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The analysis of the continuous property of raw silk size Setting the decaying rateλand the quasi-cycle value T in the model of the silk size autocorrelation coefficient, building the time series of a single cocoon reeling silk size with autoregressive model, then by combining k such time series according to different phrase, obtained time series of the raw silk size, and finally count up the silk size deviation of the time series.

利用一理想化的正弦波模型生成一粒缫生丝纤度时间序列,通过调查该模型中波动幅度及波动周期的变化对自相关系数序列衰减率的影响,初步建立起一粒缫生丝纤度自相关系数列衰减率λ与纤度时间序列特征数之间的关系式。从而使我们可以生成具有要求连续性特征的生丝纤度时间序列,为进一步研究生丝纤度连续性特征提供了新的途径。

The analysis of the continuous property of raw silk size Setting the decaying rate^and the quasi-cycle value T in the model of the silk size autocorrelation coefficient, building the time series of a single cocoon reeling silk size with autoregressive model, then by combining k such time series according to different phrase, obtained time series of the raw silk size, and finally count up the silk size deviation of the time series.

k粒缀生丝纤度连续性特征解析设定生丝纤度自相关系数模型中衰减率A与拟似周期T的值,用自回归预测模型生成一粒缨生丝纤度时间序列,然后将k个这样的序列以不同位相并合得到卜粒缥生丝纤度序列,统计该序列的生丝纤度偏差。

The stationary conditions and autocorrelation function are derived.

讨论了混合自回归滑动平均模型的平稳性条件和自相关函数。

In this paper we use the nonparametric MLE of the marginal distributions of Xt and Yt to construct estimates of the mean, autocovariance and autocorrelation functions of the original signal process {Xt}.

本文在左截断数据模型下估计平稳信号过程的{Xt}均值,自协方差函数,和自相关系数。

After that, three methods: correlation coefficient, Q statistic weight and autoregressive moving average process, were used to have the random inspection on Shanghai Index. The conclusion is Shanghai security market is still not the weak-from efficiency.

首先对价格序列的单位根检验除了进行ADF检验外,还考虑了更为一般的结构性突变后的单位根检验,得出价格序列存在单位根;其次采用自相关系数、Q统计量和构造自回归移动平均过程三种方法对上证综合指数进行随机游走检验,得出上海股票市场还未达到弱式有效性的结论。

In the test of weak-form efficient hypothesis, this thesis used auto regression, auto correlation function and unit root three models, and got the basically same results. In the test of semistrong-form efficient hypothesis, this thesis used market model, index return model and constant mean return model three ways to estimate the normal return when making use of event study, and the results were also basically same.

其中,为求全面和比较,在对弱势有效市场的假说的检验部分,本文运用了自回归检验、自相关函数检验和单位根检验三种计量模型,检验结果基本一致;在对半强势有效市场假说的检验部分,本文运用了事件研究法,并在估计正常收益率时使用了市场模型、指数收益模型以及均值模型三种方法,估计结果也相对一致。

In the first session the fans vibration on-line monitoring system is realized with VC language, also compile auto power spectrum density function, cross power spectrum density function, autocorrelation function and cross correlation function etc spectral analysis function to carry through simple offline fault diagnosis.

首先用稳定性强、扩展性好的VC++语言开发了通风机振动在线监测系统,并编写了自功率谱密度函数、互功率谱密度函数、自相关函数和互相关函数等频谱分析函数来进行简单的离线故障诊断。

After studying abroad and home studies on housing price and price dynamics, this paper constructed an analytical frame to examine house price dynamics through autocorrelation and spatial correlation and explained the causing mechanism about it.

在梳理了国内外学者关于住房价格、住房价格波动相关研究的基础上,本文建立了通过自相关和空间相关两个维度考察城市住房价格波动的分析框架,解释住房价格波动的产生机制。

With correlation analysis, it is found that the self correlation time of th...

相关分析表明,在剪切层上等离子体的自相关时间最短,约6μs,在不同的环向位置上只有位于同一磁力线上的湍流才是高度相关的。

At the same time, pattern recognition has been used for abstracting characteristics、predicting the life and evaluating the properties of engine. This research contributes toward global diagnosis for the diesel engine in eight ways.(1) Put forward"the Arithmetic of distinguish the period automatically using auto-correlation method";(2) Separate the waves of continuous knocks using WV distribution;(3) Propose"the logarithmic spectrum approximate method"to analysis the response of the knock between the steel and steel;(4) Discuss the relationship between the time-frequency distribution and timescale distribution in detail, and give the principle of classification;(5) Use the wavelet method to analysis the pressure signal of exhaust、suction;(6) Use the shape of vibration signal to analyse the working situation of cylinder;(7) Use the pattern recognition to select the good samples and abstract the effective characteristics;(8) Develop the model of total properties evaluation and life prediction.

本文在广泛的、深入研究的基础上,应用多种信号处理手段来分析处理数据,同时利用模式识别方法对故障的特征提取、寿命预测以及性能评价作了探讨,本文进行了以下几项工作:(1)提出了基于自相关自动周期识别算法的柴油机振动信号预处理策略;(2)提出了基于WVD分布的连续撞击响应信号的分离策略;(3)提出了基于对数谱拟合方法的钢—钢撞击响应求解模型;(4)提出了基于波形分析的非正常燃烧振动信号的诊断模型;(5)提出了基于小波细节信息的进气压力信号和曲轴箱压力信号的诊断模型;(6)提出了基于小波近似的喷油正时信号中燃烧位置的自动定位;(7)提出了基于统计模式识别方法的故障诊断知识的自学习与自组织策略;(8)提出了基于特征压缩思想的柴油机总体性能评价及寿命预测模型。

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