本文采用一类非线性自回归模型(NARX),描述怠速过程中怠速供油量、点火提前角与曲轴转速之间的关系。 更多例句>> 4) nonlinear autoregressive model 非线性自回归模型 1. In this paper,the authors consider the question of ergodicity and the geometrical ergodicity of a generalnonlinear autoregressive modelby usin...
value-at-riskWe analyze asset rankings derived from state-of-the-art peak-over-threshold (POT) approaches to estimate value-at-risk (VaR). Supported by a variety of robustnedoi:10.21314/JOR.2015.302Carolyn MoclairSocial Science Electronic Publishing...
Chien-Hui LeeNational Kaohsiung University of Applied SciencesChin W. YangClarion University of PennsylvaniaSpringer New YorkHuang B-N., Hung K., Lee C-H., and Yang C-W. (2012), "Dynamic Interactions between Institutional Investors and the Taiwan Stock Exchange Corporation: One-regime and ...
The source codes of the MDTA algorithm are freely available by writing to the first author.doi:10.1007/s00184-021-00832-3Haoyu WangChongqi ZhangSpringerMetrika: International Journal for Theoretical and Applied Statistics
doi:10.1016/j.iref.2020.10.019Yong Jiang a bGang-Jin Wang b cChaoqun Ma bXiaoguang Yang dInternational Review of Economics & Finance
Mixture modelMeta-heuristic algorithmThis paper proposes a target specialized meta-heuristic optimization algorithm, called Mixture Design Threshold Accepting (MDTA) algorithm, which applies the idea of the Threshold Accepting to generate the corresponding approximate D -optimal designs for a wide range ...