The valuation of financial derivatives often assumes risk neutrality with respect to the risk-neutral martingale measure,which prevents arbitrage opportunities.However,casual traders may still incur substantial losses...The valuation of financial derivatives often assumes risk neutrality with respect to the risk-neutral martingale measure,which prevents arbitrage opportunities.However,casual traders may still incur substantial losses when trading at this risk-neutral price,especially when the price has to be paid now and the payoff is only realized in the future.This study proposes a new valuation framework that provides risksensitive investors with an additional safeguard.The proposed framework embraces a worst-case perspective while exploiting the underlier’s stochastic process,representing a combination of robust optimization and stochastic programming.Notably,it aims to mitigate losses in the likelier scenarios of the underlying asset’s prices.When the underlier’s returns are independent and lognormally but not necessarily identically distributed,our approach for pricing variance and volatility swaps could be greatly simplified,benefit from parallel computing,and be solved by a two-dimensional grid search.We further derive a closed-form solution in some special stationary cases and provide experimental results to highlight the effect of risk aversion on fending off sizable trading losses.展开更多
The prediction of the fracture plane orientation in fatigue is a scientific topic and remains relevant for every type of material. However, in this work, we compared the orientation of the fracture plane obtained expe...The prediction of the fracture plane orientation in fatigue is a scientific topic and remains relevant for every type of material. However, in this work, we compared the orientation of the fracture plane obtained experimentally through tests on specimens under multiaxial loading with that calculated by the variance method. In the statistical approach criteria, several methods have been developed but we have presented only one method, namely the variance method using the equivalent stress. She assumes that the fracture plane orientation is the one on which the variance of the equivalent stress is maximum. Three types of equivalent stress are defined for this method [1]: normal stress, shear stress and combined normal and shear stress. The results obtained were compared with experimental results for multiaxial cyclic stress states, and it emerges that the variance method for the case of combined loading is conservative as it gives a better prediction of the fracture plane.展开更多
In the variance component estimation(VCE)of geodetic data,the problem of negative VCE is likely to occur.In the ordinary additive error model,there have been related studies to solve the problem of negative variance c...In the variance component estimation(VCE)of geodetic data,the problem of negative VCE is likely to occur.In the ordinary additive error model,there have been related studies to solve the problem of negative variance components.However,there is still no related research in the mixed additive and multiplicative random error model(MAMREM).Based on the MAMREM,this paper applies the nonnegative least squares variance component estimation(NNLS-VCE)algorithm to this model.The correlation formula and iterative algorithm of NNLS-VCE for MAMREM are derived.The problem of negative variance in VCE for MAMREM is solved.This paper uses the digital simulation example and the Digital Terrain Mode(DTM)to prove the proposed algorithm's validity.The experimental results demonstrated that the proposed algorithm can effectively correct the VCE in MAMREM when there is a negative VCE.展开更多
Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control ...Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control preconstruction duration and manage time variances can lead to financial insecurities,incomplete contract documents,permitting issues,and unrealistic schedules and resource allocation during this phase.To minimize time variances and ensure a productive decision-making process,project owners should be familiar with critical elements in a project that cause variances in the preconstruction phase timeline.In this study,the impacts of eleven critical preconstruction elements on time variances were analyzed.These eleven preconstruction elements are considered critical in how they impact time variances during the preconstruction phase.They were determined to be critical based either on significantly impacting time variance during the preconstruction phase or believed to be critical from findings from previous studies,however,the findings from this study showed no significant impact on the time variances.In most previous studies focusing on the elements impacting project schedules,data were collected by surveying construction professionals.In this study,objective and quantitative data related to project preconstruction elements were used as opposed to self-reported data.Using the results of this study,project owners and stakeholders will be able to evaluate the critical preconstruction elements impacting the timing of their projects and prioritize decisions related to the critical elements early on during the preconstruction phase.展开更多
[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate diff...[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population.展开更多
An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances ...An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m...展开更多
This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum va...This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.展开更多
This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a n...This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass （10% of area）, beans （15%）, corn （15%） and rice （60%）. Under unstable conditions, the standard deviations of temperature and water vapor density （normalized by appropriate scaling parameters）, observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat （CT） and water vapor （Cq） were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations （20% or 30% at most） of the similarity ＂constants＂ may be within the expected range of variation of a single instrument from the generally-valid relations.展开更多
The phenotypir characteristies of the phs trees of Larix principis ruppre chtii such as stem form,branch angk,branch/stem ratio,bra nch density,the crowmn width,crown leng th,number of short branch over 5-cm branch se...The phenotypir characteristies of the phs trees of Larix principis ruppre chtii such as stem form,branch angk,branch/stem ratio,bra nch density,the crowmn width,crown leng th,number of short branch over 5-cm branch se gment in length,and the leaf number of each short branch were investigated in seed orchard in the Changcheng Mountain,Shaanxi Province.According to the morphological characteis,the phs tree clones of Lanix principis-rupprechti were classified into 4 natual types:the narrow-dense-crown type,wide-dense-crown type,wide-sparse-ciown type,and the narow-spase-crown type.The re sult ofthe cluster analysis showed there was a very significant difference in tree growth among the four na turaltypes.Whie comparingthe tree growth of four na twral types for the last ten yeas,it was found that the performance order ofvanious types fiom good toba d i as folbws:the narrow-dense crown type the wide-dense crown type the wide-spase crown type the narow-spasecrown type.The plus trees of narrow-dense-ciown,as a fine type,should be paid great attention to production and pre pared topo pula nize.展开更多
Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor va...Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity;however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).展开更多
The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication （RSSI） and the variance of R...The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication （RSSI） and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm （VFDA）. Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs.展开更多
This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance （CEV） model. Assume that the insurer＇s surplus process follows a jump-diffusion process, the ...This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance （CEV） model. Assume that the insurer＇s surplus process follows a jump-diffusion process, the insurer can purchase proportional reinsurance from the reinsurer via the variance principle and invest in a risk-free asset and a risky asset whose price is modeled by a CEV model. The diffusion term can explain the uncertainty associated with the surplus of the insurer or the additional small claims. The objective of the insurer is to maximize the expected exponential utility of terminal wealth. This optimization problem is studied in two cases depending on the diffusion term＇s explanation. In all cases, by using techniques of stochastic control theory, closed-form expressions for the value functions and optimal strategies are obtained.展开更多
Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity ...Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.展开更多
Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,t...Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993).展开更多
The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current （ACC） and its correlation with the antarctic circumpolar wave （ACW） are focused on. The analysis of the series of 44 ...The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current （ACC） and its correlation with the antarctic circumpolar wave （ACW） are focused on. The analysis of the series of 44 a significant wave height （SWH） interannual anomalies reveals that the SWH anomalies have a strong periodicity of about 4-5 a and this signal propagates eastward obviously from 1985 to 1995, which needs about 8 a to complete a mimacircle around the earth. The method of empirical orthogonal function （EOF） is used to analyze the filtered monthly SWH anomalies to study the spatio-temporal distributions and the propagation characteristics of the low-frequency signals in the wave field. Both the dominant wavenumber- 2 pattern in space and the propagation feature in the south Pacific, the south Atlantic and the south Indian ocean show strong consistency with the ACW. So it is reasonable to conclude that the ACW signal also exists in the wave field. The ACW is important for the climate in the Southern Ocean, so it is worth to pay more attention to the large- scale effect of the surface wave, which may also be important for climate studies.展开更多
In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November throug...In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November through March), using NCEP/NCAR reanalysis datasets for the time period of 1948/49-2000/01. High-frequency signals are defined as those with timescales shorter than three weeks and measured in terms of variance, for each winter for each grid. The correlations between monthly mean AO index and high-frequency variance are conducted. A predominant feature is that several regional centers with high correlation show up in the middle to high latitudes. Significant areas include mid- to high-latitude Asia centered at Siberia, northern Europe and the middle-latitude North Atlantic east of northern Africa. Their strong correlations can also be confirmed by the singular value decomposition analysis of covariance between mean SLP and high-frequency variance. This indicates that the relationship of AO with daily Sea Level Pressure (SLP) is confined to some specific regions in association with the inherent atmospheric dynamics. In middle-latitude Asia, there is a significant (at the 95% level) trend of variance of-2.26% (10 yr)-1. Another region that displays a strong trend is the northwestern Pacific with a significant rate of change of 0.80% (10 yr)-1. If the winter of 1948/49, an apparent outlier, is excluded, a steady linear trend of +1.51% (10 yr)-1 shows up in northern Europe. The variance probability density functions (PDFs) are found to change in association with different AO phases. The changes corresponding to high and low AO phases, however, are asymmetric in these regions. Some regions such as northern Europe display much stronger changes in high AO years, whereas some other regions such as Siberia show a stronger connection to low AO conditions. These features are supported by ECMWF reanalysis data. However, the dynamical mechanisms involved in the AO-high frequency SLP variance connection have not been well understood, and this needs further study.展开更多
A process parameter optimization method for mold wear during die forging process is proposed and a mold life prediction method based on polynomial fitting is presented,by combining the variance analysis method in the ...A process parameter optimization method for mold wear during die forging process is proposed and a mold life prediction method based on polynomial fitting is presented,by combining the variance analysis method in the orthogonal test with the finite element simulation test in the forging process.The process parameters with the greatest influence on the mold wear during the die forging process and the optimal solution of the process parameters to minimize the wear depth of the mold are derived.The hot die forging process is taken as an example,and a mold wear correction model for hot forging processes is derived based on the Archard wear model.Finite element simulation analysis of die wear process in hot die forging based on deform software is performed to study the relationship between the wear depth of the mold working surface and the die forging process parameters during hot forging process.The optimized process parameters suitable for hot forging are derived by orthogonal experimental design and analysis of variance.The average wear amount of the mold during the die forging process is derived by calculating the wear depth of a plurality of key nodes on the mold surface.Mold life for the entire production process is predicted based on average mold wear depth and polynomial fitting.展开更多
The acquisition of precise soil data representative of the entire survey area, is a critical issue for many treatments such as irrigation or fertilization in precision agriculture. The aim of this study was to investi...The acquisition of precise soil data representative of the entire survey area, is a critical issue for many treatments such as irrigation or fertilization in precision agriculture. The aim of this study was to investigate the spatial variability of soil bulk electrical conductivity （ECb） in a coastal saline field and design an optimized spatial sampling scheme of ECb based on a sampling design algorithm, the variance quad-tree （VQT） method. Soil ECb data were collected from the field at 20 m interval in a regular grid scheme. The smooth contour map of the whole field was obtained by ordinary kriging interpolation, VQT algorithm was then used to split the smooth contour map into strata of different number desired, the sampling locations can be selected within each stratum in subsequent sampling. The result indicated that the probability of choosing representative sampling sites was increased significantly by using VQT method with the sampling number being greatly reduced compared to grid sampling design while retaining the same prediction accuracy. The advantage of the VQT method is that this scheme samples sparsely in fields where the spatial variability is relatively uniform and more intensive where the variability is large. Thus the sampling efficiency can be improved, hence facilitate an assessment methodology that can be applied in a rapid, practical and cost-effective manner.展开更多
基金supported by the Ministry of Education,Singapore,under its Academic Research Fund Tier 2 Grant MOE-T2EP20222-0003.
文摘The valuation of financial derivatives often assumes risk neutrality with respect to the risk-neutral martingale measure,which prevents arbitrage opportunities.However,casual traders may still incur substantial losses when trading at this risk-neutral price,especially when the price has to be paid now and the payoff is only realized in the future.This study proposes a new valuation framework that provides risksensitive investors with an additional safeguard.The proposed framework embraces a worst-case perspective while exploiting the underlier’s stochastic process,representing a combination of robust optimization and stochastic programming.Notably,it aims to mitigate losses in the likelier scenarios of the underlying asset’s prices.When the underlier’s returns are independent and lognormally but not necessarily identically distributed,our approach for pricing variance and volatility swaps could be greatly simplified,benefit from parallel computing,and be solved by a two-dimensional grid search.We further derive a closed-form solution in some special stationary cases and provide experimental results to highlight the effect of risk aversion on fending off sizable trading losses.
文摘The prediction of the fracture plane orientation in fatigue is a scientific topic and remains relevant for every type of material. However, in this work, we compared the orientation of the fracture plane obtained experimentally through tests on specimens under multiaxial loading with that calculated by the variance method. In the statistical approach criteria, several methods have been developed but we have presented only one method, namely the variance method using the equivalent stress. She assumes that the fracture plane orientation is the one on which the variance of the equivalent stress is maximum. Three types of equivalent stress are defined for this method [1]: normal stress, shear stress and combined normal and shear stress. The results obtained were compared with experimental results for multiaxial cyclic stress states, and it emerges that the variance method for the case of combined loading is conservative as it gives a better prediction of the fracture plane.
基金supported by the National Natural Science Foundation of China(No.42174011)。
文摘In the variance component estimation(VCE)of geodetic data,the problem of negative VCE is likely to occur.In the ordinary additive error model,there have been related studies to solve the problem of negative variance components.However,there is still no related research in the mixed additive and multiplicative random error model(MAMREM).Based on the MAMREM,this paper applies the nonnegative least squares variance component estimation(NNLS-VCE)algorithm to this model.The correlation formula and iterative algorithm of NNLS-VCE for MAMREM are derived.The problem of negative variance in VCE for MAMREM is solved.This paper uses the digital simulation example and the Digital Terrain Mode(DTM)to prove the proposed algorithm's validity.The experimental results demonstrated that the proposed algorithm can effectively correct the VCE in MAMREM when there is a negative VCE.
文摘Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control preconstruction duration and manage time variances can lead to financial insecurities,incomplete contract documents,permitting issues,and unrealistic schedules and resource allocation during this phase.To minimize time variances and ensure a productive decision-making process,project owners should be familiar with critical elements in a project that cause variances in the preconstruction phase timeline.In this study,the impacts of eleven critical preconstruction elements on time variances were analyzed.These eleven preconstruction elements are considered critical in how they impact time variances during the preconstruction phase.They were determined to be critical based either on significantly impacting time variance during the preconstruction phase or believed to be critical from findings from previous studies,however,the findings from this study showed no significant impact on the time variances.In most previous studies focusing on the elements impacting project schedules,data were collected by surveying construction professionals.In this study,objective and quantitative data related to project preconstruction elements were used as opposed to self-reported data.Using the results of this study,project owners and stakeholders will be able to evaluate the critical preconstruction elements impacting the timing of their projects and prioritize decisions related to the critical elements early on during the preconstruction phase.
文摘[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population.
基金National Basic Research Program of China (JW132006093)
文摘An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m...
基金Supported by the National High Technology Research and Development Program of China(2008AA042902)the National Basic Research Program of China(2007CB714006)the Graduate Creative Research Program of Zhejiang Province (YK2008024)
文摘This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.
文摘This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass （10% of area）, beans （15%）, corn （15%） and rice （60%）. Under unstable conditions, the standard deviations of temperature and water vapor density （normalized by appropriate scaling parameters）, observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat （CT） and water vapor （Cq） were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations （20% or 30% at most） of the similarity ＂constants＂ may be within the expected range of variation of a single instrument from the generally-valid relations.
文摘The phenotypir characteristies of the phs trees of Larix principis ruppre chtii such as stem form,branch angk,branch/stem ratio,bra nch density,the crowmn width,crown leng th,number of short branch over 5-cm branch se gment in length,and the leaf number of each short branch were investigated in seed orchard in the Changcheng Mountain,Shaanxi Province.According to the morphological characteis,the phs tree clones of Lanix principis-rupprechti were classified into 4 natual types:the narrow-dense-crown type,wide-dense-crown type,wide-sparse-ciown type,and the narow-spase-crown type.The re sult ofthe cluster analysis showed there was a very significant difference in tree growth among the four na turaltypes.Whie comparingthe tree growth of four na twral types for the last ten yeas,it was found that the performance order ofvanious types fiom good toba d i as folbws:the narrow-dense crown type the wide-dense crown type the wide-spase crown type the narow-spasecrown type.The plus trees of narrow-dense-ciown,as a fine type,should be paid great attention to production and pre pared topo pula nize.
文摘Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity;however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).
基金supported by the National Natural Science Foundation of China(6120200461472192)+1 种基金the Special Fund for Fast Sharing of Science Paper in Net Era by CSTD(2013116)the Natural Science Fund of Higher Education of Jiangsu Province(14KJB520014)
文摘The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication （RSSI） and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm （VFDA）. Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs.
文摘This article studies the optimal proportional reinsurance and investment problem under a constant elasticity of variance （CEV） model. Assume that the insurer＇s surplus process follows a jump-diffusion process, the insurer can purchase proportional reinsurance from the reinsurer via the variance principle and invest in a risk-free asset and a risky asset whose price is modeled by a CEV model. The diffusion term can explain the uncertainty associated with the surplus of the insurer or the additional small claims. The objective of the insurer is to maximize the expected exponential utility of terminal wealth. This optimization problem is studied in two cases depending on the diffusion term＇s explanation. In all cases, by using techniques of stochastic control theory, closed-form expressions for the value functions and optimal strategies are obtained.
基金The authors gratefully acknowledge the support of the National Natural Science Foundation of China(No.11574250).
文摘Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.
基金Research Committee of University of Macao under Research Grant No.MYRG081(Y1-L2)-FST13-YKVthe Science and Technology Development Fund of the Macao SAR government under Grant No.012/2013/A1
文摘Peak ground acceleration(PGA) estimation is an important task in earthquake engineering practice.One of the most well-known models is the Boore-Joyner-Fumal formula,which estimates the PGA using the moment magnitude,the site-to-fault distance and the site foundation properties.In the present study,the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an effi ciency-robustness balanced formula is proposed.For this purpose,a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship.In this approach,each model class(a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data.The one with the highest plausibility is robust since it possesses the optimal balance between the data fi tting capability and the sensitivity to noise.A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis.The optimal predictive formula is proposed based on this database.It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore,Joyner and Fumal(1993).
基金The National Natural Science Foundation of China under contract Nos 40976005 and 40930844
文摘The low-frequency variance of the surface wave in the area of the Antarctic Circumpolar Current （ACC） and its correlation with the antarctic circumpolar wave （ACW） are focused on. The analysis of the series of 44 a significant wave height （SWH） interannual anomalies reveals that the SWH anomalies have a strong periodicity of about 4-5 a and this signal propagates eastward obviously from 1985 to 1995, which needs about 8 a to complete a mimacircle around the earth. The method of empirical orthogonal function （EOF） is used to analyze the filtered monthly SWH anomalies to study the spatio-temporal distributions and the propagation characteristics of the low-frequency signals in the wave field. Both the dominant wavenumber- 2 pattern in space and the propagation feature in the south Pacific, the south Atlantic and the south Indian ocean show strong consistency with the ACW. So it is reasonable to conclude that the ACW signal also exists in the wave field. The ACW is important for the climate in the Southern Ocean, so it is worth to pay more attention to the large- scale effect of the surface wave, which may also be important for climate studies.
文摘In the present study, the authors investigated the relationship between the Arctic Oscillation (AO) and the high-frequency variability of daily sea level pressures in the Northern Hemisphere in winter (November through March), using NCEP/NCAR reanalysis datasets for the time period of 1948/49-2000/01. High-frequency signals are defined as those with timescales shorter than three weeks and measured in terms of variance, for each winter for each grid. The correlations between monthly mean AO index and high-frequency variance are conducted. A predominant feature is that several regional centers with high correlation show up in the middle to high latitudes. Significant areas include mid- to high-latitude Asia centered at Siberia, northern Europe and the middle-latitude North Atlantic east of northern Africa. Their strong correlations can also be confirmed by the singular value decomposition analysis of covariance between mean SLP and high-frequency variance. This indicates that the relationship of AO with daily Sea Level Pressure (SLP) is confined to some specific regions in association with the inherent atmospheric dynamics. In middle-latitude Asia, there is a significant (at the 95% level) trend of variance of-2.26% (10 yr)-1. Another region that displays a strong trend is the northwestern Pacific with a significant rate of change of 0.80% (10 yr)-1. If the winter of 1948/49, an apparent outlier, is excluded, a steady linear trend of +1.51% (10 yr)-1 shows up in northern Europe. The variance probability density functions (PDFs) are found to change in association with different AO phases. The changes corresponding to high and low AO phases, however, are asymmetric in these regions. Some regions such as northern Europe display much stronger changes in high AO years, whereas some other regions such as Siberia show a stronger connection to low AO conditions. These features are supported by ECMWF reanalysis data. However, the dynamical mechanisms involved in the AO-high frequency SLP variance connection have not been well understood, and this needs further study.
基金This work was supported in part by the National Natural Science Foundation of China(No.51575008).
文摘A process parameter optimization method for mold wear during die forging process is proposed and a mold life prediction method based on polynomial fitting is presented,by combining the variance analysis method in the orthogonal test with the finite element simulation test in the forging process.The process parameters with the greatest influence on the mold wear during the die forging process and the optimal solution of the process parameters to minimize the wear depth of the mold are derived.The hot die forging process is taken as an example,and a mold wear correction model for hot forging processes is derived based on the Archard wear model.Finite element simulation analysis of die wear process in hot die forging based on deform software is performed to study the relationship between the wear depth of the mold working surface and the die forging process parameters during hot forging process.The optimized process parameters suitable for hot forging are derived by orthogonal experimental design and analysis of variance.The average wear amount of the mold during the die forging process is derived by calculating the wear depth of a plurality of key nodes on the mold surface.Mold life for the entire production process is predicted based on average mold wear depth and polynomial fitting.
基金We thank the financial support from the National Natural Science Foundation of China(40701007,40571066)the Postdoctoral Science Foundation of China(20060401048).
文摘The acquisition of precise soil data representative of the entire survey area, is a critical issue for many treatments such as irrigation or fertilization in precision agriculture. The aim of this study was to investigate the spatial variability of soil bulk electrical conductivity （ECb） in a coastal saline field and design an optimized spatial sampling scheme of ECb based on a sampling design algorithm, the variance quad-tree （VQT） method. Soil ECb data were collected from the field at 20 m interval in a regular grid scheme. The smooth contour map of the whole field was obtained by ordinary kriging interpolation, VQT algorithm was then used to split the smooth contour map into strata of different number desired, the sampling locations can be selected within each stratum in subsequent sampling. The result indicated that the probability of choosing representative sampling sites was increased significantly by using VQT method with the sampling number being greatly reduced compared to grid sampling design while retaining the same prediction accuracy. The advantage of the VQT method is that this scheme samples sparsely in fields where the spatial variability is relatively uniform and more intensive where the variability is large. Thus the sampling efficiency can be improved, hence facilitate an assessment methodology that can be applied in a rapid, practical and cost-effective manner.
