As one of the main characteristics of atmospheric pollutants,PM_(2.5) severely affects human health and has received widespread attention in recent years.How to predict the variations of PM_(2.5) concentrations with h...As one of the main characteristics of atmospheric pollutants,PM_(2.5) severely affects human health and has received widespread attention in recent years.How to predict the variations of PM_(2.5) concentrations with high accuracy is an important topic.The PM_(2.5) monitoring stations in Xinjiang Uygur Autonomous Region,China,are unevenly distributed,which makes it challenging to conduct comprehensive analyses and predictions.Therefore,this study primarily addresses the limitations mentioned above and the poor generalization ability of PM_(2.5) concentration prediction models across different monitoring stations.We chose the northern slope of the Tianshan Mountains as the study area and took the January−December in 2019 as the research period.On the basis of data from 21 PM_(2.5) monitoring stations as well as meteorological data(temperature,instantaneous wind speed,and pressure),we developed an improved model,namely GCN−TCN−AR(where GCN is the graph convolution network,TCN is the temporal convolutional network,and AR is the autoregression),for predicting PM_(2.5) concentrations on the northern slope of the Tianshan Mountains.The GCN−TCN−AR model is composed of an improved GCN model,a TCN model,and an AR model.The results revealed that the R2 values predicted by the GCN−TCN−AR model at the four monitoring stations(Urumqi,Wujiaqu,Shihezi,and Changji)were 0.93,0.91,0.93,and 0.92,respectively,and the RMSE(root mean square error)values were 6.85,7.52,7.01,and 7.28μg/m^(3),respectively.The performance of the GCN−TCN−AR model was also compared with the currently neural network models,including the GCN−TCN,GCN,TCN,Support Vector Regression(SVR),and AR.The GCN−TCN−AR outperformed the other current neural network models,with high prediction accuracy and good stability,making it especially suitable for the predictions of PM_(2.5)concentrations.This study revealed the significant spatiotemporal variations of PM_(2.5)concentrations.First,the PM_(2.5) concentrations exhibited clear seasonal fluctuations,with higher levels typically observed in winter and differences presented between months.Second,the spatial distribution analysis revealed that cities such as Urumqi and Wujiaqu have high PM_(2.5) concentrations,with a noticeable geographical clustering of pollutions.Understanding the variations in PM_(2.5) concentrations is highly important for the sustainable development of ecological environment in arid areas.展开更多
In order to achieve better perceptual coding quality while using fewer bits, a novel perceptual video coding method based on the just-noticeable-distortion （JND） model and the auto-regressive （AR） model is explore...In order to achieve better perceptual coding quality while using fewer bits, a novel perceptual video coding method based on the just-noticeable-distortion （JND） model and the auto-regressive （AR） model is explored. First, a new texture segmentation method exploiting the JND profile is devised to detect and classify texture regions in video scenes. In this step, a spatial-temporal JND model is proposed and the JND energy of every micro-block unit is computed and compared with the threshold. Secondly, in order to effectively remove temporal redundancies while preserving high visual quality, an AR model is applied to synthesize the texture regions. All the parameters of the AR model are obtained by the least-squares method and each pixel in the texture region is generated as a linear combination of pixels taken from the closest forward and backward reference frames. Finally, the proposed method is compared with the H.264/AVC video coding system to demonstrate the performance. Various sequences with different types of texture regions are used in the experiment and the results show that the proposed method can reduce the bit-rate by 15% to 58% while maintaining good perceptual quality.展开更多
Eggs,as a meat consumer product in China,are closely related to the vegetable basket project.Exploring and predicting the future trend of egg market price is of great significance for stabilizing egg price and market ...Eggs,as a meat consumer product in China,are closely related to the vegetable basket project.Exploring and predicting the future trend of egg market price is of great significance for stabilizing egg price and market supply.In this study,the time series AR model was used for fitting the egg market prices in the 66 d from January 1 to March 7,2021,and the delay operator nlag18 was used for white noise test,giving pr>probability of chisq<0.005.The time series was not a white noise series,and then the stationary series was used for modeling.The optimal model was selected as the AR series(BIC(3,0)),and finally,the egg market price model AM was obtained as X_(t)=9.0556+(1+0.8926)ε_(t),which was the optimal model.The model showed that the egg price fluctuations in 2021 will be clustered,and the later price will be significantly affected by external factors in the previous period.The dynamic prediction results of the model showed that the egg price would stop falling in March 2020,and the egg price would continue to slow down in March.展开更多
Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequen...Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequency (IF) estimation will be affected by some factors such as basis functions. Focusing on this problem, the optimal basis function of TVAR model for the IF estimation of the LFM signal is obtained in this paper. Besides the depth and width of notching, the phase properties of notch filter affect the Signal-to-Interference plus-Noise Ratio (SINR) of correlation output to the narrowband jammer suppression in DSSS, in response to the problem the closed solution of correlation output SINR improvement has been derived when a single frequency jammer passes through direct IIR notch filter, and its performance has been compared with those of five coefficient FIR filters. Later, a novel method for LFM jammer suppression based on Fourier basis TVAR model and direct IIR notch filter is proposed. The simulation results show the effectiveness of the proposed method.展开更多
Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assu...Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assumption inconsistency before and after filtering. In this paper, an autoregressive, moving-average model is employed to avoid the model inconsistency. Based on the ARMA model, a noncasual prediction filter is computed and a self-deconvolved projection filter is used for estimating additive noise in order to suppress random noise. The 1-D ARMA model is also extended to the 2-D spatial domain, which is the basis for noncasual spatial prediction filtering for random noise attenuation on 3-D seismic data. Synthetic and field data processing indicate this method can suppress random noise more effectively and preserve the signal simultaneously and does much better than other conventional prediction filtering methods.展开更多
Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.T...Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.Through statistical analysis of the time series of the LS+AR model's short-term prediction residuals,we found that there is a good correlation of model prediction residuals between adjacent terms.These indicate that the preceding model prediction residuals and experiential adjustment matrixes can be used to correct the next prediction results,thereby forming a new LS+AR model with additional error correction that applies to polar motion prediction.Simulated predictions using this new model revealed that the proposed method can improve the accuracy and reliability of polar motion prediction.In fact,the accuracies of ultra short-term and short-term predictions using the new model were equal to the international best level at present.展开更多
During high-intensity focused ultrasound(HIFU)treatment,the accurate identification of denatured biological tissue is an important practical problem.In this paper,a novel method based on the improved variational mode ...During high-intensity focused ultrasound(HIFU)treatment,the accurate identification of denatured biological tissue is an important practical problem.In this paper,a novel method based on the improved variational mode decomposition(IVMD)and autoregressive(AR)model was proposed,which identified denatured biological tissue according to the characteristics of ultrasonic scattered echo signals during HIFU treatment.Firstly,the IVMD method was proposed to solve the problem that the VMD reconstruction signal still has noise due to the limited number of intrinsic mode functions(IMF).The ultrasonic scattered echo signals were reconstructed by the IVMD to achieve denoising.Then,the AR model was introduced to improve the recognition rate of denatured biological tissues.The AR model order parameter was determined by the Akaike information criterion(AIC)and the characteristics of the AR coefficients were extracted.Finally,the optimal characteristics of the AR coefficients were selected according to the results of receiver operating characteristic(ROC).The experiments showed that the signal-to-noise ratio(SNR)and root mean square error(RMSE)of the reconstructed signal obtained by IVMD was better than those obtained by variational mode decomposition(VMD).The IVMD-AR method was applied to the actual ultrasonic scattered echo signals during HIFU treatment,and the support vectormachine(SVM)was used to identify the denatured biological tissue.The results show that compared with sample entropy,information entropy,and energy methods,the proposed IVMD-AR method can more effectively identify denatured biological tissue.The recognition rate of denatured biological tissue was higher,up to 93.0%.展开更多
By using the Singular Value Decomposition (SVD), a Modified AR modeling method based on the principle of SVD is proposed for describing the quasiperiodic signals. The excellent ability of modeling and prediction of th...By using the Singular Value Decomposition (SVD), a Modified AR modeling method based on the principle of SVD is proposed for describing the quasiperiodic signals. The excellent ability of modeling and prediction of this method for quasiperiodic signals are shown through the theoretical analysis and modeling simulation experiment.展开更多
A method utilizing single channel recordings to blindly separate the multicomponents overlapped in time and frequency domains is proposed in this paper. Based on the time varying AR model, the instantaneous frequency ...A method utilizing single channel recordings to blindly separate the multicomponents overlapped in time and frequency domains is proposed in this paper. Based on the time varying AR model, the instantaneous frequency and amplitude of each signal component are estimated respectively, thus the signal component separation is achieved. By using prolate spheroidal sequence as basis functions to expand the time varying parameters of the AR model, the method turns the problem of linear time varying parameters estimation to a linear time invariant parameter estimation problem, then the parameters are estimated by a recursive algorithm. The computation of this method is simple, and no prior knowledge of the signals is needed. Simulation results demonstrate validity and excellent performance of this method.展开更多
In this paper, a time_varying AR model is constructed by using the vector_space algorithm of compactly_supported biorthonormal wavelet transform. It is developed for forecasting narrow monetary multipliers in China .
This paper is concerned with the unstable autoregressive process which satisfies the unstable autoregressive(AR) model U(B)G(B)xt=εt , where all the roots of the polynomials U(z) and G(z)lie on and outside the unit c...This paper is concerned with the unstable autoregressive process which satisfies the unstable autoregressive(AR) model U(B)G(B)xt=εt , where all the roots of the polynomials U(z) and G(z)lie on and outside the unit circle respectively. We propose several procedures to estimate the coefficients of U(z) and G(z) separately, in order to guarantee that the estimated polynomials of U(z) and G(z) have all the roots lying on and outside the unit circle respectively. The estimators of the coefficients of U(z) and G(z) are shown to be of strong consistency. The limiting distribution of the estimators of the coefficients of U(B)G(B) are obtained for some special cases.展开更多
This paper studies a partially nonstationary vector autoregressive(VAR)model with vector GARCH noises.We study the full rank and the reduced rank quasi-maximum likelihood estimators(QMLE)of parameters in the model.It ...This paper studies a partially nonstationary vector autoregressive(VAR)model with vector GARCH noises.We study the full rank and the reduced rank quasi-maximum likelihood estimators(QMLE)of parameters in the model.It is shown that both QMLE of long-run parameters asymptotically converge to a functional of two correlated vector Brownian motions.Based these,the likelihood ratio(LR)test statistic for cointegration rank is shown to be a functional of the standard Brownian motion and normal vector,asymptotically.As far as we know,our test is new in the literature.The critical values of the LR test are simulated via the Monte Carlo method.The performance of this test in finite samples is examined through Monte Carlo experiments.We apply our approach to an empirical example of three interest rates.展开更多
The Autoregressive Moving Average （ARMA） model for whispered speech is proposed. with normal speech, whispered speech has no fundamental frequency because of the glottis being semi-opened and turbulent flow being cr...The Autoregressive Moving Average （ARMA） model for whispered speech is proposed. with normal speech, whispered speech has no fundamental frequency because of the glottis being semi-opened and turbulent flow being created, and formant shifting exists in the lower frequency region due to the narrowing of the tract in the false vocal fold regions and weak acoustic coupling with the aubglottal system. Analysis shows that the effect of the subglottal system is to introduce additional pole-zero pairs into the vocal tract transfer function. Theoretically, the method based on an ARMA process is superior to that based on an AR process in the spectral analysis of the whispered speech. Two methods, the least squared modified Yule-Walker likelihood estimate （LSMY） algorithm and the Frequency-Domain Steiglitz-Mcbide （FDSM） algorithm, are applied to the ARMA mfldel for the whispered speech. The performance evaluation shows that the ARMA model is much more appropriate for representing the whispered speech than the AR model, and the FDSM algorithm provides a name acorate estimation of the whispered speech spectral envelope than the LSMY algorithm with higher conputational complexity.展开更多
The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining （HGPECM） is mainly discussed. The auto-regressive（AR） model of group pulse current flowing acros...The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining （HGPECM） is mainly discussed. The auto-regressive（AR） model of group pulse current flowing across the cathode and the anode are created under different situations with different processing parameters and inter-electrode gap size. The AR model based on the current signals indicates that the order of the AR model is obviously different relating to the different processing conditions and the inter-electrode gap size; Moreover, it is different about the stability of the dynamic system, i.e. the white noise response of the Green＇s function of the dynamic system is diverse. In addition, power spectrum method is used in the analysis of the dynamic time series about the current signals with different inter-electrode gap size, the results show that there exists a strongest power spectrum peak, characteristic power spectrum（CPS）, to the current signals related to the different inter-electrode gap size in the range of 0～5 kHz. Therefore, the CPS of current signals can implement the identification of the inter-electrode gap.展开更多
Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models： Logistic, AR（1） and AR（2）. The time-variable parameters o...Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models： Logistic, AR（1） and AR（2）. The time-variable parameters of Logistic regression model is estimated by using both the index smoothing method and the time-variable parameter estimation method. And both the AR（1） model and the AR（2） model of zero-mean series of the weekly dosing price and its zero-mean series of volatility rate are established based on the analysis results of zero-mean series of the weekly closing price, Six common statistical methods for error prediction are used to test the predicting results. These methods are： mean error （ME）, mean absolute error （MAE）, root mean squared error （RMSE）, mean absolute percentage error （MAPE）, Akaike＇s information criterion （AIC）, and Bayesian information criterion （BIC）. The investigation shows that AR（1） model exhibits the best predicting result, whereas AR（2） model exhibits predicting results that is intermediate between AR（1） model and the Logistic regression model.展开更多
In this article we study the empirical likelihood inference for AR（p） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an emp...In this article we study the empirical likelihood inference for AR（p） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared.展开更多
A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of o...A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of order p is used to approximate the flat Rayleigh fading channels; its stability is discussed, and an algorithm for solving the AR model parameters is also given. Finally, an AR channel prediction model based on particle filtering and second-order AR model is presented. Simulation results show that the performance of the proposed AR channel prediction model based on particle filtering is better than that of Kalman filtering.展开更多
A new algorithm for the detection of sleep spindles from human sleep EEG with surrogate data approach is presented. Surrogate data ap-proach is the state of the art technique for nonlinear spectral analysis. In this p...A new algorithm for the detection of sleep spindles from human sleep EEG with surrogate data approach is presented. Surrogate data ap-proach is the state of the art technique for nonlinear spectral analysis. In this paper, by developing autoregressive (AR) models on short segment of the EEG is described as a superposition of harmonic oscillating with damping and frequency in time. Sleep spindle events are detected, whenever the damping of one or more frequencies falls below a prede-fined threshold. Based on a surrogate data, a method was proposed to test the hypothesis that the original data were generated by a linear Gaussian process. This method was tested on human sleep EEG signal. The algorithm work well for the detection of sleep spindles and in addition the analysis reveals the alpha and beta band activities in EEG. The rigorous statistical framework proves essential in establishing these results.展开更多
由于传统求解时间序列自回归(auto-regressive,AR)模型的最小二乘方法无法顾及设计矩阵误差,现有的AR模型迭代解法难以应用协方差传播率给出较为精确的精度评定公式。将块自助采样方法引入到AR模型精度评定研究中,并在其基础上借助Siev...由于传统求解时间序列自回归(auto-regressive,AR)模型的最小二乘方法无法顾及设计矩阵误差,现有的AR模型迭代解法难以应用协方差传播率给出较为精确的精度评定公式。将块自助采样方法引入到AR模型精度评定研究中,并在其基础上借助Sieve自助法的思想,定义了顾及设计矩阵误差AR模型精度评定的Sieve块自助采样方法。根据不同的分块准则和采样策略,给出了4种方法的重采样步骤。模拟实验结果表明,精度评定的Sieve块自助采样方法能够得到比最小二乘法、经典的AR模型迭代解法更加可靠的自回归系数标准差,具有更强的适用性。同时,北斗卫星精密钟差真实案例表明,所提出的Sieve移动块自助法、Sieve非重叠块自助法、Sieve圆形块自助法以及Sieve静止块自助法的均方根(root mean square,RMS)比总体最小二乘的RMS分别减小了70.25%、78.65%、70.89%和79.24%,进一步验证了所提算法的有效性和可靠性,为时间序列AR模型的精度评定问题提供了一种采样思路。展开更多
基金supported by the Program of Support Xinjiang by Technology(2024E02028,B2-2024-0359)Xinjiang Tianchi Talent Program of 2024,the Foundation of Chinese Academy of Sciences(B2-2023-0239)the Youth Foundation of Shandong Natural Science(ZR2023QD070).
文摘As one of the main characteristics of atmospheric pollutants,PM_(2.5) severely affects human health and has received widespread attention in recent years.How to predict the variations of PM_(2.5) concentrations with high accuracy is an important topic.The PM_(2.5) monitoring stations in Xinjiang Uygur Autonomous Region,China,are unevenly distributed,which makes it challenging to conduct comprehensive analyses and predictions.Therefore,this study primarily addresses the limitations mentioned above and the poor generalization ability of PM_(2.5) concentration prediction models across different monitoring stations.We chose the northern slope of the Tianshan Mountains as the study area and took the January−December in 2019 as the research period.On the basis of data from 21 PM_(2.5) monitoring stations as well as meteorological data(temperature,instantaneous wind speed,and pressure),we developed an improved model,namely GCN−TCN−AR(where GCN is the graph convolution network,TCN is the temporal convolutional network,and AR is the autoregression),for predicting PM_(2.5) concentrations on the northern slope of the Tianshan Mountains.The GCN−TCN−AR model is composed of an improved GCN model,a TCN model,and an AR model.The results revealed that the R2 values predicted by the GCN−TCN−AR model at the four monitoring stations(Urumqi,Wujiaqu,Shihezi,and Changji)were 0.93,0.91,0.93,and 0.92,respectively,and the RMSE(root mean square error)values were 6.85,7.52,7.01,and 7.28μg/m^(3),respectively.The performance of the GCN−TCN−AR model was also compared with the currently neural network models,including the GCN−TCN,GCN,TCN,Support Vector Regression(SVR),and AR.The GCN−TCN−AR outperformed the other current neural network models,with high prediction accuracy and good stability,making it especially suitable for the predictions of PM_(2.5)concentrations.This study revealed the significant spatiotemporal variations of PM_(2.5)concentrations.First,the PM_(2.5) concentrations exhibited clear seasonal fluctuations,with higher levels typically observed in winter and differences presented between months.Second,the spatial distribution analysis revealed that cities such as Urumqi and Wujiaqu have high PM_(2.5) concentrations,with a noticeable geographical clustering of pollutions.Understanding the variations in PM_(2.5) concentrations is highly important for the sustainable development of ecological environment in arid areas.
基金The National Natural Science Foundation of China (No.60472058, 60975017)
文摘In order to achieve better perceptual coding quality while using fewer bits, a novel perceptual video coding method based on the just-noticeable-distortion （JND） model and the auto-regressive （AR） model is explored. First, a new texture segmentation method exploiting the JND profile is devised to detect and classify texture regions in video scenes. In this step, a spatial-temporal JND model is proposed and the JND energy of every micro-block unit is computed and compared with the threshold. Secondly, in order to effectively remove temporal redundancies while preserving high visual quality, an AR model is applied to synthesize the texture regions. All the parameters of the AR model are obtained by the least-squares method and each pixel in the texture region is generated as a linear combination of pixels taken from the closest forward and backward reference frames. Finally, the proposed method is compared with the H.264/AVC video coding system to demonstrate the performance. Various sequences with different types of texture regions are used in the experiment and the results show that the proposed method can reduce the bit-rate by 15% to 58% while maintaining good perceptual quality.
基金Construction of Guizhou breeding livestock and poultry genetic resources testing platform[QKZYD(2018)4015]Science and Technology Innovation Talent Team of Guizhou Province s Major Livestock and Poultry Genome Big Data Analysis and Application Research(QKHPTRC[2019]5615)Guizhou Provincial Poultry Industry Joint Research Project.
文摘Eggs,as a meat consumer product in China,are closely related to the vegetable basket project.Exploring and predicting the future trend of egg market price is of great significance for stabilizing egg price and market supply.In this study,the time series AR model was used for fitting the egg market prices in the 66 d from January 1 to March 7,2021,and the delay operator nlag18 was used for white noise test,giving pr>probability of chisq<0.005.The time series was not a white noise series,and then the stationary series was used for modeling.The optimal model was selected as the AR series(BIC(3,0)),and finally,the egg market price model AM was obtained as X_(t)=9.0556+(1+0.8926)ε_(t),which was the optimal model.The model showed that the egg price fluctuations in 2021 will be clustered,and the later price will be significantly affected by external factors in the previous period.The dynamic prediction results of the model showed that the egg price would stop falling in March 2020,and the egg price would continue to slow down in March.
基金This work was supported by the National Natural Science Foundation of China （51507015, 61773402, 61540037, 71271215, 61233008, 51425701, 70921001, 51577014）, the Natural Science Foundation of Hunan Province （2015JJ3008）, the Key Laboratory of Renewable Energy Electric-Technology of Hunan Province （2014ZNDL002）, and Hunan Province Science and Technology Program（2015NK3035）.
基金Supported by the Natural Science Foundation of Hebei Province (F2010000442)
文摘Using Time-Varying AR (TVAR) model and adaptive notch filter is a new method for the non-stationary jammer suppression in Direct Sequence Spread Spectrum (DSSS). The performance of TVAR model for Instantaneous Frequency (IF) estimation will be affected by some factors such as basis functions. Focusing on this problem, the optimal basis function of TVAR model for the IF estimation of the LFM signal is obtained in this paper. Besides the depth and width of notching, the phase properties of notch filter affect the Signal-to-Interference plus-Noise Ratio (SINR) of correlation output to the narrowband jammer suppression in DSSS, in response to the problem the closed solution of correlation output SINR improvement has been derived when a single frequency jammer passes through direct IIR notch filter, and its performance has been compared with those of five coefficient FIR filters. Later, a novel method for LFM jammer suppression based on Fourier basis TVAR model and direct IIR notch filter is proposed. The simulation results show the effectiveness of the proposed method.
基金This research was financially supported by National Natural Science Foundation of China （Grant No. 40604016） and the National Hi-Tech Research and Development Program （863 Program） （Grants No. 2006AA09A102-09 and No. 2007AA06Z229）.
文摘Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assumption inconsistency before and after filtering. In this paper, an autoregressive, moving-average model is employed to avoid the model inconsistency. Based on the ARMA model, a noncasual prediction filter is computed and a self-deconvolved projection filter is used for estimating additive noise in order to suppress random noise. The 1-D ARMA model is also extended to the 2-D spatial domain, which is the basis for noncasual spatial prediction filtering for random noise attenuation on 3-D seismic data. Synthetic and field data processing indicate this method can suppress random noise more effectively and preserve the signal simultaneously and does much better than other conventional prediction filtering methods.
基金supported by the National Natural Science Foundation of China(Grant Nos.41021061&41174012)
文摘Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.Through statistical analysis of the time series of the LS+AR model's short-term prediction residuals,we found that there is a good correlation of model prediction residuals between adjacent terms.These indicate that the preceding model prediction residuals and experiential adjustment matrixes can be used to correct the next prediction results,thereby forming a new LS+AR model with additional error correction that applies to polar motion prediction.Simulated predictions using this new model revealed that the proposed method can improve the accuracy and reliability of polar motion prediction.In fact,the accuracies of ultra short-term and short-term predictions using the new model were equal to the international best level at present.
基金The authors thank the financial support of Natural Science Foundation of China(U2031112)Natural Science Foundation of Hunan Province(2021JJ30469)Natural Science Youth Foundation of Hunan Province(2020JJ5396).
文摘During high-intensity focused ultrasound(HIFU)treatment,the accurate identification of denatured biological tissue is an important practical problem.In this paper,a novel method based on the improved variational mode decomposition(IVMD)and autoregressive(AR)model was proposed,which identified denatured biological tissue according to the characteristics of ultrasonic scattered echo signals during HIFU treatment.Firstly,the IVMD method was proposed to solve the problem that the VMD reconstruction signal still has noise due to the limited number of intrinsic mode functions(IMF).The ultrasonic scattered echo signals were reconstructed by the IVMD to achieve denoising.Then,the AR model was introduced to improve the recognition rate of denatured biological tissues.The AR model order parameter was determined by the Akaike information criterion(AIC)and the characteristics of the AR coefficients were extracted.Finally,the optimal characteristics of the AR coefficients were selected according to the results of receiver operating characteristic(ROC).The experiments showed that the signal-to-noise ratio(SNR)and root mean square error(RMSE)of the reconstructed signal obtained by IVMD was better than those obtained by variational mode decomposition(VMD).The IVMD-AR method was applied to the actual ultrasonic scattered echo signals during HIFU treatment,and the support vectormachine(SVM)was used to identify the denatured biological tissue.The results show that compared with sample entropy,information entropy,and energy methods,the proposed IVMD-AR method can more effectively identify denatured biological tissue.The recognition rate of denatured biological tissue was higher,up to 93.0%.
文摘By using the Singular Value Decomposition (SVD), a Modified AR modeling method based on the principle of SVD is proposed for describing the quasiperiodic signals. The excellent ability of modeling and prediction of this method for quasiperiodic signals are shown through the theoretical analysis and modeling simulation experiment.
基金Supported by the Program for New Century Excellent Talents in University, Ministry of Education, China (Grant No. NCET-05-0803)
文摘A method utilizing single channel recordings to blindly separate the multicomponents overlapped in time and frequency domains is proposed in this paper. Based on the time varying AR model, the instantaneous frequency and amplitude of each signal component are estimated respectively, thus the signal component separation is achieved. By using prolate spheroidal sequence as basis functions to expand the time varying parameters of the AR model, the method turns the problem of linear time varying parameters estimation to a linear time invariant parameter estimation problem, then the parameters are estimated by a recursive algorithm. The computation of this method is simple, and no prior knowledge of the signals is needed. Simulation results demonstrate validity and excellent performance of this method.
文摘In this paper, a time_varying AR model is constructed by using the vector_space algorithm of compactly_supported biorthonormal wavelet transform. It is developed for forecasting narrow monetary multipliers in China .
文摘This paper is concerned with the unstable autoregressive process which satisfies the unstable autoregressive(AR) model U(B)G(B)xt=εt , where all the roots of the polynomials U(z) and G(z)lie on and outside the unit circle respectively. We propose several procedures to estimate the coefficients of U(z) and G(z) separately, in order to guarantee that the estimated polynomials of U(z) and G(z) have all the roots lying on and outside the unit circle respectively. The estimators of the coefficients of U(z) and G(z) are shown to be of strong consistency. The limiting distribution of the estimators of the coefficients of U(B)G(B) are obtained for some special cases.
文摘This paper studies a partially nonstationary vector autoregressive(VAR)model with vector GARCH noises.We study the full rank and the reduced rank quasi-maximum likelihood estimators(QMLE)of parameters in the model.It is shown that both QMLE of long-run parameters asymptotically converge to a functional of two correlated vector Brownian motions.Based these,the likelihood ratio(LR)test statistic for cointegration rank is shown to be a functional of the standard Brownian motion and normal vector,asymptotically.As far as we know,our test is new in the literature.The critical values of the LR test are simulated via the Monte Carlo method.The performance of this test in finite samples is examined through Monte Carlo experiments.We apply our approach to an empirical example of three interest rates.
基金supported by the Independent Innovation Foundation of Shandong University(No.2009JC004)the Natural Science Foundation of Shandong Province(No.Y2007G31)
文摘The Autoregressive Moving Average （ARMA） model for whispered speech is proposed. with normal speech, whispered speech has no fundamental frequency because of the glottis being semi-opened and turbulent flow being created, and formant shifting exists in the lower frequency region due to the narrowing of the tract in the false vocal fold regions and weak acoustic coupling with the aubglottal system. Analysis shows that the effect of the subglottal system is to introduce additional pole-zero pairs into the vocal tract transfer function. Theoretically, the method based on an ARMA process is superior to that based on an AR process in the spectral analysis of the whispered speech. Two methods, the least squared modified Yule-Walker likelihood estimate （LSMY） algorithm and the Frequency-Domain Steiglitz-Mcbide （FDSM） algorithm, are applied to the ARMA mfldel for the whispered speech. The performance evaluation shows that the ARMA model is much more appropriate for representing the whispered speech than the AR model, and the FDSM algorithm provides a name acorate estimation of the whispered speech spectral envelope than the LSMY algorithm with higher conputational complexity.
基金This project is supported by the 10th Five-year Plan Pre-research Project Foundation of China Weapon Industry Company, China(No.42001080701).
文摘The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining （HGPECM） is mainly discussed. The auto-regressive（AR） model of group pulse current flowing across the cathode and the anode are created under different situations with different processing parameters and inter-electrode gap size. The AR model based on the current signals indicates that the order of the AR model is obviously different relating to the different processing conditions and the inter-electrode gap size; Moreover, it is different about the stability of the dynamic system, i.e. the white noise response of the Green＇s function of the dynamic system is diverse. In addition, power spectrum method is used in the analysis of the dynamic time series about the current signals with different inter-electrode gap size, the results show that there exists a strongest power spectrum peak, characteristic power spectrum（CPS）, to the current signals related to the different inter-electrode gap size in the range of 0～5 kHz. Therefore, the CPS of current signals can implement the identification of the inter-electrode gap.
基金The research is supported by the National Natural Science Foundation of China (60574069)the Soft Science Foundation of Guangdong Province (2005B70101044)
文摘Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models： Logistic, AR（1） and AR（2）. The time-variable parameters of Logistic regression model is estimated by using both the index smoothing method and the time-variable parameter estimation method. And both the AR（1） model and the AR（2） model of zero-mean series of the weekly dosing price and its zero-mean series of volatility rate are established based on the analysis results of zero-mean series of the weekly closing price, Six common statistical methods for error prediction are used to test the predicting results. These methods are： mean error （ME）, mean absolute error （MAE）, root mean squared error （RMSE）, mean absolute percentage error （MAPE）, Akaike＇s information criterion （AIC）, and Bayesian information criterion （BIC）. The investigation shows that AR（1） model exhibits the best predicting result, whereas AR（2） model exhibits predicting results that is intermediate between AR（1） model and the Logistic regression model.
文摘In this article we study the empirical likelihood inference for AR（p） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared.
基金Supported by National Natural Science Foundation of China (No. 60972038)The Open Research Fund of Na-tional Mobile Communications Research Laboratory, Southeast University (N200911)+3 种基金The Jiangsu Province Universities Natural Science Research Key Grant Project (No. 07KJA51006)ZTE Communications Co., Ltd. (Shenzhen) Huawei Technology Co., Ltd. (Shenzhen)The Research Fund of Nanjing College of Traffic Voca-tional Technology (JY0903)
文摘A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of order p is used to approximate the flat Rayleigh fading channels; its stability is discussed, and an algorithm for solving the AR model parameters is also given. Finally, an AR channel prediction model based on particle filtering and second-order AR model is presented. Simulation results show that the performance of the proposed AR channel prediction model based on particle filtering is better than that of Kalman filtering.
文摘A new algorithm for the detection of sleep spindles from human sleep EEG with surrogate data approach is presented. Surrogate data ap-proach is the state of the art technique for nonlinear spectral analysis. In this paper, by developing autoregressive (AR) models on short segment of the EEG is described as a superposition of harmonic oscillating with damping and frequency in time. Sleep spindle events are detected, whenever the damping of one or more frequencies falls below a prede-fined threshold. Based on a surrogate data, a method was proposed to test the hypothesis that the original data were generated by a linear Gaussian process. This method was tested on human sleep EEG signal. The algorithm work well for the detection of sleep spindles and in addition the analysis reveals the alpha and beta band activities in EEG. The rigorous statistical framework proves essential in establishing these results.
文摘由于传统求解时间序列自回归(auto-regressive,AR)模型的最小二乘方法无法顾及设计矩阵误差,现有的AR模型迭代解法难以应用协方差传播率给出较为精确的精度评定公式。将块自助采样方法引入到AR模型精度评定研究中,并在其基础上借助Sieve自助法的思想,定义了顾及设计矩阵误差AR模型精度评定的Sieve块自助采样方法。根据不同的分块准则和采样策略,给出了4种方法的重采样步骤。模拟实验结果表明,精度评定的Sieve块自助采样方法能够得到比最小二乘法、经典的AR模型迭代解法更加可靠的自回归系数标准差,具有更强的适用性。同时,北斗卫星精密钟差真实案例表明,所提出的Sieve移动块自助法、Sieve非重叠块自助法、Sieve圆形块自助法以及Sieve静止块自助法的均方根(root mean square,RMS)比总体最小二乘的RMS分别减小了70.25%、78.65%、70.89%和79.24%,进一步验证了所提算法的有效性和可靠性,为时间序列AR模型的精度评定问题提供了一种采样思路。
