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Efficient Model Reduction of Linear Time-varying Systems via Shifted Legendre Polynomial Approximations
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作者 XIAO Zhihua TANG Man ZHU Zhihui 《应用数学》 北大核心 2026年第2期481-493,共13页
This paper presents an efficient model reduction technique for linear time-varying systems based on shifted Legendre polynomials.The approach constructs approximate low-rank decomposition factors of finite-time Gramia... This paper presents an efficient model reduction technique for linear time-varying systems based on shifted Legendre polynomials.The approach constructs approximate low-rank decomposition factors of finite-time Gramians directly from the expansion coefficients of impulse responses.Leveraging these factors,we develop two model reduction algorithms that integrate the low-rank square root method with dominant subspace projection.Our method is computationally efficient and flexible,requiring only a few matrix-vector operations and a singular value decomposition of a low-dimensional matrix,thereby avoiding the need to solve differential Lyapunov equations.Numerical experiments confirm the effectiveness of the proposed approach. 展开更多
关键词 model reduction Time-varying systems Low-rank Gramians Balanced truncation Shifted Legendre polynomials
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Lithospheric magnetic variations on the Tibetan Plateau based on a 3D surface spline model,compared with strong earthquake occurrences
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作者 PengTao Zhang Jun Yang +3 位作者 LiLi Feng Xia Li YuHong Zhao YingFeng Ji 《Earth and Planetary Physics》 2026年第1期30-43,共14页
The National Geophysical Data Center(NGDC)of the United States has collected aeromagnetic data for input into a series of geomagnetic models to improve model resolution;however,in the Tibetan Plateau region,ground-bas... The National Geophysical Data Center(NGDC)of the United States has collected aeromagnetic data for input into a series of geomagnetic models to improve model resolution;however,in the Tibetan Plateau region,ground-based observations remain insufficient to clearly reflect the characteristics of the region’s lithospheric magnetism.In this study,we evaluate the lithospheric magnetism of the Tibetan Plateau by using a 3D surface spline model based on observations from>200 newly constructed repeat stations(portable stations)to determine the spatial distribution of plateau geomagnetism,as well as its correlation with the tectonic features of the region.We analyze the relationships between M≥5 earthquakes and lithospheric magnetic field variations on the Tibetan Plateau and identify regions susceptible to strong earthquakes.We compare the geomagnetic results with those from an enhanced magnetic model(EMM2015)developed by the NGDC and provide insights into improving lithospheric magnetic field calculations in the Tibetan Plateau region.Further research reveals that these magnetic anomalies exhibit distinct differences from the magnetic-seismic correlation mechanisms observed in other tectonic settings;here,they are governed primarily by the combined effects of compressional magnetism,thermal magnetism,and deep thermal stress.This study provides new evidence of geomagnetic anomalies on the Tibetan Plateau,interprets them physically,and demonstrates their potential for identifying seismic hazard zones on the Plateau. 展开更多
关键词 Tibetan Plateau magnetic variation SEISMICITY surface spline model enhanced magnetic model
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Evaluation and forecast of the regional marine innovation ecosystem’s competitiveness:A systematic multivariate grey interval model with spatial proximity effects
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作者 LI Xuemei LI Na DING Song 《Journal of Geographical Sciences》 2026年第2期363-398,共36页
Establishing a Regional Marine Innovation Ecosystem(RMIE)is crucial for advancing China’s maritime power strategy.Concurrently,developing a competitive RMIE serves as a strategic lever to enhance the global competiti... Establishing a Regional Marine Innovation Ecosystem(RMIE)is crucial for advancing China’s maritime power strategy.Concurrently,developing a competitive RMIE serves as a strategic lever to enhance the global competitiveness of China’s marine science sector.However,research on the competitiveness of RMIE is limited.To this end,this study constructs an evaluation index system based on ecological niche theory to assess the competitiveness of RMIE in China from 2008 to 2020.The findings indicate generally fluctuating upward trends in RMIE’s competitiveness,with Shandong,Jiangsu,and Guangdong showing relatively strong positions.Notably,there are significant intra-regional imbalances and inter-regional asynchrony in RMIE’s competitiveness across China’s three major marine economic circles.Recognizing that forecasting RMIE competitiveness can inform policy formulation,this paper proposes a systematic multivariate grey interval prediction model that incorporates spatial proximity effects.This model effectively captures the interval and uncertainty characteristics of RMIE’s competitiveness while considering spatial relationships among regions.Results from comparative analysis,robustness tests,and sensitivity analysis demonstrate its superior applicability and forecasting accuracy.Additionally,interval forecasts and scenario analyses suggest that RMIE competitiveness will maintain stable growth,although unbalanced and unsynchronized development is likely to persist.Overall,the approach developed for evaluating and forecasting RMIE competitiveness offers valuable insights for effective policy formulation. 展开更多
关键词 grey model regional marine innovation ecosystem ecological niche theory multivariate grey interval prediction model spatial proximity effects
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Test for Varying-Coefficient Models with High-Dimensional Data
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作者 YANG Lin GAO Yuzhao QU Lianqiang 《Journal of Systems Science & Complexity》 2026年第1期203-229,共27页
The authors consider the issue of hypothesis testing in varying-coefficient regression models with high-dimensional data.Utilizing kernel smoothing techniques,the authors propose a locally concerned U-statistic method... The authors consider the issue of hypothesis testing in varying-coefficient regression models with high-dimensional data.Utilizing kernel smoothing techniques,the authors propose a locally concerned U-statistic method to assess the overall significance of the coefficients.The authors establish that the proposed test is asymptotically normal under both the null hypothesis and local alternatives.Based on the locally concerned U-statistic,the authors further develop a globally concerned U-statistic to test whether the coefficient function is zero.A stochastic perturbation method is employed to approximate the distribution of the globally concerned test statistic.Monte Carlo simulations demonstrate the validity of the proposed test in finite samples. 展开更多
关键词 Hypothesis testing high-dimensional data kernel smoothing U-STATISTIC varying-coefficient models
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Optimal Distributed Model Averaging for Multivariate Additive Model
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作者 SONG Minghui QU Tianyao +1 位作者 ZHAO Zhihao ZOU Guohua 《Journal of Systems Science & Complexity》 2026年第1期309-333,共25页
In the era of massive data,the study of distributed data is a significant topic.Model averaging can be effectively applied to distributed data by combining information from all machines.For linear models,the model ave... In the era of massive data,the study of distributed data is a significant topic.Model averaging can be effectively applied to distributed data by combining information from all machines.For linear models,the model averaging approach has been developed in the context of distributed data.However,further investigation is needed for more complex models.In this paper,the authors propose a distributed optimal model averaging approach based on multivariate additive models,which approximates unknown functions using B-splines allowing each machine to have a different smoothing degree.To utilize the information from the covariance matrix of dependent errors in multivariate multiple regressions,the authors use the Mahalanobis distance to construct a Mallows-type weight choice criterion.The criterion can be computed by transmitting information between the local machines and the center machine in two steps.The authors demonstrate the asymptotic optimality of the proposed model averaging estimator when the covariates are subject to uncertainty,and obtain the convergence rate of the weight vector to the theoretically optimal weights.The results remain novel even for additive models with a single response variable.The numerical examples show that the proposed method yields good performance. 展开更多
关键词 Additive model asymptotic optimality CONSISTENCY distributed algorithm weight choice
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Application of Quantitative Assessment Intervention Based on the Kano Model in Postoperative Nursing Care Following Laparoscopic Radical Surgery for Patients with Early-Stage Ovarian Cancer
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作者 Jing Zhou Sha Tang +1 位作者 Hongmei Wu Suwei Liu 《Journal of Clinical and Nursing Research》 2026年第1期68-74,共7页
Objective:To analyze the impact of nursing interventions based on quantitative assessment using the Kano model on the quality of rehabilitation in patients with early-stage ovarian cancer following laparoscopic radica... Objective:To analyze the impact of nursing interventions based on quantitative assessment using the Kano model on the quality of rehabilitation in patients with early-stage ovarian cancer following laparoscopic radical surgery.Methods:A prospective clinical study was conducted involving 96 patients with newly diagnosed early-stage ovarian cancer who underwent laparoscopic radical surgery from December 2023 to December 2025.Patients were randomly assigned to groups using a random number table method before surgery.After surgery,the control group(n=48)received routine quantitative assessment nursing interventions,while the observation group(n=48)received nursing interventions based on quantitative assessment using the Kano model.Both groups received continuous nursing care until discharge.Differences between the groups were compared in terms of negative emotions,quality of life scores before and after postoperative intervention,postoperative recovery indicators,and nursing satisfaction evaluations on the day of discharge.Results:After intervention,the observation group had lower scores on the Self-Rating Anxiety Scale(SAS)and Self-Rating Depression Scale(SDS),as well as shorter recovery times for gastrointestinal function and food intake,and a shorter hospital stay compared to the control group.Additionally,the observation group had higher scores on the Quality-of-Life Instrument for Cancer Patients-Ovarian Cancer(QLICP-OV)than the control group,with statistically significant differences(p<0.05).The overall satisfaction with nursing care in the observation group was also higher than that in the control group,with a statistically significant difference(p<0.05).Conclusion:Implementing quantitative evaluation nursing interventions based on the Kano model for patients with early-stage ovarian cancer after laparoscopic radical surgery can,by addressing their postoperative basic health,disease awareness,and other intervention content needs to a comprehensive degree,actively promote postoperative recovery and improve their mental health and quality of life. 展开更多
关键词 Early-stage ovarian cancer Laparoscopic radical surgery Postoperative nursing Kano model
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Noisy data-driven identification for errors-in-variables MISO Hammerstein nonlinear models
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作者 Jie Hou Haoran Wang +1 位作者 Penghua Li Hao Su 《Control Theory and Technology》 2026年第1期111-126,共16页
In this paper,we consider a multiple-input single-output(MISO)Hammerstein system whose inputs and output are disturbed by unknown Gaussian white measurement noises.The parameter estimation of such a system is a typica... In this paper,we consider a multiple-input single-output(MISO)Hammerstein system whose inputs and output are disturbed by unknown Gaussian white measurement noises.The parameter estimation of such a system is a typical errors-in-variables(EIV)nonlinear system identification problem.This paper proposes a bias-correction least squares(BCLS)identification methods to compute a consistent estimate of EIV MISO Hammerstein systems from noisy data.To obtain the unbiased parameter estimates of EIV MISO Hammerstein system,the analytical expression of estimated bias for the standard least squares(LS)algorithm is derived first,which is a function about the variances of noises.And then a recursive algorithm is proposed to estimate the unknown term of noises variances from noisy data.Finally,based on bias estimation scheme,the bias caused by the correlation between the input–output signals exciting the true system and the corresponding measurement noise,resulting in unbiased parameter estimates of the EIV MISO Hammerstein system.The performance of the proposed method is demonstrated through a simulation example and a chemical continuously stirred tank reactor(CSTR)system. 展开更多
关键词 Biased-corrected least squares ERRORS-IN-varIABLES MISO Hammerstein models Parameter estimation System identification
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A TimeXer-Based Numerical Forecast Correction Model Optimized by an Exogenous-Variable Attention Mechanism
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作者 Yongmei Zhang Tianxin Zhang Linghua Tian 《Computers, Materials & Continua》 2026年第3期1770-1785,共16页
Marine forecasting is critical for navigation safety and disaster prevention.However,traditional ocean numerical forecasting models are often limited by substantial errors and inadequate capture of temporal-spatial fe... Marine forecasting is critical for navigation safety and disaster prevention.However,traditional ocean numerical forecasting models are often limited by substantial errors and inadequate capture of temporal-spatial features.To address the limitations,the paper proposes a TimeXer-based numerical forecast correction model optimized by an exogenous-variable attention mechanism.The model treats target forecast values as internal variables,and incorporates historical temporal-spatial data and seven-day numerical forecast results from traditional models as external variables based on the embedding strategy of TimeXer.Using a self-attention structure,the model captures correlations between exogenous variables and target sequences,explores intrinsic multi-dimensional relationships,and subsequently corrects endogenous variables with the mined exogenous features.The model’s performance is evaluated using metrics including MSE(Mean Squared Error),MAE(Mean Absolute Error),RMSE(Root Mean Square Error),MAPE(Mean Absolute Percentage Error),MSPE(Mean Square Percentage Error),and computational time,with TimeXer and PatchTST models serving as benchmarks.Experiment results show that the proposed model achieves lower errors and higher correction accuracy for both one-day and seven-day forecasts. 展开更多
关键词 TimeXer model exogenous variable attention mechanism sea surface temperature temporal-spatial features forecast correction
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Improving multibreed genomic prediction for breeds with small populations by modeling heterogeneous genetic(co)variance blockwise accounting for linkage disequilibrium
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作者 Weining Li Siyu Li +7 位作者 Heng Du Qianqian Huang Yue Zhuo Lei Zhou Jinhua Cheng Wanying Li Jicai Jiang Jianfeng Liu 《Journal of Animal Science and Biotechnology》 2026年第1期147-158,共12页
Background Multibreed genomic prediction(MBGP)is crucial for improving prediction accuracy for breeds with small populations,for which limited data are often available.Recent studies have demonstrated that partitionin... Background Multibreed genomic prediction(MBGP)is crucial for improving prediction accuracy for breeds with small populations,for which limited data are often available.Recent studies have demonstrated that partitioning the genome into nonoverlapping blocks to model heterogeneous genetic(co)variance in multitrait models can achieve higher joint prediction accuracy.However,the block partitioning method,a key factor influencing model performance,has not been extensively explored.Results We introduce mbBayesABLD,a novel Bayesian MBGP model that partitions each chromosome into nonoverlapping blocks on the basis of linkage disequilibrium(LD)patterns.In this model,marker effects within each block are assumed to follow normal distributions with block-specific parameters.We employ simulated data as well as empirical datasets from pigs and beans to assess genomic prediction accuracy across different models using cross-validation.The results demonstrate that mbBayesABLD significantly outperforms conventional MBGP models,such as GBLUP and BayesR.For the meat marbling score trait in pigs,compared with GBLUP,which does not account for heterogeneous genetic(co)variance,mbBayesABLD improves the prediction accuracy for the small-population breed Landrace by 15.6%.Furthermore,our findings indicate that a moderate level of similarity in LD patterns between breeds(with an average correlation of 0.6)is sufficient to improve the prediction accuracy of the target breed.Conclusions This study presents a novel LD block-based approach for multibreed genomic prediction.Our work provides a practical tool for livestock breeding programs and offers new insights into leveraging genetic diversity across breeds for improved genomic prediction. 展开更多
关键词 Heterogeneous genetic(co)variance Linkage disequilibrium Multibreed genomic prediction Multitrait Bayesian model Small-population breed
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绿色金融与能源市场的波动联动研究——基于多尺度TVP-VAR分析
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作者 刘剑锋 蒋瑞波 《中国证券期货》 2026年第1期16-25,共10页
本文基于WTI原油与中国绿色债券市场的收益率数据,结合GARCH模型、离散小波变换与TVP-VAR频域溢出模型,分析两者在多尺度下的波动联动关系。结果表明,原油市场波动显著高于绿色债券,二者在中期时间尺度内存在一定的联动性,可能反映市场... 本文基于WTI原油与中国绿色债券市场的收益率数据,结合GARCH模型、离散小波变换与TVP-VAR频域溢出模型,分析两者在多尺度下的波动联动关系。结果表明,原油市场波动显著高于绿色债券,二者在中期时间尺度内存在一定的联动性,可能反映市场资金配置或宏观预期调整下的同步反应;而长期因果关系整体不显著,符合原油市场由供需和基本面主导的特征。频域分析显示,中期溢出效应较为活跃,但主要体现为结构性和间接联动。研究揭示了绿色金融市场在特定宏观阶段可能通过非直接渠道对能源市场形成扰动,为理解跨市场联动提供了有益参考。 展开更多
关键词 WTI原油 绿色债券 GARCH模型 TVP-var频域波动溢出模型
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Prognostic model for esophagogastric variceal rebleeding after endoscopic treatment in liver cirrhosis: A Chinese multicenter study 被引量:2
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作者 Jun-Yi Zhan Jie Chen +7 位作者 Jin-Zhong Yu Fei-Peng Xu Fei-Fei Xing De-Xin Wang Ming-Yan Yang Feng Xing Jian Wang Yong-Ping Mu 《World Journal of Gastroenterology》 SCIE CAS 2025年第2期85-101,共17页
BACKGROUND Rebleeding after recovery from esophagogastric variceal bleeding(EGVB)is a severe complication that is associated with high rates of both incidence and mortality.Despite its clinical importance,recognized p... BACKGROUND Rebleeding after recovery from esophagogastric variceal bleeding(EGVB)is a severe complication that is associated with high rates of both incidence and mortality.Despite its clinical importance,recognized prognostic models that can effectively predict esophagogastric variceal rebleeding in patients with liver cirrhosis are lacking.AIM To construct and externally validate a reliable prognostic model for predicting the occurrence of esophagogastric variceal rebleeding.METHODS This study included 477 EGVB patients across 2 cohorts:The derivation cohort(n=322)and the validation cohort(n=155).The primary outcome was rebleeding events within 1 year.The least absolute shrinkage and selection operator was applied for predictor selection,and multivariate Cox regression analysis was used to construct the prognostic model.Internal validation was performed with bootstrap resampling.We assessed the discrimination,calibration and accuracy of the model,and performed patient risk stratification.RESULTS Six predictors,including albumin and aspartate aminotransferase concentrations,white blood cell count,and the presence of ascites,portal vein thrombosis,and bleeding signs,were selected for the rebleeding event prediction following endoscopic treatment(REPET)model.In predicting rebleeding within 1 year,the REPET model ex-hibited a concordance index of 0.775 and a Brier score of 0.143 in the derivation cohort,alongside 0.862 and 0.127 in the validation cohort.Furthermore,the REPET model revealed a significant difference in rebleeding rates(P<0.01)between low-risk patients and intermediate-to high-risk patients in both cohorts.CONCLUSION We constructed and validated a new prognostic model for variceal rebleeding with excellent predictive per-formance,which will improve the clinical management of rebleeding in EGVB patients. 展开更多
关键词 Esophagogastric variceal bleeding variceal rebleeding Liver cirrhosis Prognostic model Risk stratification Secondary prophylaxis
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混合模型中VAR关于权重的连续性分析
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作者 王霞 覃建柏 马晓雯 《高等数学研究》 2026年第1期53-54,共2页
在金融风险领域,我们经常需要考虑混合模型的风险度量.本文证明了VAR关于每个模型分配的权重组成的权重向量是连续函数.
关键词 风险度量 var 权重 连续函数
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Prediction of microstructure evolution of ZK61 alloy during hot spinning by internal state variable model 被引量:3
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作者 Jin-qi PAN Wen-cong ZHANG +3 位作者 Jian-lei YANG Song-hui WANG Yong WU Huan LI 《Transactions of Nonferrous Metals Society of China》 2025年第1期126-142,共17页
An internal state variable(ISV)model was established according to the experimental results of hot plane strain compression(PSC)to predict the microstructure evolution during hot spinning of ZK61 alloy.The effects of t... An internal state variable(ISV)model was established according to the experimental results of hot plane strain compression(PSC)to predict the microstructure evolution during hot spinning of ZK61 alloy.The effects of the internal variables were considered in this ISV model,and the parameters were optimized by genetic algorithm.After validation,the ISV model was used to simulate the evolution of grain size(GS)and dynamic recrystallization(DRX)fraction during hot spinning via Abaqus and its subroutine Vumat.By comparing the simulated results with the experimental results,the application of the ISV model was proven to be reliable.Meanwhile,the strength of the thin-walled spun ZK61 tube increased from 303 to 334 MPa due to grain refinement by DRX and texture strengthening.Besides,some ultrafine grains(0.5μm)that played an important role in mechanical properties were formed due to the proliferation,movement,and entanglement of dislocations during the spinning process. 展开更多
关键词 internal state variable model hot spinning ZK61 alloy finite element simulation texture evolution
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Optimizing Fine-Tuning in Quantized Language Models:An In-Depth Analysis of Key Variables
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作者 Ao Shen Zhiquan Lai +1 位作者 Dongsheng Li Xiaoyu Hu 《Computers, Materials & Continua》 SCIE EI 2025年第1期307-325,共19页
Large-scale Language Models(LLMs)have achieved significant breakthroughs in Natural Language Processing(NLP),driven by the pre-training and fine-tuning paradigm.While this approach allows models to specialize in speci... Large-scale Language Models(LLMs)have achieved significant breakthroughs in Natural Language Processing(NLP),driven by the pre-training and fine-tuning paradigm.While this approach allows models to specialize in specific tasks with reduced training costs,the substantial memory requirements during fine-tuning present a barrier to broader deployment.Parameter-Efficient Fine-Tuning(PEFT)techniques,such as Low-Rank Adaptation(LoRA),and parameter quantization methods have emerged as solutions to address these challenges by optimizing memory usage and computational efficiency.Among these,QLoRA,which combines PEFT and quantization,has demonstrated notable success in reducing memory footprints during fine-tuning,prompting the development of various QLoRA variants.Despite these advancements,the quantitative impact of key variables on the fine-tuning performance of quantized LLMs remains underexplored.This study presents a comprehensive analysis of these key variables,focusing on their influence across different layer types and depths within LLM architectures.Our investigation uncovers several critical findings:(1)Larger layers,such as MLP layers,can maintain performance despite reductions in adapter rank,while smaller layers,like self-attention layers,aremore sensitive to such changes;(2)The effectiveness of balancing factors depends more on specific values rather than layer type or depth;(3)In quantization-aware fine-tuning,larger layers can effectively utilize smaller adapters,whereas smaller layers struggle to do so.These insights suggest that layer type is a more significant determinant of fine-tuning success than layer depth when optimizing quantized LLMs.Moreover,for the same discount of trainable parameters,reducing the trainable parameters in a larger layer is more effective in preserving fine-tuning accuracy than in a smaller one.This study provides valuable guidance for more efficient fine-tuning strategies and opens avenues for further research into optimizing LLM fine-tuning in resource-constrained environments. 展开更多
关键词 Large-scale Language model Parameter-Efficient Fine-Tuning parameter quantization key variable trainable parameters experimental analysis
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中国城市房价的时空特征和影响因素研究——基于VAR模型的实证分析
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作者 项紫涵 《江苏商论》 2026年第2期24-28,40,共6页
近年来,随着中国城市土地使用制度改革的深入,城市房价居高不下,影响了居民幸福感,同时房地产泡沫风险对中国经济的健康发展也构成了隐患。合理的房价政策对于城市土地资源的合理配置、空间结构的优化布局和土地的节约利用具有重要作用... 近年来,随着中国城市土地使用制度改革的深入,城市房价居高不下,影响了居民幸福感,同时房地产泡沫风险对中国经济的健康发展也构成了隐患。合理的房价政策对于城市土地资源的合理配置、空间结构的优化布局和土地的节约利用具有重要作用。政府、企业和人民都需要了解更详细的房价变化情况,分析房地产市场的变化趋势。本文以2010—2020年中国主要省会城市的房价数据为基础,将房价作为被解释变量,城市年末常住人口、GDP、居民人均可支配收入、房地产开发投资和公共预算支出作为解释变量,研究了中国城市房价的时空演变,并对未来的房价走势进行预测,同时提出了相应的政策建议。 展开更多
关键词 房价 时空变化 影响因素 var模型
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碳市场和新能源市场溢出效应研究——基于VAR模型
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作者 丁子睿 《江苏商论》 2026年第1期9-14,18,共7页
气候变暖引发各国共同关注。为解决能源安全和环境污染问题,中国政府自2011年起逐步建立碳排放权市场并且大力支持新能源产业的发展,助力绿色金融。本文通过VAR模型度量碳市场与新能源市场之间的溢出效应。得出了三个结论:首先,碳市场... 气候变暖引发各国共同关注。为解决能源安全和环境污染问题,中国政府自2011年起逐步建立碳排放权市场并且大力支持新能源产业的发展,助力绿色金融。本文通过VAR模型度量碳市场与新能源市场之间的溢出效应。得出了三个结论:首先,碳市场是新能源市场的单向格兰杰因果原因。其次,碳价格对于新能源股价有负向影响,而新能源股价也对碳价格有负向影响。最后,方差分解结果也表明,两个市场互联互通机制较为顺畅并能相互影响。本文基于上述分析提出相关建议。 展开更多
关键词 碳市场 新能源市场 溢出效应 var模型
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基于VAR模型的凉山州金融支持高新技术产业发展
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作者 蔡昌艳 郑清瑛 《西昌学院学报(自然科学版)》 2026年第1期27-35,共9页
为探讨金融支持对凉山彝族自治州(凉山州)高新技术产业发展的影响,通过构建向量自回归(vector autoregression,VAR)模型,分析了凉山州2010—2024年的高新技术产业产值、企业数量及存贷款余额的时序数据。实证结果表明:这些变量之间存在... 为探讨金融支持对凉山彝族自治州(凉山州)高新技术产业发展的影响,通过构建向量自回归(vector autoregression,VAR)模型,分析了凉山州2010—2024年的高新技术产业产值、企业数量及存贷款余额的时序数据。实证结果表明:这些变量之间存在长期协整关系,其中存款余额对产业增长具有显著驱动作用,而贷款余额的预测能力有限;格兰杰因果检验证实了从金融存款到产业产值的单向因果关系,揭示了信贷资源配置的结构性失衡问题;早期企业融资缺口、高融资成本以及资本市场发育不足是主要制约因素。为此,本文提出了疏通信贷资源与产业需求之间的传导堵点、提高存款资源向产业投资转化的效率、拓展多元化的直接融资渠道、提升科技金融服务的专业化与精准化水平等政策建议,为促进高新技术产业发展提供了可操作的解决方案。 展开更多
关键词 高新技术产业 金融支持 var模型 凉山州
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货币政策对民间借贷利率的影响——基于VAR模型的实证研究
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作者 张博 虞正浩 《温州大学学报(社会科学版)》 2026年第1期42-62,共21页
在我国利率双轨制深化改革的背景下,民间金融市场与货币政策的动态交互机制已成为优化金融资源配置效率的关键研究领域。作为利率市场化改革的先行试验区,温州自2012年12月7日发布“温州指数”以来,其标准化利率监测体系为解析替代性金... 在我国利率双轨制深化改革的背景下,民间金融市场与货币政策的动态交互机制已成为优化金融资源配置效率的关键研究领域。作为利率市场化改革的先行试验区,温州自2012年12月7日发布“温州指数”以来,其标准化利率监测体系为解析替代性金融市场对政策信号的响应提供了独特的视角。基于向量自回归(VAR)模型和向量误差修正模型(VECM),系统探究货币供应量环比增长率(M2)与一年期贷款市场报价利率(LPR)对温州民间借贷利率的长短期传导效应,发现货币政策变量对温州民间借贷利率具有显著预测效力,其中LPR在中长期内逐步成为主导性影响因素,而M2代表的流动性冲击对温州民间借贷利率的短期波动有一定影响,这对于深入理解货币政策在利率双轨制背景下的传导机制具有重要的理论和实践意义。 展开更多
关键词 民间借贷 货币政策 var模型
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Robust Gini covariance matrix estimation for portfolio selection based on a factor model
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作者 Yongda Zhu Lei Shu 《中国科学技术大学学报》 北大核心 2025年第8期59-67,I0002,共10页
Portfolio theory has been extensively studied and applied in finance.To determine the optimal portfolio weight under the global minimum variance strategy,it is necessary to estimate both the covariance matrix and its ... Portfolio theory has been extensively studied and applied in finance.To determine the optimal portfolio weight under the global minimum variance strategy,it is necessary to estimate both the covariance matrix and its inverse.However,the high dimensionality and heavy-tailed nature of financial data pose significant challenges to this estimation.In this study,we propose a method to estimate the Gini covariance matrix by introducing a low-rank and sparse correlation structure,as an alternative to the traditional sample covariance matrix.Our approach employs a factor model to capture the low-rank structure,combined with thresholding rules to achieve the final estimation.We demonstrate the consistency of our estimators and validate our approach through simulation experiments and empirical portfolio analyses.Simulation results show that our method is highly applicable across a variety of distributional scenarios.Furthermore,empirical portfolio analysis indicates that our method can construct portfolios with superior performance. 展开更多
关键词 elliptical distribution factor model Gini covariance matrix portfolio selection
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Performance Analysis of Various Forecasting Models for Multi-Seasonal Global Horizontal Irradiance Forecasting Using the India Region Dataset
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作者 Manoharan Madhiarasan 《Energy Engineering》 2025年第8期2993-3011,共19页
Accurate Global Horizontal Irradiance(GHI)forecasting has become vital for successfully integrating solar energy into the electrical grid because of the expanding demand for green power and the worldwide shift favouri... Accurate Global Horizontal Irradiance(GHI)forecasting has become vital for successfully integrating solar energy into the electrical grid because of the expanding demand for green power and the worldwide shift favouring green energy resources.Particularly considering the implications of the aggressive GHG emission targets,accurate GHI forecasting has become vital for developing,designing,and operational managing solar energy systems.This research presented the core concepts of modelling and performance analysis of the application of various forecasting models such as ARIMA(Autoregressive Integrated Moving Average),Elaman NN(Elman Neural Network),RBFN(Radial Basis Function Neural Network),SVM(Support Vector Machine),LSTM(Long Short-Term Memory),Persistent,BPN(Back Propagation Neural Network),MLP(Multilayer Perceptron Neural Network),RF(Random Forest),and XGBoost(eXtreme Gradient Boosting)for assessing multi-seasonal forecasting of GHI.Used the India region data to evaluate the models’performance and forecasting ability.Research using forecasting models for seasonal Global Horizontal Irradiance(GHI)forecasting in winter,spring,summer,monsoon,and autumn.Substantiated performance effectiveness through evaluation metrics,such as Mean Absolute Error(MAE),Root Mean Squared Error(RMSE),and R-squared(R^(2)),coded using Python programming.The performance experimentation analysis inferred that the most accurate forecasts in all the seasons compared to the other forecasting models the Random Forest and eXtreme Gradient Boosting,are the superior and competing models that yield Winter season-based forecasting XGBoost is the best forecasting model with MAE:1.6325,RMSE:4.8338,and R^(2):0.9998.Spring season-based forecasting XGBoost is the best forecasting model with MAE:2.599599,RMSE:5.58539,and R^(2):0.999784.Summer season-based forecasting RF is the best forecasting model with MAE:1.03843,RMSE:2.116325,and R^(2):0.999967.Monsoon season-based forecasting RF is the best forecasting model with MAE:0.892385,RMSE:2.417587,and R^(2):0.999942.Autumn season-based forecasting RF is the best forecasting model with MAE:0.810462,RMSE:1.928215,and R^(2):0.999958.Based on seasonal variations and computing constraints,the findings enable energy system operators to make helpful recommendations for choosing the most effective forecasting models. 展开更多
关键词 Machine learning model deep learning model statistical model SEASONAL solar energy Global Hori-zontal Irradiance forecasting
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