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A Regression Type Estimator with Two Auxiliary Variables for Two-Phase Sampling
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作者 Naqvi Hamad Muhammad Hanif Najeeb Haider 《Open Journal of Statistics》 2013年第2期74-78,共5页
This paper is an extension of Hanif, Hamad and Shahbaz estimator [1] for two-phase sampling. The aim of this paper is to develop a regression type estimator with two auxiliary variables for two-phase sampling when we ... This paper is an extension of Hanif, Hamad and Shahbaz estimator [1] for two-phase sampling. The aim of this paper is to develop a regression type estimator with two auxiliary variables for two-phase sampling when we don’t have any type of information about auxiliary variables at population level. To avoid multi-collinearity, it is assumed that both auxiliary variables have minimum correlation. Mean square error and bias of proposed estimator in two-phase sampling is derived. Mean square error of proposed estimator shows an improvement over other well known estimators under the same case. 展开更多
关键词 Mean SQUARE Error Precision TWO-PHASE sampling AUXILIARY Variable regression TYPE ESTIMATOR Simple Random sampling without REPLACEMENT
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Parametric estimation for the simple linear regression model under moving extremes ranked set sampling design
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作者 YAO Dong-sen CHEN Wang-xue LONG Chun-xian 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2021年第2期269-277,共9页
Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed... Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed by McIntyre[1952.A method for unbiased selective sampling,using ranked sets.Australian Journal of Agricultural Research 3,385-390]as an effective way to estimate the pasture mean.In the current paper,a modification of ranked set sampling called moving extremes ranked set sampling(MERSS)is considered for the best linear unbiased estimators(BLUEs)for the simple linear regression model.The BLUEs for this model under MERSS are derived.The BLUEs under MERSS are shown to be markedly more efficient for normal data when compared with the BLUEs under simple random sampling. 展开更多
关键词 simple linear regression model best linear unbiased estimator simple random sampling ranked set sampling moving extremes ranked set sampling
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Effect of Correlation Level on the Use of Auxiliary Variable in Double Sampling for Regression Estimation
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作者 Dawud Adebayo Agunbiade Peter I. Ogunyinka 《Open Journal of Statistics》 2013年第5期312-318,共7页
While an auxiliary information in double sampling increases the precision of an estimate and solves the problem of bias caused by non-response in sample survey, the question is that, does the level of correlation betw... While an auxiliary information in double sampling increases the precision of an estimate and solves the problem of bias caused by non-response in sample survey, the question is that, does the level of correlation between the auxiliary information x and the study variable y ease in the accomplishment of the objectives of using double sampling? In this research, investigation was conducted through empirical study to ascertain the importance of correlation level between the auxiliary variable and the study variable to maximally accomplish the importance of auxiliary variable(s) in double sampling. Based on the Statistics criteria employed, which are minimum variance, coefficient of variation and relative efficiency, it was established that the higher the correlation level between the study and auxiliary variable(s) is, the better the estimator is. 展开更多
关键词 CORRELATION LEVEL AUXILIARY VARIABLE regression ESTIMATOR Double sampling and RELATIVE Efficiency of ESTIMATOR
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Mixture Regression Estimators Using Multi-Auxiliary Variables and Attributes in Two-Phase Sampling
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作者 John John Kung’u Grace Chumba Leo Odongo 《Open Journal of Statistics》 2014年第5期355-366,共12页
In this paper, we have developed estimators of finite population mean using Mixture Regression estimators using multi-auxiliary variables and attributes in two-phase sampling and investigated its finite sample propert... In this paper, we have developed estimators of finite population mean using Mixture Regression estimators using multi-auxiliary variables and attributes in two-phase sampling and investigated its finite sample properties in full, partial and no information cases. An empirical study using natural data is given to compare the performance of the proposed estimators with the existing estimators that utilizes either auxiliary variables or attributes or both for finite population mean. The Mixture Regression estimators in full information case using multiple auxiliary variables and attributes are more efficient than mean per unit, Regression estimator using one auxiliary variable or attribute, Regression estimator using multiple auxiliary variable or attributes and Mixture Regression estimators in both partial and no information case in two-phase sampling. A Mixture Regression estimator in partial information case is more efficient than Mixture Regression estimators in no information case. 展开更多
关键词 regression ESTIMATOR MULTIPLE AUXILIARY VARIABLES MULTIPLE AUXILIARY Attributes TWO-PHASE sampling Bi-Serial Correlation Coefficient
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Local Polynomial Regression Estimator of the Finite Population Total under Stratified Random Sampling: A Model-Based Approach
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作者 Charles K. Syengo Sarah Pyeye +1 位作者 George O. Orwa Romanus O. Odhiambo 《Open Journal of Statistics》 2016年第6期1085-1097,共13页
In this paper, auxiliary information is used to determine an estimator of finite population total using nonparametric regression under stratified random sampling. To achieve this, a model-based approach is adopted by ... In this paper, auxiliary information is used to determine an estimator of finite population total using nonparametric regression under stratified random sampling. To achieve this, a model-based approach is adopted by making use of the local polynomial regression estimation to predict the nonsampled values of the survey variable y. The performance of the proposed estimator is investigated against some design-based and model-based regression estimators. The simulation experiments show that the resulting estimator exhibits good properties. Generally, good confidence intervals are seen for the nonparametric regression estimators, and use of the proposed estimator leads to relatively smaller values of RE compared to other estimators. 展开更多
关键词 Sample Surveys Stratified Random sampling Auxiliary Information Local Polynomial regression Model-Based Approach Nonparametric regression
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A Modified Regression Estimator for Single Phase Sampling in the Presence of Observational Errors
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作者 Nujayma M. A. Salim Christopher O. Onyango 《Open Journal of Statistics》 2022年第2期175-187,共13页
In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariate... In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariates were used and a case where the observational errors were in both the survey variable and the covariates was considered. The inclusion of observational errors was due to the fact that data collected through surveys are often not free from errors that occur during observation. These errors can occur due to over-reporting, under-reporting, memory failure by the respondents or use of imprecise tools of data collection. The expression of mean squared error (MSE) based on the obtained estimator has been derived to the first degree of approximation. The results of a simulation study show that the derived modified regression mean estimator under observational errors is more efficient than the mean per unit estimator and some other existing estimators. The proposed estimator can therefore be used in estimating a finite population mean, while considering observational errors that may occur during a study. 展开更多
关键词 ESTIMATE regression COVARIATES Single Phase sampling Observational Errors Mean Squared Error
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基于MIDAS-SVQR的供应链金融质押物风险价值测度新方法
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作者 汪刘凯 张小波 +1 位作者 王未卿 刘澄 《中国管理科学》 北大核心 2025年第3期80-92,共13页
存货质押作为供应链金融的典型融资方式,质押物价值波动是供应链金融面临的主要风险之一,因此,如何测度质押物价格波动风险是学界和业界关注的焦点。VaR作为Basel协议主推的风险度量工具,已被学界和业界广泛使用。然而,关于VaR测度的现... 存货质押作为供应链金融的典型融资方式,质押物价值波动是供应链金融面临的主要风险之一,因此,如何测度质押物价格波动风险是学界和业界关注的焦点。VaR作为Basel协议主推的风险度量工具,已被学界和业界广泛使用。然而,关于VaR测度的现有方法存在:收益分布误设、非线性关系刻画不准确和混频数据信息提取不充分等潜在挑战,因此,本文提出了一种测度供应链金融质押物VaR的新方法:MIDAS-SVQR。一方面,该方法基于分位数框架下利用核函数捕获非线性关系以直接输出分位数,而无需分布假设;同时,利用MIDAS处理混频数据,提升其利用混频数据信息的能力。此外,本文基于二次规划详细给出了MIDAS-SVQR的求解过程。最后,本文选取钢铁、铜等六种典型质押物为研究对象,选择GARCH类和QR类等模型作为基准模型,并基于Kupiec检验等三种回测方法来评价模型准确性。结果表明:MIDAS-SVQR在所有样本的三种回测检验下表现最优。此外,分位数回归类模型总体表现明显优于GARCH类模型。因此,本文提出的MIDAS-SVQR新方法既有效度量了供应链金融质押物的风险价值,也为供应链金融风险管理提供了新技术支持。 展开更多
关键词 供应链金融 VaR midas-SVQR 混频数据 支持向量分位数回归
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Mixture Regression-Cum-Ratio Estimator Using Multi-Auxiliary Variables and Attributes in Single-Phase Sampling
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作者 Teresio Mutembei John Kung’u Christopher Ouma 《Open Journal of Statistics》 2014年第5期367-376,共10页
In this paper, we have proposed a class of mixture regression-cum-ratio estimator for estimating population mean by using information on multiple auxiliary variables and attributes simultaneously in single-phase sampl... In this paper, we have proposed a class of mixture regression-cum-ratio estimator for estimating population mean by using information on multiple auxiliary variables and attributes simultaneously in single-phase sampling and analyzed the properties of the estimator. An empirical was carried out to compare the performance of the proposed estimator with the existing estimators of finite population mean using simulated population. It was found that the mixture regression-cum-ratio estimator was more efficient than ratio and regression estimators using one auxiliary variable and attribute, ratio and regression estimators using multiple auxiliary variables and attributes and regression-cum-ratio estimators using multiple auxiliary variables and attributes in single-phase sampling for finite population. 展开更多
关键词 regression-Cum-Ratio ESTIMATOR Multiple AUXILIARY VARIABLES and Attributes SINGLE-PHASE sampling
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基于MIDAS模型的中国股市对居民消费的影响效应 被引量:10
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作者 陈强 龚玉婷 袁超文 《系统管理学报》 CSSCI CSCD 北大核心 2018年第6期1028-1035,共8页
根据混频数据抽样模型,实证研究了中国股市对居民消费的影响效应,深入讨论了牛市和熊市阶段股市收益和波动对居民消费的影响特征。已有研究都是使用同频数据,多数研究认为股市对居民消费的影响不显著或不稳定。而本文基于混频数据的分... 根据混频数据抽样模型,实证研究了中国股市对居民消费的影响效应,深入讨论了牛市和熊市阶段股市收益和波动对居民消费的影响特征。已有研究都是使用同频数据,多数研究认为股市对居民消费的影响不显著或不稳定。而本文基于混频数据的分析却得出不同的结论:不论是股市收益还是股市波动均对居民消费有着显著的影响效应。通常股市收益对居民消费有正的影响效应且影响持续时间长,而股市波动对居民消费有负的影响效应且持续性很短。股市收益在牛市阶段具有较大的影响;相反,股市波动在熊市阶段具有较大的影响。 展开更多
关键词 股票市场 居民消费 财富效应 混频数据模型
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基于MIDAS分位数回归的条件偏度组合投资决策 被引量:7
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作者 许启发 刘书婷 蒋翠侠 《中国管理科学》 CSSCI CSCD 北大核心 2021年第3期24-36,共13页
条件偏度是金融市场典型特征之一,忽略条件偏度的组合投资决策往往难以有效地分散金融风险。为此,本文构建了包含条件偏度的组合投资模型,并给出其建模方法。首先,运用MIDAS-QR模型,改善条件偏度测度效果;其次,基于CRRA效用函数,将组合... 条件偏度是金融市场典型特征之一,忽略条件偏度的组合投资决策往往难以有效地分散金融风险。为此,本文构建了包含条件偏度的组合投资模型,并给出其建模方法。首先,运用MIDAS-QR模型,改善条件偏度测度效果;其次,基于CRRA效用函数,将组合投资权重设计为条件偏度和特征变量的线性组合,建立组合投资模型并给出求解方案;最后,从沪深300指数中选取10支代表性成分股进行实证研究,从收益、风险和Sharpe比率等方面,将包含条件偏度的组合投资模型与等权方案、均值-方差模型等进行比较,分析条件偏度在组合投资中的作用。实证结果表明:MIDAS-QR是测度条件偏度的有效方法,其测度结果受异常值影响小,表现稳定;条件偏度对组合投资决策具有显著影响,包含条件偏度的组合投资模型能够有效地降低投资风险、带来更高的风险调整收益。 展开更多
关键词 条件偏度 组合投资 midas 分位数回归
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使用Monte-Carlo模拟和实例数据验证基于回归的定量一致性评价样本量计算公式
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作者 陈飞龙 曹雅琦 +2 位作者 于淼 丁佳琪 徐涛 《中国卫生统计》 北大核心 2026年第1期2-6,共5页
目的验证基于回归的定量指标一致性评价样本量计算公式在不同正态分布、不同变异程度以及不同一致性总体条件下的适用性。方法事先设定检验效能的预期水平。使用Monte-Carlo模拟法,通过设定不同的总体参数,产生相应的虚拟数据总体。随后... 目的验证基于回归的定量指标一致性评价样本量计算公式在不同正态分布、不同变异程度以及不同一致性总体条件下的适用性。方法事先设定检验效能的预期水平。使用Monte-Carlo模拟法,通过设定不同的总体参数,产生相应的虚拟数据总体。随后,分别从虚拟总体中抽取小样本进行预试验,以计算样本量,并在相应样本量条件下从虚拟总体中重复1000次抽样以获得模拟把握度。此外,为了获得模拟把握度的分布情况,重复进行100次模拟验证过程,并将模拟把握度的分布情况与预期水平进行比较。同时,本研究还将使用一个实例数据以验证回归法样本量公式在实际应用中的适用性。结果固定参数Monte-Carlo模拟的结果显示,无论预期把握度设定为80%还是90%,均有预期数量的模拟验证试验的把握度达到预设水平。在不断改变总体参数设定条件下,模拟验证试验把握度的第25百分位数水平均稳定在预期把握度附近。实例数据验证进一步证明了回归法样本量公式在实际应用中的适用性。总体而言,基于回归的定量一致性评价样本量计算公式在不同数据条件下均展示了良好的稳健性。结论本研究进一步完善了基于回归的定量一致性评价的方法学体系,为该方法的正确应用及推广提供了理论支持。 展开更多
关键词 定量指标 回归 一致性评价 样本量 MONTE-CARLO模拟
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肾移植术后早期患者体内霉酚酸暴露量监测的优化策略
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作者 任思毅 宋沧桑 +3 位作者 胡伟 毛盼盼 王国徽 李兴德 《中国临床药学杂志》 2026年第2期127-133,共7页
目的 筛选和评估肾移植术后早期患者体内霉酚酸(MPA)暴露量[药-时曲线下面积(AUC_(0-12 h))]的拟合模型,为肾移植患者提供个体化用药依据。方法 收集18例肾移植术后早期予麦考酚钠肠溶片(EC-MPS)+他克莫司(TAC)+泼尼松三联免疫抑制方案... 目的 筛选和评估肾移植术后早期患者体内霉酚酸(MPA)暴露量[药-时曲线下面积(AUC_(0-12 h))]的拟合模型,为肾移植患者提供个体化用药依据。方法 收集18例肾移植术后早期予麦考酚钠肠溶片(EC-MPS)+他克莫司(TAC)+泼尼松三联免疫抑制方案治疗的患者血样,共144份。使用全自动二维液相色谱仪(2D-LC/UV)测定不同采样时间点(给药前和药后1.5、2、4、6、8、10、12 h)的血浆MPA浓度,即ρ_(0)、ρ_(1.5)、ρ_(2)、ρ_(4)、ρ_(6)、ρ_(8)、ρ_(10)和ρ_(12),用梯形法计算AUC_(0-12 h),为AUC_(0-12 h)实测值。通过最优子集法以2个或3个采样点方案建立浓度对AUC_(0-12 h)估算值的多元线性回归方程,采用留一交叉验证法和自举法进行拟合模型的筛选和验证,再通过Bland-Altman分析法评估最优拟合模型的AUC_(0-12 h)估算值与AUC_(0-12 h)实测值之间的一致性。结果 18例患者的MPA谷浓度(ρ_(0))中位数为0.483μg·mL^(-1),峰浓度(ρ_(max))为(10.269±6.345)μg·mL^(-1),达峰时间(Tmax)中位数为2 h,AUC_(0-12 h)实测值为(25.156±12.788)μg·h·mL^(-1)。经综合考虑相关系数(r^(2))、平均预测误差(MPE)、绝对百分误差(APE)> 15%的样本比例和均方根误差(RMSE),MPA AUC_(0-12 h)估算值的最优拟合模型为AUC_(0-12 h)估算值=0.900×ρ_(1.5)+1.128×ρ_(2)+2.226×ρ_(4)+5.753(r^(2)=0.842),MPE=-5.990%,RMSE=62.983%,APE > 15%的样本比例为55.556%。该模型的AUC_(0-12 h)估测值与AUC_(0-12 h)实测值之间有很好的相关性及一致性。结论 首次建立了云南省肾移植受者MPA暴露量的拟合模型,具有采样点少的优势,可用于指导临床肾移植受者MPA个体化给药。 展开更多
关键词 霉酚酸 肾移植 药动学 有限采样法 多元线性回归
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钢板吊具吸盘布局的参数化优化与厚度影响分析
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作者 王立刚 《重型机械》 2026年第1期106-110,共5页
针对薄钢板在真空吸盘吊具搬运过程中易出现的挠度过大问题,本研究以控制最大挠度并量化其对板厚的敏感性为主要目标。首先,在满足边界、间距及对称性约束的可行域内,采用拉丁超立方抽样生成300组候选吸盘布局;其次,基于有限元方法计算... 针对薄钢板在真空吸盘吊具搬运过程中易出现的挠度过大问题,本研究以控制最大挠度并量化其对板厚的敏感性为主要目标。首先,在满足边界、间距及对称性约束的可行域内,采用拉丁超立方抽样生成300组候选吸盘布局;其次,基于有限元方法计算各布局对应的最大挠度,筛选出近似最优与最优布局;在此基础上,固定最优布局,选取钢板厚度(5~50 mm)作为自变量采样,并借助高斯过程回归方法构建“厚度最大挠度”代理模型,完成标准化训练与验证。结果表明:优化后的吸盘布局可显著降低最大挠度;随厚度增加,挠度近似呈平方反比规律下降;高斯过程回归代理模型在验证集上的预测均方根误差为0.22 mm,能以适中样本量实现厚度响应的准确表征,并有效降低仿真计算成本。本研究提出的“参数化仿真空间填充采样代理建模”集成框架,在有限仿真预算下完成了布局优化与厚度敏感性的定量分析,为薄板吊具的设计和安全校核提供了一种高效、可推广的方法与工具。 展开更多
关键词 钢板吊具 吸盘布局 拉丁超立方抽样 高斯过程回归 敏感性分析
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混频视角下金融结构演变与高质量发展关系
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作者 呙策 李靖宇 +1 位作者 谢启伟 陈力凡 《系统工程学报》 北大核心 2026年第1期159-179,共21页
针对当前金融结构指标体系尚待优化,以及金融与经济数据在频率上存在差异的问题,构建一个多维度的金融结构指标体系.在此基础上,运用MIDAS混频回归模型,深入探讨金融结构与经济高质量发展之间的多层次非线性关系.研究表明,各金融结构呈... 针对当前金融结构指标体系尚待优化,以及金融与经济数据在频率上存在差异的问题,构建一个多维度的金融结构指标体系.在此基础上,运用MIDAS混频回归模型,深入探讨金融结构与经济高质量发展之间的多层次非线性关系.研究表明,各金融结构呈现不同演化趋势.现有金融结构未能较好服务经济高质量发展,且金融结构波动越剧烈越不利于经济高质量发展.金融行业、工具、资产、存贷结构与经济高质量发展之间的关系表现为倒U型特征;金融开放结构与经济高质量发展之间的关系呈倒N型特征;金融融资结构与经济高质量发展之间的关系呈U型特征. 展开更多
关键词 金融结构 经济高质量发展 核密度估计 马尔科夫区制转移模型 midas混频回归模型
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基于国产卫星高光谱数据的硫铁矿区土壤重金属铬元素含量反演
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作者 孙娅琴 邸宝刚 +3 位作者 魏丹丹 王昊 赵玉灵 陈栋 《自然资源遥感》 北大核心 2026年第1期105-115,共11页
分数阶微分(fractional order derivative,FOD)是重要的数学分支,它将经典的整数阶扩展到任意阶,可进一步捕捉到光谱的细节特征。该文基于高光谱影像和野外土壤样本铬(Cr)元素含量建立土壤重金属高光谱反演模型,首先,根据野外样本坐标... 分数阶微分(fractional order derivative,FOD)是重要的数学分支,它将经典的整数阶扩展到任意阶,可进一步捕捉到光谱的细节特征。该文基于高光谱影像和野外土壤样本铬(Cr)元素含量建立土壤重金属高光谱反演模型,首先,根据野外样本坐标信息提取像元光谱,同时按照欧式距离最短原则提取邻近像元光谱扩充样本数量;其次,对扩充后样本进行Savitzky-Golay(SG)滤波、多元散射校正处理,在此基础上进行FOD光谱变换,采用竞争自适应重加权采样算法(competitive adaptive reweighted sampling,CARS)筛选特征波段组合;最后,根据筛选的特征组合,建立偏最小二乘回归(partial least squares regression,PLSR)模型,并进行精度评价。结果发现,扩充样本可有效缓解反演模型的“过拟合”现象,提升模型的精度和稳定性;当FOD的阶数为1.8时,PLSR反演模型的训练集和测试集精度最高,模型适应性、稳定性最强,训练集R^(2)为0.8962、相对分析误差为3.1044,测试集R^(2)为0.7556、相对分析误差为2.0226,均方根误差均最小,分别为16.331 mg/kg和17.094 mg/kg,模型为能够近似预测级别。该文基于国产高光谱ZY-102E数据建立硫铁矿区Cr元素含量反演模型,可在一定程度上促进国产高光谱数据土壤重金属含量反演研究,为硫铁矿区土壤重金属污染防治提供技术支撑。 展开更多
关键词 分数阶微分 高光谱反演 样本扩充 CARS PLSR
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基于RF-GSWOA-SVRM微气象区输电线路覆冰预测
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作者 张维 刘兴杰 +3 位作者 黄瑞 饶逸洲 刘建宁 陈丹 《电力科学与技术学报》 北大核心 2026年第1期36-45,共10页
微气象区输电线路更易产生覆冰,这对电网系统的安全运行具有极大的破坏性。针对微气象区覆冰监测数据较少、干扰较大的特点,提出了一种基于随机森林(random forest,RF)算法、全局搜索鲸鱼优化算法(global search whale optimization alg... 微气象区输电线路更易产生覆冰,这对电网系统的安全运行具有极大的破坏性。针对微气象区覆冰监测数据较少、干扰较大的特点,提出了一种基于随机森林(random forest,RF)算法、全局搜索鲸鱼优化算法(global search whale optimization algorithm,GSWOA)、支持向量回归机(support vector regression machine,SVRM)算法的微气象区输电线路覆冰预测方法RF-GSWOA-SVRM,以提高覆冰预测精度。首先,采用RF算法提取输电线路覆冰和微气象数据的相关性,以减少某一气象因素的过拟合现象和多个气象因素的叠加作用;其次,针对SVRM算法对核函数选择和惩罚因子设置较为敏感这一问题,对传统鲸鱼算法进行优化,得到了GSWOA,以避免核函数与惩罚因子陷入局部最优解;再次,通过GSWOA对SVRM算法的两个参数进行优化处理,建立RF-GSWOA-SVRM的短期覆冰预测模型;最后,以河南电网某微气象区输电线路在线监测数据为例,进行对比分析以验证该方法的有效性。将该模型应用于某地类似微气象区的输电线路覆冰预测,获得了较高的预测精度,说明该模型具有一定的普适性。 展开更多
关键词 输电线路 微气象 覆冰预测 支持向量回归机 改良鲸鱼优化算法 小样本
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基于多元回归与分层抽样的电网应急调遣及协调成本测算模型研究
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作者 文明哲 黄仁谋 +2 位作者 张卫玲 万正东 崔建钊 《农村电气化》 2026年第2期7-12,共6页
电网应急抢修是保障电网安全稳定运行的关键环节,人员调遣及协调费是应急抢修措施费用中的重要组成部分,亟须建立科学合理的测算标准以实现精准成本控制。文章基于海南台风抢修案例,构建了多元回归与分层抽样的费用测算模型。模型考虑... 电网应急抢修是保障电网安全稳定运行的关键环节,人员调遣及协调费是应急抢修措施费用中的重要组成部分,亟须建立科学合理的测算标准以实现精准成本控制。文章基于海南台风抢修案例,构建了多元回归与分层抽样的费用测算模型。模型考虑调遣距离、规模、待命时间等因素,通过分层抽样采集历史数据,并运用多元回归分析费用影响因素。实证研究表明,模型拟合优度高(调整后R2达到0.85),且敏感性分析验证了模型的鲁棒性。该研究成果可为电网公司提供科学、透明的费用测算工具,减少结算纠纷,提升费用合规性。同时,标准化、可复制的测算机制有助于提高施工单位响应抢修的积极性与及时性,助力电网企业实现应急抢修成本的有效控制与优化。 展开更多
关键词 电网应急抢修 人员调遣及协调成本 多元回归 分层抽样
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基于极端冲击的GARCH-MIDAS模型对股市波动率预测研究 被引量:2
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作者 张莉 王璐 +1 位作者 计玉 郝建阳 《武汉理工大学学报(信息与管理工程版)》 2021年第5期443-451,共9页
金融危机和政治事件等重大事件会对股市产生极端冲击,为探究极端冲击和非对称效应对股市波动率预测的影响,对GARCH-MIDAS模型进行改进并探究改进后的模型能否提高股票波动率的预测性能。以上证综指数据样本为例,运用滚动时间窗的样本外... 金融危机和政治事件等重大事件会对股市产生极端冲击,为探究极端冲击和非对称效应对股市波动率预测的影响,对GARCH-MIDAS模型进行改进并探究改进后的模型能否提高股票波动率的预测性能。以上证综指数据样本为例,运用滚动时间窗的样本外预测方法和MCS检验,探究同时包含极端冲击和非对称效应的GARCH-MIDAS模型的预测性能。样本内结果表明,我国股市存在明显的杠杆效应和极端冲击且负极端冲击的影响大于正极端冲击;样本外结果表明,在不同的损失函数条件下,MCS检验的结果显示在长期项和短期项中均考虑极端冲击和非对称效应的GARCH-MIDAS模型的预测性能更好。这说明在股票波动率预测模型中考虑极端冲击和非对称效应能够提高模型的预测精度。 展开更多
关键词 股市波动 极端冲击 GARCH-midas模型 非对称效应 样本外预测 MCS检验
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A network meta-analysis on comparison of invasive and non-invasive sampling methods to characterize intestinal microbiota of birds 被引量:1
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作者 Tianlong Zhou Kasun H.Bodawatta Aiwu Jiang 《Avian Research》 SCIE CSCD 2023年第2期281-290,共10页
Birds maintain complex and intimate associations with a diverse community of microbes in their intestine.Multiple invasive and non-invasive sampling methods are used to characterize these communities to answer a multi... Birds maintain complex and intimate associations with a diverse community of microbes in their intestine.Multiple invasive and non-invasive sampling methods are used to characterize these communities to answer a multitude of eco-evolutionary questions related to host-gut microbiome symbioses.However,the comparability of these invasive and non-invasive sampling methods is sparse with contradicting findings.Through performing a network meta-analysis for 13 published bird gut microbiome studies,here we attempt to investigate the comparability of these invasive and non-invasive sampling methods.The two most used non-invasive sampling methods(cloacal swabs and fecal samples)showed significantly different results in alpha diversity and taxonomic relative abundances compared to invasive samples.Overall,non-invasive samples showed decreased alpha diversity compared to intestinal samples,but the alpha diversities of fecal samples were more comparable to the intestinal samples.On the contrary,the cloacal swabs characterized significantly lower alpha diversities than in intestinal samples,but the taxonomic relative abundances acquired from cloacal swabs were similar to the intestinal samples.Phylogenetic status,diet,and domestication degree of host birds also influenced the differences in microbiota characterization between invasive and non-invasive samples.Our results indicate a general pattern in microbiota differences among intestinal mucosal and non-invasive samples across multiple bird taxa,while highlighting the importance of evaluating the appropriateness of the microbiome sampling methods used to answer specific research questions.The overall results also suggest the potential importance of using both fecal and cloacal swab sampling together to properly characterize bird microbiomes. 展开更多
关键词 Avian microbiomes Cloacal swabs Fecal samples Intestinal samples Meta regressions
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Cancer prognosis using support vector regression in imaging modality 被引量:1
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作者 Xian Du Sumeet Dua 《World Journal of Clinical Oncology》 CAS 2011年第1期44-49,共6页
The proposed techniques investigate the strength of support vector regression(SVR)in cancer prognosis using imaging features.Cancer image features were extracted from patients and recorded into censored data.To employ... The proposed techniques investigate the strength of support vector regression(SVR)in cancer prognosis using imaging features.Cancer image features were extracted from patients and recorded into censored data.To employ censored data for prognosis,SVR methods are needed to be adapted to uncertain targets.The effectiveness of two principle breast features,tumor size and lymph node status,was demonstrated by the combination of sampling and feature selection methods.In sampling,breast data were stratified according to tumor size and lymph node status.Three types of feature selection methods comprised of no selection,individual feature selection,and feature subset forward selection,were employed.The prognosis results were evaluated by comparative study using the following performance metrics:concordance index(CI)and Brier score(BS).Cox regression was employed to compare the results.The support vector regression method(SVCR)performs similarly to Cox regression in three feature selection methods and better than Cox regression in non-feature selection methods measured by CI and BS.Feature selection methods can improve the performance of Cox regression measured by CI.Among all cross validation results,stratified sampling of tumor size achieves the best regression results for both feature selection and non-feature selection methods.The SVCR regression results,perform better than Cox regression when the techniques are used with either CI or BS.The best CI value in the validation results is 0.6845.The best CI value corresponds to the best BS value 0.2065,which were obtained in the combination of SVCR,individual feature selection,and stratified sampling of the number of positive lymph nodes.In addition,we also observe that SVCR performs more consistently than Cox regression in all prognosis studies.The feature selection method does not have a significant impact on the metric values,especially on CI.We conclude that the combinational methods of SVCR,feature selection,and sampling can improve cancer prognosis,but more significant features may further enhance cancer prognosis accuracy. 展开更多
关键词 BREAST CANCER IMAGING CANCER PROGNOSIS sampling Support vector regression
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