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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
In this paper, by making use of the Hadamard product of matrices, a natural and reasonable generalization of the univariate GARCH (Generalized Autoregressive Conditional heteroscedastic) process introduced by Bollersl...In this paper, by making use of the Hadamard product of matrices, a natural and reasonable generalization of the univariate GARCH (Generalized Autoregressive Conditional heteroscedastic) process introduced by Bollerslev (J. Econometrics 31(1986), 307-327) to the multivariate case is proposed. The conditions for the existence of strictly stationary and ergodic solutions and the existence of higher-order moments for this class of parametric models are derived.展开更多
Geophysics has played a significant and efficient role in studying geological structures over the past decades as the goal of geophysical data acquisition is to investigate underground phenomena with the highest possi...Geophysics has played a significant and efficient role in studying geological structures over the past decades as the goal of geophysical data acquisition is to investigate underground phenomena with the highest possible level of accuracy. The ground penetrating radar (GPR) method is used as a nondestructive method to reveal shallow structures by beaming electromagnetic waves through the Earth and recording the received reflections, albeit inevitably, along with random noise. Various types of noise affect GPR data, among the most important of which are random noise resulting from arbitrary motions of particles during data acquisition. Random noise which exists always and at all frequencies, along with coherent noise, reduces the quality of GPR data and must be reduced as much as possible. Over the recent years, discrete wavelet transform has proved to be an efficient tool in signal processing, especially in image and signal compressing and noise suppression. It also allows for obtaining an accurate understanding of the signal properties. In this study, we have used the autoregression in both wavelet and f-x domains to suppress random noise in synthetic and real GPR data. Finally, we compare noise suppression in the two domains. Our results reveal that noise suppression is conducted more efficiently in the wavelet domain due to decomposing the signal into separate subbands and exclusively applying the method parameters in autoregression modeling for each subband.展开更多
A combined magnetorheological damper combined with rubber spring and magnetorheological damper is addressed.This type of damping device has inherited the merits of rubber spring and the magnetorheological damper.The t...A combined magnetorheological damper combined with rubber spring and magnetorheological damper is addressed.This type of damping device has inherited the merits of rubber spring and the magnetorheological damper.The test damping device is made up of combined magnetorheological damper,amplitude controller,signal collecting device,computer software for dynamic analysis,etc.When a zeromean and non-Gaussian white noise interfere with the device,a time series autoregressive(AR) model is conducted by using the sampled experimental data.Trispectrum and its slices analysis are emerging as a new powerful technique in signal processing,which is put forward for investigating the dynamic characteristics of the magnetorheological vibrant device.The present of trispectrum and its slices analysis change with the variation of controllable working magnetic field of the damper correspondingly.It is indicated that AR trispectrum and its slices analysis methods are feasible and effective for investigation of magnetorheological vibrant device.展开更多
基金supported by the Program of National Natural Science Foundation of China(U23A20329,62163036)Youth Academic and Technical Leaders Reserve Talent Training project(202105AC160094)Industrial Innovation Talent Special Project of Xingdian Talent Support Program(XDYC-CYCX-2022-0010).
文摘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.
基金The National Natural Science Foundation of China(No.50479017).
文摘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.
基金Supported by the Key Scientific Research Project of Universities in Henan Province,No.21A330004Natural Science Foundation in Henan Province,No.222300420265.
文摘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.
文摘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.
基金funded by National Institute for Occupational Safety and Health (NIOSH) (No. 2014-N-15795, 2014)
文摘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.
基金Supported by Department of Community Health Sciences,Faculty of Medicine,Aga Khan University,Karachi,Pakistan
文摘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.
基金supported by the Foundation for the Author of National Excellent Doctoral Dissertation of China (2007B51)Natural Science Foundation of China (41174008)
文摘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.
基金This project is supported by the 10th Five-year Plan Pre-research Project Foundation of China Weapon Industry Company, China(No.42001080701).
文摘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.
基金Project supported by the Key Program of the National Natural Science Foundation of China (Grant No. 50537030)the National Natural Science Foundation of China (Grant Nos. 61072012 and 61172009)+1 种基金the Young Scientists Fund of the National Natural Science Foundation of China (Grant Nos. 61104032 and 60901035)the Tianjin Municipal Natural Science Foundation (Grant No. 12JCZDJC21100)
文摘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.
基金Supported by the National Natural Science Foundation of China(60802005,60965002,50803016)Science Foundation forthe Excellent Youth Scholars at East China University of Science and Technology(YH0157127)Undergraduate Innovational Experimentation Program in ECUST(X1033)
文摘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.
文摘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.
基金Supported by the National Natural Science Foundation of China(Nos.41406146,41476129)the Natural Science Foundation of Shanghai Municipality(No.13ZR1419300)the Shanghai Universities FirstClass Disciplines Project-Fisheries(A)
文摘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.
基金Supported by National Natural Science Foundation of China(11731015,11571051,J1310022,11501241)Natural Science Foundation of Jilin Province(20150520053JH,20170101057JC,20180101216JC)+2 种基金Program for Changbaishan Scholars of Jilin Province(2015010)Science and Technology Program of Jilin Educational Department during the "13th Five-Year" Plan Period(2016-399)Science and Technology Research Program of Education Department in Jilin Province for the 13th Five-Year Plan(2016213)
文摘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.
文摘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.
基金Supported by National Natural Science Foundation of China (No. 60972038)The Open Research Fund of Na-tional Mobile Communications Research Laboratory, Southeast University (N200911)+3 种基金The Jiangsu Province Universities Natural Science Research Key Grant Project (No. 07KJA51006)ZTE Communications Co., Ltd. (Shenzhen) Huawei Technology Co., Ltd. (Shenzhen)The Research Fund of Nanjing College of Traffic Voca-tional Technology (JY0903)
文摘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.
文摘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.
文摘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.
文摘In this paper, by making use of the Hadamard product of matrices, a natural and reasonable generalization of the univariate GARCH (Generalized Autoregressive Conditional heteroscedastic) process introduced by Bollerslev (J. Econometrics 31(1986), 307-327) to the multivariate case is proposed. The conditions for the existence of strictly stationary and ergodic solutions and the existence of higher-order moments for this class of parametric models are derived.
文摘Geophysics has played a significant and efficient role in studying geological structures over the past decades as the goal of geophysical data acquisition is to investigate underground phenomena with the highest possible level of accuracy. The ground penetrating radar (GPR) method is used as a nondestructive method to reveal shallow structures by beaming electromagnetic waves through the Earth and recording the received reflections, albeit inevitably, along with random noise. Various types of noise affect GPR data, among the most important of which are random noise resulting from arbitrary motions of particles during data acquisition. Random noise which exists always and at all frequencies, along with coherent noise, reduces the quality of GPR data and must be reduced as much as possible. Over the recent years, discrete wavelet transform has proved to be an efficient tool in signal processing, especially in image and signal compressing and noise suppression. It also allows for obtaining an accurate understanding of the signal properties. In this study, we have used the autoregression in both wavelet and f-x domains to suppress random noise in synthetic and real GPR data. Finally, we compare noise suppression in the two domains. Our results reveal that noise suppression is conducted more efficiently in the wavelet domain due to decomposing the signal into separate subbands and exclusively applying the method parameters in autoregression modeling for each subband.
基金Project(2005H035) supported by Fujian Province of China
文摘A combined magnetorheological damper combined with rubber spring and magnetorheological damper is addressed.This type of damping device has inherited the merits of rubber spring and the magnetorheological damper.The test damping device is made up of combined magnetorheological damper,amplitude controller,signal collecting device,computer software for dynamic analysis,etc.When a zeromean and non-Gaussian white noise interfere with the device,a time series autoregressive(AR) model is conducted by using the sampled experimental data.Trispectrum and its slices analysis are emerging as a new powerful technique in signal processing,which is put forward for investigating the dynamic characteristics of the magnetorheological vibrant device.The present of trispectrum and its slices analysis change with the variation of controllable working magnetic field of the damper correspondingly.It is indicated that AR trispectrum and its slices analysis methods are feasible and effective for investigation of magnetorheological vibrant device.
