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1.
《International Journal of Forecasting》2019,35(2):601-615
This paper combines the discrete wavelet transform with support vector regression for forecasting gold-price dynamics. The advantages of this approach are investigated using a relatively small set of economic and financial predictors. I measure model performance by differentiating between a statistically-motivated out-of-sample forecasting exercise and an economically-motivated trading strategy. Disentangling the predictors with respect to their time and frequency domains leads to improved forecasting performance. The results are robust compared to alternative forecasting approaches. My findings on the relative importances of such wavelet decompositions suggest that the influences of short-term and long-term trends are not stable over the full evaluation period. 相似文献
2.
Identifying Worldviews on Corporate Sustainability: A Content Analysis of Corporate Sustainability Reports 下载免费PDF全文
Companies commonly issue sustainability or corporate social responsibility (CSR) reports. This study seeks to understand worldviews of corporate sustainability, or the corporate message conveyed regarding what sustainability or CSR is and how to enact it. Content analysis of corporate sustainability reports is used to position each company report within stages of corporate sustainability. Results reveal that there are multiple coexisting worldviews of corporate sustainability, but the most dominant worldview is focused on the business case for sustainability, a position anchored in the weak sustainability paradigm. We contend that the business case and weak sustainability advanced in corporate sustainability reports and by the Global Reporting Initiative are poor representations of sustainability. Ecological embeddedness, or a locally responsive strategy that is sensitive to local ecosystems, may hold the key to improved ecological sensemaking, which in turn could lead to more mature levels of corporate sustainability worldviews that support strong sustainability and are rooted in environmental science. This must be supported by government regulation. Copyright © 2017 John Wiley & Sons, Ltd and ERP Environment 相似文献
3.
分析了座舱显示系统发展现状和面临的问题,设计并实现了一种一体化、大屏幕显示的智能化多功能显示器。该型显示器通过FC-AE-ASM(Fibre Channel-Avionics Environment-Anonymous Subscriber Message)网络和高速串行总线高效传输图形数据,解决了图形处理及传输的瓶颈问题;采用ARINC661(座舱显示系统与用户系统的接口)标准,规范了任务处理和显示处理的接口设计标准;支持红外触控以提高人机信息的交互效率;采用工程优化设计以提高显示器抗恶劣环境的能力。应用表明智能多功能显示器运行可靠,相对于传统飞行显示器,在显示处理、数据传输和人机功效等方面具有显著优势。 相似文献
4.
In this paper, we provide three equivalent expressions for ruin probabilities in a Cramér–Lundberg model with gamma distributed claims. The results are solutions of integro-differential equations, derived by means of (inverse) Laplace transforms. All the three formulas have infinite series forms, two involving Mittag–Leffler functions and the third one involving moments of the claims distribution. This last result applies to any other claim size distributions that exhibits finite moments. 相似文献
5.
The inflation rate is a key economic indicator for which forecasters are constantly seeking to improve the accuracy of predictions, so as to enable better macroeconomic decision making. Presented in this paper is a novel approach which seeks to exploit auxiliary information contained within inflation forecasts for developing a new and improved forecast for inflation by modeling with Multivariate Singular Spectrum Analysis (MSSA). Unlike other forecast combination techniques, the key feature of the proposed approach is its use of forecasts, i.e. data into the future, within the modeling process and extracting auxiliary information for generating a new and improved forecast. We consider real data on consumer price inflation in UK, obtained via the Office for National Statistics. A variety of parametric and nonparametric models are then used to generate univariate forecasts of inflation. Thereafter, the best univariate forecast is considered as auxiliary information within the MSSA model alongside historical data for UK consumer price inflation, and a new multivariate forecast is generated. We find compelling evidence which shows the benefits of the proposed approach at generating more accurate medium to long term inflation forecasts for UK in relation to the competing models. Finally, through the discussion, we also consider Google Trends forecasts for inflation within the proposed framework. 相似文献
6.
Luby变换(Luby Transform,LT)码作为信道编码应用于电力线通信(Power Line Communication,PLC),可实现电信号的可靠传输。度分布对LT码编译码性能的影响至关重要。为了得到更优的度分布,首先调整二进制指数分布(Binary Exponential Distribution,BED)中的度数比例,获得一种译码性能更优的改进的二进制指数分布(Improved BED,IBED)。然后,根据IBED在冗余度较小时译码成功率高,而冗余度增大后鲁棒孤子分布(Robust Soliton Distribution,RSD)的译码性能表现更佳的特点,通过求和归一化的方式将IBED与RSD两种度分布的优势进行有机结合,提出一种新型二进制鲁棒孤子分布(Binary RSD,BRSD)。仿真结果表明,与其他方法及传统的RSD相比,采用新度分布进行LT编码,可明显降低译码开销,并节约编译码耗时。将新型度分布应用于基于LT码的PLC系统中,能有效地抑制PLC信道中各种噪声对电信号的干扰,并提高通信效率。 相似文献
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8.
针对复杂海面背景下红外图像舰船目标由于灰度不均匀、海杂波干扰大等因素造成的自动检测虚警率高、准确率低的问题,提出了一种显著区域提取和目标精确分割相结合的红外舰船目标检测方法。首先,利用基于图论的视觉显著性(Graph-based Visual Saliency ,GBVS)模型计算待检测图像的显著图,使得目标区域信息增强;其次,结合舰船目标先验信息(长短轴、面积等),利用多级阈值划分算法提取关注的显著区域,并确定原图中候选目标区域;最后,利用空间约束模糊C均值(Fuzzy C-Means,FCM)算法对候选区域进行分割,结合目标先验知识对分割区域筛选并输出目标位置。所提方法在公开数据集IRShips上与相关方法进行比较,结果表明,相比直接进行全图目标搜索的方法,所提方法不仅准确率高、执行速度快,且检测目标的位置更加精确。 相似文献
9.
喀斯特地区的传统林区保护和统计多靠大量人工测绘及高分影像目视解译勾绘,不仅工作量大耗时耗力,且最终成果精度也不能得到保证.为了尽量弥补这种主观性误差,采用10 m分辨率的高光谱卫星影像与0.8 m分辨率的高分卫星影像多源数据融合的方式,并结合地面目标地物样本光谱采集方法,对贵州六盘水地区乌蒙山地质公园西北段的林分进行分类研究.结果表明,基于高光谱、高分融合影像数据SAM分类方法的分类精度较单一数据源的都高,其中基于融合影像的分类精度为85.9%,基本满足地物分类应用及调绘的精度要求. 相似文献
10.
为了提高G3-PLC(G3-Power Line Communication)在复杂信道环境下通信的可靠性,提出了基于双正交小波变换的正交频分复用(Discrete Wavelet Transform-Orthogonal Frequency Division Multiplexing,DWT-OFDM)。通过双正交小波变换减小复杂信道环境下G3-PLC通信系统中OFDM载波间干扰,并通过合理减少循环前缀,优化传输效率,降低峰均比。在DWT-OFDM的G3-PLC系统中,通过不同小波基性能分析与对比,利用bior6.8双正交小波基进行系统性能优化。将DWT-OFDM的G3-PLC系统在实际电力线噪声库环境下进行实验分析,仿真结果表明,在平均误码率为10-3量级时,性能有5 dB左右提升,通信效率由40%提高至54%;结合限幅法,峰均比由11 dB降低至8 dB,通信性能极大优于基于FFT-OFDM的G3-PLC系统。 相似文献