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Randomized autoregressive dynamic slow feature analysis method for industrial process fault monitoring
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作者 Qingmin Xu Peng Li +3 位作者 Aimin Miao Xun Lang Hancheng Wang Chuangyan Yang 《Chinese Journal of Chemical Engineering》 2025年第7期298-314,共17页
Kernel-based slow feature analysis(SFA)methods have been successfully applied in the industrial process fault detection field.However,kernel-based SFA methods have high computational complexity as dealing with nonline... Kernel-based slow feature analysis(SFA)methods have been successfully applied in the industrial process fault detection field.However,kernel-based SFA methods have high computational complexity as dealing with nonlinearity,leading to delays in detecting time-varying data features.Additionally,the uncertain kernel function and kernel parameters limit the ability of the extracted features to express process characteristics,resulting in poor fault detection performance.To alleviate the above problems,a novel randomized auto-regressive dynamic slow feature analysis(RRDSFA)method is proposed to simultaneously monitor the operating point deviations and process dynamic faults,enabling real-time monitoring of data features in industrial processes.Firstly,the proposed Random Fourier mappingbased method achieves more effective nonlinear transformation,contrasting with the current kernelbased RDSFA algorithm that may lead to significant computational complexity.Secondly,a randomized RDSFA model is developed to extract nonlinear dynamic slow features.Furthermore,a Bayesian inference-based overall fault monitoring model including all RRDSFA sub-models is developed to overcome the randomness of random Fourier mapping.Finally,the superiority and effectiveness of the proposed monitoring method are demonstrated through a numerical case and a simulation of continuous stirred tank reactor. 展开更多
关键词 Slow feature analysis Random Fourier mapping Bayesian Inference autoregressive dynamic modeling CSTR Fault detection
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Asymptotic normality of error density estimator in stationary and explosive autoregressive models
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作者 WU Shi-peng YANG Wen-zhi +1 位作者 GAO Min HU Shu-he 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2024年第1期140-158,共19页
In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity... In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors. 展开更多
关键词 explosive autoregressive models residual density estimator asymptotic distribution association sequence
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Modeling and Forecasting of Consumer Price Index of Foods and Non-Alcoholic Beverages in Kenya Using Autoregressive Integrated Moving Average Models
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作者 Michael Mbaria Chege 《Open Journal of Statistics》 2024年第6期677-688,共12页
Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world ove... Food and non-alcoholic beverages are highly important for individuals to continue staying alive and living healthy lives. The increase in the prices of food and non-alcoholic beverages experienced across the world over years has continued to make food and non-alcoholic beverages not to be accessible and affordable to individuals and families having a low income. The aim of this particular research study was to identify how Kenya’s CPI of food and non-alcoholic beverages could be modelled using Autoregressive Integrated Moving Average (ARIMA) models for forecasting future values for the next two years. The data used for the study was that of Kenya’s CPI of food and non-alcoholic beverages for the period starting from February 2009 to April 2024 obtained from the International Monetary Fund (IMF) database. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE) and assessing whether residuals of the model were independent and normally distributed with a variance that is constant an whether the model has most of its coefficients being significant statistically. ARIMA (3, 1, 0) (1, 0, 0) model was identified as the best ARIMA model for modeling Kenya’s CPI of food and non-beverages for forecasting future values among the ARIMA models considered. Using this particular model, Kenya’s CPI of food and non-alcoholic beverages was forecasted to increase only slightly with time to reach a value of about 165.70 by March 2026. 展开更多
关键词 Consumer Price Index Food and Non-Alcoholic Beverages autoregressive Integrated Moving Averages Modeling and Forecasting
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Modelling and Forecasting of Greenhouse Gas Emissions by the Energy Sector in Kenya Using Autoregressive Integrated Moving Average (ARIMA) Models
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作者 Michael Mbaria Chege 《Open Journal of Statistics》 2024年第6期667-676,共10页
The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector ... The energy sector is the second largest emitter of greenhouse (GHG) gases in Kenya, emitting about 31.2% of GHG emissions in the country. The aim of this study was to model Kenya’s GHG emissions by the energy sector using ARIMA models for forecasting future values. The data used for the study was that of Kenya’s GHG emissions by the energy sector for the period starting from 1970 to 2022 obtained for the International Monetary Fund (IMF) database that was split into training and testing sets using the 80/20 rule for modelling purposes. The best specification for the ARIMA model was identified using Akaike Information Criterion (AIC), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and mean absolute scaled error (MASE). ARIMA (1, 1, 1) was identified as the best model for modelling Kenya’s GHG emissions and forecasting future values. Using this model, Kenya’s GHG emissions by the energy sector were forecasted to increase to a value of about 43.13 million metric tons of carbon dioxide equivalents by 2030. The study, therefore, recommends that Kenya should accelerate the adjustment of industry structure and improve the efficient use of energy, optimize the energy structure and accelerate development and promotion of energy-efficient products to reduce the emission of GHGs by the country’s energy sector. 展开更多
关键词 Greenhouse Gases Energy Sector autoregressive Moving Averages Models
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River channel flood forecasting method of coupling wavelet neural network with autoregressive model 被引量:1
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作者 李致家 周轶 马振坤 《Journal of Southeast University(English Edition)》 EI CAS 2008年第1期90-94,共5页
Based on analyzing the limitations of the commonly used back-propagation neural network (BPNN), a wavelet neural network (WNN) is adopted as the nonlinear river channel flood forecasting method replacing the BPNN.... Based on analyzing the limitations of the commonly used back-propagation neural network (BPNN), a wavelet neural network (WNN) is adopted as the nonlinear river channel flood forecasting method replacing the BPNN. The WNN has the characteristics of fast convergence and improved capability of nonlinear approximation. For the purpose of adapting the timevarying characteristics of flood routing, the WNN is coupled with an AR real-time correction model. The AR model is utilized to calculate the forecast error. The coefficients of the AR real-time correction model are dynamically updated by an adaptive fading factor recursive least square(RLS) method. The application of the flood forecasting method in the cross section of Xijiang River at Gaoyao shows its effectiveness. 展开更多
关键词 river channel flood forecasting wavel'et neural network autoregressive model recursive least square( RLS) adaptive fading factor
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Modified switched IMM estimator based on autoregressive extended Viterbi method for maneuvering target tracking 被引量:4
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作者 HADAEGH Mahmoudreza KHALOOZADEH Hamid 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第6期1142-1157,共16页
In this paper, a new approach of maneuvering target tracking algorithm based on the autoregressive extended Viterbi(AREV) model is proposed. In contrast to weakness of traditional constant velocity(CV) and constant ac... In this paper, a new approach of maneuvering target tracking algorithm based on the autoregressive extended Viterbi(AREV) model is proposed. In contrast to weakness of traditional constant velocity(CV) and constant acceleration(CA) models to noise effect reduction, the autoregressive(AR) part of the new model which changes the structure of state space equations is proposed. Also using a dynamic form of the state transition matrix leads to improving the rate of convergence and decreasing the noise effects. Since AR will impose the load of overmodeling to the computations, the extended Viterbi(EV) method is incorporated to AR in two cases of EV1 and EV2. According to most probable paths in the interacting multiple model(IMM) during nonmaneuvering and maneuvering parts of estimation, EV1 and EV2 respectively can decrease load of overmodeling computations and improve the AR performance. This new method is coupled with proposed detection schemes for maneuver occurrence and termination as well as for switching initializations. Appropriate design parameter values are derived for the detection schemes of maneuver occurrences and terminations. Finally, simulations demonstrate that the performance of the proposed model is better than the other older linear and also nonlinear algorithms in constant velocity motions and also in various types of maneuvers. 展开更多
关键词 interacting multiple model(IMM) filter constant acceleration(CA) autoregressive(AR) extended Viterbi(EV) autoregressive extended Viterbi(AREV) extended Kalman filter(EKF)
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Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China 被引量:3
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作者 Yong-Bin Wang Si-Yu Qing +3 位作者 Zi-Yue Liang Chang Ma Yi-Chun Bai Chun-Jie Xu 《World Journal of Gastroenterology》 SCIE CAS 2023年第42期5716-5727,共12页
BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their s... BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA. 展开更多
关键词 HEPATITIS Seasonal autoregressive fractionally integrated moving average Seasonal autoregressive integrated moving average Prediction EPIDEMIC Time series analysis
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Quantifying the thermal damping effect in underground vertical shafts using the nonlinear autoregressive with external input(NARX) algorithm 被引量:9
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作者 Pedram Roghanchi Karoly C.Kocsis 《International Journal of Mining Science and Technology》 SCIE EI CSCD 2019年第2期255-262,共8页
As air descends the intake shaft, its infrastructure, lining and the strata will emit heat during the night when the intake air is cool and, on the contrary, will absorb heat during the day when the temperature of the... As air descends the intake shaft, its infrastructure, lining and the strata will emit heat during the night when the intake air is cool and, on the contrary, will absorb heat during the day when the temperature of the air becomes greater than that of the strata. This cyclic phenomenon, also known as the "thermal damping effect" will continue throughout the year reducing the effect of surface air temperature variation. The objective of this paper is to quantify the thermal damping effect in vertical underground airways. A nonlinear autoregressive time series with external input(NARX) algorithm was used as a novel method to predict the dry-bulb temperature(Td) at the bottom of intake shafts as a function of surface air temperature. Analyses demonstrated that the artificial neural network(ANN) model could accurately predict the temperature at the bottom of a shaft. Furthermore, an attempt was made to quantify typical "damping coefficient" for both production and ventilation shafts through simple linear regression models. Comparisons between the collected climatic data and the regression-based predictions show that a simple linear regression model provides an acceptable accuracy when predicting the Tdat the bottom of intake shafts. 展开更多
关键词 UNDERGROUND mining Vertical openings THERMAL damping effect Artificial neural network NONLINEAR autoregressive with EXTERNAL input(NARX)
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An autoregressive integrated moving average model for short-term prediction of hepatitis C virus seropositivity among male volunteer blood donors in Karachi,Pakistan 被引量:9
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作者 Saeed Akhtar Shafquat Rozi 《World Journal of Gastroenterology》 SCIE CAS CSCD 2009年第13期1607-1612,共6页
AIM: To identify the stochastic autoregressive integrated moving average (ARIMA) model for short term forecasting of hepatitis C virus (HCV) seropositivity among volunteer blood donors in Karachi, Pakistan.METHOD... AIM: To identify the stochastic autoregressive integrated moving average (ARIMA) model for short term forecasting of hepatitis C virus (HCV) seropositivity among volunteer blood donors in Karachi, Pakistan.METHODS: Ninety-six months (1998-2005) data on HCV seropositive cases (1000-1 x month1) among male volunteer blood donors tested at four major blood banks in Karachi, Pakistan were subjected to ARIMA modeling. Subsequently, a fitted ARIMA model was used to forecast HCV seropositive donors for 91-96 mo to contrast with observed series of the same months. To assess the forecast accuracy, the mean absolute error rate (%) between the observed and predicted HCV seroprevalence was calculated. Finally, a fitted ARIMA model was used for short-term forecasts beyond the observed series.RESULTS: The goodness-of-fit test of the optimum ARIMA (2,1,7) model showed non-significant autocorrelations in the residuals of the model. The forecasts by ARIMA for 91-96 mo closely followed the pattern of observed series for the same months, with mean monthly absolute forecast errors (%) over 6 mo of 6.5%. The short-term forecasts beyond the observed series adequately captured the pattern in the data and showed increasing tendency of HCV seropositivity with a mean ± SD HCV seroprevalence (1000^-1× month^-1) of 24.3 ±1.4 over the forecast interval.CONCLUSION: To curtail HCV spread, public health authorities need to educate communities and health care providers about HCV transmission routes based on known HCV epidemiology in Pakistan and its neighboring countries. Future research may focus on factors associated with hyperendemic levels of HCV infection. 展开更多
关键词 Hepatitis C virus Blood donor Ecologicalanalysis autoregressive integrated moving averagemodel Pakistan
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Prediction of earth rotation parameters based on improved weighted least squares and autoregressive model 被引量:10
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作者 Sun Zhangzhen Xu Tianhe 《Geodesy and Geodynamics》 2012年第3期57-64,共8页
In this paper, an improved weighted least squares (WLS), together with autoregressive (AR) model, is proposed to improve prediction accuracy of earth rotation parameters(ERP). Four weighting schemes are develope... In this paper, an improved weighted least squares (WLS), together with autoregressive (AR) model, is proposed to improve prediction accuracy of earth rotation parameters(ERP). Four weighting schemes are developed and the optimal power e for determination of the weight elements is studied. The results show that the improved WLS-AR model can improve the ERP prediction accuracy effectively, and for different prediction intervals of ERP, different weight scheme should be chosen. 展开更多
关键词 earth rotation parameters(ERP) PREDICTION autoregressive(AR) WEIGHTED least-square
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AUTOREGRESSIVE MODEL AND POWER SPECTRUM CHARATERISTICS OF CURRENT SIGNAL IN HIGH FREQUENCY GROUP PULSE MICRO-ELECTROCHEMICAL MACHINING 被引量:3
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作者 TANG Xinglun ZHANG Zhijing +1 位作者 ZHOU Zhaoying YANG Xiaodong 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2006年第2期260-264,共5页
The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing acros... The identification of the inter-electrode gap size in the high frequency group pulse micro-electrochemical machining (HGPECM) is mainly discussed. The auto-regressive(AR) model of group pulse current flowing across the cathode and the anode are created under different situations with different processing parameters and inter-electrode gap size. The AR model based on the current signals indicates that the order of the AR model is obviously different relating to the different processing conditions and the inter-electrode gap size; Moreover, it is different about the stability of the dynamic system, i.e. the white noise response of the Green's function of the dynamic system is diverse. In addition, power spectrum method is used in the analysis of the dynamic time series about the current signals with different inter-electrode gap size, the results show that there exists a strongest power spectrum peak, characteristic power spectrum(CPS), to the current signals related to the different inter-electrode gap size in the range of 0~5 kHz. Therefore, the CPS of current signals can implement the identification of the inter-electrode gap. 展开更多
关键词 Electrochemical machining Inter-electrode gap autoregressive(AR) model Power spectrum
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Modulation of electroencephalograph activity by manual acupuncture stimulation in healthy subjects:An autoregressive spectral analysis 被引量:2
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作者 伊国胜 王江 +2 位作者 邓斌 魏熙乐 韩春晓 《Chinese Physics B》 SCIE EI CAS CSCD 2013年第2期559-564,共6页
To investigate whether and how manual acupuncture(MA) modulates brain activities,we design an experiment where acupuncture at acupoint ST36 of the right leg is used to obtain electroencephalograph(EEG) signals in ... To investigate whether and how manual acupuncture(MA) modulates brain activities,we design an experiment where acupuncture at acupoint ST36 of the right leg is used to obtain electroencephalograph(EEG) signals in healthy subjects.We adopt the autoregressive(AR) Burg method to estimate the power spectrum of EEG signals and analyze the relative powers in delta(0 Hz-4 Hz),theta(4 Hz-8 Hz),alpha(8 Hz-13 Hz),and beta(13 Hz-30 Hz) bands.Our results show that MA at ST36 can significantly increase the EEG slow wave relative power(delta band) and reduce the fast wave relative powers(alpha and beta bands),while there are no statistical differences in theta band relative power between different acupuncture states.In order to quantify the ratio of slow to fast wave EEG activity,we compute the power ratio index.It is found that the MA can significantly increase the power ratio index,especially in frontal and central lobes.All the results highlight the modulation of brain activities with MA and may provide potential help for the clinical use of acupuncture.The proposed quantitative method of acupuncture signals may be further used to make MA more standardized. 展开更多
关键词 manual acupuncture ELECTROENCEPHALOGRAPH autoregressive Burg method relative power
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Autoregressive moving average model as a multi-agent routing protocol for wireless sensor networks 被引量:2
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作者 黄如 黄浩 +1 位作者 陈志华 何兴勇 《Journal of Beijing Institute of Technology》 EI CAS 2011年第3期421-426,共6页
A prediction-aided routing algorithm based on ant colony optimization mode (PRACO) to achieve energy-aware data-gathering routing structure in wireless sensor networks (WSN) is presented. We adopt autoregressive m... A prediction-aided routing algorithm based on ant colony optimization mode (PRACO) to achieve energy-aware data-gathering routing structure in wireless sensor networks (WSN) is presented. We adopt autoregressive moving average model (ARMA) to predict dynamic tendency in data traffic and deduce the construction of load factor, which can help to reveal the future energy status of sensor in WSN. By checking the load factor in heuristic factor and guided by novel pheromone updating rule, multi-agent, i. e. , artificial ants, can adaptively foresee the local energy state of networks and the corresponding actions could be taken to enhance the energy efficiency in routing construction. Compared with some classic energy-saving routing schemes, the simulation results show that the proposed routing building scheme can ① effectively reinforce the robustness of routing structure by mining the temporal associability and introducing multi-agent optimization to balance the total energy cost for data transmission, ② minimize the total communication consumption, and ③prolong the lifetime of networks. 展开更多
关键词 wireless sensor networks (WSN) autoregressive moving average ARMA) MULTIAGENT ROUTING ROBUSTNESS
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JUMP DETECTION BY WAVELET IN NONLINEAR AUTOREGRESSIVE MODELS 被引量:2
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作者 李元 谢衷洁 《Acta Mathematica Scientia》 SCIE CSCD 1999年第3期261-271,共11页
Wavelets are applied to detection of the jump points of a regression function in nonlinear autoregressive model x(t) = T(x(t-1)) + epsilon t. By checking the empirical wavelet coefficients of the data,which have signi... Wavelets are applied to detection of the jump points of a regression function in nonlinear autoregressive model x(t) = T(x(t-1)) + epsilon t. By checking the empirical wavelet coefficients of the data,which have significantly large absolute values across fine scale levels, the number of the jump points and locations where the jumps occur are estimated. The jump heights are also estimated. All estimators are shown to be consistent. Wavelet method ia also applied to the threshold AR(1) model(TAR(1)). The simple estimators of the thresholds are given,which are shown to be consistent. 展开更多
关键词 jump points nonlinear autoregressive models WAVELETS
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Examining spatiotemporal distribution and CPUE-environment relationships for the jumbo flying squid Dosidicus gigas offshore Peru based on spatial autoregressive model 被引量:2
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作者 FENG Yongjiu CHEN Xinjun LIU Yang 《Journal of Oceanology and Limnology》 SCIE CAS CSCD 2018年第3期942-955,共14页
The spatiotemporal distribution and relationship between nominal catch-per-unit-ef fort(CPUE) and environment for the jumbo flying squid( Dosidicus gigas) were examined in of fshore Peruvian waters during 2009–2013. ... The spatiotemporal distribution and relationship between nominal catch-per-unit-ef fort(CPUE) and environment for the jumbo flying squid( Dosidicus gigas) were examined in of fshore Peruvian waters during 2009–2013. Three typical oceanographic factors aff ecting the squid habitat were investigated in this research, including sea surface temperature(SST), sea surface salinity(SSS) and sea surface height(SSH). We studied the CPUE-environment relationships for D. gigas using a spatially-lagged version of spatial autoregressive(SAR) model and a generalized additive model(GAM), with the latter for auxiliary and comparative purposes. The annual fishery centroids were distributed broadly in an area bounded by 79.5°–82.7°W and 11.9°–17.1°S, while the monthly fishery centroids were spatially close and lay in a smaller area bounded by 81.0°–81.2°W and 14.3°–15.4°S. Our results show that the preferred environmental ranges for D. gigas offshore Peru were 20.9°–21.9°C for SST, 35.16–35.32 for SSS and 27.2–31.5 cm for SSH in the areas bounded by 78°–80°W/82–84°W and 15°–18°S. Monthly spatial distributions during October to December were predicted using the calibrated GAM and SAR models and general similarities were found between the observed and predicted patterns for the nominal CPUE of D. gigas. The overall accuracies for the hotspots generated by the SAR model were much higher than those produced by the GAM model for all three months. Our results contribute to a better understanding of the spatiotemporal distributions of D. gigas off shore Peru, and off er a new SAR modeling method for advancing fishery science. 展开更多
关键词 Dosidicus gigas spatiotemporal distribution generalized additive model (GAM) spatial autoregressive(SAR) model offshore Peru
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Empirical likelihood for first-order mixed integer-valued autoregressive model 被引量:1
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作者 YANG Yan-qiu WANG De-hui ZHAO Zhi-wen 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2018年第3期313-322,共10页
In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio s... In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well. 展开更多
关键词 mixed integer-valued autoregressive model empirical likelihood asymptotic distribution confidence region
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Estimation for Nonnegative First-Order Autoregressive Processes with an Unknown Location Parameter 被引量:1
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作者 Andrew Bartlett William McCormick 《Applied Mathematics》 2012年第12期2133-2147,共15页
Consider a first-order autoregressive processes , where the innovations are nonnegative random variables with regular variation at both the right endpoint infinity and the unknown left endpoint θ. We propose estimate... Consider a first-order autoregressive processes , where the innovations are nonnegative random variables with regular variation at both the right endpoint infinity and the unknown left endpoint θ. We propose estimates for the autocorrelation parameter f and the unknown location parameter θ by taking the ratio of two sample values chosen with respect to an extreme value criteria for f and by taking the minimum of over the observed series, where represents our estimate for f. The joint limit distribution of the proposed estimators is derived using point process techniques. A simulation study is provided to examine the small sample size behavior of these estimates. 展开更多
关键词 NONNEGATIVE Time Series autoregressive PROCESSES Extreme Value ESTIMATOR REGULAR Variation Point PROCESSES
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PARTICLE FILTERING BASED AUTOREGRESSIVE CHANNEL PREDICTION MODEL 被引量:1
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作者 Dong Chunli Dong Yuning +2 位作者 Wang Li Yang Zhen Zhang Hui 《Journal of Electronics(China)》 2010年第3期316-320,共5页
A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of o... A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of order p is used to approximate the flat Rayleigh fading channels; its stability is discussed, and an algorithm for solving the AR model parameters is also given. Finally, an AR channel prediction model based on particle filtering and second-order AR model is presented. Simulation results show that the performance of the proposed AR channel prediction model based on particle filtering is better than that of Kalman filtering. 展开更多
关键词 Cognitive radio Rayleigh fading channel autoregressive (AR) model Particle filtering
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Comparison of computation time for estimation of dominant frequency of atrial electrograms: Fast fourier transform, blackman tukey, autoregressive and multiple signal classification 被引量:1
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作者 Anita Ahmad Fernando Soares Schlindwein Ghulam André Ng 《Journal of Biomedical Science and Engineering》 2010年第9期843-847,共5页
Dominant frequency (DF) of electrophysiological data is an effective approach to estimate the activation rate during Atrial Fibrillation (AF) and it is important to understand the pathophysiology of AF and to help sel... Dominant frequency (DF) of electrophysiological data is an effective approach to estimate the activation rate during Atrial Fibrillation (AF) and it is important to understand the pathophysiology of AF and to help select candidate sites for ablation. Frequency analysis is used to find and track DF. It is important to minimize the catheter insertion time in the atria as it contributes to the risk for the patients during this procedure, so DF estimation needs to be obtained as quickly as possible. A comparison of computation tim- es taken for spectrum estimation analysis is presented in this paper. Fast Fourier Transform (FFT), Blackman-Tukey (BT), Autoregressive (AR) and Multiple Signal Classification (MUSIC) methods are used to obtain the frequency spectrum of the signals. The time to produce DF was measured for each method. The method which takes the shortest time for analysis is selected for real time application purpose. 展开更多
关键词 Fast FOURIER TRANSFORM Blackman-Tukey autoregressive MUSIC Frequency Analysis
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Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 被引量:1
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作者 Claudio Morana 《Open Journal of Statistics》 2014年第4期292-312,共21页
In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independentl... In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common deterministic and stochastic factors. Monte Carlo results strongly support the proposed methodology, validating its use also for relatively small cross-sectional and temporal samples. 展开更多
关键词 Long and Short Memory Structural BREAKS Common Factors Principal Components Analysis Fractionally Integrated Heteroskedastic Factor Vector autoregressive Model
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