基于微分演化算法的DCT脆弱水印优化

基于离散余弦变换的水印嵌入技术存在变换过程中浮点数-整数转换而引入的舍入误差问题。文章采用微分演化算法修正了这类舍入误差,提高了基于离散余弦变换的脆弱数字水印的性能。同时,对该算法进行了介绍和描述,比较了它的性能。最后,就提取出来的水印的标准互相关相似度、加入水印后的影像的峰值信噪比,以及算法结果的质量和收敛率作了详细的比较。     

数字图像融合综述

本文对数字图像融合的主要研究内容和方向做了一个简单综述,并介绍了几种典型的数字图像融合理论与方法。     

Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test

The Prebisch–Singer hypothesis in economics asserts that over time the relative price of primary goods relative to manufactured goods should experience a downward trend. To test the hypothesis, we must first establish the unit root properties of the relative price term and then regress the stationary series on a trend term. We use the quantile unit root test which allows for both smooth unknown numbers and the form of breaks in the trend function through a Fourier function to show that the relative price of 23 out of 24 primary goods is stationary. However, the Prebisch–Singer hypothesis is supported only in half of the primary commodities.     

An assessment on the quality of China’s preliminary data of quarterly GDP announcements

This article examines the quality of China’s preliminary announcements of the quarterly GDP. We modify the tests for unbiasedness and efficiency by incorporating the Fourier approximation to capture the effect of the state of the economy, and employing the Kiefer, Vogelsang and Bunzel (KVB) approach, developed by KVB in 2000 to reconstruct the tests to improve the finite sample properties. The results show that: (1) there is no enough evidence to support that the preliminary and first revised data are unbiased and efficient; (2) there exist systematic errors related to the state of the economy, and hence information about the state of the economy was not incorporated into the GDP data. Furthermore, we find that there is a possibility that these systematic errors associated with the stages of the business cycle may offset each other, and there is also a possibility that there exist offsetting errors in the underlying components of GDP.     

小波变换在S模式二次雷达信号分析处理中的应用

为提高二次雷达（Secondary Surveillance Radar,SSR）信号分析处理能力,针 对傅里叶变换在时频域分析的局限性,利用小波信号奇异性检测特点,通过对S模式询 问、应答信号进行小波分解,计算第一层高频系数,得到信号脉冲持续时间,实现了信号报 头检测,并比较高频系数模极大值,提取出信号调制信息,实现了基于小波变换的二进制差 分相移键控（DPSK）和二进制振幅键控（ASK）解调,验证了小波变换技术分析处理二次雷 达信号的可行性。     

低信噪比下LFM- PRBC信号参数的快速估计

为了解决目前算法中线性调频-伪码（LFM- PRBC）信号参数估计计算量较大的问题,提出了一种快速估计算法。该算法采用解线调与分数阶傅里叶变换（FRFT）进行参数的估计。首先对信号进行解线调估计出调频斜率的粗略值,然后由调频斜率确定旋转角,通过FRFT估计出码元宽度的粗略值。根据延时再进行解线调估计出调频斜率的精确值,再通过FRFT估计出码元宽度的精确值与起始频率。该算法不仅计算量较低,同时具有很高的估计精度与很强的抗噪性,仿真实验验证了该算法的有效性。     

大坝变形监测方法及数据处理

文章详细介绍了3种大坝变形监测的方法：极坐标法、前方交会法和GPS技术法,阐述了小波变换和灰色预测理论在实际工程变形数据分析中的应用。     

Barrier option pricing: a hybrid method approach

This paper adapts the hybrid method, a combination of the Laplace transformation and the finite-difference approach, to the pricing of barrier-style options. The hybrid method eliminates the time steps and provides a highly accurate and precise numerical solution that can be rapidly obtained. This method is superior to lattice methods when trying to solve barrier-style options. Previous studies have tried to solve barrier-style options; however, there have continually been several disadvantages. Very small time steps and stock node spaces are needed to avoid undesirable numerically induced oscillations in the solution of barrier option. In addition, all the intermediate option prices must be computed at each time step, even though one may be only interested in the terminal price of barrier-style complex options. The hybrid method may also solve more complex problems concerning barrier-style options with various boundary constraints such as options with a time-varying rebate. In order to demonstrate the accuracy and efficiency of the proposed scheme, we compare our algorithm with several well-known pricing formulas of barrier-type options. The numerical results show that the hybrid method is robust, and provides a highly accurate solution and fast convergence, regardless of whether or not the initial asset prices are close to the barrier.     

The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims

We derive expressions for the density of the time to ruin given that ruin occurs in a Sparre Andersen model in which individual claim amounts are exponentially distributed and inter-arrival times are distributed as Erlang(n,?β). We provide numerical illustrations of finite time ruin probabilities, as well as illustrating features of the density functions.     

Ruin probabilities in models with a Markov chain dependence structure

In this paper we derive explicit expressions for the probability of ruin in a renewal risk model with dependence among the increments (Z _k ) _k>0. We study the case where the dependence structure among (Z _k ) _k>0 is driven by a Markov chain with a transition kernel that can be described via ordinary differential equations with constant coefficients.