covariance component 中文意思是什麼

covariance component 解釋
協方差分量
  • covariance : n. 【統計學】協方差，協變性；共離散。
  • component : adj 構成的，組成的，合成的，成分的。 component motion 【物理學】分運動。 component part 組成部分...
  1. Here the methods of covariance analysis and vibration analysis are employed to obtain the background and resonant component of wind - induced response. and the methods of load - response - correlation and inertial force are used to obtain the background and resonant component of eswl

    對于風致響應的背景分量和共振分量，分別採用方差分析法和振動分析方法來求解；對于等效風荷載的背景分量和共振分量，分別採用lrc法和慣性力法來求解。
  2. In this thesis, based on principal component analysis ( pca ), covariance stationary processes and spectral analysis theory of linear operator, spectral principal component analysis ( spca ) is put forward

    在主成分分析的基礎上，基於協方差平穩過程理論和線性運算元譜分析理論，本文提出了譜主成分分析。
  3. The conventional principal component analysis ( pca ) and fisher linear discriminant analysis ( lda ) are based on vectors. that is to say, if we use them to deal with the image recognition problem, the first step is to transform original image matrices into same dimensional vectors, and then rely on these vectors to evaluate the covariance matrix and to determine the projector

    所提出的這兩種方法的共同特點是，在進行圖像特徵抽取時，不需要事先將圖像矩陣轉化為高維的圖像向量，而是直接利用圖像矩陣本身構造圖像散布矩陣，然後基於這些散布矩陣進行主分量分析與線性鑒別分析。
  4. At first we compare some kinds of investment loss function, analyze their defects and take the eignvalue of covariance matrix as the measurement of investment risk, the principle component as the information of investment market, sn and cv of the principle component as balance relationship between the profit and risk. then different portfolio selection indexes are given, and new portfolio selection models are presented, which are different from h. markowitz model. at last an example is also given

    本文首先比較了幾種常用的投資損失函數，在分析它們的缺陷與不足的基礎上，提出了採用收益率的協方差矩陣的特徵根刻畫投資的風險；用主成份綜合反映證券市場的信息；分別採用主成份的差異系數與信噪比反映投資組合的期望收益率與風險之間的均衡關系，並以此作為投資組合損失最小化與收益極大化的指標；得到了不同於h
  5. Through the i 、 q component of ipix radar sea clutter data " s histogram analyses and by skewness and kurtosis computed, it is been shown that sea clutter amplitude is not rayleigh distribution ; through the comparison of amplitude histogram and distributed models with the same parameters, it is been shown that hh polarization clutter is lognormal distribution, whereas vv polarization is k - distribution ; at the same time the correlation function and power spectrum density are been analyzed, at last the correlation compound k - distribution stochastic sequences whose covariance matrix is been given are been generated through sirp algorithm

    文中先介紹了海雜波幅度的有關模型，通過對ipix雷達海雜波數據的i 、 q分量的直方圖以及傾斜度和峰度進行了分析和計算，證明了海雜波幅度不服從瑞利分佈;使用幅度直方圖和相同參數下的各種分佈模型進行比較，得出hh極化符合對數正態分佈，而vv極化服從k -分佈的結論;同時對海雜波的相關函數和功率譜進行了分析，最後使用sirp演算法產生了給定協方差矩陣的相關復合k -分佈隨機序列。
  6. An adaptive kalman filter combining variance component estimation with covariance matrix estimation based on moving window

    基於移動開窗法協方差估計和方差分量估計的自適應濾波
  7. Linear models are especially important statistical models, including linear regression model, variance and analysis, covariance and analysis, and variance and component one etc.

    線性模型是很重要的一類統計模型，它包括線性回歸模型、方差分析模型、協方差分析模型和方差分量模型等等。
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