查询词典 laplace transform

Since Leptokurtosis, skewness and fat-tail are always used to depict market risk, this paper introduces the improved Laplace distribution to risk management of stock portfolio.

在改进型Laplace分布的基础上提出了基于Copula方法与Monte-Carlo模拟的VaR算法。

I tested them for the 3D shape and the histogram can be perfectly fitted by Laplace distribution. This is also true for most of the natural images.

但噪声由于不具备方向性的特点，所以只在某几个方向上才存在，这样消噪起来很有力。

Through the improvement of the existing model,the Gaussian distribution of the residual error is supplanted by the Laplace distribution in order to approach the real distribution.

通过对已有模型进行改进，用拉普拉斯分布代替插值点残留误差的正态分布，使分布情况更符合实际。

To address the problem that the distribution feature of time series could not always be easily described due to its diversity, the likelihood function based on the asymmetric Laplace distribution was employed irrespective of the original distribution of the data.

针对时间序列分布特征多样性的问题，不考虑序列本身的分布特征而选择非对称Laplace分布的似然函数对模型进行贝叶斯分位回归分析。

However, asymmetric Laplace distribution has only 2 parameters and explicit distribution function form, it can fit the data of stock returns well. Consequently it greatly facilitates the calculation of optimal portfolios and the management of financial risk.

非对称拉普拉斯分布有明确的解析表达分布函数，只含有2个参数，能够较好拟合股票收益率分布的尖峰厚尾偏倚特性，给进一步的研究证券投资组合和金融风险管理带来了很大的便利。

In this paper, we improve the EWMA Futures Margin based on normal distribution assumption and propose a new model of futures margin based on skewed EWMA estimator which based on the asymmetric laplace distribution that is sound to capture leptokurtosis and fat-tail.

本文是对建立在正态分布假设的EWMA期货保证金模型的改进。文中引入基于非对称Laplace分布发展起来的有偏型EWMA方法，建立了新的期货交易保证金模型，较好地反映了期货合约价格序列有偏、厚尾的现象。

The Laplace transformation functions of probability distribution density functions for the difference between the times,at which the jth and j-1th new type failures happened,were derived in the cases of with and without precondition.

分析了无条件、有条件两种情况，给出了第j个和第j-1个新类型故障发生时刻之差的概率分布密度的Laplace变换函数。

In view of constant pressure outside boundary double permeability composite oil reservoir model, the variable rate question dimensionless pressure distribution Laplace solution has been studied, and the corresponding application briefly derived.

针对定压外边界的复合双渗储层模型，研究了变流率问题的无因次压力分布的Laplace空间解，并简要地引导了相应的应用，是对试井分析理论的一种完善，对相应的试井分析软件的研制更具有深远的应用价值，对油藏数值模拟方法也具有指导意义。

Based on the method of restoring the image by estimating the camera shake trace which is proposed by Fergus in 2006 as reference, we find the difference of statistical characteristics between blurred images and latent images by exploiting the natural image statistical characteristics more deeply, i.e. the precise components of natural clear images obey the Laplace distribution in their wavelet domain, but blurred images dont have this kind of characteristic.

本文参考了2006年Fergus提出的估计相机抖动轨迹进行复原的方法，通过进一步对自然图像统计特性的研究，寻找出模糊图像和清晰图像在统计特性上的差异，即清晰图像的小波域细节分量服从拉普拉斯分布，而模糊图像则不具有这种特性。

First,we deprived probability density of median closely according to probability density formula of Laplace distribution,from general to special; then we proved the unbiasedness of L 1 estimation according to probability density of median.

笔者基于误差分布理论及概率统计理论，由Laplace分布的概率密度函数公式出发，采用由一般情形到特殊情形的推理方法，严密地推导

The two-acre Dunbar Community Garden in Little Rock has served as a model for several years.

几年来，坐落于小石城，占地两英亩的邓巴社区菜园树立了一个标杆。

Jerry points to the jacket hanging in the bathroom. It's ruined, and unwearable What?

杰瑞指着洗手间里挂着的夹克，毁了，不能穿了）什么？