游程检验

中国证券市场有效性的游程检验

The Runs Test of the Availability of the Chinese Stock Market

游程检验不要求正态性假设。

The runs test does not require the normality assumption .

采用游程检验法分析了该陀螺仪随机漂移数据的平稳性，并根据该漂移为均值非平稳、方差平稳的随机过程的结论，采用梯度径向基（RBF）神经网络对漂移数据进行了建模。

The analysis , which is based on run test , shows that the drift is not a weak stationary random process .

方法用游程检验和泊松分布的U检验方法对天津医科大学总医院病理科1978～1997年甲状腺疾病总外科病理检出率（外检率）和六种甲状腺疾病的外检率进行统计学分析。

Methods A statistic analysis was performed on materials of various thyroid diseases from files of Department of Pathology ( 1978 1997 ) in General Hospital , Tianjin Medical University , with Run test and Poisson U test .

本文在深入研究BMP图像LSB隐写算法的基础上，在图像隐写分析中提出了游程检验算法并给出了算法原理和工程实现。

Based on research results of Least Significant Bit ( LSB ) steganography in BMP images , this paper describes a run length detecting algorithm and gives the principle and realization of algorithm .

雷达窄带测量可以提供目标RCS时间序列信息，通过分析RCS时间序列，应用非参数统计理论中的游程检验算法可以实现目标的姿态进行判断。

The targets ' time serial is provided by radar 's narrow-band signal . From analyzing the characteristic of RCS time serial , we can judge the targets ' gesture by adopting run-test algorithm which is from nonparametric statistic theory .

结合使用游程检验和自相关检验两种方法对中国证券市场从1992～2002年的运行效率进行了验证，并测定了中国证券市场的有效性。

This paper studies the validity of securities business since 1992 by means of runs test and autocorrelation test .

本文主要介绍游程检验法的概念，并以纺织工艺检验实例说明其具体应用方法。

The article introduces the idea of run test and gives three examples of practical application in textile technology .

研究还证明了目前通行的游程检验与随机游走模型检验在检验市场弱式有效性方面存在一定缺陷。

The analysis also proves that the run test and the random walk test only have the limited power against the EMH .

海门市1969～2007年原发性肝细胞癌死亡率时间序列的游程检验和线性趋势检验

Runs Test and Linear Trend Test of the Time Series of Primary Hepatocellular Carcinoma Mortality in Haimen City from 1969 to 2007

本文采用序列相关性检验和游程检验，考察股票价格的变动是否符合随机游走。

This paper adopts serial correlation test and runs test , to examine whether the stock price movements accord with random walk .

论文提出的游程检验法能定量地分析流量的稳定性，对于流量稳定性的定量判断有较大的参考价值。

A method called Run Test , which is a quantitative method to test the stability of traffic , is put forward .

首先是对两对套利品种进行模型适应性检验，包括相关性检验、单位根检验及游程检验。

First is two pairs of . varieties arbitrage model of adaptive testing , including related tests , unit root test and runs test .

本文首先采取游程检验和单位根检验等两种方法来考察我国股票市场是否具有弱式有效性；

During my research , firstly I adopt the methods of ' random walk ' and ' units ' to test the weak form efficiency in Chinese Stock Market .

根据研究区水资源开发利用的特点，采用数理统计法&有序聚类法和游程检验法，计算出了流域人类活动对水文过程的干扰点。

According to the features of human activities in study area , the disturbance point is calculated with the method of mathematical statistics & orderly cluster analysis and runs test .

运用统计分析理论中的游程检验法对实测气隙值作统计检验，判定实测气隙值为随机变量，计算其随机特征值；

Applied runs test method of statistical analysis theory , air gap value measured actually is made statistical test and decided on random variable , and its eigenvalue is gained .

随机游走检验从期货价格的可预测性角度检验期货市场的有效性，根据随机游走假设的不同而又相应地分为序列相关性检验、技术分析检验和游程检验三种子方法。

Random Walk Test is used to test the predictability of the futures price . And it includes three sub-methods : Autocorrelation Test , Technological Analysis Test , and Run Test .

采用单位根检验、序列相关检验和游程检验对我国期货市场的有效性进行了检验，检验结果表明我国期货市场远未达到弱式有效；

In the idiographic demonstration study , this paper used runs test model and Kolmogorov non-variable test model . The result shows that they are far away from weak form efficiency markets .

针对我们设计的随机序列发生器，通过编程实现了对该随机序列发生器的频数检验、序列检验、扑克检验、自相关检验、游程检验等随机性测试，得到了较好的结果。

In order to test the random sequence generator which we designed in this article , we give the frequency test , serial test , poker test , autocorrelation test and runs test through programs .

游程检验的结果为：两市有效性水平不断提高，但全程统计量不支持沪市弱有效假设。

The results of run test are that the efficiency of both stock markets are increasing , but the run statistics of the whole period do not support the assumption that Shanghai stock market has qualified the weak-form efficiency .

运用国内学者对我国证券进行实证检验时最常用的游程检验，自相关检验以及方差比检验方法，对B股市场是否达到弱式有效进行了实证分析。

In this paper we tested the weak form efficiency of China 's B share by run test , correlation test and Variance ratio test often employed by scholars in China in testing weak form efficiency in China 's A share .

给出了检验疏失误差是否存在的符号检验法和游程数检验法。并给出了存在疏失误差时如何调整实验数据协方差矩阵的方法。

The methods of sign test and runs number test of negligence error and adjustment of experimental covariance matrix are given in the work .