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COVID‑19 and tourism sector stock price in Spain:medium‑term relationship through dynamic regression models 被引量:1
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作者 Isabel Carrillo‑Hidalgo Juan Ignacio Pulido‑Fernández +1 位作者 JoséLuis Durán‑Román Jairo Casado‑Montilla 《Financial Innovation》 2023年第1期257-280,共24页
The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest touris... The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest tourist destinations.Stock market values are responding to the evolution of the pandemic,especially in the case of tourist companies.Therefore,being able to quantify this relationship allows us to predict the effect of the pandemic on shares in the tourism sector,thereby improving the response to the crisis by policymakers and investors.Accordingly,a dynamic regression model was developed to predict the behavior of shares in the Spanish tourism sector according to the evolution of the COVID-19 pandemic in the medium term.It has been confirmed that both the number of deaths and cases are good predictors of abnormal stock prices in the tourism sector. 展开更多
关键词 COVID-19 Stock exchange Tourism stock dynamic regression models Spain
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Time Series Analysis and Prediction of COVID-19 Pandemic Using Dynamic Harmonic Regression Models
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作者 Lei Wang 《Open Journal of Statistics》 2023年第2期222-232,共11页
Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urg... Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urgent challenge in the United States for which there are few solutions. In this paper, we demonstrate combining Fourier terms for capturing seasonality with ARIMA errors and other dynamics in the data. Therefore, we have analyzed 156 weeks COVID-19 dataset on national level using Dynamic Harmonic Regression model, including simulation analysis and accuracy improvement from 2020 to 2023. Most importantly, we provide new advanced pathways which may serve as targets for developing new solutions and approaches. 展开更多
关键词 dynamic Harmonic regression with ARIMA Errors COVID-19 Pandemic Forecasting models Time Series Analysis Weekly Seasonality
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A dynamic optimization model of an integrated coal supply chain system and its application 被引量:8
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作者 PENG Hong-jun ZHOU Mei-hua +2 位作者 LIU Man-zhi ZHANG Yu HUANG Yan-bo 《Mining Science and Technology》 EI CAS 2009年第6期842-846,共5页
Various nodes,logistics,capital flows,and information flows are required to make systematic decisions concerning the operation of an integrated coal supply system. We describe a quantitative analysis of such a system.... Various nodes,logistics,capital flows,and information flows are required to make systematic decisions concerning the operation of an integrated coal supply system. We describe a quantitative analysis of such a system. A dynamic optimization model of the supply chain is developed. It has achieved optimal system profit under conditions guaranteeing a certain level of customer satisfaction. Applying this model to coal production of the Xuzhou coal mines allows recommendations for a more systematic use of washing and processing,transportation and sale resources for commercial coal production to be made. The results show that this model,which is scientific and effective,has an important value for making reasonable decisions related to complex coal enterprises. 展开更多
关键词 coal supply chain multiple linear regression customer satisfaction dynamic optimization model
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Dynamic soft sensor development based on Gaussian mixture regression for fermentation processes 被引量:10
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作者 Congli Mei Yong Su +2 位作者 Guohai Liu Yuhan Ding Zhiling Liao 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2017年第1期116-122,共7页
The dynamic soft sensor based on a single Gaussian process regression(GPR) model has been developed in fermentation processes.However,limitations of single regression models,for multiphase/multimode fermentation proce... The dynamic soft sensor based on a single Gaussian process regression(GPR) model has been developed in fermentation processes.However,limitations of single regression models,for multiphase/multimode fermentation processes,may result in large prediction errors and complexity of the soft sensor.Therefore,a dynamic soft sensor based on Gaussian mixture regression(GMR) was proposed to overcome the problems.Two structure parameters,the number of Gaussian components and the order of the model,are crucial to the soft sensor model.To achieve a simple and effective soft sensor,an iterative strategy was proposed to optimize the two structure parameters synchronously.For the aim of comparisons,the proposed dynamic GMR soft sensor and the existing dynamic GPR soft sensor were both investigated to estimate biomass concentration in a Penicillin simulation process and an industrial Erythromycin fermentation process.Results show that the proposed dynamic GMR soft sensor has higher prediction accuracy and is more suitable for dynamic multiphase/multimode fermentation processes. 展开更多
关键词 dynamic modeling Process systems Instrumentation Gaussian mixture regression Fermentation processes
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New Latency Model for Dynamic Frequency Scaling on Network-on-Chip 被引量:1
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作者 Sheng-Nan Li Wen-Ming Pan 《Journal of Electronic Science and Technology》 CAS 2014年第4期361-365,共5页
Modulating both the clock frequency and supply voltage of the network-on-chip (NoC) during runtime can reduce the power consumption and heat flux, but will lead to the increase of the latency of NoC. It is necessary... Modulating both the clock frequency and supply voltage of the network-on-chip (NoC) during runtime can reduce the power consumption and heat flux, but will lead to the increase of the latency of NoC. It is necessary to find a tradeoff between power consumption and communication latency. So we propose an analytical latency model which can show us the relationship of them. The proposed model to analyze latency is based on the M/G/1 queuing model, which is suitable for dynamic frequency scaling. The experiment results show that the accuracy of this model is more than 90%. 展开更多
关键词 dynamic programming network latency model NETWORK-ON-CHIP power budgeting regression.
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Research on Modern Nonlinear Dynamic Model of Five-Elements Theory
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作者 张迪 王涛 +3 位作者 沈雪勇 黄猛 金凤 丁光宏 《Journal of Traditional Chinese Medicine》 SCIE CAS CSCD 2011年第3期256-262,共7页
This article studied on five elements system and set general and strict model expectations combining with Traditional Chinese Medicine Zang-fu organs theory,in which absolute stable state,conditional stable state or t... This article studied on five elements system and set general and strict model expectations combining with Traditional Chinese Medicine Zang-fu organs theory,in which absolute stable state,conditional stable state or transient stability and instability in mathematical models were corresponding to human healthy state,sub-healthy state(pathological plateau phase) and health deterioration state respectively.Model parameters were set up according to the mutual generation and restriction relations among five elements.The dynamic model of Five-Elements System was built,of which impulse responses were corresponding to human response under TCM treatment.Analyses of initial value and excitation response were conducted by numerical simulation and results turned out to meet the requirements of general model expectation:five elements system dynamic model had self-organization function;there existed only one non-global stable point and instability region in the five-dimensional space consisting of variables,in which instability was corresponding to pathological deterioration;system stable region was an unbounded domain and it included the stable sub-regions of special straight line-type,ray-type and line segment-type.Among those ray-types,some contained "Regression Peak" were classed as conditional stable regions while others as absolute ones.The existence of this peak indicates that our body must exceed a "Regression Threshold" when transiting from sub-healthy state(pathological plateau phase) to healthy state through self-regulation mechanism.Impulse excitation can reduce certain threshold and then increase the system health level,which is complied with the operating principle of Five-Elements System and the empirical rule of TCM clinical practice.This model has revealed qualitatively the inherent movement law of Five-Elements System and thus provides a new analysis tool for basic theoretical study on TCM. 展开更多
关键词 Five-Elements Theory dynamic model model expectation regression peak regression threshold
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Utilization of Logistical Regression to the Modified Sine-Gordon Model in the MST Experiment
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作者 Nizar J. Alkhateeb Hameed K. Ebraheem Eman M. Al-Otaibi 《Open Journal of Modelling and Simulation》 2024年第2期43-58,共16页
In this paper, a logistical regression statistical analysis (LR) is presented for a set of variables used in experimental measurements in reversed field pinch (RFP) machines, commonly known as “slinky mode” (SM), ob... In this paper, a logistical regression statistical analysis (LR) is presented for a set of variables used in experimental measurements in reversed field pinch (RFP) machines, commonly known as “slinky mode” (SM), observed to travel around the torus in Madison Symmetric Torus (MST). The LR analysis is used to utilize the modified Sine-Gordon dynamic equation model to predict with high confidence whether the slinky mode will lock or not lock when compared to the experimentally measured motion of the slinky mode. It is observed that under certain conditions, the slinky mode “locks” at or near the intersection of poloidal and/or toroidal gaps in MST. However, locked mode cease to travel around the torus;while unlocked mode keeps traveling without a change in the energy, making it hard to determine an exact set of conditions to predict locking/unlocking behaviour. The significant key model parameters determined by LR analysis are shown to improve the Sine-Gordon model’s ability to determine the locking/unlocking of magnetohydrodyamic (MHD) modes. The LR analysis of measured variables provides high confidence in anticipating locking versus unlocking of slinky mode proven by relational comparisons between simulations and the experimentally measured motion of the slinky mode in MST. 展开更多
关键词 Madison Symmetric Torus (MST) Magnetohydrodyamic (MHD) SINE-GORDON TOROIDAL dynamic modelling Reversed Field Pinch (RFP) Logistical regression
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A Hybrid Model Evaluation Based on PCA Regression Schemes Applied to Seasonal Precipitation Forecast
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作者 Pedro M. González-Jardines Aleida Rosquete-Estévez +1 位作者 Maibys Sierra-Lorenzo Arnoldo Bezanilla-Morlot 《Atmospheric and Climate Sciences》 2024年第3期328-353,共26页
Possible changes in the structure and seasonal variability of the subtropical ridge may lead to changes in the rainfall’s variability modes over Caribbean region. This generates additional difficulties around water r... Possible changes in the structure and seasonal variability of the subtropical ridge may lead to changes in the rainfall’s variability modes over Caribbean region. This generates additional difficulties around water resource planning, therefore, obtaining seasonal prediction models that allow these variations to be characterized in detail, it’s a concern, specially for island states. This research proposes the construction of statistical-dynamic models based on PCA regression methods. It is used as predictand the monthly precipitation accumulated, while the predictors (6) are extracted from the ECMWF-SEAS5 ensemble mean forecasts with a lag of one month with respect to the target month. In the construction of the models, two sequential training schemes are evaluated, obtaining that only the shorter preserves the seasonal characteristics of the predictand. The evaluation metrics used, where cell-point and dichotomous methodologies are combined, suggest that the predictors related to sea surface temperatures do not adequately represent the seasonal variability of the predictand, however, others such as the temperature at 850 hPa and the Outgoing Longwave Radiation are represented with a good approximation regardless of the model chosen. In this sense, the models built with the nearest neighbor methodology were the most efficient. Using the individual models with the best results, an ensemble is built that allows improving the individual skill of the models selected as members by correcting the underestimation of precipitation in the dynamic model during the wet season, although problems of overestimation persist for thresholds lower than 50 mm. 展开更多
关键词 Seasonal Forecast Principal Component regression Statistical-dynamic models
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Adaptive backward stepwise selection of fast sparse identification of nonlinear dynamics
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作者 Feng JIANG Lin DU +2 位作者 Qing XUE Zichen DENG C.GREBOGI 《Applied Mathematics and Mechanics(English Edition)》 2025年第12期2361-2384,共24页
Sparse identification of nonlinear dynamics(SINDy)has made significant progress in data-driven dynamics modeling.However,determining appropriate hyperparameters and addressing the time-consuming symbolic regression pr... Sparse identification of nonlinear dynamics(SINDy)has made significant progress in data-driven dynamics modeling.However,determining appropriate hyperparameters and addressing the time-consuming symbolic regression process remain substantial challenges.This study proposes the adaptive backward stepwise selection of fast SINDy(ABSS-FSINDy),which integrates statistical learning-based estimation and technical advancements to significantly reduce simulation time.This approach not only provides insights into the conditions under which SINDy performs optimally but also highlights potential failure points,particularly in the context of backward stepwise selection(BSS).By decoding predefined features into textual expressions,ABSS-FSINDy significantly reduces the simulation time compared with conventional symbolic regression methods.We validate the proposed method through a series of numerical experiments involving both planar/spatial dynamics and high-dimensional chaotic systems,including Lotka-Volterra,hyperchaotic Rossler,coupled Lorenz,and Lorenz 96 benchmark systems.The experimental results demonstrate that ABSS-FSINDy autonomously determines optimal hyperparameters within the SINDy framework,overcoming the curse of dimensionality in high-dimensional simulations.This improvement is substantial across both lowand high-dimensional systems,yielding efficiency gains of one to three orders of magnitude.For instance,in a 20D dynamical system,the simulation time is reduced from 107.63 s to just 0.093 s,resulting in a 3-order-of-magnitude improvement in simulation efficiency.This advancement broadens the applicability of SINDy for the identification and reconstruction of high-dimensional dynamical systems. 展开更多
关键词 data-driven dynamics modeling backward stepwise selection(BSS) sparse identification of nonlinear dynamics(SINDy) sparse regression hyperparameter determination curse of dimensionality
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中国交通碳排放关联网络的时空动力学与驱动机制
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作者 张晨 汪秀婷 +2 位作者 杨青 刘星星 陈英杰 《环境科学》 北大核心 2026年第1期23-35,共13页
研究中国省域交通碳排放关联网络的时空依赖特征与格局及其驱动机制,对促进省域间交通碳减排与区域高质量减排协同发展具有重要意义.基于二次指派程序、社会网络分析以及探索性时空数据分析并结合多元回归二次指派程序模型探讨2003~202... 研究中国省域交通碳排放关联网络的时空依赖特征与格局及其驱动机制,对促进省域间交通碳减排与区域高质量减排协同发展具有重要意义.基于二次指派程序、社会网络分析以及探索性时空数据分析并结合多元回归二次指派程序模型探讨2003~2021年中国交通碳排放关联网络的时空动力演化交互特征与驱动机制.结果表明:(1)2003~2021年中国交通碳排放关联网络结构与强度相似度高,连接模式存在“时间惯性”,未来关联模式受历史关联状态影响明显.(2)中国交通碳排放关联网络的空间连接偏好特征明显,空间异质性突出,集聚分布日趋明显,山东、江苏、广东与上海等核心省域主导现象突出.(3)在时空交互维度上交通碳排放锁定效应与跃迁惰性突出,研究期间内省域间协同合作关系高达84.6%,但西南和北部省域间时空竞争关系突出.(4)交通碳排放关联网络的驱动机制呈现出“结构锁定-时空依赖-个体属性多样性”的特点,其中经济差异矩阵与时空交互网络对其正向影响最为显著,产业差异矩阵与运输结构差异矩阵产生同配效应的负向影响最为突出.因此建议各省从区域间协调治理、差异化减碳政策以及交通网络布局这3个方面推动区域交通碳减排目标优化与协同发展. 展开更多
关键词 交通碳排放 时空动态变化 探索性时空数据分析(ESTDA) 多元回归二次指派程序(MRQAP) 驱动机制
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基于ARIMAX模型的交通事故宏观预测 被引量:2
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作者 李春燕 陈峻 《道路交通与安全》 2009年第1期18-22,共5页
针对现有道路交通事故预测方法的不足,采用逐步回归法从众多宏观影响因素当中筛选出主要影响因素,并将动态回归ARIMAX模型应用于预测。前者保证了模型应用的准确性,后者则兼有回归与时间序列预测方法两方面的优点。根据1983年—2005年... 针对现有道路交通事故预测方法的不足,采用逐步回归法从众多宏观影响因素当中筛选出主要影响因素,并将动态回归ARIMAX模型应用于预测。前者保证了模型应用的准确性,后者则兼有回归与时间序列预测方法两方面的优点。根据1983年—2005年间相关数据,建立起道路交通死亡人数同人口总数、运输线质量里程数、客运量、驾驶员人数、人均GDP、公路运输汽车拥有量的相关关系,进一步应用ARIMAX模型进行预测,拟合结果显示,误差较小、预测情况良好,在交通事故宏观预测方面有很好的应用前景。 展开更多
关键词 逐步回归 arimax模型 筛选因素 宏观预测
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State-space modelling for infectious disease surveillance data:Dynamic regression and covariance analysis
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作者 Christopher D.Prashad 《Infectious Disease Modelling》 2025年第2期591-627,共37页
We analyze COVID-19 surveillance data from Ontario,Canada,using state-space modelling techniques to address key challenges in understanding disease transmission dynamics.The study applies component linear Gaussian sta... We analyze COVID-19 surveillance data from Ontario,Canada,using state-space modelling techniques to address key challenges in understanding disease transmission dynamics.The study applies component linear Gaussian state-space models to capture periodicity,trends,and random fluctuations in case counts.We explore the relationships between COVID-19 cases,hospitalizations,workdays,and wastewater viral loads through dynamic regression models,offering insights into how these factors influence public health outcomes.Our analysis extends to multivariate covariance estimation,utilizing a novel methodology to provide time-varying correlation estimates that account for non-stationary data.Results demonstrate the significance of incorporating environmental covariates,such as wastewater data,in improving model robustness and uncovering the complex interplay between epidemiological factors.This work highlights the limitations of simpler models and emphasizes the advantages of state-space approaches for analyzing dynamic infectious disease data.By illustrating the application of advanced modelling techniques,this study contributes to a deeper understanding of disease transmission and informs public health interventions. 展开更多
关键词 State-space modelling dynamic regression Bayesian sequential inference Online prediction Covariance estimation Infectious disease surveillance data
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Statistical Approaches to Mapping QTL of Dynamic Traits 被引量:1
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作者 杨润清 田佺 《Journal of Shanghai Jiaotong university(Science)》 EI 2005年第S1期103-109,共7页
Quantitative traits whose phenotypic values change with time or other quantitative factor are called dynamic quantitative traits. Genetic analyses of dynamic traits are usually conducted in one of two ways. One is to ... Quantitative traits whose phenotypic values change with time or other quantitative factor are called dynamic quantitative traits. Genetic analyses of dynamic traits are usually conducted in one of two ways. One is to treat phenotypic values collected at different time points as repeated measurements of the same trait, which are analyzed in the framework of multivariate theory. Alternatively, a growth curve may be fit to the phenotypes at multiple time points and inference can be made through the parameters of the growth trajectories. The latter has been used in QTL mapping for developmental traits and resulted in an appearance of the functional mapping strategy. Aiming at the disadvantages of functional mapping strategy, we propose to replace the nonlinear and non-additive model biological meaningful by the orthogonal polynomial or B-Spline model to fit dynamic curves with arbitrary shape and analyze arbitrary complicated data, and the constant residual covariance matrix by the alterable one calculated by using auto-correlation function to deal with discrepancies in measurement schedule of phenotype among progenies. A novel RRM mapping strategy was developed for mapping QTL of dynamic traits, which performs higher detecting efficiency than functional mapping, especially for detection of multiple QTL, has been proved by our simulations and data analysis. Finally, a simplified and effective mapping strategy was further discussed by integrating functional mapping and RRM mapping strategies. 展开更多
关键词 dynamic TRAIT MAPPING QTL functional MAPPING random regression model residual COVARIANCE structure
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l_(1)-based calibration of POD-Galerkin models of two-dimensional unsteady flows 被引量:1
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作者 Riccardo RUBINI Davide LASAGNA Andrea DA RONCH 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2021年第1期226-236,共11页
This paper discusses a physics-informed methodology aimed at reconstructing efficiently the fluid state of a system.Herein,the generation of an accurate reduced order model of twodimensional unsteady flows from data l... This paper discusses a physics-informed methodology aimed at reconstructing efficiently the fluid state of a system.Herein,the generation of an accurate reduced order model of twodimensional unsteady flows from data leverages on sparsity-promoting statistical learning techniques.The cornerstone of the approach is l_(1) regularised regression,resulting in sparselyconnected models where only the important quadratic interactions between modes are retained.The original dynamical behaviour is reproduced at low computational costs,as few quadratic interactions need to be evaluated.The approach has two key features.First,interactions are selected systematically as a solution of a convex optimisation problem and no a priori assumptions on the physics of the flow are required.Second,the presence of a regularisation term improves the predictive performance of the original model,generally affected by noise and poor data quality.Test cases are for two-dimensional lid-driven cavity flows,at three values of the Reynolds number for which the motion is chaotic and energy interactions are scattered across the spectrum.It is found that:(A)the sparsification generates models maintaining the original accuracy level but with a lower number of active coefficients;this becomes more pronounced for increasing Reynolds numbers suggesting that extension of these techniques to real-life flow configurations is possible;(B)sparse models maintain a good temporal stability for predictions.The methodology is ready for more complex applications without modifications of the underlying theory,and the integration into a cyberphysical model is feasible. 展开更多
关键词 Computational methods dynamical systems Lid-driven cavity L_(1)-based regression Reduced order models Sparsification Stabilization of ROMs
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Relationship between sand-dust weather and water dynamics of desert areas in the middle reaches of Heihe River
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作者 Yun Niu XianDe Liu +3 位作者 Xin Li YanQiang Wei Hu Zhang XiaoYan Li 《Research in Cold and Arid Regions》 CSCD 2016年第6期516-523,共8页
Sand-dust weather has become an international social-environmental issue of common concern, and constitutes a serious threat to human lives and economic development. In order to explore the responses of natural desert... Sand-dust weather has become an international social-environmental issue of common concern, and constitutes a serious threat to human lives and economic development. In order to explore the responses of natural desert sand and dust to the dynamics of water in desertification, we extracted long-term monitoring data related to precipitation, soil water, groundwater, and sand-dust weather. These data originated from the test stations for desertification control in desert areas of the middle reaches of the Heihe River. We used an algorithm of characteristic parameters, correlations, and multiple regression analysis to establish a regression model for the duration of sand-dust weather. The response char-acteristics of the natural desert sand and dust and changes of the water inter-annual and annual variance were also examined. Our results showed: (1) From 2006 to 2014 the frequency, duration, and volatility trends of sand-dust weather obviously increased, but the change amplitudes of precipitation, soil water, and groundwater level grew smaller. (2) In the vegetative growth seasons from March to November, the annual variance rates of the soil moisture content in each of four studied layers of soil samples were similar, and the changes in the frequency and duration of sand-dust weather were similar. (3) Our new regression equation for the duration of sand-dust weather passed the R test, F test, and t test. By this regression model we could predict the duration of sand-dust weather with an accuracy of 42.9%. This study can thus provide technological support and reference data for water resource management and re-search regarding sand-dust weather mechanisms. 展开更多
关键词 sand-dust weather water dynamics regression model middle reaches of the Heihe River
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UV Index Modeling by Autoregressive Distributed Lag (ADL Model)
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作者 Alexandre Boleira Lopo Maria Helena Constantino Spyrides +1 位作者 Paulo Sérgio Lucio Javier Sigró 《Atmospheric and Climate Sciences》 2014年第2期323-333,共11页
The objective of this work is to model statistically the ultraviolet radiation index (UV Index) to make forecast (extrapolate) and analyze trends. The task is relevant, due to increased UV flux and high rate of cases ... The objective of this work is to model statistically the ultraviolet radiation index (UV Index) to make forecast (extrapolate) and analyze trends. The task is relevant, due to increased UV flux and high rate of cases non-melanoma skin cancer in northeast of Brazil. The methodology utilized an Autoregressive Distributed Lag model (ADL) or Dynamic Linear Regression model. The monthly data of UV index were measured in east coast of the Brazilian Northeast (City of Natal-Rio Grande do Norte). The Total Ozone is single explanatory variable to model and was obtained from the TOMS and OMI/AURA instruments. The Predictive Mean Matching (PMM) method was used to complete the missing data of UV Index. The results mean squared error (MSE) between the observed UV index and interpolated data by model was of 0.36 and for extrapolation was of 0.30 with correlations of 0.90 and 0.91 respectively. The forecast/extrapolation performed by model for a climatological period (2012-2042) indicated a trend of increased UV (Seasonal Man-Kendall test scored τ = 0.955 and p-value 0.001) if the Total Ozone remain on this tendency to reduce. In those circumstances, the model indicated an increase of almost one unit of UV index to year 2042. 展开更多
关键词 UV FLUX dynamic Linear regression model SEASONAL Man-Kendall Test Mean Squared ERROR RESIDUALS
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ARIMA与ARIMAX模型在私人汽车拥有量预测中的应用
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作者 张淑娴 《科技和产业》 2024年第9期189-194,共6页
为了提高私人汽车拥有量的预测精度,利用时间序列分析方法对全国2005—2020年的私人汽车拥有量数据进行研究,建立基于动态回归(ARIMAX)模型。运用Lasso模型和灰色关联分析得出影响私人汽车拥有量的主要因素,并将主要因素作为回归项引入... 为了提高私人汽车拥有量的预测精度,利用时间序列分析方法对全国2005—2020年的私人汽车拥有量数据进行研究,建立基于动态回归(ARIMAX)模型。运用Lasso模型和灰色关联分析得出影响私人汽车拥有量的主要因素,并将主要因素作为回归项引入差分自回归移动平均(ARIMA)模型。然后,在ARIMA模型的基础上建立ARIMAX模型。模型预测的对比结果揭示了ARIMAX的拟合效果更佳,适用于全国私人汽车拥有量的预测。 展开更多
关键词 动态回归(arimax)模型 Lasso模型 私人汽车拥有量
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基于动态集群的风电机组异常状态检测方法 被引量:3
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作者 于华楠 李靖雨 +2 位作者 王鹤 李石强 边竞 《电力自动化设备》 北大核心 2025年第3期64-71,94,共9页
针对风电机组异常状态的检测问题,提出了考虑相似机组运行状态的风电机组异常检测方法。基于滑动时窗和K-means聚类算法对风电机组运行数据进行分析,提出了风电机组动态集群方法,进而建立了考虑时空相关性的风电机组集群。提出基于自适... 针对风电机组异常状态的检测问题,提出了考虑相似机组运行状态的风电机组异常检测方法。基于滑动时窗和K-means聚类算法对风电机组运行数据进行分析,提出了风电机组动态集群方法,进而建立了考虑时空相关性的风电机组集群。提出基于自适应权重与Levy飞行策略的北方苍鹰优化(WLNGO)算法;利用五折交叉验证(5CV)改进WLNGO算法,得到WLNGO-5CV算法,并利用该算法对核极限学习机(KELM)的超参数进行优化,进一步提出WLNGO-5CV-KELM回归模型。结合滑动时窗对相似机组预测残差进行统计分析得到实时预警阈值,消除了工况等因素对风电机组的影响,能够对目标风电机组进行可靠的异常检测。通过对中国东北某风电场的实际数据进行仿真分析,验证了所提方法的有效性和准确性。 展开更多
关键词 风电机组 WLNGO-5CV-KELM回归模型 时空相关性 动态集群 异常状态监测 数据采集与监控系统
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西北太平洋热带气旋生成与路径的次季节预报方法及其性能评估
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作者 卢莹 赵海坤 《气象学报》 北大核心 2025年第2期320-333,共14页
基于世界气象组织次季节至季节尺度预测计划数据集中11个动力模式回算预报试验中的热带气旋(Tropical Cyclone,TC)资料,对西北太平洋海域使用正则逻辑回归方程构建了TC生成与路径的统计预报模型,并评估了模型在次季节尺度上TC生成和路... 基于世界气象组织次季节至季节尺度预测计划数据集中11个动力模式回算预报试验中的热带气旋(Tropical Cyclone,TC)资料,对西北太平洋海域使用正则逻辑回归方程构建了TC生成与路径的统计预报模型,并评估了模型在次季节尺度上TC生成和路径的预报技巧,分析了动力模式在气候、年际和次季节尺度上对TC活动的预报能力及其对预报技巧的影响。结果表明:(1)西北太平洋 TC 活动本身的气候态预报能力对动力模式预报技巧具有关键影响,若动力模式能很好地再现气候和年际 尺度上的 TC 活动、提高大气季节内振荡对 TC 活动调控作用的预报能力,可较好地改进 TC 生成和路径的次季节预报技巧。 (2)在次季节尺度上,动力模式 TC 路径预报技巧普遍高于 TC 生成,较低的 TC 生成预报技巧反映了动力模式对 TC 强度预报能 力的不足,制约了 TC 路径预报技巧的改进。提高动力模式在气候和年际尺度上对 TC 生成的预报能力有助于路径预报技巧的改进。 展开更多
关键词 热带气旋 次季节预报 动力模式 逻辑回归 统计模型
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基于概率推理学习优化的无人自行车质量偏心校正方法
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作者 黄用华 梁子彦 +1 位作者 庄未 任仰华 《控制与决策》 北大核心 2025年第5期1723-1732,共10页
车体质量偏心是无人自行车一个重要的性能参数,为了降低车体质量偏心对无人自行车航向轨迹的影响,提出一种基于有模型强化学习原理的概率推理学习优化(PILO)偏心校正方法.该方法以车体侧向倾角(倾角速度)、车把转角(转角速度)以及车把... 车体质量偏心是无人自行车一个重要的性能参数,为了降低车体质量偏心对无人自行车航向轨迹的影响,提出一种基于有模型强化学习原理的概率推理学习优化(PILO)偏心校正方法.该方法以车体侧向倾角(倾角速度)、车把转角(转角速度)以及车把控制力矩为输入,以车体侧向倾角速度(倾角加速度)以及车把转角速度(车把转角加速度)为输出,利用高斯过程回归(GPR)构建系统的概率动态模型(PDM)表征系统的不确定性动态,并将其用于后续的状态序列预测;将质量偏心作为车把PD控制器的一个参数,考虑车体航向与车把转角间的运动约束,通过车体航向角速度构造目标函数,优化并校正系统的质量偏心参数.设定8种不同的负载偏心开展无人自行车仿真以及物理样机实验,结果表明:PILO系统校正的绝对误差不超过0.005 rad,相对误差低于10%,且展现了一定的抗干扰能力;与无模型的认知学习偏心优化(RLO)校正系统相比,PILO系统在参数整定难度、智能化以及容错能力等方面具有一定优势. 展开更多
关键词 无人自行车 车体航向 质量偏心校正 概率推理学习优化 概率动态模型 高斯过程回归
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