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目前显示的是标签为“Nonlinear”的博文

Empirical Research on Repo Rates Based on Exponenti- al Smooth Transition Autoregressive Model

Read  full  paper  at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=41#.VNhq6yzQrzE Author(s)    Qi-zhi He Affiliation(s) School of Statistics, Anhui University of Finance and Economics . ABSTRACT In the process of China's marketization of interest rates, researching the characteristics of interest rates has very important theoretical and practical significance. Based on Chinese interbank repo interest rates, the characteristics of daily interest rates and monthly interest rates and their spreads have been researched, and unit root tests are paid to the level, the first difference and the spread of daily interest rates and monthly interest rates based on the traditional method and the exponential smooth transition autoregressive method (ESTAR) respectively. The results show: Firstly, as for different term of repo interest rates, the characteristics are different. Secondly, both lists of daily rates and monthly r...

Light Red Shift in Cosmic Background Photon Gas

Read  full  paper  at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=53652#.VM8giyzQrzE Author(s)   Jikang Chen Affiliation(s) College of Physics, Nanjing Normal University, Nanjing, China . ABSTRACT There is a stable cosmic background photon gas fulfilled in our universe and a very weak damping force is acting on every traveling photon, then the light red shift has been observed at a large distance. When a photon travels in the cosmic background photon gas, its frequency continually lowers and at last diminishes in the photon gas as a low velocity one. The decay factor of traveling photons has been estimated; the light red shift is nonlinear in space, and our visual field is finite although the universe is infinite. KEYWORDS Photon , Damping , Red Shift , Nonlinear Cite this paper Chen, J. (2015) Light Red Shift in Cosmic Background Photon Gas. Journal of Applied Mathematics and Physics , 3 , 111-113. doi: 10.4236/jamp.20...

Simulation Program to Determine Sample Size and Power for a Multiple Logistic Regression Model with Unspecified Covariate Distributions

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=52556#.VJtsmcCAM4 Author(s) Naoko Kumagai 1,2* , Kohei Akazawa 3 , Hiromi Kataoka 1 , Yutaka Hatakeyama 1 , Yoshiyasu Okuhara 1 Affiliation(s) 1 Center of Medical Information Science, Kochi Medical School, Kochi University, Kochi, Japan . 2 Integrated Center for Advanced Medical Technologies, Kochi Medical School, Kochi University, Kochi, Japan . 3 Department of Medical Informatics, Niigata University Medical and Dental Hospital, Niigata, Japan . ABSTRACT Binary logistic regression models are commonly used to assess the association between outcomes and covariates. Many covariates are inherently continuous, and have a variety of ...