prior variance 中文意思是什麼
prior variance
解釋
先驗方差-
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。 -
( 4 ) some nonlinear variables are good index for analyzing and forecasting stock market. examples involved are following : hurst index ( h ) substitutes for variance to evaluate risk in securities investment ; dynamic fractal dimension is a prior indicator of price movement
（ 4 ）某些非線性變量可作為分析和預測股票市場的很好指標，如赫斯特指數h值可用來取代方差作為衡量證券投資風險的標準，而動態分形維則可作為市場價格變化的先行指標。 -
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。 -
In this paper, decadal variability of tropic and north pacific ' s ssta and of precipitation in china, correlations between them and the possible mechanisms of the ssta decadal change compacting on the precipitation decadal change are analyzed by using ncep globe temperature, wind and height data ( 1948 - 2001 ), coads ssta data ( 1900 - 2001 ) and 147 stations " precipitation data in china. results show that : ( 1 ) mid - high latitude north pacific and tropic west pacific ssta have obvious decadal change, the prior ' s decadal change has great variance and the latter ' s has great contribution in total variance, the main eigenvectors " distribution are stable in eof of tropic and north pacific ssta ' s decadal variability, the key area of the first eigenvector allots in two sides of tropic pacific ; the second one ' s allots in mid - high latitude northwest pacific and low latitude mid - east pacific which vary contrary ; the third one ' s allots in middle north pacific
本文利用ncep資料（ 1948 - 2001年）中的全球表面溫度場、風場、高度場資料， coads （ 1900 - 2001年）海表面溫度距平資料及中國147個站點1951 - 2001年共51年的降水資料，探討了熱帶及北太平洋ssta 、中國降水的年代際變化特徵，夏季熱帶及北太平洋ssta年代際變化與中國夏季降水年代際變化的耦合相互關系以及夏季熱帶及北太平洋ssta年代際變化影響中國夏季降水年代際變化的可能機制，結果表明： （ 1 ）北太平洋中高緯與熱帶西太平洋均有明顯的年代際變化，北太平洋中高緯年代際變化方差顯著，而熱帶西太平洋年代際變化方差貢獻顯著。 -
The market possesses prior information about the mean and variance of the value of the risky asset, as well as the crosscorrelation between the public and private information
在模型中，假設市場揭露了標的風險資產真實價值事前的平均數與變異數，以及公開與私有訊息之間的共變數等訊息。
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