序列相關檢驗 的英文怎麼說

中文拼音 [xùlièxiāngguānjiǎnyàn]
序列相關檢驗 英文
serialcorrelationtest
  • 列 : Ⅰ動1 （排列） arrange; form a line; line up 2 （安排到某類事物之中） list; enter in a list Ⅱ名詞1...
  • 相 : 相Ⅰ名詞1 （相貌; 外貌） looks; appearance 2 （坐、立等的姿態） bearing; posture 3 [物理學] （相位...
  • 關 : Ⅰ動詞1 （使開著的物體合攏） close; shut 2 （圈起來） shut in; lock up 3 （倒閉; 歇業） close down...
  • 檢 : Ⅰ動詞1 （查） check up; inspect; examine 2 （約束; 檢點） restrain oneself; be careful in one s c...
  • 驗 : 動詞1. （察看; 查考） examine; check; test 2. （產生預期的效果） prove effective; produce the expected result
  • 相關 : be interrelated; be related to; be bound up with; correlation; dependence; relevance; mutuality
  • 檢驗 : checkout; test; examine; inspect; verify; survey; check;checking;testing;[英國]jerque（指檢查船舶...
  1. In this article i do a lot of analysis for the data formed in the mobile samples with the basis of the research of data mining, mainly including : it analyses and summarizes the theory and technology of data, especially the further discussion of the data mining algorithm for time sequential. it introduces the course of the test curve of the power transmission system of electric mobile and discusses the technology and methods of pretreatment for curve data. it studies and develops the antitype system for the analyses of test curve data of the power transmission system of electric mobile with the mining and analysis of test curve data of the power transmission system of electric mobile and the basis of the algorithm of time sequential

    本文以目前數據挖掘的研究為基礎，對汽車樣品試驗中形成的大量數據進行分析處理，主要研究內容包括:分析和綜述了數據挖掘理論基礎和相關技術，特別是對時間序列挖掘演算法進行了深入的討論介紹了電動汽車動力傳動系統檢測曲線生成的基本過程，討論了曲線數據的預處理技術與方法以時間序列挖掘演算法為基礎，對電動汽車動力傳動系統檢測曲線數據進行了挖掘與分析，研究並開發了電動汽車動力傳動系統檢測曲線數據分析原型系統。
  2. We analyse the dispersion of stock returns and have the tests of serial correlation. the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns. first, the distribution of open - to - open returns has greater variance than that of close - to - close returns. second. the serial correlation pattern is quite different in the two return series. the open - to - open returns have negative autocorrelation coefficient, but the close - to - close returns is positive. further, employing an arma ( 1, 1 ) model we find that in the opening. returns exhibit higher residual noise and stronger dependence on past returns, reflecting stronger deviations from the random - walk form of the market efficiency hypothesis

    主要表現為：一，開盤收益序列比收盤收益序列具有更大的方差。二，兩種收益序列的序列相關形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現開盤收益序列比收盤收益序列具有更大的殘差，更依賴于過去的收益序列，也更偏離於市場有效的隨機遊走形式的假設。
  3. By using serial correlation test and cross - section test through the data of the share companies that were listed in shanghai stock exchange before 16th oct 1998, the size effects in china stock market was tested in the period from 16th oct 1998 to 26th oct 2001. all the share companies which in total 373 were grouped into 11 according to four different criterions. these four different criterions were total circulating captal stocks, total circulating market value, total capital stocks, total value of a share company. through the correlation test between the abnormal return rate and the size of the group, no size effect was found through the size criterion of the total value and the total circulating value except only one period

    運用序列相關性我國股票市場的小公司效應進行實證檢驗，所採用的樣本是在1998年10月16日以前掛牌上市的373家上市公司從1998年10月16日到2001年10月26日，共150周的交易數據。對公司進行以規模大小分組時，分別採用了流通市值、流通股本、總市值和總股本四種不同的標準進行投資超額收益率規模相關性分析，發現以總市值和流通市值為規模標準的實證結果除個別時期內存在著小公司效應外，其它時期並不存在小公司效應，而以總股本和流通股本為標準的小公司效應最為明顯；另外，小公司效應在統計區間內表現出時段性。
  4. Controlling time - specific and province - specific factors and serial correlation, we find there is conditional convergence of regional disparity for province - based rural development and internal disparity among the east, the middle and the west of china

    檢驗結果顯示，在考慮了時間和省份特殊效應、序列相關等因素的影響后，中國各省農村發展差距以及東中西部地區農村發展的內部差距均存在條件性收斂。
  5. A real physical system may involve many variables but only one or more of them can be detected by modem data collecting equipment in recent years, the technique of phase space reconstruction is frequently applied to analyse and process time series. its significance is that the topological characteristics such as fractal dimension can be obtained, on the basis of investigation and research about the technique of phase space reconstruction up - to - now, this paper is also devoted to develop a new method for the prombles of detecting deterministic chaos of time series obtained from experimental data

    一個實際的系統可能會涉及多個相變量，但在實際問題中只能得到部分相變量的信息，近年來人們發展了相空間重構方法，能夠通過單變量信息重構吸引子，這種方法在時間序列分析和處理中得到廣泛應用，其意義在於能在拓撲等價意義下恢復吸引子的拓撲特徵，本文第三章在國內外有關時間序列的相空間重構研究狀況基礎上，致力於發展對時間序列進行確定性檢驗的新方法，即研究時間序列的分佈規律和赫斯特指數，並在相空間重構的基礎上，提取吸引子的特徵指數。
  6. Secondly, the author firstly demonstrates that the demand regulatory policy could keep the currency value correspondingly stable and make economy go up more quickly, employing the image diagram of curves. and then the author effectively demonstrates that the relativity of between price, output and monetary aggregates is closer, employing co - integrated theory, the vec ( vector error correction ) model and the variance decomposition method for analyzing quarterly data from 1996 to the third quarter of 2005

    其次，在運用形象的曲線圖分析現階段需求管理政策可以使我國在保持幣值相對穩定的條件下實現經濟較快增長的基礎上，運用協整檢驗、 vec （向量誤差校正）模型和方差分解方法分析了1996年以來貨幣供應量、物價和產出的季度時間序列，有力地論證了貨幣供應量與物價、產出間具有較強的相關性。
  7. We empirically test the return serial correlation of shanghai stock market under the vr ( variance ratio ) test framework. we suggest that the test results of index and individual stocks are consistent with the exist results. the index return is positive serial correlation and individual stocks returns are weakly negative serial correlation

    2 .我們使用高頻交易數據，在方差比檢驗的框架下檢驗了上海證券市場收益率的序列相關性，我們發現在市場指數和個股樣本方面的檢驗結果與以往的研究結果存在一致性，即指數收益率存在正序列相關性，而個股收益率存在弱負序列相關性。
  8. Firstly, introduce the design of sonar display, trace - to - trace correlation and gray scale display, develop a new method of gray scale based on signal noise ratio. and next, discuss array signal processing and image processing in order to improve the display. finally, develop a software of sonar display simulator based on object oriented programming, with which the sonar display console is simulated and the performance of sonar signal is tested

    本文工作圍繞如何提高聲納顯示效果，介紹了聲納顯示屏幕的設計方案，論述了「跡跡相關」技術、灰度顯示技術在聲納顯示中的應用，提出了基於信噪比的灰度級別劃分方法；結合陣列信號處理、圖象處理技術，本文引入了子帶峰值能量檢測演算法、圖象邊緣檢測演算法，進一步提高了聲納檢測性能；基於面向對象的程序設計方法，設計了聲納顯示平臺軟體，為模擬聲納顯示、檢驗聲納信號顯示性能提供了模擬環境。
  9. The security of the algorithm is analyzed from the randomness, linear complexity of the chaotic sequence and the intensity of initial key. the results show the randomness of the key sequence pass the frequency test, sequential test, poker test, autocorrelation test, runs test, etc. and the total level is better than the binary sequence generated by the prng of delphi 7. 0, logistic chaotic system and rc4, the linear complexity comes up to the expectation, the initial key has very strong intensity

    本文最後從混沌序列的隨機性、線性復雜度和初始密鑰的強度三個方面對演算法進行了安全性分析，結果表明演算法產生的密鑰序列的隨機性完全通過了頻數檢驗、序列檢驗、撲克檢驗、自相關檢驗和遊程檢驗等5種統計檢驗方法的檢驗，而且整體水平要好於delphi7 . 0中的偽隨機數發生器、 logistic混沌系統和rc4三種方法產生的二進制序列，線性復雜度達到了數學期望值。
  10. The precipitation of the west of china is relative less in 1960s for year and seasons, relative to 1960s, the precipitation of 1990s appears rel

    檢驗標準；就場與序列的相關點數來說，無論何時段，二都是正相關的點數多於負相關的點數。
  11. The third chapter " essay of emh on chinese stock market " tested the hypotheses for the emh on chinese stock market, presented that stock price and return rate variance and voiatiiity are not stable. the chapter provided some evidence for the non - - normai

    第二章分析了有效市場理論產生的背景，就有效市場理論成立的基本假設進行了檢驗，提出股票價格收益是不穩定的隨機序列，收益分佈不是正態分佈，股票價格收益表現出非性，序列自相關性，異方差性。
  12. ( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution. ( 4 ) the bayesian diagnosis and unit root test method about the random error series. ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown

    然後，研究了擴散先驗分佈下單方程模型參數的貝葉斯估計理論，證明了模型系數的后驗分佈為多元t分佈，模型誤差項方差的后驗估計為逆gamma分佈；根據多元t分佈和f分佈之間的關系，構造了模型系數線性假設檢驗的貝葉斯方法；根據hpd置信區間構造了隨機誤差序列自相關的貝葉斯診斷和單位根檢驗方法，並利用單方程模型的貝葉斯推斷理論研究了方差已知時的貝葉斯均值控制圖和方差未知時的貝葉斯均值?標準差控制圖。
  13. This paper analyzed the noniinear, non - - equilibrium, fractai and chaos characteristics of chinese stock market, identified, estimated and tested three fractionaliy integrated time series models the first chapter " introduction to the evoiution of stock market investment theory " summarized the nine important representative theories of different stage, summed up the trend of the development that the stock market investment theory is evotving from static portfplio theory to dynamic time series modei, from univariate modei to muitivariate modei, from linear modei to nonlinear complicated model and from traditional modei to fractai modei, paved the way for following discussion

    實際情況卻是股票市場影響因素以及各因素之間相互作用關系復雜，受投資者個人及群體心理因素影響明顯，股票的波動以及收益與風險的關系常常是非線性的，非均衡的，收益的方差和均值是自相關的、不穩定的，收益的波動符合分形布朗運動，表現出分形和混沌的特徵。本文分析了股票市場的波動的非線性、非均衡、分形和混沌特徵，建立並檢驗了幾種股票的分形差分異方差時間序列模型。
  14. Empirical likelihood ratio test for serial correlation in partial linear model

    部分線性模型序列相關的經驗似然比檢驗
  15. The main goal is to show the whole assembly process of the product by means of visualization, to test the assembly capability by means of assembly sequence and path planning via interaction of human and computer, assembly collision detecting and so on, automatically generating the assembly path, so can obtain information feedback for product redesign. as a result, shortening the cycle of product design. in this project, the most important feature of this work is it has a better universal character, it means that it can be used on any model, and we also can adjust the path process of simulation and angel of view at well

    本文所完成的另一主要工作是研究通用裝配模擬，裝配路徑，裝配工藝及其相關方面的問題，其目的是為了以可視化的方式將產品裝配體的整個裝配過程展現在設計者面前，並通過裝配模擬問題研究過程中的人機互動式的裝配序列與路徑規劃、裝配碰撞干涉檢驗等手段讓設計者能夠快速檢驗產品裝配體的裝配性能，自動生成裝配路線，並能夠根據產品裝配性能的信息反饋，進行產品再設計，從而縮短產品的開發周期。
  16. One is using the autocorrelation function to detect the speech terminal, the other is using the coefficients based on the one - sided autocorrelation sequence to replace the original speech signal and then extract the speech feature to recognize. isolated word recognition experiment based on dtw shows : it can reduce the disturbance of noise effectively and get the high recognition rate. it is of great advantage to apply when snr signal to noise rate is low

    對含噪語音在自相關域上進行處理，以其自相關函數值為參數進行端點檢測，以基於單邊自相關序列的lpc倒譜系數作為語音的特徵參數進行語音識別，實驗表明：這種方法較好地消除了噪聲對語音信號的干擾，並獲得了較高的識別率。
  17. Shifts of focuses of research orientations, from the original increase in labor and capital amount to technology advancement and development of labor ’ s quality, from the functioning of material capital to the development and exploitation of human resources, and from increase in various invested factors to increase in efficiency of resources allocation of the enhancement and the functioning of organizational management in factors ’ integration, have all reflected the deepening understanding of people concerning the relative status of various economic growth factors in the economy of knowledge

    通過在內生經濟增長模型中引入金融變量和金融市場要素，我們針對時間序列數據對我國金融發展與經濟增長之間的關聯性進行了實證檢驗，我們發現金融發展對經濟增長的作用渠道主要是通過影響資本積累和資本效率來實現。金融體系與經濟增長的作用機制為:金融深化可以促進資本積累，金融部門效率的提高促進資本效率的改善，二者共同成為金融發展與經濟增長互相促進的動力。
  18. The problem of signal processing for direct - sequence code - division - multiple - access ( ds - cdma ) signal over multipath frequency - selective mobile channels is considered. a new blind receiver is proposed. without the knowledge of the multiple - access interference users spreading code and the channel characteristics, the receiver achieves blind detection with prior knowledge of only the desired users spreading code and approximate timing. by using reduced rank adaptive decorrelating filter and adaptive multipath combiner which is based on decision - directed algorithm, the receiver gets the ability to combat both fading and the near - far effect at low cost. simulation results demonstrate that the proposed receiver offers high performance

    本文研究多徑頻率選擇性衰落通道下直接序列擴頻碼分多址（ ds - cdma ）信號的處理問題，提出了一種新型的盲接收機.該接收機不需預知多址干擾用戶的擴頻碼，不需預知通道參數，只需已知期望用戶的擴頻碼和粗略的定時，就可以完成用戶的盲檢測.同時，該接收機通過降維自適應去相關濾波和基於判決指導的自適應多徑合併，來獲得低成本和良好的抗衰落、抗遠近效應性能.模擬結果驗證了本文提出的接收機的優良性能
  19. The object of this thesis for a master ' s degree is to study the existence of seasonality effect in shanghai and shenzhen a - share market. we use the return data of a - share indices ranging from july 21st, 1997 to the end of year 2000 to study this effect by employing five different asymmetric garch - m models. before the garch analysis this paper studied the detail in very detail and find that the data is not much different from the index returns from developed market : it is fat tailed, with high kurtosis

    本研究首先對選取的樣本? ?中國的上海和深圳兩個股票市場a -股綜合指數1997年7月21日到2002年12月31日間1316個交易日的收益率的數據分別進行了深入的分析，發現滬深兩市已經逐步趨于規范化，其指數收益率分佈具有明顯的尖峰、厚尾的特點；然後分別運用了ljung - boxq檢驗和增廣的dick - fuller檢驗，發現所研究的兩個市場的收益率都具有明顯的自相關性，並且都是穩定序列；最後利用white異方差檢驗和arch性檢驗，證明了本文所研究的樣本具有明顯的異方差性和顯著的arch效應，因此用自回歸條件異方差模型來研究中國股市的季節效應非常合適。
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