estimate of variance 中文意思是什麼
estimate of variance
解釋
方差估計-
( 5 ) parameterization of infrared satellite cloud imagery and its application in rainfall predication obvious correlation exist between the probability of rain and parameterization estimate such as average brightness temperature ( tb ), brightness temperature variance ( f ), equivalent cloudage ( cn ), brightness temperature area index ( al - the first a5 - the fifth grade, a6 - the sixth grade )
（ 5 ）衛星雲圖參數化及在降雨預測中的應用紅外衛星雲圖參數化估計值，與局地降雨過程的發生、發展具有較為密切的關系。相關較密切的參數有平均亮溫、亮溫方差、等效雲量、亮溫面積指數（ 1級、 5級、 6級） 。 -
In, it is discussed how to estimate the profit expection and risk of portfolio by time series, and that the portfolio investment model can be made by the variance of portfolio selection random profit
在1中，我們首先介紹了如何利用時間序列預測法估計證券的預期收益率和風險，然後以投資組合隨機收益率的方差作為投資的風險度量，建立起投資組合模型。 -
This study was conducted to examine the interrelationship of 10 seed vigor traits in 12 wheat genotypes through variance, co - variance and path coefficient analysis, to determine broad - sense heritability, and to estimate genetic advance under selection. the genotypes showed significant difference for all traits, except for percentage of normal seedling. genetic correlation between conversion efficiency of seed reserve, electrical conductivity with other traits were not significant, showed that selection for any of them might be possible without hampering any other traits. however path coefficient analysis indicated that conversion efficiency of seed reserve, seed reserve utilization ratio have strong direct effect in affecting seedling weight, and that mean germination time has significantly negatively correlated in affecting gi. moderate to high estimates of broad - sense heritability, genetic coefficient of variation and expected genetic advance were obtained for electrical conductivity, germination index, mean germination time, seed dry weigh, seedling dry weigh, seed reserve depletion ratio indicating the possibility for improving these traits
本研究利用12個普通小麥品種對10個種子活力性狀的遺傳變異和相關研究，表明除正常幼苗百分率外，其餘種子活力性狀在品種間均存在顯著的差異.種子貯藏物質轉換效率、電導率兩個性狀間及與其它性狀均無顯著的遺傳相關，因此對他們的選擇不會影響到其它性狀.通徑分析表明幼苗干重主要取決于種子貯藏物質轉換效率、種子貯藏物質利用速率;發芽指數主要由平均發芽時間決定.電導率、發芽勢、幼苗干重、種子干重、發芽指數、種子貯藏物質消耗比率6個性狀表現中到高的遺傳力、遺傳變異系數和相對遺傳進展，指明通過遺傳育種手段改良這些性狀是可能的 -
In chapter 2, we use the icss : mv algorithm ( bos and hoontrakul, 2002 ), which extends the algorithm of iterative cumulative sums of squares to mean and variance, to estimate the structural breakpoints of series of share indexes returns in shanghai and shenzhen stock markets
首先，在第2章，我們運用bos和hoontrakul （ 2002 ）的icss : mv演算法，對股指收益序列進行了結構性突變點測試。 -
Two indexes was calculated to estimate the best bands union for color combination, one is optimum index factor ( oif, the sum of standard deviation divided by the sum of correlation coefficient. ), the other is the determinant of the co - variance matrix. it can be seen from the result that for color combination the original optimal bands were tm 4, 3, 7 and tm 4, 3, 5, the best mixed images were mnf1, br and ndvi
以協方差矩陣行列式值和最佳指數值（組合波段標準差之和除以相關系數之和）為評價標準，得出對于tm原始波段而言，最佳的彩色合成組合是tm4 、 3 、 7和tm4 、 3 、 5 ；綜合幾種變換圖像的彩色合成的最佳組合是mnf1 、 br 、 ndvi 。 -
For a general linear model ( input matrix is deterministic ), under a certain conditions on variance matrix invertibility, the two estimates can be identical provided that they have the same priori information on the parameter under estimation. even if the above information is unknown only for the optimally weighted ls estimate, the sufficient condition and necessary condition, under which the two estimates are identical, is derived. more significantly, we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information
在一般線性模型（即輸入矩陣為確定性）下，當兩種估計都利用有關被估參數的先驗信息時，二者在方差陣可逆的一定條件下可達到一致；當最優加權最小二乘估計不利用此先驗信息時，存在二者一致的充分條件和必要條件，進而找到一種設計輸入矩陣的方法，使得在先驗信息缺乏的條件下，仍可利用最優加權最小二乘估計達到與線性最小方差估計一樣優越的估計性能。 -
Unlike the normal two stages estimate method ( the usual nonparametric weighted method combined with the least square estimate ), considering the characteristics of this model, this paper uses the least square estimate combining with the usual nonparametric weighted method and defines the estimators and n2 for the unknown parameter, the unkown fuction g ( ) and the unknown variance of errors 2
與通常採用的兩階段估計方法即非參數權函數法結合最小二乘法不同，考慮到此模型本身的特性，本文採用最小二乘法結合一般非參數權函數估計方法，定義了未知待估參數和未知函數g （ ? ）及誤差方差~ 2的估計量（ ? ） _ n ， （ ? ） _ n （ ? ）和（ -
The fifth chapter " stock price arfima, garch and figarch model " introduced different kinds of time series models including fractal model, method such as analysis of variance ( anova ) and unit root test to test the stability of time series, method and criteria to estimate the arfima, garch and figarch model
第五章介紹了股票價格的分形時間序列模型，介紹了檢驗時間序列平穩性的方差分析和單位根檢驗方法以及非平穩的處理方法， arfima ， garch和figarch模型的建模方法和股票市場的分形特徵和股票價格的figarcll模型叭穴參數估計方法和估計準則。 -
From results we know that correlation of return time series is not obvious, but correlation of the square time series of return, i. e., variance time series, is clear. so we use garch model to estimate conditional variance, and calculated parameters in model by the way
應用相關性分析，得出了收益率序列之間不存在明顯的序列相關性，而收益率平方序列存在顯著的相關性，即方差序列存在相關性，因此我們使用g刁rch模型建模來估計條件方差，計算出了模型中的相應參數 -
Then we give the necessary and sufficient condition under which the optimally weighted ls estimate is identical to thu conditional mean of the parameter given input and observation, i. e., the optimally weighted ls estimate could be optimal nonlinear estimate in the minimum variance sense
在方差陣可逆的條件下，我們發現最優加權最小二乘估計優于線性最小方差估計，進而得到了其與最小方差估計（即條件均值估計）等價的充要條件。 -
A multisensor convex linear statistic fusion modal for optimal interval estimation fusion is established. a gauss - seidel iteration computation method for searching for the fusion weights is suggested. in particular, we suggest convex combination minimum variance fusion that reduces huge computation of fusion and yield approximately optimal estimate performance generally, moreover, may achievers exactly optimal performance in some cases
建立了一種最優區間估計融合模型? ?多傳感器凸線性組合，並給出搜索最優權系數的gauess - seidel迭代演算法，另外，給出了一種近似的區間估計融合? ?凸線性組合的最小方差融合，它能減少大量的計算量。 -
In this case optimally weighted ls estimate is not a linear estimate of a parameter given input and observation anymore and can not be compared with linear minimum variance estimate
在這種情況下，最優加權最小二乘估計變成關于觀測和輸入的非線性估計，且與線性最小方差估計不可比。 -
In local chemical exploration, the variance analysis of three - stage - model must be applied to estimate analytical uncertainly and sample - collecting error
摘要在區域化探中必須應用三層套合方差分析對樣品的采樣誤差和分析誤差進行統計分析。 -
The basic idea of the estimate method is, firstly, based on the linear model yi = x ' i + ei, defining the least square estimator n of the linear model for the unkown parametric ; secondly, using the estimator n we " ve got to substitute for in the original semiparametric regression model yi = x ' i + g ( xi ) + ei and using the usual nonparametric weighted function method to define the estimator gn ( - ) for the unknown function g ( ) ; finally, defining the estimator 2 for the unknown variance of errors 2
其估計方法的基本思路是先基於線性模型y _ i = x _ i + e _ i ，定義未知待估參數的估計即此線性模型的最小二乘估計（ ? ） _ n ；然後將所得估計（ ? ） _ n代入原半參數回歸模型中，用一般的非參數權函數方法定義未知函數g （ ? ）的估計（ -
Therefore, each sum of squares of deviations is the times of the consisitent and unbiased estimate of variance. so, if the division is reasonable, the sum of squares of deviations attained through the data to be grouped and the one attained through history data should be very close
這樣，由於每個類內離差平方和為該數據所屬分佈的方差的相合且無偏的估計的倍數，故如果分類合理，則由待分數據得到的離差平方和應與由歷史數據得到的離差平方和相接近。 -
In this paper, we discussed the procedures of quantiles, maximum - likelihood, probability weighted moments, moments, least square, the best linear unbiased estimate, good linear unbiased estimation, and the best invariant estimate to the parameters of gumbel distribution, then give out the expectation and variance - covariance respectively. we compared the statistical behavior of these eight estimate procedures not only theoretically but also in the monte - carlo simulation
本文利用分位數法、極大似然法、概率加權矩法、矩法、最小二乘法、最佳線性無偏估計法、簡單線性無偏估計法、最好線性同變估計法對gumbel分佈中的參數進行估計，分別給出了這八種估計量的期望、方差和協方差。 -
Admissibility of linear estimate in a general variance components model
一般方差分量模型中線性估計的可容許性 -
Linear minimum variance estimate and optimally weighted ls estimate are often used in many fields such as signal processing, control and communications. kalman filtering is the recursive version of ihe first estimate
在信號處理、控制和通訊等技術領域，常常使用線性最小方差估計和最優加權最小二乘估計對參數作出估計。 -
In this thesis single input - single output and multiple input - multiple output stochastic systems are discussed respectively. innovations are introduced to reconstruct the original minimum variance control problem of stochastic system, which is unsolvable by means of dynamic programming. so it can be converted into multiple single - step control problems, in which kalman filter is used to estimate unknown system parameters
本文分別針對單輸入單輸出和多輸入多輸出的隨機系統進行了研究，通過引入系統的新息對原不可解的動態規劃問題進行重構，將系統參數隨機變化的最小方差控制問題轉化成為多個基於新息的單步控制問題。 -
Firstly, we estimate the variance and the mean of each cell with maximum likelihood ; secondly, we identify the important dispersion effects based on least squares analysis of the logarithm of within - replication variance ; last, we identify the important location effects based on weighted least squares analysis of the mean of each cell. a simulation study also demonstrates its superiority over some existing methods. an experiment for the robust design of thermostat is used to illustrate the method
本文對帶有右截尾數據的有重復因子試驗，提出了另一種分析位置效應和散度效應的方法：首先，在每一個試驗點，對重復試驗觀察值用極大似然法估計出均值和方差；其次，用每個試驗點方差估計值的對數作為響應變量與各因子建立回歸模型，鑒別出顯著的散度效應；之後，採用加權最小二乘法鑒別出比較顯著的位置效應。
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