采用EWMA模型预测动态变化的方差-协方差矩阵，从实证的角度得到更精准的动态迁移相关系数矩阵。
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
然而，目前国内外有关协方差矩阵正定性的研究结果并不多，并且大多是集中在连续型样本协方差矩阵方面。
However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.
给出了由子矩阵组成的分块矩阵时，随机变量二次型的方差、协方差的计算公式。
The formulas to calculate the variance of a quadratic form with the matrix composed of submatrices are given in this paper.
说明：总体主成分，总体主成分的计算，总体成分的性质，主成分的协方差矩阵及总方差。
Overall main component, the overall calculation of the main component, the nature of the overall component, the main component of the covariance matrix and the total variance.
协方差速度谱是基于采样数据可以排列成协方差矩阵的特征结构而设计的。
Covariance velocity spectrum is based on the fact that the sampled data can be arranged in eigen structure of covariance matrix.
该等价协方差矩阵和等价权矩阵不仅保持了原有协方差矩阵和权矩阵的对称性，而且保持了原有协方差矩阵的相关性不变。
It is shown that the new equivalent covariance matrix and weight matrix keep not only the symmetry but also the relevance of the original covariance matrix.
通过对近场空间协方差矩阵进行修正，用重构在相同方位上的远场近似空间协方差矩阵确定声源方位角。
By using the reconstructed far-field approximation space covariance matrix at the same bearings from the revised near-field space covariance matrix, the bearings of multiple sources can be obtained.
在计算信号的协方差矩阵时，对图像分块并用椭圆窗滑动求局部协方差矩阵，以达到局部自适应的去噪目的。
When the signal covariance is calculated, the image is cut into several blocks and the elliptic window is used, so the local covariance is achieved.
该算法是用高斯相似度度量协方差矩阵间的距离，并由此测度建立了反映协方差矩阵结构关系的二叉决策树。
Gaussian similarity is used for measuring the distance of different covariance. A binary decision tree is constructed with this measure.
该算法是用高斯相似度度量协方差矩阵间的距离，并由此测度建立了反映协方差矩阵结构关系的二叉决策树。
Gaussian similarity is used for measuring the distance of different covariance. A binary decision tree is constructed with this measure.
应用推荐