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A sieve bootstrap procedure for constructing interpolation intervals for a general class of linear processes is proposed. This sieve bootstrap provides consistent estimators of the conditional distribution of the missing values, given the observed data. A Monte Carlo experiment is used to show the finite sample properties of the sieve bootstrap and finally, the performance of the proposed method is illustrated with a real data example. 相似文献
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Hong Long Chen 《Canadian Metallurgical Quarterly》2007,23(4):171-181
The difficulty in applying the standard curve (S-curve) and cost-schedule integration (CSI) techniques for company-level cost flow forecasting in a project-based industry is the prerequisite of forecasting future unknown individual projects and contract classifications. By analyzing cost flows at the company level through a pool of macroeconomic and internal financial data, this paper proposes an innovative approach to firm-specific model estimation. First, a series of data transformations introduce linear relationships between cost, macroeconomic, and internal financial variables. Second, multivariate regression analysis is employed for initial model building. Third, for the purposes of model restructuring, a subsequent application of Yule–Walker estimates and incomplete principal component analysis is used. This paper uses a sample of four project-based construction firms to demonstrate model performance. Using this methodology, mean absolute percentage error (MAPE) values of the forecasting models range from 0.27 to 0.60%. As such, the transformed cost, macroeconomic, internal financial data could strongly predict company-level cost flow forecasting. While converting the predicted cumulative cost data to periodic cost flows, the MAPE values were augmented, ranging from 7.04 to 17.55%, thus, requiring future research. 相似文献
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设{Z,(W)}是定义在概率空间上的独立的随机变量序列,Z(W)具有方差为期望E(Zn)=0.本文证明了对任意算数序列{bn}及任意的存在充分大的整数N>0使当N'>N″>N时.有此不等式在随机级数研究中有重要作用. 相似文献
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New technologies such as power electronics have made it possible to change continuously the impedance of a power system not only to control power flow but also to enhance stability. A power system incorporating a variable impedance apparatus such as a variable series capacitor (VSrC) and high-speed phase shifter (HSPS) is called VIPS (Variable Impedance Power System) by the authors. This paper proposes a novel control method of VIPS apparatus such as VSrC and HSPS installed at an interconnecting point for stabilizing inter-area unstable and/or oscillatory modes. The proposed design method of the control system is a kind of hierarchical decentralized control method of a large-scale power system based on a Lyapunov function. Under the proposed control scheme, each subsystem can be stabilized independently by local controllers such as AVR, speed governor and PSS, and then the whole interconnected system can be stabilized by VIPS apparatus taking into account interactions between subsystems. The effectiveness and robustness of the VIPS apparatus control are shown by numerical examples with model systems including a large-scale power system. 相似文献
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A serious problem in motion control is the occurrence of torque ripple. Since a direct drive (DD) motor with a magnet rotor uses a rare-earth magnet, the torque ripple is more serious than that of conventional servomotors. This paper presents an auto-compensation of torque ripple using a software-implemented torque observer. The frequency and amplitude of torque ripple can be obtained in the controller by using the estimated torque from an observer, and the autonomous generation of a compensating current component for a torque ripple is possible. The proposed algorithm has been verified by experiments. 相似文献
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It is necessary to determine the accurate reflectance of painted surfaces for the review of paint finishes by computer graphics (CG) before actual painting of the exterior color of automobiles, and for quality control during production and inspection processes. We have optimized a method for measuring reflectance by using a statistical technique. We have found that the reflectance of a painted surface is best measured at an incident angle of 60° and at five aspecular angles of 10°, 18°, 28°, 40°, and 90°. Our method makes it possible to accurately reproduce reflection characteristics of paint finishes containing special flake pigments, such as pearl mica. Also it was proved that our method can apply not only to solid and metallic coatings but to all painted surfaces. © 2005 Wiley Periodicals, Inc. Col Res Appl, 30, 275–282, 2005; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/col.20125 相似文献
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Hiroaki Yamada Toshihiko Tanaka Shigeyuki Funabiki 《Electrical Engineering in Japan》2006,157(4):56-65
This paper proposes a novel method of suppressing the inrush current of transformers. A small‐rated voltage‐source PWM converter is connected in series to the transformers through a matching transformer. As the connected PWM converter serves as a resistor for the source current, no inrush phenomena occurs. The required rating of the PWM converter, which serves as the damping resistor for the inrush phenomena, is 1/400 that of the main transformers in single‐phase circuits. In three‐phase circuits, it is 1/900. The basic principle of the proposed method is discussed. Digital computer simulation is implemented to confirm the validity and excellent practicability of the proposed method using the PSCAD/EMTDC. A prototype experimental model is constructed and tested. The experimental results demonstrate that the proposed method can perfectly suppress the inrush phenomena. © 2006 Wiley Periodicals, Inc. Electr Eng Jpn, 157(4): 56–65, 2006; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.20174 相似文献