Least-squares approach to risk parity in portfolio selection
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第44卷 第2期系统工程与电子技术Vol.44 No.22022年2月SystemsEngineeringandElectronicsFebruary 2022文章编号:1001 506X(2022)02 0644 07 网址:www.sys ele.com收稿日期:20210209;修回日期:20210409;网络优先出版日期:20210712。
网络优先出版地址:http:∥kns.cnki.net/kcms/detail/11.2422.TN.20210712.1607.014.html基金项目:国家自然科学基金(41631072,41971416,41876222);国家重点研发计划(2016YFB0501801);全球连续监测评估系统(GFZX0301040308 06);湖北省杰出青年科学基金(2019CFA086);广西空间信息与测绘重点实验室(19 050 11 02)资助课题 通讯作者.引用格式:刘一,周威,金际航,等.基于MeanShift模型的多粗差探测RAIM算法[J].系统工程与电子技术,2022,44(2):644 650.犚犲犳犲狉犲狀犮犲犳狅狉犿犪狋:LIUY,ZHOUW,JINJH,etal.RAIMalgorithmformultiplegrosserrorsdetectionbasedonMeanShiftmodel[J].SystemsEngineeringandElectronics,2022,44(2):644 650.基于犕犲犪狀犛犺犻犳狋模型的多粗差探测犚犃犐犕算法刘 一1,2,3,周 威1,3, ,金际航4,边少锋1,谷守周2(1.海军工程大学电气工程学院,湖北武汉430033;2.中国测绘科学研究院,北京100830;3.广西空间信息与测绘重点实验室,广西桂林541004;4.海军海洋测绘研究所,天津300061) 摘 要:针对当前接收机自主完备性监测(receiverautonomousintegritymonitoring,RAIM)算法中存在多粗差探测识别能力较弱、计算效率不足等问题,提出一种基于MeanShift(MS)模型的多粗差探测RAIM算法。
least-squares estimates 表示方法Leastsquares Estimates 表示方法在统计学中,leastsquares estimates(最小二乘估计)是一种常用的参数估计方法,用于找到使得观测数据和预测值之间残差平方和最小的参数估计值。
这种估计方法是基于最小化误差平方和的思想,以使得观测数据和预测值之间的差异最小化。
本文将详细介绍leastsquares estimates的表示方法,并逐步回答和解释相关的主题。
我们将从最基础的概念开始,然后深入探讨该方法的数学推导和实际应用。
第一部分:最小二乘估计基础最小二乘估计最早由数学家Carl Friedrich Gauss提出,并成为现代统计学的重要基础之一。
在这一部分,我们将介绍最小二乘估计的基本概念和步骤。
1.1 问题陈述首先,我们需要明确最小二乘估计的问题陈述。
假设我们有一组观测数据(x,y),我们的目标是找到一个函数y=f(x,θ),其中θ是待估计的参数,能够最小化观测值y 和预测值f(x,θ) 之间的残差平方和。
1.2 最小二乘估计的数学表达式最小二乘估计的数学表达式可以通过最小化残差平方和来表示。
对于给定的观测数据(x1,y1),(x2,y2),…,(xn,yn),最小化残差平方和可以表示为:min θ∑(yi - f(xi,θ))^2其中∑表示对所有观测数据求和。
1.3 最小二乘估计的步骤最小二乘估计的步骤可以总结如下:1. 根据给定的观测数据,选择一个适当的函数形式y=f(x,θ)。
2. 构建残差平方和的表达式,以对观测数据和参数进行求和。
3. 求解参数估计值θ,使得残差平方和最小化。
4. 检验参数估计值的有效性和可靠性。
第二部分:最小二乘估计的数学推导在这一部分,我们将深入探讨最小二乘估计的数学推导过程。
我们将解释如何求解最小二乘估计的参数值,并推导出最小二乘估计的统计性质。
2.1 求解参数估计值对于给定的函数形式y=f(x,θ),我们可以通过最小化残差平方和的导数等于零来求解参数估计值。
通信系统中的信道编码和解码技术在现代通信系统中,信道编码和解码技术起着至关重要的作用。
信道编码是一种将源数据进行编码的过程,以便在信道传输过程中提高信号的可靠性。
而在接收端,信道解码则是将接收到的编码数据进行解码,恢复为原始数据的过程。
本文将介绍通信系统中常用的信道编码和解码技术。
一、前向纠错编码(Forward Error Correction,FEC)前向纠错编码是一种能够在传输过程中主动纠正错误的编码技术。
其原理是通过在原始数据中添加冗余信息,使接收端能够在接收到有错误的数据包时,根据冗余信息进行纠错,从而恢复出正确的数据。
1. 常见的FEC编码方案(1)海明码(Hamming Code)海明码是一种最早被应用于通信领域的FEC编码方案。
它通过在原始数据中添加校验位,实现了单比特错误的纠正,并且能够检测多比特错误。
海明码的编解码算法相对简单,但纠错能力有限。
(2)LDPC码(Low-Density Parity Check Code)LDPC码是一种基于图论的FEC编码方案。
它通过在校验位的选择上使用低密度的校验矩阵,实现了较高的纠错能力。
LDPC码在现代通信系统中得到广泛应用,尤其是在卫星通信和无线通信领域。
(3)RS码(Reed-Solomon Code)RS码是一种广泛应用于磁盘存储和数字通信领域的FEC编码方案。
它通过在原始数据中添加冗余信息,实现了对一定数量的错误进行纠正。
RS码的编解码复杂度较高,但纠错能力强,适用于对信道质量较差的环境。
2. FEC编码的优势和应用FEC编码在通信系统中具有以下优势:(1)提高信号的可靠性:FEC编码能够在信道传输过程中纠正一定数量的错误,减少信号传输的错误率。
(2)节省带宽资源:通过添加冗余信息,FEC编码可以在一定程度上减少因错误重传导致的带宽浪费。
FEC编码在无线通信、卫星通信、光通信等领域广泛应用。
例如,在卫星通信系统中,由于信号传输距离较长,受到的干扰较多,采用FEC编码可以有效提高通信质量。
The Method of Least SquaresHervéAbdi11IntroductionThe least square methods(LSM)is probably the most popular tech-nique in statistics.This is due to several factors.First,most com-mon estimators can be casted within this framework.For exam-ple,the mean of a distribution is the value that minimizes the sum of squared deviations of the scores.Second,using squares makes LSM mathematically very tractable because the Pythagorean theo-rem indicates that,when the error is independent of an estimated quantity,one can add the squared error and the squared estimated quantity.Third,the mathematical tools and algorithms involved in LSM(derivatives,eigendecomposition,singular value decomposi-tion)have been well studied for a relatively long time.LSM is one of the oldest techniques of modern statistics,and even though ancestors of LSM can be traced up to Greek mathe-matics,thefirst modern precursor is probably Galileo(see Harper, 1974,for a history and pre-history of LSM).The modern approach wasfirst exposed in1805by the French mathematician Legendre in a now classic memoir,but this method is somewhat older be-cause it turned out that,after the publication of Legendre’s mem-oir,Gauss(the famous German mathematician)contested Legen-1In:Neil Salkind(Ed.)(2007).Encyclopedia of Measurement and Statistics. Thousand Oaks(CA):Sage.Address correspondence to:HervéAbdiProgram in Cognition and Neurosciences,MS:Gr.4.1,The University of Texas at Dallas,Richardson,TX75083–0688,USAE-mail:herve@ /∼hervedre’s priority.Gauss often did not published ideas when he though that they could be controversial or not yet ripe,but would mention his discoveries when others would publish them(the way he did, for example for the discovery of Non-Euclidean geometry).And in1809,Gauss published another memoir in which he mentioned that he had previously discovered LSM and used it as early as1795 in estimating the orbit of an asteroid.A somewhat bitter anterior-ity dispute followed(a bit reminiscent of the Leibniz-Newton con-troversy about the invention of Calculus),which,however,did not diminish the popularity of this technique.The use of LSM in a modern statistical framework can be traced to Galton(1886)who used it in his work on the heritability of size which laid down the foundations of correlation and(also gave the name to)regression analysis.The two antagonistic giants of statis-tics Pearson and Fisher,who did so much in the early develop-ment of statistics,used and developed it in different contexts(fac-tor analysis for Pearson and experimental design for Fisher).Nowadays,the least square method is widely used tofind or es-timate the numerical values of the parameters tofit a function to a set of data and to characterize the statistical properties of esti-mates.It exists with several variations:Its simpler version is called ordinary least squares(OLS),a more sophisticated version is called weighted least squares(WLS),which often performs better than OLS because it can modulate the importance of each observation in thefinal solution.Recent variations of the least square method are alternating least squares(ALS)and partial least squares(PLS). 2Functionalfit example:regressionThe oldest(and still the most frequent)use of OLS was linear re-gression,which corresponds to the problem offinding a line(or curve)that bestfits a set of data points.In the standard formu-lation,a set of N pairs of observations{Y i,X i}is used tofind a function relating the value of the dependent variable(Y)to the values of an independent variable(X).With one variable and alinear function,the prediction is given by the following equation:ˆY=a+bX.(1) This equation involves two free parameters which specify the in-tercept(a)and the slope(b)of the regression line.The least square method defines the estimate of these parameters as the values wh-ich minimize the sum of the squares(hence the name least squares) between the measurements and the model(i.e.,the predicted val-ues).This amounts to minimizing the expression:E= i(Y i−ˆY i)2= i[Y i−(a+bX i)]2(2) (where E stands for“error"which is the quantity to be minimized). The estimation of the parameters is obtained using basic results from calculus and,specifically,uses the property that a quadratic expression reaches its minimum value when its derivatives van-ish.Taking the derivative of E with respect to a and b and setting them to zero gives the following set of equations(called the normal equations):∂E ∂a =2Na+2bXi−2Yi=0(3)and∂E ∂b =2bX2i+2aXi−2Yi X i=0.(4)Solving the normal equations gives the following least square esti-mates of a and b as:a=M Y−bM X(5) (with M Y and M X denoting the means of X and Y)andb= (Yi−M Y)(X i−M X)(Xi−M X)2.(6)OLS can be extended to more than one independent variable(us-ing matrix algebra)and to non-linear functions.2.1The geometry of least squaresOLS can be interpreted in a geometrical framework as an orthog-onal projection of the data vector onto the space defined by the independent variable.The projection is orthogonal because the predicted values and the actual values are uncorrelated.This is il-lustrated in Figure1,which depicts the case of two independent variables(vectors x1and x2)and the data vector(y),and shows that the error vector(y−ˆy)is orthogonal to the least square(ˆy)es-timate which lies in the subspace defined by the two independent variables.yFigure1:The least square estimate of the data is the orthogonal projection of the data vector onto the independent variable sub-space.2.2Optimality of least square estimatesOLS estimates have some strong statistical properties.Specifically when(1)the data obtained constitute a random sample from a well-defined population,(2)the population model is linear,(3)the error has a zero expected value,(4)the independent variables are linearly independent,and(5)the error is normally distributed and uncorrelated with the independent variables(the so-called homo-scedasticity assumption);then the OLS estimate is the b est l inear u nbiased e stimate often denoted with the acronym“BLUE"(the5 conditions and the proof are called the Gauss-Markov conditions and theorem).In addition,when the Gauss-Markov conditions hold,OLS estimates are also maximum likelihood estimates.2.3Weighted least squaresThe optimality of OLS relies heavily on the homoscedasticity as-sumption.When the data come from different sub-populations for which an independent estimate of the error variance is avail-able,a better estimate than OLS can be obtained using weighted least squares(WLS),also called generalized least squares(GLS). The idea is to assign to each observation a weight that reflects the uncertainty of the measurement.In general,the weight w i,as-signed to the i th observation,will be a function of the variance ofthis observation,denotedσ2i .A straightforward weighting schemais to define w i=σ−1i(but other more sophisticated weighted sch-emes can also be proposed).For the linear regression example, WLS willfind the values of a and b minimizing:E w=i w i(Y i−ˆY i)2=iw i[Y i−(a+bX i)]2.(7)2.4Iterative methods:Gradient descentWhen estimating the parameters of a nonlinear function with OLS or WLS,the standard approach using derivatives is not always pos-sible.In this case,iterative methods are very often used.These methods search in a stepwise fashion for the best values of the es-timate.Often they proceed by using at each step a linear approx-imation of the function and refine this approximation by succes-sive corrections.The techniques involved are known as gradient descent and Gauss-Newton approximations.They correspond to nonlinear least squares approximation in numerical analysis and nonlinear regression in statistics.Neural networks constitutes a popular recent application of these techniques3Problems with least squares,and alternativesDespite its popularity and versatility,LSM has its problems.Prob-ably,the most important drawback of LSM is its high sensitivity to outliers(i.e.,extreme observations).This is a consequence of us-ing squares because squaring exaggerates the magnitude of differ-ences(e.g.,the difference between20and10is equal to10but the difference between202and102is equal to300)and therefore gives a much stronger importance to extreme observations.This prob-lem is addressed by using robust techniques which are less sensi-tive to the effect of outliers.Thisfield is currently under develop-ment and is likely to become more important in the next future. References[1]Abdi,H.,Valentin D.,Edelman,B.E.(1999)Neural networks.Thousand Oaks:Sage.[2]Bates,D.M.&Watts D.G.(1988).Nonlinear regression analysisand its applications.New York:Wiley[3]Greene,W.H.(2002).Econometric analysis.New York:PrenticeHall.[4]Harper H.L.(1974–1976).The method of least squares andsome alternatives.Part I,II,II,IV,V,VI.International Satis-tical Review,42,147–174;42,235–264;43,1–44;43,125–190;43,269–272;44,113–159;[5]Nocedal J.&Wright,S.(1999).Numerical optimization.NewYork:Springer.[6]Plackett,R.L.(1972).The discovery of the method of leastsquares.Biometrika,59,239–251.[7]Seal,H.L.(1967).The historical development of the Gauss lin-ear model.Biometrika,54,1–23.。
诚实考试吾心不虚 , 公平竞争方显实力, 考试失败尚有机会 , 考试舞弊前功尽弃。
上海财经大学《计量经济学 》课程考试卷(A )闭卷课程代码 课程序号2008—2009 学年第 1 学期姓名 学号 班级一、单选题(每小题2分, 共计40分)1.如果模型中变量在10%的显著性水平下是显著的, 则( D )A. 该变量在5%的显著性水平下是也显著的B. 该变量在1%和5%的显著性水平下都是显著的C. 如果P 值为12%, 则该变量在15%的显著性水平下也是显著的 D 、 如果P 值为2%, 则该变量在5%的显著性水平下也是显著的 2.高斯-马尔可夫是( D )A.摇滚乐.B.足球运动.C.鲜美的菜.D.估计理论中的著名定理, 来自于著名的统计学家: Johan.Car.Friedric.Gauss 和Andre.Andreevic.Markov 。
3.以下关于工具变量的说法不正确的是( B )。
A.与随机干扰项不相关B. 与所替代的随机解释变量不相关C.与所替代的随机解释变量高度相关D.与模型中其他解释变量不相关4.在含有截距项的多元回归中, 校正的判定系数 与判定系数R2的关系有: ( B ) A.R2< B.R2> C.R2= D.R2与 的关系不能确定5.根据样本资料估计得出人均消费支出Y 对人均收入X 的回归模型为lnYi=2.00+0.75lnXi+ei, 这表明人均收入每增加1%, 人均消费支出将大约增加( B )A.0.2..B.0.75..C.2..D.7.5%6.在存在异方差的情况下, 普通最小二乘法(OLS )估计量是( B ) A.有偏的, 非有效的 B.无偏的, 非有效的 C.有偏的, 有效的 D.无偏的, 有效的7.已知模型的普通最小二乘法估计残差的一阶自相关系数为0, 则DW 统计量的近似值为( C )A.0B.1C.2D.48.在多元回归模型中, 若某个解释变量对其余解释变量回归后的判定系数接近1, 则表明原模型中存在(C)A.异方差性B.自相关C.多重共线性D.拟合优度低9.设某商品需求模型为: Yi=β0+β1Xi+Ui, 其中Y是商品的需求量, X是商品的价格, 为了考虑全年12个月份季节变动的影响, 假设模型中引入了12个虚拟变量, 则会产生的问题是(D)A.异方差性B.自相关C.不完全的多重共线性D.完全的多重共线性10.下列表述不正确的是(D)A.尽管存在不完全的多重共线性, 普通最小二乘估计量仍然是最优线性无偏估计量B.双对数模型的R2可以与对数-线性模型的R2相比较, 但不能与线性-对数模型的R2相比较。
110猪业科学 SWINE INDUSTRY SCIENCE 2020年37卷第5期在养猪生产领域中,猪肉生产的主流方式仍然是以品种(品系)间杂交为主,只是对不同的产品目的采用了不同的杂交体系,其目标无外乎是为得到更好的杂种优势,以获取经济利益的最大化。
在这样的动力趋势下,配套系繁育体系的托佩克(Topigs )种猪繁殖与生长性能分析张似青1,2,王龙钦2 ,王晓兵1,陆 军1,付娟林2,余文富2,顾春寅2,陈菊红1,郑江平1*(1.上海农林职业技术学院,上海 201600;2.上海松林畜禽养殖专业合作社,上海 201609)摘 要:文章以T opigs 三系配套种猪群体测定性能的测定数据为基础,对3个品系(A 、B 、E 系)的繁殖性能和生产性能进行GLM (一般线型模型)方差分析,以最小二乘均数为性能值,比较年份、胎次、月份(季节)对产仔数、断奶数、初生窝重、断奶窝重、日增重、料重比和背膘厚的变化情况,以及3个品系在上述性状上的表现。
结果显示,年份、季节、胎次均存在极大的差异,在年份上表现为与选育时间有关,在季节上表现为与夏季有关,在胎次上表现为产仔数差异不明显、断奶仔猪数逐胎下降。
3个品系的结果显示,E 系作为第二父本具有一定的优势,但作为第一父本的B 系没有明显的优势。
关键词:Topigs 猪;杂交配套;选育;方差分析出现极大程度地优化了养猪生产体系的结构,推进了养猪业的进一步发展。
目前,国内外的猪配套系繁育体系种类繁多,且各具优势,选择何种配套系也视产品目标定位而异[1]。
但是,无论选用何种配套系品种(品系),在使用过程中均需要持续进行本品种选育,以避免种猪性能退化,导致杂交效果弱化。
鉴于此,根据笔者的现有条件和工作基础,选择了Topigs 配套系种猪的一个群体,系统分析选育过程中的性能变化及影响因素。
该群体自2011年从法国引进,其配套结构为A 、B 、E 三系,其中A 系为母系母本,B 系为母系父本,E 系为终端父本[2],目前基本处于闭锁繁育中,该配套系终端产品应用于家庭农Analysis of reproductive and growth performance of Topigs pigsSiqing Zhang 1,2, Longqin Wang 2, Xiaobing Wang 1, Jun Lu 1, Juanlin Fu 2, Wenfu Yu 2, Chunyan Gu 2, Juhong Chen 1, Jiangping Zheng 1*(1.Shanghai Vocatoinal College of Agriculture and Forestry, Shanghai 201600, China; 2.Shanghai Songlin Livestock and Poultry Breeding Cooperative, Shanghai 201609, China )Abstract: Based on the measurement data of the T opigs three-line breeding herd population, we used the GLM (General Linear Model) of variance analysis to estimate the production and reproductive performance for above three lines (A, B, and E lines). By the least squares average, the trend of year, parity , month (season) was compared the difference at litter size, weaning number, newborn litter weight, weaning litter weight, daily weight gain, feed-to-meat ratio and backfat thickness. The results showed that there are great differences in year, season, and parity . The difference in the year is obviously related to the selection time. Season is obviously related to summer. And the difference of the parity was not obvious at the number of litter size. However, the number of weaned litters decreased by parity . The results on the study of the three lines showed that the E line has certain advantages as the second father, but the B line as the first father has no obvious advantage.Keywords: Topigs pigs; Crossbreeding; Selection; Analysis of variance基金项目:由沪农科推字(2018)第1-3号项目支持作者介绍:张似青,上海农林职业技术学院,联系地址:上海市松江区中山二路658号,E-mail :sqing60@*通信作者:郑江平,上海农林职业技术学院动科系主任,E-mail :zhengjp@ Copyright©博看网 . All Rights Reserved.1112020年37卷第5期 SWINE INDUSTRY SCIENCE 猪业科学精品思想 市场战略场,其效益分析已有报道[3]。
经济学名词、定理、术语中英对照Paasche price index 裴氏物价指数Paid-time 有酬工时Pair bargaining 配对谈判Paired (or matched) random sampling 成对的随机抽样法Paired difference 成对差Paired samples 成对样本Paired sampling 成对抽样Paired treatments 配对处理Paired-treatment designs 配对处理设计Panama Canal 巴拿马运河Panel data 方格资料;追踪数据Paper gold 纸金Paper money; Paper currency 纸币Papyrus 纸草Par 平价Par of exchange 汇兑平价Par value 面值;面额Par value stock 面值股票Parabola 拋物线函数式paradox of value 价值的矛盾Paradox of voting 表决的矛盾性paradox of voting 多数决的矛盾Parallel computing 并行计算Parallel currency 平行通货制度Parallel loan 平行贷款Parallel Tangents (PARTAN) method 平行正切法Parallelogram law 平行四边形法则Parameter 参数;母数Parameter constancy testing 参数固定性检定Parameter space 参数空间Parameter specification errors 参数设定误差Parameter stability 参数稳定性Parameterized linear statistical model 参数化线性统计模型Parametric families of hypotheses 参数化的假设家族Parametric statistics 有母数统计学Parametric survival model 参数化存活模型Parametric tests 参数检定Parametrized distribution formulation of uncertainty 不确定的参数化分配公式Parent economy 母公司Parental altruism 父母的利他性Parental transfers 父母给的移转Pareto criterion 柏拉图判准Pareto distribution 柏拉图分配Pareto dominance 柏拉图优势Pareto efficiency 柏拉图效率Pareto improving 柏拉图改善Pareto minimum 柏拉图最小Pareto multiplier 柏拉图乘数Pareto optimality 柏拉图最适性Pareto optimum 柏拉图最适Pareto ranked equilibria 柏拉图排序均衡Pareto ranked strict equilibria 柏拉图排序的严格均衡Pareto-irrelevant externality 柏拉图无关的外部性Pareto-optimality axiom 柏拉图-最适公理Pari passu 平等受偿Parity 平价Parity progression ratio 出生胎次递进率Parsimonious criterion 简化准则Parsimony 简化Partial adjustment model 部分调整模型Partial autocorrelation 偏自我相关Partial autocorrelation coefficient 偏自我相关系数Partial autocorrelation function (PACF) 偏自我相关函数Partial autoregressive matrix 偏自我回归矩阵Partial coefficient of correlation 偏相关系数Partial correlation 偏相关Partial correlation coefficient 偏相关系数Partial equilibrium 部份均衡Partial equilibrium analysis 部份均衡分析Partial generalized least squares 偏一般最小平方法Partial integration 部份合一Partial partitioned inverse 部份分割反矩阵Partial process 部份过程Partial regression coefficient 偏回归系数Partial test 个别测验Participating loan 联贷Participating preferred stock 分红优先股Participation constraint 参与限制Particulate matter 悬浮微粒Partition 分割Partition rule 分割定理Partition set 分割集合Partitioned inverse 分割反矩阵Partitioned matrix 分割矩阵Partitioning methods 分割法partitions of information 讯息分割Partner 工作伙伴Partnership 合伙Part-time employment 半职Parzen window 帕尔森窗口Parzen’s CAT criterion 帕尔森CAT准则Pascal lag 帕斯卡尔落迟Pascal lagged distribution 帕斯卡尔落迟分配Passbook deposit 存折存款Passbook savings deposit 活期储蓄存款Passing-on defense 继承抗辩Pass-through 转嫁Patent 专利Patent race 专利竞赛Patent system 专利制度Patents as barrier to entry 专利形成之参进障碍Paternalism 父权制度Path 路径Path analysis 径分析Path dependence 依赖现有路径Path diagram 径图Pattern of trade 贸易型态Paupa labor arguments 贫工论Pay for performance 功绩报酬Pay-as-you-go social security 随收随支制社会安全Payback period rule 还本期限法则Payment policies for subjects 受实验者的偿付方式Payment system 支付系统Payments in kind 实物报酬Payoff dominance 优势报酬payoff perturbation 报酬扰动Payoff transformations 报酬转换Payoffs 报酬Payroll tax 薪资税Peak period 尖峰期Peak-load pricing 尖峰定价法Peakness 峰度Pearson coefficient of correlation 皮尔生相关系数Pearson test 皮尔生卡方检定Pearson’s experimental method 皮尔生试验法Peasant Agriculture 小农农业Peckham rule 帕克汉法则Pecking order 融资顺位Pecuniary economies of scale 资金取得的规模经济Pecuniary interest 名目利率Pedal Loom 脚踏织布机Pegged exchange rate 钉住汇率Penalty function 惩罚函数Penalty rate 惩罚性贴现率Penetration pricing 渗透订价Penny stock 跌破面值股票Pension 退休金Pension funds 退休基金Pension plans 退休金制Per se illegal 当然违法Per se legal 当然合法Per se rule 当然法则Perceived potential entry theory 认知的潜在进入障碍理论Percentile 百分位数Perfect asset substitutability 资产完全替代Perfect association 完全的关联Perfect Bayesian equilibrium 完全贝氏均衡Perfect capital mobility 资本完全移动Perfect compensation 完全赔偿Perfect competition 完全竞争Perfect complements technology 完全互补性生产技术Perfect equilibrium 完全均衡Perfect expectation damage 完全预期损失Perfect foresight 完全预期perfect information 完备讯息;完全讯息Perfect multicollinearity 完全线性重合Perfect opportunity cost damage 完全机会成本损失Perfect price discrimination 完全差别订价;第一级差别订价Perfect price-location equilibrium 完全价格区位均衡Perfect recall 完全记忆;完整的回忆Perfect substitutes technology 完全替代性生产技术Perfect-foresight equilibrium 完全预期均衡Perfect-information judgment 完全信息判断Perfectly discriminatory pricing 完全差别定价Perfectly inequality 完全不均匀Performance 绩效Performance excuse 免除履行责任Performance measures 绩效衡量Period analysis 期间分析Periodicity 周期性Periodogram 周期图Periphery 边陲Permanent income hypothesis 恒常所得假设Permutation matrix 排列矩阵Permutation test 排列检定Perpetuity 永续年金Person coefficient 皮尔生系数Personal income tax 个人所得税Personal interview 访问调查Personal-prejudice models 个人偏见模型Personnel administration 人事管理persuasive advertising 说服性广告Perturbation technique 扰动技术Petrodollars 石油美元Phase spectrum 谱相图Phillips curve 菲利普曲线Phoenicians 腓尼基人Phonograph 留声机Photography 照相术Physical layout of laboratory 实验室的实物摆设Physical Quality of Life Index (PQLI) 生活质量指针Physician markets 医师市场Physician visits 门诊Physician-induced demand 医师诱发需求Physiocracy 重农主义Physiocrats 重农学派Picketing 罢工纠察队Pictographs 象形文字Pie chart; pie diagram (派)饼状图Piece wage 计件工资Piece-rate pay 计件报酬Piecewise exponential hazard model 逐段对数危险模型Piecewise regression 逐段回归Piecewise regression model 逐段回归模型Piecewise-constant hazard model 逐段固定危险模型Pig Iron 生铁Pigou effect 皮古效果Pigouvian tax 皮古税Pilot experiments 先导实验Piracy 海盗;海盗行为Pitman drift 皮得曼漂浮项Pittsburgh plus systems 匹兹堡加成制度Pivot 支点;枢轴Place utility 地域效用Placement 安置就业Plain vanilla swap; Interest rate swap 利率交换契约Plaintiff 原告Planned Economies 计划经济Plantation 大型栽培农场Plant-specific economies 工场别经济Plastic 塑料Plastic money 塑料货币Platkurtosis 低阔峰Platykurtic 平阔峰Player 对局者;赛者Plea bargaining 认罪协商Plim 机率极限Plow 犁Pluralism 多元化主义Plurarity 高票决Poincare inequality 彭可瑞不等式Point binomial distribution 点二项分配Point elasticity 点弹性Point estimate 点估计值Point estimation 点估计Point forecast 点预测Point-of-sale (POS) payments system 销售点支付系统Poison Pill 毒药政策Poisson distribution 卜瓦松分配Poisson panel data regression 卜瓦松经纬资料回归Poisson process 卜瓦松随机过程Poisson random sample 卜瓦松随机变数Policy accountability 政策责任归属Policy credibility 政策可信度Policy ineffectiveness theorem 政策无效论Policy mix 混合政策Policy reform 政策改革Policy trade-off 政策权衡;政策取舍Political business cycle 政治景气循环Political economy 政治经济学Political economy of trade 贸易的政治经济Political immigrants 政治性移民Political preference function 政策偏好函数Political pressures 政治压力Poll tax 人头税Polling and survey techniques 民意测验与问卷调查方法Pollutant mix 污染物组合Pollution 污染Pollution abatement 污染防治Pollution control 污染控制Pollution control costs 污染管制成本Pollution control economic incentives 污染管制之经济诱因Pollution control policy 污染管制政策Pollution control, economics of 污染管制经济学Pollution license 污染许可证Pollution permit market 污染许可市场Polycentric Cities 多中心城市Polygon 多边形图Polynomial 多项式Polynomial distributed lag 多项分配落迟Polynomial lags 多项落迟Polynomial spline lag 多项式弧状落迟Polytechnics 科技专科学校Ponzi scheme; Pyramid scheme 老鼠会;金字塔骗局Pooled cross-section time series sample 混合横断面与时间数列样本Pooled sample proportion 混合的样本比例Pooled sample variance 混合的样本变异数Pooling data 混合资料Pooling equilibrium 混和均衡Poor Law 济贫法Population 人口Population 母体Population adverse selection 人口反淘汰Population carrying capacity 人口负载能力Population coefficient of determination 母体判定系数Population coefficient of multiple determination 母体多元判定系数Population cross moments 母体的交叉动差Population density 人口密度Population distribution 母体分配Population explosion 人口爆炸Population gravity 人口重心Population Growth 人口成长Population Growth Rate 人口成长率Population mean 母体平均数Population parameter 母体参数Population policy 人口政策Population pressure 人口压力Population proportion 母体比例Population pyramid 人口金字塔Population regression coefficient 母体回归系数Population regression line 母体回归线Population regression model 母体回归模型Population regression parameters 母体回归参数Population regression plane 母体回归平面Population regression variance 母体回归变异数Population regulation 人口节制Population standardized regression coefficient 母体之标准偏差化回归系数Population variance 母体变异数Population-Poverty Cycle 人口-贫穷循环Portfolio 资产组合Portfolio diversification 资产组合多样化Portfolio efficiency frontier 资产组合效率前缘Portfolio insurance 资产组合保险投资策略Portfolio-balance approach 资产平衡分析法Portmanteau test 便利的检定Portmanteau test for residuals 残差的简便利检定Position traders 部位交易者Positive 实是性;唯真的Positive checks 积极的抑制Positive definite 正定的Positive definite matrices 正定矩阵Positive definite matrix 正肯定对称矩阵Positive definite symmetric matrix 正定对称矩阵Positive duration dependence 正期间相依性Positive economics 实证经济学Positive semidefinite matrices 正半定矩阵Positive semidefinite matrix 半正定矩阵Positive-part Stein-rule estimator 正部史坦法则估计Positive-rule estimator 正部法则估计Positive-rule variant 正部法则变动Post hoc ergo propter hoc 随之故由之Post hoc fallacy 因果谬误Postal savings system 邮政储金制度Post-dated check 远期支票Posted-bid auction 公告式拍卖Posted-offer auction 竞价公告式的拍卖Posted-offer monopoly 竞价公告独占者Posterior density function 事后密度函数Posterior distribution 事后机率分配Posterior expected loss 事后预期损失Posterior information 事后情报Posterior mean 事后均数Posterior median 事后中位数Posterior odds probability 事后机率Post-Keynesian economics 后凯因斯主义Postulation approach 假定方法Potential competition 潜在竞争Potential monopoly power 潜在独占力量Potential Pareto improvement 潜在柏拉图改善Poverty 贫穷Poverty Gap 贫穷缺口Poverty level 贫穷水平Poverty line 贫穷线Poverty measurement 贫穷测度Poverty-Weighted Index 贫穷加权指数Power (1-β) 检定力Power curve 检力曲线Power function 检力函数Power loom 动力织布机Power of test 检力函数Power series approximation 幂级数逼近Power series expansion 幂级数扩展Power spectrum 幂次谱相Power transfer function 转换函数检力Power-of-attorney account 授权账户Practical effluent fee (PEF) 实际排放费Practical transferable permit (PTP) 实际排放可转换许可证Prais-Winsten estimator 沛斯-温土顿估计式Prebisch-Singer Thesis 普毕许-辛格论点Precautionary motive 预防性动机Precedent 判例Precise estimation 估计精度Precise observations 观察精度Precision 精确度Precision matrix 精确度矩阵Preconspiracy 意图共谋Predactory pricing 掠夺性订价Predation 掠夺Predatory pricing 掠夺性定价Predetermined variable 先决变数Predict 预测Prediction criterion 预测准则Prediction error 预测误差Prediction function 预测函数Predictive density function 预测密度函数Predictive stochastic complexity 预测随机复杂度Predictor space 预测空间Preemption 抢先Preemptive right 优先认股权Preference 偏好Preference revelation 偏好显现Preference reversals 偏好逆转Preferential duty 优惠关税Preferential rate 优惠率Preferential routing 优先安排Preferential system 优惠制度Preferential tariff 优惠关税Preferential trading agreements 优惠贸易协议Preferred habitat hypothesis of the term structure 期限结构的栖息所假设Preferred stock 优先股Pregame cheap talk 赛前闲聊Pregame communication 赛前沟通Pre-Industrial 工业革命以前Pre-Industrial Model of Production 工业革命以前的生产模式Pre-Industrial Modernization 工业革命以前的现代化Preliminary transformations 初步转换Preliminary-test estimator 初步检定估计Premarket discrimination 市场前歧视Premature convergence 早熟收敛Premium 贴水;保险费Premium on capital stock 股本溢价Prepackaged bankruptcy 事先整装倒闭Pre-play negotiation 赛前磋商Preponderance-of-the- evidence 证据确凿Pre-sample disturbances 事前样本干扰Prescription Acts 处方法案Prescription drugs 处方药品Prescriptive regulations 规定性管制present goods 现在财Present value (PV) 现值Present value of net benefits (PVNB) 净效益的现值Present-orientation 现实导向Presumptive taxation 推定课税Pre-test 预先检定Pre-test estimator 预先检定估计式Pretrial 审判前的发现程序Prevention of pollution 预防污染Preventive check 预防的抑制Pre-white 漂白Pre-whitened input series 事先白化投入序列Price 价格Price approach 价格法;定价取向Price cap regulation 价格上限管制Price ceilings 价格上限Price coefficient 价格系数Price competition 价格竞争Price discrimination 价格歧视;差别取价Price elasticity 价格弹性Price elasticity of demand 价格需求弹性Price elasticity of substitution 价格替代弹性Price fixing 价格固定Price fixing agreement 统一订价协议Price fixing conspiracies 统一订价共谋Price floor 价格下限Price gain 价格利得Price game 价格赛局Price index 物价指数Price indices 价格指数Price inflexibility 价格无弹性Price information feedback 价格信息的回馈效果Price leadership 价格领导Price level 物价水平Price line 价格线Price lining 价格底限Price list auction 价格目录式拍卖Price mechanism 价格机能Price policy 价格政策Price protection plans 价格保护计划Price revolution 价格革命Price revolution in Europe 欧洲的价格革命Price rigidity 价格僵固Price scissors 价格剪Price searcher 寻价者Price sensitivity index 价格敏感度指数Price signals 价格信号Price Specie Flow Mechanism 物价与黄金流动机能Price squeeze 价格压榨Price support 价格支持Price surface 价格曲面Price system 价格制度Price taker 价格接受者Price theory 价格理论Price war 价格战Price-choosing behavior 价格选择行为Price-cost margin 价格成本差距Price-location equilibrium 价格区位均衡Price-quantity schedule 价量表Price-specie-flow mechanism 物价与现金流量机能Price-taking behavior 价格接受行为Price-to-earnings (P/E) ratio 本益比Pricing 定价Pricing efficiency 价格效率Primal-Dual Inequality 原对偶不等式Primary care 基础医疗Primary data; raw data 初级资料;原始资料Primary deposit 自发性存款;原始存款Primary education 初等教育Primary market 初级市场Primary reserve 第一准备Primary sector 农业;第一级产业Primary standards 主要标准Primary-line injury 主要伤害Prime rate; Base rate 基本利率Principal 本金Principal component 主成份Principal components analysis 主成份分析Principal components regression 主成份回归Principal-agent problem 委托人-代理人问题Principal-agent theory 当事人-代理人理论Principle of minimum differentiation 最小差异原则Principle of neutrality 中性原则principle of revealed preference 显示偏好原理Principle of tax administration 税务行政法则Principle of taxation 课税原则Principle-agent relationship 当事人-代理人关系Principle-agent theory 当事人-代理人理论Prior conditional variance 事前机率条件变异数Prior density 事前密度Prior distribution 事前机率分配Prior information 事前讯息Prior odds 事前胜率Prior probability 事前机率;先验机率Priori information 事前情报Priori restrictions 事前限制Priority of re-employment 优先召回Prisoner’s Dilemma Game 囚犯两难赛局Prisoner's dilemma 囚犯两难Privacy 隐私Private 私人的Private antitrust suit 私人反托拉斯诉讼Private banking 个人服务银行业Private cost 私人成本Private goods 私有财Private information 私有讯息Private issue 非公开发行Private lebel products 私人标记产品Private marginal benefit 私人边际利益Private marginal cost 私人边际成本Private marginal welfare 私人边际福利Private Ownership 私人所有权Private placement 私下募集Private Property 私有财产Private sector union wage 私部门工会工资Private total welfare 私人总福利Private value 私人价值Private value auction models 私人价值拍卖模型Private value auctions 私人价值拍卖Private workout 私下和解Privatization 民营化Probabilistic model 机率模型Probability 机率Probability assessment 机率估测Probability density function 机率密度函数probability distribution 机率分配Probability distribution table 机率分配表Probability elicitation 机率引出Probability function 机率函数Probability histogram 机率直方图Probability judgment 机率判定Probability limit (Plim) 机率极限Probability mass 机率质量Probability mass function 机率质量函数Probability matching 机率撮合Probability sampling 机率抽样Probability term 机率因素Probationary period 缓刑期间Probit 常态机率Probit model 常态机率模型Probit transformation 常态机率转换Problem of adjustment 调整问题Problems of multicollinearity 线性重合的问题Procedural unconscionability 程序不正当Process 过程Process innovation 制程创新Process with independent increments 独立增量过程Process with stationary increments 平稳(恒定)性增量过程Procurement 采购;收购;取得Procurement contracts 采购契约Procurement regulation 采购管制Producer prices 生产者价格Producer tax 产品税Producer’s surplus 生产者剩余Producers 生产者Product bulk 产品大小Product charge 产品收费Product compatibility 产品兼容性Product cycle 产品周期Product delineation 产品界定Product differentiation 产品差异化Product dimension 产品层次Product diversification 产品多角化Product extension mergers 产品扩充结合Product group 产品群Product innovation 产品创新Product Liability Law 产品责任法Product market definition 产品市场定义Product proliferation 产品增殖Product quality 产品质量Product selection 产品选择Product space 产品空间Product standardization 产品标准化Product variety 产品多样化Product-cycle model 产品周期模型Product-cycle theorem 产品循环论Production 生产Production efficiency 生产效率Production externalities 生产外部性Production function 生产函数Production possibilities frontier (PPF) 生产可能线Production possibilities set 生产可能集合Production possibility curve (PPC) 生产可能线Production techniques 生产技术Productive efficiency 生产效率Productivity bargaining 生产力议价Productivity offset factor (X factor ) 生产力抵减因子Product-market competition 产品市场竞争Product-market decision 产品市场决策Product-market incentives 产品市场诱因Product-possibility sets 产品可能组合Products liability 商品制作责任Product-specific economies 产品别经济Product-specific services 特定产品服务Profit 利润Profit margin 利润率Profit maximization 利润极大化Profit tax 利润税Profit theory 利润说Profitability 获利力Profit-concentration relationships 利润集中度关连Profit-level regulation 利润水平管制Profit-maximization hypothesis 利润极大化假说Profits 利润Profits maximization 追求利润最大Profit-sharing plans 利润分享制Prognosis 事前预测Program trading 程序交易Progressive tax 累进税Progressiveness 进步Prohibition 禁止Prohibitive duty 寓禁关税Prohibitive tariff 寓禁关税Project appraisal 计划评估Projection theorem 投影定理Projective methods 投影方法Proletarian 普罗阶级;无产阶级Promissory bank note 银行本票Promissory note 本票Promotion 升迁Promotion tournaments 升迁竞赛Promotional allowance 促销折让Pronatalist policy 鼓励生育政策Propensity to import 输入倾向Proper equilibrium 正均衡Proper scoring rule 适当得分法则proper subgame 正规式子赛局;正子赛局Property right 财产权Property rule 财产法则Property tax 财产税Property value 房地产价值Proportinate selection 比例性筛定Proportional hazards model 比例危险模型;比例转机模型Proportional tax 比例税Proposition 前提;建议Proprietorship 独资Prospective payment system (PPS) 前瞻性支付制度Prospectus 募股公开说明书Protection forest 保安林Protectionism 保护主义Protectionist 保护主义者Protective duty 保护关税Protective labor laws 劳工保护法Protective tariff 保护性关税Protestant ethic 新教伦理Proto-Factories 原始工厂Proto-Industrialization 原始工业化Provident fund 公积金Provider 医疗服务提供商Proximate cause 近似原因Proxy 投票委托书;代理人Proxy fights 委托书争夺战Proxy statement 投票委托书Proxy variables 代理变量Pseudo 虚拟的;建构的Pseudo likelihood 拟(建构)的概似Pseudo maximum likelihood equations 拟(建构)的最大概方程式Pseudo panel 拟方格Pseudo-true model 拟(建构)的真模型Psychic costs 心理成本Psychological pricing 心理定价法Psychology of education 教育心理学Public (sector) unions 公部门工会Public bads 公害Public choice 公共选择Public choice theory 公共选择理论Public consumption goods 公共消费财Public debt 公债public decisions 公共决策Public economics 公共经济学Public economy 公经济Public enforcement of antitrust law 反托拉斯法的公共执行Public enterprise 公营事业Public expenditure 公共支出Public facility 公共设施Public fund 公共基金Public good 公共财Public good contribution experiments 公共财捐献实验Public goods 公共财Public goods experiments 公共财实验Public goods game 公共财赛局Public housing 国民住宅Public interest 公共利益Public interest theory 公共利益理论Public intermediate goods 公共中间财Public issue 公开发行Public Libraries Act 公共图书馆法案Public nuisance 公众厌恶的事物Public ownership 公共所有权Public policy 公共政策Public production 公家生产Public provision 公家提供Public regulation 公共管制Public revenue 公共收入Public schools 公立学校Public sector 公部门Public sector pricing 公部门定价法Public utilities 公用事业Public Utilities Holding Company Act 公用事业控股公司管理法Public work 公共工程Public-choice theory 公共选择理论Puddling and Rolling Process 搅炼和滚轧过程Pulp and paper manufacturing 纸浆与造纸工业Pulse function 脉冲函数Punishment 处罚Punitive damage 惩罚性违约金Pupil-teacher ratios 师生比Purchasers’prices 买方价格Purchasing power 购买力Purchasing Power Equivalent 购买力等值Purchasing-power parity 购买力平价Pure competition 纯粹竞争Pure discount bond 零息债券Pure exchange 纯交易Pure expectations hypothesis of the term structure 期限结构的纯粹预期假说Pure interest rate 纯利率Pure public goods 纯粹公共财Pure strategy 单一策略Purely competitive 纯粹竞争的Purification theorem 纯化理论Push-pull hypothesis 推拉假说Put option 卖权契约Put options, foreign exchange 卖外汇选择权Put warrant 认售权证Put-call parity 买卖权平价说Puts 卖式选择权Putting-Out System 散作制度Putty-clay theory of investment 软泥投资理论p-value method of hypothesis testing p-值检定法Pyramiding of reserves 金字塔式提存准备回顶端BW Book WormSite Admin注册时间: 2006-06-12文章: 884发表于: 星期三四月04, 2007 1:31 am 文章主题:--------------------------------------------------------------------------------Q-statistics Q统计量Quadratic estimator 二次式估计量Quadratic form 二次式Quadratic form in normal variable 常态变量之二次式Quadratic function 二项式函数Quadratic hill-climbing method 二次攀峰方法Quadratic interpolation 二项式插补Quadratic loss function 二次损失函数Quadratic model 二次式模型Quadratic programming estimator 二次规划估计量Quadratic programming techniques 二项式规画技巧Quadratic scoring rule 得分平方法Quadratic trend 二次趋势Quadratic-cost model 二次式成本模型Quadrature spectrum 二次谱相Qualified majority 二分之一以上多数决Qualitative 计质性Qualitative and limited dependent variable models 属质与受限相依变量模型Qualitative choice 属质性选择Qualitative dependent variable 属质应变数Qualitative variable 属质变数Qualitative; categorized variable 质化变数;类别变量Quality 品质Quality choice 质量选择Quality circle 品管圈Quality discrimination 质量差别Quality of education 教育质量Quality of life 生活质量Quality premium 品质贴水Quality regulation 质量管理Quality uncertainty 品质不确定性Quality-differentiation model 质量差别模型Quanta option 保证汇率选择权Quantal choice model 有无计数选择模型Quantify 量化Quantile 分位数Quantitative data 量化资料Quantitative response model 属质性反应模型Quantitative restrictions 数量限制Quantitative variable 量化的变数Quantity competition 数量竞争Quantity demanded 需求量Quantity discounts 数量折扣;随量折扣Quantity discrimination 数量差别待遇;数量歧视Quantity fixing 数量固定Quantity follower 产量追随者Quantity index 物量指数Quantity leader 产量领导者Quantity subsidy 从量补贴Quantity tax 从量税Quantity theory of money 货币数量说Quartile 四分位数Quasi convex 准凹Quasi maximum likelihood estimator 准最大概似估计式Quasi rent; economic rent 准租;经济租Quasi-convex 准凸Quasi-fixed cost 准固定成本Quasi-fixed factors 准固定要素Quasi-fixed labor costs 准固定劳动成本Quasilinear 准线型Quasilinear preferences 准线型偏好Quasilinear utility 准线型效用Quasi-linear utility function 准线性效用函数Quasi-money 准货币Quasi-Newton methods 准牛顿法Quasi-random sampling 准随机抽样Quasi-rent 准地租Quasi-stable population 准稳定人口Quenouille’s method 昆努力方法Questionnaire 问卷Queuing processes 候队过程Quick asset 流动资产Quick ratio; Acid-test ratio 速动比率;酸性测验比率Quid pro quo 等值交换Quit rate 辞职率Quota rent 配额租Quotas 配额Quotation;Quote 债券现价回顶端BW Book WormSite Admin注册时间: 2006-06-12文章: 884发表于: 星期三四月04, 2007 1:32 am 文章主题:--------------------------------------------------------------------------------Racial discrimination 种族歧视Radical economics 极端经济学Raise rival’s cost 提高对手成本Ramsey prices 伦赛价格Ramsey pricing 伦赛定价法Ramsey’s reset test 润瑟回归设定检定Random arrival 随机到达Random coefficient model 随机系数模型Random coefficients 随机系数Random component 随机的成份Random disturbances 随机干扰Random effect 随机效果Random error 随机误差Random experiment 随机试验Random function 随机函数Random interval 随机区间Random number generator 随机数产生器Random sample 随机样本Random sampling 随机抽样Random utility model 随机效用函数模型Random variable 随机变数Random vector 随机向量Random walk 随机漫步Random walk model 随机漫步模型Random walk theory 随机漫步理论Random walk with drift 有漂浮项的随机漫步Randomization 随机化Randomization test 随机检定Randomize 随机化Randomized block 随机组Randomized block design 随机集区设计Randomized response model 随机化反应模型Randomized strategy 随机策略Randomness 随机性Random-selection method 随机选择方法Random-shift design 随机移动设计Range 全距Range analysis 距离分析Range forward; Zero-cost option 区间远汇Rank 秩Rank condition 秩条件Rank condition for identification 认定的秩条件Rank correlation 秩相关Rank equivalency 秩同值Rank one correction (roc) method 第一级的修正模型Rank queue 序列Rank-dependent probability weights 序列相依机率权数Rank-dependent utility theory 序列相依效用理论Rank-order voting 偏好顺序投票Rank-size rule 顺位规模法则Rao’s score test 罗氏计分检定Ratchet effect 掣轮效果Ratcheting 渐近管制Rate base 费率基础Rate level regulation 费率水平管制Rate of appreciation Currency 通货升值率Rate of change 变动率Rate of depreciation currency 通货贬值率Rate of exchange 交换率Rate of return 报酬率Rate of time preference 时间偏好率Rate structure 费率结构Rate-of-return analysis 报酬率分析Rate-of-return regulation 报酬率管制Rate-of-return regulation 投资报酬率管制法Ratio scale 比例尺度Rational crime 理性的犯罪Rational distributed lag model 理性分配落迟模型Rational expectations 理性预期Rational expectations equilibrium 理性预期均衡Rational Expectations Hypothesis 理性预期假说Rational fools 理性的傻子Rational ingnorance 理性的忽略Rational spectrum 有理谱相Rationalization cartels 合理化卡特尔Rationing 配给Rationing rule 配给法则Ratio-to-moving average 比率移动平均Raw data 初级资料Raw material 原料Rawlsian (minimax) welfare function 劳斯福利函数Rawlsian social welfare function 劳斯社会福利函数Reaction 反应Reaction correspondence 反应对应Reaction curve 反应曲线Reaction function 反应函数Reaction function equilibria 反应函数均衡Reagan administration 里根时代Real appreciation 实质升值Real balance effect 实质余额效果Real bills doctrine 实质票券说Real depreciation 实质贬值Real economies 实质经济Real entity theory 法人实在税Real estate 不动产Real exchange rate 实质汇率Real income 实质所得Real income effect 实质所得效果Real interest parity condition 实质利率平价条件Real interest rate 实质利率Real interest rate parity 实质利率平价Real money demand 实质货币需求Real number 实数Real property 不动财Real Property Act 不动产法案Real rate of return 实质报酬率Real value 实质价值Real wage 实质工资Realizable model 可兑现模型Realized values 真正数值(实现值)Reasonable care 适当的照料Reasonable interchangeability 合理的可声援性Recession 不景气Reciprocal dealing 互惠交易Reciprocal dumping 反倾销Reciprocal duty 互惠关税Reciprocal externality 双向外部性Reciprocal model 倒数型的模型Reciprocal property 倒数性质(F分配)Reciprocal tariff 互惠税则Reciprocal tariff reductions 互惠性减税Reciprocity 互惠;相互Recognition lag 认知时差Recognized bank; National bank 国法银行Recoupment fallacy 补偿谬误Recovering preferences 偏好之重建Recruitment 招募Rectangular distribution 矩形分配Rectangular window 矩形窗口Recursive algorithm 递归演算Recursive least squares 递延最小平方Recursive logistic model 递归对数机率模型Recursive residuals 递归残差Recursive system 递归系统Recyclable resource 可回收资源Recycle 回收再利用Recycling 再循环;回收Red tape 繁文缛节(检疫相关的贸易障碍)Redeemable currency; Convertible currency 可兑性通货Redemption 买回;回馈Redemption fund 偿赎基金Rediscount 重贴现Rediscount rate 重贴现率Redistribution of income 所得重分配Redistributive Policies 重分配政策Reduced form 缩减式Reduced form disturbance 缩减式误差Reduced form equation 缩减式方程式Reduced form parameters 缩减式参数Reduced likelihood 缩减概似Reduced rank AR model 降级自我回归模型Reduced-form profit functions 缩减式利润函数Reduction-of-compound- lotteries axiom 组合彩券降级公理Reentrants 再进入者Re-export trade 再出口贸易Reference group 参考组Referrals 转诊Refinance 重新借款Refinement of equilibrium 均衡修正Reflation 再膨胀Reflexive 反射性Reflexive preferences 具反射性之偏好Refrigeration 冷冻Refusal to deal 拒绝交易Region 区间Regional currency arrangements 区域通货配置Regional economics 区域经济学Regional growth 区域成长Regional input-output model 区域投入产出模型Regional market centers 区域市场中心Regional system of cities 区域城市系统Regressand 应变数Regression 回归Regression analysis 回归分析Regression coefficient 回归系数Regression matrix 回归矩阵Regression sum of squares 回归平方和Regressive tax 累退税Regressor 回归因子;回归自变数Regret theory 遗憾理论Regularity assumption 规律性假定Regularity condition 正规条件Regulation 行政管制Regulation failure 管制失灵Regulation Q Q管制Regulatory boards 管制委员会Regulatory Impact Analysis 管制影响评估Regulatory lag 管制延迟Regulatory reform 管制革新Rehabilitation; Reorganization; Restructuring 重整Reimbursement system 支付制度Reinforcement learning 强化性学习Reinstatement 复职Reinvestment risk 再投资风险Rejection region 拒绝域Rejuvenation of apopulation 人口年轻化Relative demand 相对需求Relative demand curve 相对需求曲线Relative dispersion 相对离势。
amos实务上的要求、模型识别与适配度一,样本小样本容易导致收敛失败,不恰当的解,低估参数值,因此样本量规定如下:Loehlin(1992)提出,一个有2-4个因素的模型,至少100个样本,200个更好,因此小于100个样本也就不适合使用AmosBentle and Chou (1987)提出样本数至少为估计参数的5倍(根据经验法则估计参数为观察变数的2倍)二,参数估计方法在SEM分析中,提供5种模型估计的方法如图:一般化最小平方法(generalized least squares)未加权最小平方法(unweighted least squares)尺度自由最小二乘法(scale-free least squares)渐进分布自由法(asymptotically distrubution-free)最广泛使用的估计模型为ML估计法。
(kelloway, 1998)只有是大样本并且假设观察数据符合多变量正态性,卡方检验才可以合理使用,但是当观察变量是次序性变量,且严重地呈现偏度或高狭峰等非正态性分布情形时,ML的估计值,标准误和卡方值检验的结果,都是不适当,不可信的,最好使用WLS法(余民宁,2006)或者使用bootstrap。
WLS法不像GLS法与ML法,受到数据须符合多变量正态性的假定限制,但需要很大样本量,一般要1000以上(Diamantopoulos&Siguaw, 2000)。
,GLS与ML法一样。
在估计方法与样本大小关系方面,Hu(1992)与其同事发现,若是样本数据符合正态性假定,则使用ML法的样本数最好大于500,如果样本数少于500,则使用GLS法来估计会获得较佳结果,Boomsma(1987,P.4)建议使用极大似然法估计结构方程模型时,最少样本为200,少于100会得出错误结果。
ADF法样本数要大于1000(Introduction Lisrel-estimation)三,模型模型中潜在因素至少应为2个(Bollen,1989,)量表最好为7点尺度(Lubke&Muthen, 2004)每个潜在构面至少要3个题目,5~7题为佳(Bollen,1989)每一个指标不得横跨到其他潜在因素上(cross-loading<0.4)(Hair et al., 1998)问卷最好引用知名学者,尽量不要自己创造理论框架要根据学者提出的理论作修正模型主要构面维持在5个以内,不要超过7个综上问卷问题题数设置一般在20左右amos模型识别与适配度一,模型基本适配指标在模型基本适配指标验证方面,Bogozzi和Yi(1988)提出以下几个准则(1)估计参数中不能有负的误差方差(2)所有误差变异必须达到显著水平(t值>1.96)(3)估计参数统计量彼此相关的绝对值不能太接近1.(4)潜在变量与其测量指标之间的因素负荷量,最好大于0.6(5)不能有很大的标准误(6)标准化参数<1二,整体模型适配指标(模型外在质量的评估)检验模型参数是否有违规估计现象之后在检验整体模型适配,在AMOS中极大似然比卡方值,其报表会出现3个模型的卡方值,此3个模型为预设模型,饱和模型,独立模型,要检验理论模型与实际数据是否适配或契合,应查看预设模型的CMIN值,若是一个假设模型达到适配,最好能进行模型简约的估计。
自动化英语专业英语词汇表文章摘要:本文介绍了自动化英语专业的一些常用的英语词汇,包括自动化技术、控制理论、系统工程、人工智能、模糊逻辑等方面的专业术语。
本文按照字母顺序,将这些词汇分为26个表格,每个表格包含了以相应字母开头的词汇及其中文释义。
本文旨在帮助自动化专业的学习者和从业者掌握和使用这些专业英语词汇,提高他们的英语水平和专业素养。
A英文中文acceleration transducer加速度传感器acceptance testing验收测试accessibility可及性accumulated error累积误差AC-DC-AC frequency converter交-直-交变频器AC (alternating current) electric drive交流电子传动active attitude stabilization主动姿态稳定actuator驱动器,执行机构adaline线性适应元adaptation layer适应层adaptive telemeter system适应遥测系统adjoint operator伴随算子admissible error容许误差aggregation matrix集结矩阵AHP (analytic hierarchy process)层次分析法amplifying element放大环节analog-digital conversion模数转换annunciator信号器antenna pointing control天线指向控制anti-integral windup抗积分饱卷aperiodic decomposition非周期分解a posteriori estimate后验估计approximate reasoning近似推理a priori estimate先验估计articulated robot关节型机器人assignment problem配置问题,分配问题associative memory model联想记忆模型associatron联想机asymptotic stability渐进稳定性attained pose drift实际位姿漂移B英文中文attitude acquisition姿态捕获AOCS (attritude and orbit control system)姿态轨道控制系统attitude angular velocity姿态角速度attitude disturbance姿态扰动attitude maneuver姿态机动attractor吸引子augment ability可扩充性augmented system增广系统automatic manual station自动-手动操作器automaton自动机autonomous system自治系统backlash characteristics间隙特性base coordinate system基座坐标系Bayes classifier贝叶斯分类器bearing alignment方位对准bellows pressure gauge波纹管压力表benefit-cost analysis收益成本分析bilinear system双线性系统biocybernetics生物控制论biological feedback system生物反馈系统C英文中文calibration校准,定标canonical form标准形式canonical realization标准实现capacity coefficient容量系数cascade control级联控制causal system因果系统cell单元,元胞cellular automaton元胞自动机central processing unit (CPU)中央处理器certainty factor确信因子characteristic equation特征方程characteristic function特征函数characteristic polynomial特征多项式characteristic root特征根英文中文charge-coupled device (CCD)电荷耦合器件chaotic system混沌系统check valve单向阀,止回阀chattering phenomenon颤振现象closed-loop control system闭环控制系统closed-loop gain闭环增益cluster analysis聚类分析coefficient of variation变异系数cogging torque齿槽转矩,卡齿转矩cognitive map认知图,认知地图coherency matrix相干矩阵collocation method配点法,配置法combinatorial optimization problem组合优化问题common mode rejection ratio (CMRR)共模抑制比,共模抑制率commutation circuit换相电路,换向电路commutator motor换向电动机D英文中文damping coefficient阻尼系数damping ratio阻尼比data acquisition system (DAS)数据采集系统data fusion数据融合dead zone死区decision analysis决策分析decision feedback equalizer (DFE)决策反馈均衡器decision making决策,决策制定decision support system (DSS)决策支持系统decision table决策表decision tree决策树decentralized control system分散控制系统decoupling control解耦控制defuzzification去模糊化,反模糊化delay element延时环节,滞后环节delta robot德尔塔机器人demodulation解调,检波density function密度函数,概率密度函数derivative action微分作用,微分动作design matrix设计矩阵E英文中文eigenvalue特征值,本征值eigenvector特征向量,本征向量elastic element弹性环节electric drive电子传动electric potential电势electro-hydraulic servo system电液伺服系统electro-mechanical coupling system电机耦合系统electro-pneumatic servo system电气伺服系统electronic governor电子调速器encoder编码器,编码装置end effector末端执行器,末端效应器entropy熵equivalent circuit等效电路error analysis误差分析error bound误差界,误差限error signal误差信号estimation theory估计理论Euclidean distance欧几里得距离,欧氏距离Euler angle欧拉角Euler equation欧拉方程F英文中文factor analysis因子分析factorization method因子法,因式分解法feedback反馈,反馈作用feedback control反馈控制feedback linearization反馈线性化feedforward前馈,前馈作用feedforward control前馈控制field effect transistor (FET)场效应晶体管filter滤波器,滤波环节finite automaton有限自动机finite difference method有限差分法finite element method (FEM)有限元法finite impulse response (FIR) filter有限冲激响应滤波器first-order system一阶系统fixed-point iteration method不动点迭代法flag register标志寄存器flip-flop circuit触发器电路floating-point number浮点数flow chart流程图,流程表fluid power system流体动力系统G英文中文gain增益gain margin增益裕度Galerkin method伽辽金法game theory博弈论Gauss elimination method高斯消元法Gauss-Jordan method高斯-约当法Gauss-Markov process高斯-马尔可夫过程Gauss-Seidel iteration method高斯-赛德尔迭代法genetic algorithm (GA)遗传算法gradient method梯度法,梯度下降法graph theory图论gravity gradient stabilization重力梯度稳定gray code格雷码,反向码gray level灰度,灰阶grid search method网格搜索法ground station地面站,地面控制站guidance system制导系统,导航系统gyroscope陀螺仪,陀螺仪器H英文中文H∞ control H无穷控制Hamiltonian function哈密顿函数harmonic analysis谐波分析harmonic oscillator谐振子,谐振环节Hartley transform哈特利变换Hebb learning rule赫布学习规则Heisenberg uncertainty principle海森堡不确定性原理hidden layer隐层,隐含层hidden Markov model (HMM)隐马尔可夫模型hierarchical control system分层控制系统high-pass filter高通滤波器Hilbert transform希尔伯特变换Hopfield network霍普菲尔德网络hysteresis滞后,迟滞,磁滞I英文中文identification识别,辨识identity matrix单位矩阵,恒等矩阵image processing图像处理impulse response冲激响应impulse response function冲激响应函数inadmissible control不可接受控制incremental encoder增量式编码器indefinite integral不定积分index of controllability可控性指标index of observability可观测性指标induction motor感应电动机inertial navigation system (INS)惯性导航系统inference engine推理引擎,推理机inference rule推理规则infinite impulse response (IIR) filter无限冲激响应滤波器information entropy信息熵information theory信息论input-output linearization输入输出线性化input-output model输入输出模型input-output stability输入输出稳定性J英文中文Jacobian matrix雅可比矩阵jerk加加速度,冲击joint coordinate system关节坐标系joint space关节空间Joule's law焦耳定律jump resonance跳跃共振K英文中文Kalman filter卡尔曼滤波器Karhunen-Loeve transform卡尔胡南-洛维变换kernel function核函数,核心函数kinematic chain运动链,运动链条kinematic equation运动方程,运动学方程kinematic pair运动副,运动对kinematics运动学kinetic energy动能L英文中文Lagrange equation拉格朗日方程Lagrange multiplier拉格朗日乘子Laplace transform拉普拉斯变换Laplacian operator拉普拉斯算子laser激光,激光器latent root潜根,隐根latent vector潜向量,隐向量learning rate学习率,学习速度least squares method最小二乘法Lebesgue integral勒贝格积分Legendre polynomial勒让德多项式Lennard-Jones potential莱纳德-琼斯势level set method水平集方法Liapunov equation李雅普诺夫方程Liapunov function李雅普诺夫函数Liapunov stability李雅普诺夫稳定性limit cycle极限环,极限圈linear programming线性规划linear quadratic regulator (LQR)线性二次型调节器linear system线性系统M英文中文machine learning机器学习machine vision机器视觉magnetic circuit磁路,磁电路英文中文magnetic flux磁通量magnetic levitation磁悬浮magnetization curve磁化曲线magnetoresistance磁阻,磁阻效应manipulability可操作性,可操纵性manipulator操纵器,机械手Markov chain马尔可夫链Markov decision process (MDP)马尔可夫决策过程Markov property马尔可夫性质mass matrix质量矩阵master-slave control system主从控制系统matrix inversion lemma矩阵求逆引理maximum likelihood estimation (MLE)最大似然估计mean square error (MSE)均方误差measurement noise测量噪声,观测噪声mechanical impedance机械阻抗membership function隶属函数N英文中文natural frequency固有频率,自然频率natural language processing (NLP)自然语言处理navigation导航,航行negative feedback负反馈,负反馈作用neural network神经网络neuron神经元,神经细胞Newton method牛顿法,牛顿迭代法Newton-Raphson method牛顿-拉夫逊法noise噪声,噪音nonlinear programming非线性规划nonlinear system非线性系统norm范数,模,标准normal distribution正态分布,高斯分布notch filter凹槽滤波器,陷波滤波器null space零空间,核空间O英文中文observability可观测性英文中文observer观测器,观察器optimal control最优控制optimal estimation最优估计optimal filter最优滤波器optimization优化,最优化orthogonal matrix正交矩阵oscillation振荡,振动output feedback输出反馈output regulation输出调节P英文中文parallel connection并联,并联连接parameter estimation参数估计parity bit奇偶校验位partial differential equation (PDE)偏微分方程passive attitude stabilization被动姿态稳定pattern recognition模式识别PD (proportional-derivative) control比例-微分控制peak value峰值,峰值幅度perceptron感知器,感知机performance index性能指标,性能函数period周期,周期时间periodic signal周期信号phase angle相角,相位角phase margin相位裕度phase plane analysis相平面分析phase portrait相轨迹,相图像PID (proportional-integral-derivative) control比例-积分-微分控制piezoelectric effect压电效应pitch angle俯仰角pixel像素,像元Q英文中文quadratic programming二次规划quantization量化,量子化quantum computer量子计算机quantum control量子控制英文中文queueing theory排队论quiescent point静态工作点,静止点R英文中文radial basis function (RBF) network径向基函数网络radiation pressure辐射压random variable随机变量random walk随机游走range范围,区间,距离rank秩,等级rate of change变化率,变化速率rational function有理函数Rayleigh quotient瑞利商real-time control system实时控制系统recursive algorithm递归算法recursive estimation递归估计reference input参考输入,期望输入reference model参考模型,期望模型reinforcement learning强化学习relay control system继电器控制系统reliability可靠性,可信度remote control system遥控系统,远程控制系统residual error残差误差,残余误差resonance frequency共振频率S英文中文sampling采样,取样sampling frequency采样频率sampling theorem采样定理saturation饱和,饱和度scalar product标量积,点积scaling factor缩放因子,比例系数Schmitt trigger施密特触发器Schur complement舒尔补second-order system二阶系统self-learning自学习,自我学习self-organizing map (SOM)自组织映射sensitivity灵敏度,敏感性sensitivity analysis灵敏度分析,敏感性分析sensor传感器,感应器sensor fusion传感器融合servo amplifier伺服放大器servo motor伺服电机,伺服马达servo valve伺服阀,伺服阀门set point设定值,给定值settling time定常时间,稳定时间T英文中文tabu search禁忌搜索,禁忌表搜索Taylor series泰勒级数,泰勒展开式teleoperation遥操作,远程操作temperature sensor温度传感器terminal终端,端子testability可测试性,可检测性thermal noise热噪声,热噪音thermocouple热电偶,热偶threshold阈值,门槛time constant时间常数time delay时延,延时time domain时域time-invariant system时不变系统time-optimal control时间最优控制time series analysis时间序列分析toggle switch拨动开关,切换开关tolerance analysis公差分析torque sensor扭矩传感器transfer function传递函数,迁移函数transient response瞬态响应U英文中文uncertainty不确定性,不确定度underdamped system欠阻尼系统undershoot低于量,低于值unit impulse function单位冲激函数unit step function单位阶跃函数unstable equilibrium point不稳定平衡点unsupervised learning无监督学习upper bound上界,上限utility function效用函数,效益函数V英文中文variable structure control变结构控制variance方差,变异vector product向量积,叉积velocity sensor速度传感器verification验证,校验virtual reality虚拟现实viscosity粘度,黏度vision sensor视觉传感器voltage电压,电位差voltage-controlled oscillator (VCO)电压控制振荡器W英文中文wavelet transform小波变换weighting function加权函数Wiener filter维纳滤波器Wiener process维纳过程work envelope工作空间,工作范围worst-case analysis最坏情况分析X英文中文XOR (exclusive OR) gate异或门,异或逻辑门Y英文中文yaw angle偏航角Z英文中文Z transform Z变换zero-order hold (ZOH)零阶保持器zero-order system零阶系统zero-pole cancellation零极点抵消。