对于非平稳的时间序列,直接差分会丢失很多有价值的信息,增大建模误差.采用与传统的数学改进方法不同的物理模型,对非平稳时间序列提出了基于矢量差分的ARVMA(Autoregressive Vectorized Moving Average Model)组合模型.借助矢量三角形...对于非平稳的时间序列,直接差分会丢失很多有价值的信息,增大建模误差.采用与传统的数学改进方法不同的物理模型,对非平稳时间序列提出了基于矢量差分的ARVMA(Autoregressive Vectorized Moving Average Model)组合模型.借助矢量三角形非线性的可加性以及等时圆中质点沿弦下滑的等时性,构建等时圆中的矢量差分方法和由点出发的时间序列,并用作用力函数的极大值阐释了最大价格的产生机制.然后,利用矢量差分可以减弱过度差分的优良性及差分时一阶自相关系数的自适应性,充分论证了非线性的矢量差分在消除非平稳趋势时可以最大程度地保留原始数据的信息量.最后,对IBM股票日收盘价数据进行实证研究.实证结果表明:等时圆矢量差分方法与直接差分相比预测误差更小.展开更多
This paper proposes an integrated joint source-channel decoder （I-JSCD） using Max-Log-MAP method for sources encoded with exp-Golomb codes and convolutional codes, and proposes a system applying this method to decod...This paper proposes an integrated joint source-channel decoder （I-JSCD） using Max-Log-MAP method for sources encoded with exp-Golomb codes and convolutional codes, and proposes a system applying this method to decoding the VLC data, e.g. motion vector differences （MVDs）, of H.264 across an AWGN channel. This method combines the source code state-space and the channel code state-space together to construct a joint state-space, develops a 3-D trellis and a maximum a-posterior （MAP） algorithm to estimate the source sequence symbol by symbol, and then uses max-log approximation to simplify the algorithm. Experiments indicate that the proposed system gives significant improvements on peak signal-to-noise ratio （PSNR） （maximum about 15 dB） than a separate scheme. This also leads to a higher visual quality of video stream over a highly noisy channel.展开更多
文摘对于非平稳的时间序列,直接差分会丢失很多有价值的信息,增大建模误差.采用与传统的数学改进方法不同的物理模型,对非平稳时间序列提出了基于矢量差分的ARVMA(Autoregressive Vectorized Moving Average Model)组合模型.借助矢量三角形非线性的可加性以及等时圆中质点沿弦下滑的等时性,构建等时圆中的矢量差分方法和由点出发的时间序列,并用作用力函数的极大值阐释了最大价格的产生机制.然后,利用矢量差分可以减弱过度差分的优良性及差分时一阶自相关系数的自适应性,充分论证了非线性的矢量差分在消除非平稳趋势时可以最大程度地保留原始数据的信息量.最后,对IBM股票日收盘价数据进行实证研究.实证结果表明:等时圆矢量差分方法与直接差分相比预测误差更小.
基金Supported by the Foundation of Ministry of Education of China (211CERS10)
文摘This paper proposes an integrated joint source-channel decoder （I-JSCD） using Max-Log-MAP method for sources encoded with exp-Golomb codes and convolutional codes, and proposes a system applying this method to decoding the VLC data, e.g. motion vector differences （MVDs）, of H.264 across an AWGN channel. This method combines the source code state-space and the channel code state-space together to construct a joint state-space, develops a 3-D trellis and a maximum a-posterior （MAP） algorithm to estimate the source sequence symbol by symbol, and then uses max-log approximation to simplify the algorithm. Experiments indicate that the proposed system gives significant improvements on peak signal-to-noise ratio （PSNR） （maximum about 15 dB） than a separate scheme. This also leads to a higher visual quality of video stream over a highly noisy channel.
