查询词典 covariance function

Getting out the Eigen values and eigenvectors of the series covariance matrix by the Jacobi algorithm in C language also is discussed in this paper.

本文使用C语言，利用雅可比算法，编写出可快速求出数据因子分析中所要求的矩阵特征值和特征向量的程序。

MWF holds a new filter structure in which only the cross correlation vectors of each stage instead of the covariance matrix of input series need to be estimated when filtering.

MWF是一种新型的滤波器结构，在滤波时，并不需要知道输入序列的协方差矩阵，只要估计各级的互相关矢量即可。

The commons among those methods is that all of them calculate the mean vector and the covariance matrix of sample then calculate other variables by using them.

这些方法有个共同的地方就是都会计算样本的均值向量和协方差矩阵，并在这两者的基础上计算其他统计量。

This paper focuses on the study of the most popular FAST-MCD method which is improved to overcome its shortcoming, constructs robust mean vector and robust covariance matrix which is applied in PCA method.

本文对目前较流行的FAST-MCD方法的算法进行研究，构造了稳健的均值向量和稳健的协方差矩阵，应用到主成分分析中，并针对其不足之处提出改进方法。

This dissertation focus on the study of the most popular FAST-MCD method which is improved by concentrating on its shortcoming, constructs robust mean vector and robust covariance matrix which is applied in Principal component analysis method and Factor analysis.

本文还著重地对现时最流行的FAST-MCD方法的算法进行研究，构造了稳健的均值向量和稳健的协方差矩阵，应用到主成分分析和因子分析中，并针对其不足之处提出改进方法。

Because Traditional mean vector and covariance matrix are not robust estimator, this dissertation combines ideas of robust statistics with multivariable analysis method from robust statistics aspect.

所以，本文从稳健统计的角度出发，把稳健统计的思想加入到多变量统计分析方法中。

In Chapter 1, we introduce some theories and methods about the estimation of regression coefficient and do some preparations including some theories in the mean vector, the covariance matrix, the quadratic form of random vector, matrix derivative.

第1章概括介绍线性回归模型回归系数估计的一些理论和方法，并给出均值向量与协方差阵、随机向量的二次型、矩阵微商等预备知识。

It describes the heteroskedasticity character of interest rate by projecting the sample data onto the EGARCH (1, 1) auxiliary model, makes making the covariance matrix as moment conditions and uses EMM to estimate the parameters. EMM avoids the disadvantage of infeasible or computationally intensive of maximum likelihood functions.

通过将观测数据映射成EGARCH(1， 1)辅助模型描述利率行为的异方差特征，以协方差矩阵为矩条件，用有效矩估计方法得出模型参数，避免了最大似然估计法似然函数不可知或难以求积分的缺陷。

The conclusions of this thesis are: The Exponentially Weighted Moving Average approaches of Variance-Covariance method is better than Historical simulation method and Monte-Carlo simulation method.

可见在给予近期历史资料较重的权重，在某种程度上，反映出波动群聚性与随时间而改变的现象，近期市场上的任何冲击将快速的反应在波动性的估计值上。

The proposed method first uses common subtractive clustering locating method to acquire video object position and moving object number of each frame. Then, the proposed algorithm uses fuzzy C-means clustering algorithm to further cluster the moving object foreground pixel samples. Finally, matrix analysis theory for calculating eigenvalues and eigenvectors of covariance matrix is applied to compute the object scale and orientation parameters.

该算法在减法聚类算法预定位目标位置及获得目标个数的基础上，进一步采用模糊C均值聚类对目标前景样本进行归类，最后通过对目标前景样本协方差矩阵特征值和特征向量的分析获得目标的尺度及方向参数，从而实现对视频运动目标的定位。

That's what makes this mod unique.

这也正是这个MOD独特。

I now feel furious and want to do something.

现在我觉得非常气愤，想做点什么。