covariance model 中文意思是什麼

covariance model 解釋
協方差模型
  • covariance : n. 【統計學】協方差,協變性;共離散。
  • model : n 1 模型,雛型;原型;設計圖;模範;(畫家、雕刻家的)模特兒;樣板。2 典型,模範。3 (女服裝店僱...
  1. Umvique of the covariance matrix in growth curve model

    增長曲線模型中協差陣的最優估計
  2. Abstract : since the multiple failures situation is not uncommon in the clinical medicine, we explore the use of proportional odds model to the multivariate interval - censored data. the approach is based on the conditional logistic regression, which prevents the complications in the existence of nuisance parameters. the estimation of parameters is obtained by the newton - raphson algorithm. the sandwith estimator for the covariance is made according to the situation where there is correlation in the score statistic. simulations are also presented to assess the accuracy of the procedure

    文摘:探索比例優勢模型在臨床醫學中常見的多結局區間截斷數據中的應用.用條件的邏輯回歸方法避免討厭參數的估計,用牛頓-拉普森演算法估計回歸系數,用"夾心方差"估計量作為參數方差的估計.通過隨機模型檢驗模型應用的有效性
  3. Because geometry of formation of two satellites is very weak, the solution covariance is very big and unstable in order to resolve this problem, the measurement model was transformed from cartesian coordinate system to sphere coordinate system

    由於雙星編隊星座觀測的幾何結構弱,所以解算參數的協方差不穩定。為了解決這一問題,對測量方程進行球坐標變換。
  4. Local influence of growth curve model with uniform covariance structure

    具有均勻協方差結構的曲線增長模型的局部影響分析
  5. It ' s appropriate to use covariance structure model in the sociological research

    筆者認為對社會問題的量化研究採用協方差結構模型比較適宜。
  6. Analyzing factors of the covariance structure model affecting the entrepreneur ' s human capital pricing in venture capital

    風險投資中企業家人力資本定價影響因素的協方差結構模型分析
  7. This paper, taking university students as example, demonstrates how to make quantitative application in sociology by using covariance structure model, and what ' s the application foreground in the researches on sociology such as living quality, social functioning, social decision

    本文以大學生工作期望為例,說明協方差結構模型在社會學中如何應用,及其在社會問題如生活質量、社會運行、社會決策研究中的應用前景。
  8. The least square estimate of covariance matrix in the restricted growth curve model

    有約束的生長曲線模型中協差陣的最小二乘估計
  9. Based on the multi - scale representation theory, we present a reduced order model for the solving of the inverse problem. also the relative error covariance matrix is used to analyze the performance of models with different orders ; 4

    基於小波多尺度表示理論給出逆問題求解的多尺度降階模型,同時用相對誤差協方差矩陣對階數不同的降階模型的估計精度進行分析; 4
  10. This text aims to establish mathematics model, everyday randomicity variable to be set up by the discrete transformation method, to set up the simulation parameter form and the moleling and covariance form, draw the procedure flow chart to proceed simulative newspaper calculator problem

    摘要通過建立數學模型、運用離散反變換法產生每天賣報數隨機變量、建立模擬參量表和建模及統計變量表、畫出程序流程圖等步驟對報童問題進行模擬。
  11. The final results obtained in this paper contained that the optimal interpolation scheme highlighted by the covariance that the correlation between different time and the correlation between different place being considered ; that the simplification of kalman filter with the singular - value decomposition ( svd ) and the direct construction of state transition matrix pfeceded with " inverse vector expression " ; and that the analysis of t / p data and its blending with theoretical model

    這些成果包括:建立考慮了時間相關的方差矩陣和時空相關的最優插值演算法;對卡爾曼濾波演算法進行了svd簡化以及建立了顯式的狀態轉移矩陣;將t p實時衛星數據進行調和分析並與數值模型進行同化處理。
  12. 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
  13. Furthermore, utilizing the characteristic that filtering error covariance expresses filtering precision and the principle of information conservation, the dynamic and reasonable distribution of distributed tracks weight coefficient is accomplished. jerk model and strong tracking filter is organically assembled, and based on spatio - temporal synthetically analysis and lme, a self - learning estimation method of the system measurement variance is given. the method improves obviously the

    3 、將jerk模型與強跟蹤濾波演算法有機地結合,並利用時空綜合分析和極大似然估計的思想推導出了一種系統量測方差自學習修正方法,以優化強跟蹤濾波演算法中次優漸消因子和濾波增益的在線選擇,同時根據多傳感器數據融合具有改善濾波精度的性質,進而給出一種基於jerk模型的多傳感器數據融合演算法。
  14. A real - time estimation of a prior variance - covariance of gps observations is developed for the ( near ) instantaneous ambiguity resolution for short - baselines, which improves the stochastic model of the observations, and then the success rate and the reliability of ambiguity resolution

    針對短基線模糊度的快速解算,提出了一種實時估計觀測值方差-協方差矩陣的方法,改進了觀測值的統計模型。算例顯示這種方法能提高模糊度瞬時解算的成功率。
  15. When the covariance matrix formed by securities yields is non - oppositive definite, we provide the model with transaction costs, which risk is variance matrix risk. when the covariance matrix formed by securities yields is not exist, the risk we use is absolute deviation risk and semi - absolute deviation, which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk

    在證券收益率協方差陣不一定存在時,給出了不同於以往以證券收益率間的方差或是半方差為風險度量指標而是以絕對離差為風險指標和以半絕對離差為風險指標的含有交易費用的證券組合投資模型。
  16. Abstract : for the linear weighted regression model, influence measure of covariance matr ix perturbation and estimate efficiency of regression parameter have been analyz ed on the basis of the regression diagnosis, and the lower bounds of the two eff iciencies have been given

    文摘:針對線性加權回歸模型,從統計診斷的角度分析了協方差陣擾動的影響度量和回歸系數的估計效率,並給出了2種效率的下界
  17. When the covariance matrix formed by securities yields is positive definite, we provide the model with transaction costs, the risk is b index risk, researching the model under short sale and no short sale separately

    在證券收益率之間的協方差陣為正定矩陣時,給出了以值風險為風險指標的含有交易費的證券組合投資模型,並分別在允許賣空和不允許賣空兩種情形下進行了討論。
  18. The least square estimate of covariance matrices in the growth curve model with random effects

    含有隨機效應的增長曲線模型協差陣的最小二乘估計
  19. The first chapter introduces several important models of investment portfolio in the present capital market, such as covariance model, capital asset pricing model, single index model and arbitrage pricing theory. in the last of this part, the thesis analyse strongpoint and disadvantage of each model

    第一章詳細介紹了目前資本市場上關于投資組合的幾個重要模型,如協方差模型、資本資產定價模型、單指數模型和資產套利模型等,在本章的最後,論文對這些模型各自的優缺點進行了簡單的分析比較。
  20. They are detailed as follows : 1. to construct covariance matrix with time correlation and distance correlation. both observational data and theoretical model results has its respective errors, upon which both covariance matrix being produced

    具體內容為如下幾個方面: 1建立時間相關的協方差矩陣處理方法在估值類的同化方法中,觀測數據與理論模型結合的橋梁是各自的協方差矩陣。
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