Growth recovery after civil conflict: a fractional integration approach

Using recent econometric techniques based on fractional integration, we find that developing countries recover their economic growth faster than developed countries in response to a shock. Following this methodology, we find that longer civil conflicts are associated with a faster recovery process. We further investigate this issue by exploring correlations with components of GDP, military spending, institutions and aid and find heterogeneous effects of these channels by duration of conflict. Higher government spending is correlated with faster recoveries post longer conflicts, and higher consumption spending is linked to faster recoveries following shorter conflicts. Military spending appears to be driving the government expenditure that makes countries recover from longer conflicts. More democratic institutions are associated with faster recoveries post short wars but slower recoveries following long wars.     

The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

空间目标RCS序列的R/S分析

RCS包含了目标丰富的信息.分析了空间目标RCS序列产生混沌的机理,并非线性理论中的功率谱法引入空间目标RCS序列的分析中,用重整标度分析法(R/S)分析了空间目标RCS序列的混沌特性,仿真结果表明,与旋转目标相比,三轴稳定目标RCS序列较复杂和不规则,这与实际分析的情况相符合,证明了该方法的有效性.     

基于RCS序列的助推段弹道导弹识别

在弹道导弹的助推段,通过低分辨率雷达得到RCS序列作为识别的重要信息。由于运动特性和电磁散射特性的差异,弹道导弹在助推段的RCS序列与其他目标相比具有可识别性,但需要对其RCS序列进行处理。基于目标识别技术,详细阐述能从RCS序列中提取出的特征参数,并通过直方图、N点截图等方法给出了直观的反映。最后,将弹道导弹助推段特征与飞机、燃料舱等典型目标进行对比,得到可以作为识别参量的特征参数,并通过类内类间距离验证了有效性。     

顾及噪声影响的GNSS高程序列预测Prophet方法

全球导航卫星系统(global navigation satellite system, GNSS)高程时间序列具有非平稳、非线性、含噪声等特点,在深入研究Prophet预测模型的基础上,针对Prophet预测模型对于趋势信号和周期信号有良好预测效果这一特性,提出一种引入经验模态分解(empirical mode decomposition, EMD)的“降噪—分解—预测”组合GNSS高程时间序列预测方法。该方法先将原始时间序列进行EMD降噪,再对降噪后的序列进行分解预测,最后重构各分量预测信号为最终预测序列。通过对实测高程数据进行研究,实验结果表明：降噪后信号的平均信噪比为10.30dB,能量百分比平均为88.75%;利用所构建的短期预测方法,GNSS高程时间序列预测结果的均方根误差分别平均提升26.41%和14.88%;平均百分比误差分别平均提升18.92%和7.91%,验证了组合预测方法的有效性及实用性。     

Bivariate models from univariate life distributions: A characterization cum modeling approach

Bivariate life distribution models are of importance for studying interdependent components. We present a generic approach by introducing a new concept of characterized model in stead of a characterized distribution. It strikes a balance between characterization and modeling approaches to eliminate their individual limitations and incorporate their respective strengths. The proposed model, being a characterized one, admits many important properties irrespective of the choice of marginal distributions. The retention of univariate IFR, DFR, IFRA, DFRA, NBU, and NWU class properties in the bivariate setup has been ensured along with some results on series combinations and convolution. No other models, available in the literature, can ensure simultaneous retention of these fundamental and extremely important class properties. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

子母式穿甲弹子弹发射过程研究

对子母式穿甲弹子弹的发射过程进行详细的分析,得出了子弹长度与子弹飞离母弹速度的关系、子弹长度与火药燃烧率的关系、子弹长度与母弹弹头部发射孔内最大压力的关系以及子弹的长度与子弹发射所需时间的关系,为子母式穿甲弹设计提供了依据。     

用于海底观测网络的海缆远程供电系统的可靠性

提出了串联恒流和并联恒压两种适合应用于海底观测网络的远程供电系统方案;在相同条件下,利用算法分别完成了两种系统的可靠性设计与分配方案,并根据各子单元的分配可靠度计算了两种系统各节点的供电可靠度。分析结果表明：相比于并联恒压远供系统,串联恒流远供系统对子单元的要求相对较低,而各节点的供电可靠度相对较高,说明串联恒流远供系统更适合应用于我国的海底观测网络建设。     

Power series expansions for the distribution and mean value function of a geometric process with Weibull interarrival times

The geometric process is considered when the distribution of the first interarrival time is assumed to be Weibull. Its one‐dimensional probability distribution is derived as a power series expansion of the convolution of the Weibull distributions. Further, the mean value function is expanded into a power series using an integral equation. © 2014 Wiley Periodicals, Inc. Naval Research Logistics, 61: 599–603, 2014     

数据光滑的一种新方法

提出了用变形的Fourier部分和来代替Fourier级数将输入数据光滑的一种新方法。该方法能稳定地解某些不适定的问题,如给定函数的近似,求函数微分的问题;Laplace方程Cauchy问题;时间逆向热传导方程的Cauchy问题等。