions and reduced spatial gradients,and a new numerical constraint is imposed on itω(=lnω)can preserve positivity and also has reduced spatial gradients;the eddy viscosity v,also has natural boundary conditions and its equation is improved in this work.The solution polynomials of the mean-flow and turbulence-model equations are both reconstructed by the weighted compact nonlinear scheme(WCNS).Moreover,several numerical techniques are introduced to improve the numerical stability of the equation system.A range of canonical as well as industrial turbulent flows are simulated to assess the accuracy and robustness of the scale-transformed models.Numerical results show that the scale-transformed models have significantly improved robustness compared to the w model and still keep the characteristics of RSM.Therefore,the high-order discretization of the RANS and RSM equations,which number 12 in total,can be successfully achieved. 展开更多
关键词 Reynolds stress model Weighted compact nonlinear scheme Scale-providing variable ROBUSTNESS
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A SECOND ORDER MEHROTRA-TYPE PREDICTOR-CORRECTOR ALGORITHM FOR SEMIDEFINITE OPTIMIZATION 被引量:4
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作者 Mingwang ZHANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第6期1108-1121,共14页
Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-cor... Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et a1.(2006) for linear optimization. Basedon the NT direction as Newton search direction, it is shown that the iteration-complexity bound of thealgorithm for semidefinite optimization is which is similar to that of the correspondingalgorithm for linear optimization. 展开更多
关键词 Mehrotra-Type algorithm polynomial complexity predictor-corrector algorithm semidef-inite optimization.
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A Novel Approach with Time-Splitting Spectral Technique for the Coupled Schrdinger–Boussinesq Equations Involving Riesz Fractional Derivative 被引量:1
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作者 S.Saha Ray 《Communications in Theoretical Physics》 SCIE CAS CSCD 2017年第9期301-308,共8页
In the present paper the Riesz fractional coupled Schr6dinger-Boussinesq (S-B) equations have been solved by the time-splitting Fourier spectral (TSFS) method. This proposed technique is utilized for discretizing ... In the present paper the Riesz fractional coupled Schr6dinger-Boussinesq (S-B) equations have been solved by the time-splitting Fourier spectral (TSFS) method. This proposed technique is utilized for discretizing the Schrodinger like equation and further, a pseudospectral discretization has been employed for the Boussinesq-like equation. Apart from that an implicit finite difference approach has also been proposed to compare the results with the solutions obtained from the time-splitting technique. Furthermore, the time-splitting method is proved to be unconditionally stable. The error norms along with the graphical solutions have also been presented here. 展开更多
关键词 coupled SchrSdinger-Boussinesq equations Riesz fractional derivative discrete fourier transform inverse discrete Fourier transform
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