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Research on the Relationship Between Environmental and Economic Coupling Systems in Bohai Bay Area Based on a Vector Autoregression(VAR)Model 被引量:1
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作者 CAO Huimin WANG Ping +2 位作者 ZHANG Surong XU Dongpo TIAN Weijun 《Journal of Ocean University of China》 CAS CSCD 2024年第2期557-566,共10页
This study analyzed the impact of land-based contaminants and tertiary industrial structure on economic development in the selected Bohai Bay area,China.Based on panel data spanning 2011-2020,a vector autoregressive(V... This study analyzed the impact of land-based contaminants and tertiary industrial structure on economic development in the selected Bohai Bay area,China.Based on panel data spanning 2011-2020,a vector autoregressive(VAR)model is used to analyze and forecast the short-run and long-run relationships between three industrial structures,pollutant discharge,and economic development.The results showed that the environmental index had a long-term cointegration relationship with the industrial structure economic index.Per capital chemical oxygen demand(PCOD)and per capita ammonia nitrogen(PNH_(3)N)had a positive impact on delta per capita GDP(dPGDP),while per capita solid waste(PSW),the secondary industry rate(SIR)and delta tertiary industry(dTIR)had a negative impact on dPGDP.The VAR model under this coupling system had stability and credibility.The impulse response results showed that the short-term effect of the coupling system on dPGDP was basically consistent with the Granger causality test results.In addition,variance decomposition was used in this study to predict the long-term impact of the coupling system in the next ten periods(i.e.,ten years).It was found that dTIR had a great impact on dPGDP,with a contribution rate as high as 74.35%in the tenth period,followed by the contribution rate of PCOD up to 3.94%,while the long-term contribution rates of PSW,SIR and PNH3N were all less than 1%.The results show that the government should support the development of the tertiary industry to maintain the vitality of economic development and prevent environmental deterioration. 展开更多
关键词 Bohai Bay area environmental pollution industrial structure cointegration theory var model impulse response
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Bayesian model averaging(BMA)for nuclear data evaluation
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作者 E.Alhassan D.Rochman +1 位作者 G.Schnabel A.J.Koning 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2024年第11期193-218,共26页
To ensure agreement between theoretical calculations and experimental data,parameters to selected nuclear physics models are perturbed and fine-tuned in nuclear data evaluations.This approach assumes that the chosen s... To ensure agreement between theoretical calculations and experimental data,parameters to selected nuclear physics models are perturbed and fine-tuned in nuclear data evaluations.This approach assumes that the chosen set of models accurately represents the‘true’distribution of considered observables.Furthermore,the models are chosen globally,indicating their applicability across the entire energy range of interest.However,this approach overlooks uncertainties inherent in the models themselves.In this work,we propose that instead of selecting globally a winning model set and proceeding with it as if it was the‘true’model set,we,instead,take a weighted average over multiple models within a Bayesian model averaging(BMA)framework,each weighted by its posterior probability.The method involves executing a set of TALYS calculations by randomly varying multiple nuclear physics models and their parameters to yield a vector of calculated observables.Next,computed likelihood function values at each incident energy point were then combined with the prior distributions to obtain updated posterior distributions for selected cross sections and the elastic angular distributions.As the cross sections and elastic angular distributions were updated locally on a per-energy-point basis,the approach typically results in discontinuities or“kinks”in the cross section curves,and these were addressed using spline interpolation.The proposed BMA method was applied to the evaluation of proton-induced reactions on ^(58)Ni between 1 and 100 MeV.The results demonstrated a favorable comparison with experimental data as well as with the TENDL-2023 evaluation. 展开更多
关键词 bayesian model averaging(BMA) Nuclear data Nuclear reaction models model parameters TALYS code system Covariances
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Comparison of isotope-based linear and Bayesian mixing models in determining moisture recycling ratio
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作者 XIAO Yanqiong WANG Liwei +5 位作者 WANG Shengjie Kei YOSHIMURA SHI Yudong LI Xiaofei Athanassios A ARGIRIOU ZHANG Mingjun 《Journal of Arid Land》 SCIE CSCD 2024年第6期739-751,共13页
Stable water isotopes are natural tracers quantifying the contribution of moisture recycling to local precipitation,i.e.,the moisture recycling ratio,but various isotope-based models usually lead to different results,... Stable water isotopes are natural tracers quantifying the contribution of moisture recycling to local precipitation,i.e.,the moisture recycling ratio,but various isotope-based models usually lead to different results,which affects the accuracy of local moisture recycling.In this study,a total of 18 stations from four typical areas in China were selected to compare the performance of isotope-based linear and Bayesian mixing models and to determine local moisture recycling ratio.Among the three vapor sources including advection,transpiration,and surface evaporation,the advection vapor usually played a dominant role,and the contribution of surface evaporation was less than that of transpiration.When the abnormal values were ignored,the arithmetic averages of differences between isotope-based linear and the Bayesian mixing models were 0.9%for transpiration,0.2%for surface evaporation,and–1.1%for advection,respectively,and the medians were 0.5%,0.2%,and–0.8%,respectively.The importance of transpiration was slightly less for most cases when the Bayesian mixing model was applied,and the contribution of advection was relatively larger.The Bayesian mixing model was found to perform better in determining an efficient solution since linear model sometimes resulted in negative contribution ratios.Sensitivity test with two isotope scenarios indicated that the Bayesian model had a relatively low sensitivity to the changes in isotope input,and it was important to accurately estimate the isotopes in precipitation vapor.Generally,the Bayesian mixing model should be recommended instead of a linear model.The findings are useful for understanding the performance of isotope-based linear and Bayesian mixing models under various climate backgrounds. 展开更多
关键词 moisture recycling stable water isotope linear mixing model bayesian mixing model China
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Stochastic seismic inversion and Bayesian facies classification applied to porosity modeling and igneous rock identification
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作者 Fábio Júnior Damasceno Fernandes Leonardo Teixeira +1 位作者 Antonio Fernando Menezes Freire Wagner Moreira Lupinacci 《Petroleum Science》 SCIE EI CAS CSCD 2024年第2期918-935,共18页
We apply stochastic seismic inversion and Bayesian facies classification for porosity modeling and igneous rock identification in the presalt interval of the Santos Basin. This integration of seismic and well-derived ... We apply stochastic seismic inversion and Bayesian facies classification for porosity modeling and igneous rock identification in the presalt interval of the Santos Basin. This integration of seismic and well-derived information enhances reservoir characterization. Stochastic inversion and Bayesian classification are powerful tools because they permit addressing the uncertainties in the model. We used the ES-MDA algorithm to achieve the realizations equivalent to the percentiles P10, P50, and P90 of acoustic impedance, a novel method for acoustic inversion in presalt. The facies were divided into five: reservoir 1,reservoir 2, tight carbonates, clayey rocks, and igneous rocks. To deal with the overlaps in acoustic impedance values of facies, we included geological information using a priori probability, indicating that structural highs are reservoir-dominated. To illustrate our approach, we conducted porosity modeling using facies-related rock-physics models for rock-physics inversion in an area with a well drilled in a coquina bank and evaluated the thickness and extension of an igneous intrusion near the carbonate-salt interface. The modeled porosity and the classified seismic facies are in good agreement with the ones observed in the wells. Notably, the coquinas bank presents an improvement in the porosity towards the top. The a priori probability model was crucial for limiting the clayey rocks to the structural lows. In Well B, the hit rate of the igneous rock in the three scenarios is higher than 60%, showing an excellent thickness-prediction capability. 展开更多
关键词 Stochastic inversion bayesian classification Porosity modeling Carbonate reservoirs Igneous rocks
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Multiple Targets Localization Algorithm Based on Covariance Matrix Sparse Representation and Bayesian Learning
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作者 Jichuan Liu Xiangzhi Meng Shengjie Wang 《Journal of Beijing Institute of Technology》 EI CAS 2024年第2期119-129,共11页
The multi-source passive localization problem is a problem of great interest in signal pro-cessing with many applications.In this paper,a sparse representation model based on covariance matrix is constructed for the l... The multi-source passive localization problem is a problem of great interest in signal pro-cessing with many applications.In this paper,a sparse representation model based on covariance matrix is constructed for the long-range localization scenario,and a sparse Bayesian learning algo-rithm based on Laplace prior of signal covariance is developed for the base mismatch problem caused by target deviation from the initial point grid.An adaptive grid sparse Bayesian learning targets localization(AGSBL)algorithm is proposed.The AGSBL algorithm implements a covari-ance-based sparse signal reconstruction and grid adaptive localization dictionary learning.Simula-tion results show that the AGSBL algorithm outperforms the traditional compressed-aware localiza-tion algorithm for different signal-to-noise ratios and different number of targets in long-range scenes. 展开更多
关键词 grid adaptive model bayesian learning multi-source localization
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Bayesian network-based survival prediction model for patients having undergone post-transjugular intrahepatic portosystemic shunt for portal hypertension
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作者 Rong Chen Ling Luo +3 位作者 Yun-Zhi Zhang Zhen Liu An-Lin Liu Yi-Wen Zhang 《World Journal of Gastroenterology》 SCIE CAS 2024年第13期1859-1870,共12页
BACKGROUND Portal hypertension(PHT),primarily induced by cirrhosis,manifests severe symptoms impacting patient survival.Although transjugular intrahepatic portosystemic shunt(TIPS)is a critical intervention for managi... BACKGROUND Portal hypertension(PHT),primarily induced by cirrhosis,manifests severe symptoms impacting patient survival.Although transjugular intrahepatic portosystemic shunt(TIPS)is a critical intervention for managing PHT,it carries risks like hepatic encephalopathy,thus affecting patient survival prognosis.To our knowledge,existing prognostic models for post-TIPS survival in patients with PHT fail to account for the interplay among and collective impact of various prognostic factors on outcomes.Consequently,the development of an innovative modeling approach is essential to address this limitation.AIM To develop and validate a Bayesian network(BN)-based survival prediction model for patients with cirrhosis-induced PHT having undergone TIPS.METHODS The clinical data of 393 patients with cirrhosis-induced PHT who underwent TIPS surgery at the Second Affiliated Hospital of Chongqing Medical University between January 2015 and May 2022 were retrospectively analyzed.Variables were selected using Cox and least absolute shrinkage and selection operator regression methods,and a BN-based model was established and evaluated to predict survival in patients having undergone TIPS surgery for PHT.RESULTS Variable selection revealed the following as key factors impacting survival:age,ascites,hypertension,indications for TIPS,postoperative portal vein pressure(post-PVP),aspartate aminotransferase,alkaline phosphatase,total bilirubin,prealbumin,the Child-Pugh grade,and the model for end-stage liver disease(MELD)score.Based on the above-mentioned variables,a BN-based 2-year survival prognostic prediction model was constructed,which identified the following factors to be directly linked to the survival time:age,ascites,indications for TIPS,concurrent hypertension,post-PVP,the Child-Pugh grade,and the MELD score.The Bayesian information criterion was 3589.04,and 10-fold cross-validation indicated an average log-likelihood loss of 5.55 with a standard deviation of 0.16.The model’s accuracy,precision,recall,and F1 score were 0.90,0.92,0.97,and 0.95 respectively,with the area under the receiver operating characteristic curve being 0.72.CONCLUSION This study successfully developed a BN-based survival prediction model with good predictive capabilities.It offers valuable insights for treatment strategies and prognostic evaluations in patients having undergone TIPS surgery for PHT. 展开更多
关键词 bayesian network CIRRHOSIS Portal hypertension Transjugular intrahepatic portosystemic shunt Survival prediction model
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Improving the accuracy of precipitation estimates in a typical inland arid area of China using a dynamic Bayesian model averaging approach
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作者 XU Wenjie DING Jianli +2 位作者 BAO Qingling WANG Jinjie XU Kun 《Journal of Arid Land》 SCIE CSCD 2024年第3期331-354,共24页
Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating a... Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating and integrating precipitation datasets from different sources to accurately characterize precipitation patterns has become a challenge to provide more accurate and alternative precipitation information for the region,which can even improve the performance of hydrological modelling.This study evaluated the applicability of widely used five satellite-based precipitation products(Climate Hazards Group InfraRed Precipitation with Station(CHIRPS),China Meteorological Forcing Dataset(CMFD),Climate Prediction Center morphing method(CMORPH),Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Climate Data Record(PERSIANN-CDR),and Tropical Rainfall Measuring Mission Multi-satellite Precipitation Analysis(TMPA))and a reanalysis precipitation dataset(ECMWF Reanalysis v5-Land Dataset(ERA5-Land))in Xinjiang using ground-based observational precipitation data from a limited number of meteorological stations.Based on this assessment,we proposed a framework that integrated different precipitation datasets with varying spatial resolutions using a dynamic Bayesian model averaging(DBMA)approach,the expectation-maximization method,and the ordinary Kriging interpolation method.The daily precipitation data merged using the DBMA approach exhibited distinct spatiotemporal variability,with an outstanding performance,as indicated by low root mean square error(RMSE=1.40 mm/d)and high Person's correlation coefficient(CC=0.67).Compared with the traditional simple model averaging(SMA)and individual product data,although the DBMA-fused precipitation data were slightly lower than the best precipitation product(CMFD),the overall performance of DBMA was more robust.The error analysis between DBMA-fused precipitation dataset and the more advanced Integrated Multi-satellite Retrievals for Global Precipitation Measurement Final(IMERG-F)precipitation product,as well as hydrological simulations in the Ebinur Lake Basin,further demonstrated the superior performance of DBMA-fused precipitation dataset in the entire Xinjiang region.The proposed framework for solving the fusion problem of multi-source precipitation data with different spatial resolutions is feasible for application in inland arid areas,and aids in obtaining more accurate regional hydrological information and improving regional water resources management capabilities and meteorological research in these regions. 展开更多
关键词 precipitation estimates satellite-based and reanalysis precipitation dynamic bayesian model averaging streamflow simulation Ebinur Lake Basin XINJIANG
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Utilizing Bayesian Modeling and MCMC for Accurate Characterization of Naturally Occurring Radionuclides Reference Background Levels in Mining Areas
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作者 Djicknack Dione Papa Macoumba Faye +4 位作者 Nogaye Ndiaye Moussa Hamady Sy Oumar Ndiaye Alassane Traoré Ababacar Sadikhe Ndao 《World Journal of Nuclear Science and Technology》 CAS 2024年第4期179-187,共9页
Statistical biases may be introduced by imprecisely quantifying background radiation reference levels. It is, therefore, imperative to devise a simple, adaptable approach for precisely describing the reference backgro... Statistical biases may be introduced by imprecisely quantifying background radiation reference levels. It is, therefore, imperative to devise a simple, adaptable approach for precisely describing the reference background levels of naturally occurring radionuclides (NOR) in mining sites. As a substitute statistical method, we suggest using Bayesian modeling in this work to examine the spatial distribution of NOR. For naturally occurring gamma-induced radionuclides like 232Th, 40K, and 238U, statistical parameters are inferred using the Markov Chain Monte Carlo (MCMC) method. After obtaining an accurate subsample using bootstrapping, we exclude any possible outliers that fall outside of the Highest Density Interval (HDI). We use MCMC to build a Bayesian model with the resampled data and make predictions about the posterior distribution of radionuclides produced by gamma irradiation. This method offers a strong and dependable way to describe NOR reference background values, which is important for managing and evaluating radiation risks in mining contexts. 展开更多
关键词 Radionuclides bayesian modeling MCMC HDI 40K 232Th 238U
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BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE 被引量:1
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作者 白鹏 费宇 《Acta Mathematica Scientia》 SCIE CSCD 2000年第4期563-570,共8页
The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distri... The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered. 展开更多
关键词 Growth curve model prior and posterior distribution Kullback-Leibler di- vergence bayesianω-model CURVATURE
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Measurement Research Based on Bayesian Structural Equation Cognitive Model
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作者 Shuixian Fei Sanzhi Shi +4 位作者 Jixin Li Jiali Zheng Xinyi Yu Yifan Huang Xiang Li 《Journal of Applied Mathematics and Physics》 2024年第4期1163-1177,共15页
The Bayesian structural equation model integrates the principles of Bayesian statistics, providing a more flexible and comprehensive modeling framework. In exploring complex relationships between variables, handling u... The Bayesian structural equation model integrates the principles of Bayesian statistics, providing a more flexible and comprehensive modeling framework. In exploring complex relationships between variables, handling uncertainty, and dealing with missing data, the Bayesian structural equation model demonstrates unique advantages. Therefore, Bayesian methods are used in this paper to establish a structural equation model of innovative talent cognition, with the measurement of college students’ cognition of innovative talent being studied. An in-depth analysis is conducted on the effects of innovative self-efficacy, social resources, innovative personality traits, and school education, aiming to explore the factors influencing college students’ innovative talent. The results indicate that innovative self-efficacy plays a key role in perception, social resources are significantly positively correlated with the perception of innovative talents, innovative personality tendencies and school education are positively correlated with the perception of innovative talents, but the impact is not significant. 展开更多
关键词 bayesian Structural Equation model Innovative Talents Measure of Cognition Innovative Self-Efficacy Social Resources
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An application of Bayesian multilevel model to evaluate variations in stochastic and dynamic transition of traffic conditions
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作者 Emmanuel Kidando Ren Moses +1 位作者 Thobias Sando Eren Erman Ozguven 《Journal of Modern Transportation》 2019年第4期235-249,共15页
This study seeks to investigate the variations associated with lane lateral locations and days of the week in the stochastic and dynamic transition of traffic regimes(DTTR).In the proposed analysis,hierarchical regres... This study seeks to investigate the variations associated with lane lateral locations and days of the week in the stochastic and dynamic transition of traffic regimes(DTTR).In the proposed analysis,hierarchical regression models fitted using Bayesian frameworks were used to calibrate the transition probabilities that describe the DTTR.Datasets of two sites on a freeway facility located in Jacksonville,Florida,were selected for the analysis.The traffic speed thresholds to define traffic regimes were estimated using the Gaussian mixture model(GMM).The GMM revealed that two and three regimes were adequate mixture components for estimating the traffic speed distributions for Site 1 and 2 datasets,respectively.The results of hierarchical regression models show that there is considerable evidence that there are heterogeneity characteristics in the DTTR associated with lateral lane locations.In particular,the hierarchical regressions reveal that the breakdown process is more affected by the variations compared to other evaluated transition processes with the estimated intra-class correlation(ICC)of about 73%.The transition from congestion on-set/dissolution(COD)to the congested regime is estimated with the highest ICC of 49.4%in the three-regime model,and the lowest ICC of 1%was observed on the transition from the congested to COD regime.On the other hand,different days of the week are not found to contribute to the variations(the highest ICC was 1.44%)on the DTTR.These findings can be used in developing effective congestion countermeasures,particularly in the application of intelligent transportation systems,such as dynamic lane-management strategies. 展开更多
关键词 Dynamic TRANSITION of traffic regimes Hierarchical model bayesian frameworks LANE laterallocations DAYS of the WEEK DISPARITY effect
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Short Term Forecasting Performances of Classical VAR and Sims-Zha Bayesian VAR Models for Time Series with Collinear Variables and Correlated Error Terms
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作者 M. O. Adenomon V. A. Michael O. P. Evans 《Open Journal of Statistics》 2015年第7期742-753,共12页
Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. ... Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. This simulation study considered the performances of the classical VAR and Sims-Zha Bayesian VAR for short term series at different levels of collinearity and correlated error terms. The results from 10,000 iteration revealed that the BVAR models are excellent for time series length of T=8 for all levels of collinearity while the classical VAR is effective for time series length of T=16 for all collinearity levels except when ρ = -0.9 and ρ = -0.95. We therefore recommended that for effective short term forecasting, the time series length, forecasting horizon and the collinearity level should be considered. 展开更多
关键词 Short term Forecasting Vector Autoregressive (var) bayesian var (Bvar) Sims-Zha Prior COLLINEARITY Error Terms
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A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors
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作者 M. O. Adenomon V. A. Michael O. P. Evans 《Open Journal of Modelling and Simulation》 2015年第4期146-158,共13页
It is well known that a high degree of positive dependency among the errors generally leads to 1) serious underestimation of standard errors for regression coefficients;2) prediction intervals that are excessively wid... It is well known that a high degree of positive dependency among the errors generally leads to 1) serious underestimation of standard errors for regression coefficients;2) prediction intervals that are excessively wide. This paper set out to study the performances of classical VAR and Sims-Zha Bayesian VAR models in the presence of autocorrelated errors. Autocorrelation levels of (-0.99, -0.95, -0.9, -0.85, -0.8, 0.8, 0.85, 0.9, 0.95, 0.99) were considered for short term (T = 8, 16);medium term (T = 32, 64) and long term (T = 128, 256). The results from 10,000 simulation revealed that BVAR model with loose prior is suitable for negative autocorrelations and BVAR model with tight prior is suitable for positive autocorrelations in the short term. While for medium term, the BVAR model with loose prior is suitable for the autocorrelation levels considered except in few cases. Lastly, for long term, the classical VAR is suitable for all the autocorrelation levels considered except in some cases where the BVAR models are preferred. This work therefore concludes that the performance of the classical VAR and Sims-Zha Bayesian VAR varies in terms of the autocorrelation levels and the time series lengths. 展开更多
关键词 Simulation PERFORMANCES Vector Autoregression (var) CLASSICAL var Sims-Zha Prior bayesian var (Bvar) Autocorrelated Errors
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On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms
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作者 M. O. Adenomon V. A. Michael O. P. Evans 《Open Journal of Statistics》 2016年第1期96-132,共37页
In time series literature, many authors have found out that multicollinearity and autocorrelation usually afflict time series data. In this paper, we compare the performances of classical VAR and Sims-Zha Bayesian VAR... In time series literature, many authors have found out that multicollinearity and autocorrelation usually afflict time series data. In this paper, we compare the performances of classical VAR and Sims-Zha Bayesian VAR models with quadratic decay on bivariate time series data jointly influenced by collinearity and autocorrelation. We simulate bivariate time series data for different collinearity levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) and autocorrelation levels (﹣0.99, ﹣0.95, ﹣0.9, ﹣0.85, ﹣0.8, 0.8, 0.85, 0.9, 0.95, 0.99) for time series length of 8, 16, 32, 64, 128, 256 respectively. The results from 10,000 simulations reveal that the models performance varies with the collinearity and autocorrelation levels, and with the time series lengths. In addition, the results reveal that the BVAR4 model is a viable model for forecasting. Therefore, we recommend that the levels of collinearity and autocorrelation, and the time series length should be considered in using an appropriate model for forecasting. 展开更多
关键词 Vector Autoregression (var) Classical var bayesian var (Bvar) Sims-Zha Prior COLLINEARITY Autocorrelation
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Price linkage between Chinese and international nonferrous metals commodity markets based on VAR-DCC-GARCH models 被引量:16
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作者 岳意定 刘笃池 徐珊 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2015年第3期1020-1026,共7页
Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal pric... Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal prices from London Metal Exchange(LME).The results show that LME nonferrous metals prices still have a greater impact on Chinese nonferrous metals prices.However,the impact of Chinese nonferrous metals prices on LME nonferrous metals prices is still weak except for lead price.The co-movement of nonferrous metal prices between LME and China presents hysteretic nature,and it lasts for 7-8trading days.Furthermore,the co-movement between LME nonferrous metals prices and Chinese nonferrous metals prices has the characteristics of time-varying,and the correlation of lead prices between LME and China is the more stable than all other nonferrous metals prices. 展开更多
关键词 price linkage nonferrous metals commodity prices Chinese metals commodity market LME CO-MOVEMENT var model DCC-GARCH model
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Conditional autoregressive negative binomial model for analysis of crash count using Bayesian methods 被引量:1
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作者 徐建 孙璐 《Journal of Southeast University(English Edition)》 EI CAS 2014年第1期96-100,共5页
In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackl... In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackled by the NB component), unobserved heterogeneity and spatial autocorrelation (captured by the CAR process), using Markov chain Monte Carlo methods and the Gibbs sampler. Statistical tests suggest that the CAR-NB model is preferred over the CAR-Poisson, NB, zero-inflated Poisson, zero-inflated NB models, due to its lower prediction errors and more robust parameter inference. The study results show that crash frequency and fatalities are positively associated with the number of lanes, curve length, annual average daily traffic (AADT) per lane, as well as rainfall. Speed limit and the distances to the nearest hospitals have negative associations with segment-based crash counts but positive associations with fatality counts, presumably as a result of worsened collision impacts at higher speed and time loss during transporting crash victims. 展开更多
关键词 traffic safety crash count conditionalautoregressive negative binomial model bayesian analysis Markov chain Monte Carlo
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基于GLUE和标准Bayesian方法对TOPMODEL模型的参数不确定性分析 被引量:3
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作者 赵盼盼 吕海深 +1 位作者 朱永华 欧阳芬 《南水北调与水利科技》 CAS CSCD 北大核心 2014年第6期44-48,共5页
目前,水文模型不确定性的量化问题在水文研究中受到很大关注,在一些文章中提到了许多不确定性量化的方法,其中,GLUE方法和标准Bayesian方法是两种最常用的方法。主要讨论这两种方法在研究TOPMODEL模型时计算有效性和不同之处.通过用GLU... 目前,水文模型不确定性的量化问题在水文研究中受到很大关注,在一些文章中提到了许多不确定性量化的方法,其中,GLUE方法和标准Bayesian方法是两种最常用的方法。主要讨论这两种方法在研究TOPMODEL模型时计算有效性和不同之处.通过用GLUE和标准Bayesian方法估计TOPMODEL模型参数的不确定性和模拟的不确定性,对这两种方法的结果进行评价,并讨论产生不同的原因,研究的主要结果为:(1)由Bayesian方法得到的参数后验分布比GLUE方法得到的离散型小。(2)给定GLUE中阈值(=0.8)的情况下,由Bayesian方法得到模拟流量的不确定性置信区间与GLUE方法得到的很接近。 展开更多
关键词 GLUE bayesian方法 TOPMDE模型 不确定性 敏感参数 拟合 置信区间
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A Slice Analysis-Based Bayesian Inference Dynamic Power Model for CMOS Combinational Circuits
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作者 陈杰 佟冬 +2 位作者 李险峰 谢劲松 程旭 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2008年第3期502-509,共8页
To improve the accuracy and speed in cycle-accurate power estimation, this paper uses multiple dimensional coefficients to build a Bayesian inference dynamic power model. By analyzing the power distribution and intern... To improve the accuracy and speed in cycle-accurate power estimation, this paper uses multiple dimensional coefficients to build a Bayesian inference dynamic power model. By analyzing the power distribution and internal node state, we find the deficiency of only using port information. Then, we define the gate level number computing method and the concept of slice, and propose using slice analysis to distill switching density as coefficients in a special circuit stage and participate in Bayesian inference with port information. Experiments show that this method can reduce the power-per-cycle estimation error by 21.9% and the root mean square error by 25.0% compared with the original model, and maintain a 700 + speedup compared with the existing gate-level power analysis technique. 展开更多
关键词 slice analysis bayesian inference power model CMOS combinational circuit
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Discrimination for minimal hepatic encephalopathy based on Bayesian modeling of default mode network
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作者 焦蕴 王训恒 +2 位作者 汤天宇 朱西琪 滕皋军 《Journal of Southeast University(English Edition)》 EI CAS 2015年第4期582-587,共6页
In order to classify the minimal hepatic encephalopathy (MHE) patients from healthy controls, the independent component analysis (ICA) is used to generate the default mode network (DMN) from resting-state functi... In order to classify the minimal hepatic encephalopathy (MHE) patients from healthy controls, the independent component analysis (ICA) is used to generate the default mode network (DMN) from resting-state functional magnetic resonance imaging (fMRI). Then a Bayesian voxel- wised method, graphical-model-based multivariate analysis (GAMMA), is used to explore the associations between abnormal functional integration within DMN and clinical variable. Without any prior knowledge, five machine learning methods, namely, support vector machines (SVMs), classification and regression trees ( CART ), logistic regression, the Bayesian network, and C4.5, are applied to the classification. The functional integration patterns were alternative within DMN, which have the power to predict MHE with an accuracy of 98%. The GAMMA method generating functional integration patterns within DMN can become a simple, objective, and common imaging biomarker for detecting MIIE and can serve as a supplement to the existing diagnostic methods. 展开更多
关键词 graphical-model-based multivariate analysis bayesian modeling machine learning functional integration minimal hepatic encephalopathy resting-state functional magnetic resonance imaging (fMRI)
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稳健货币政策下国内房价上涨的原因及地区差异性研究——基于Bayesian VAR模型的分析
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作者 赵红雨 李沂 田爽 《西安石油大学学报(社会科学版)》 2018年第6期16-24,共9页
在稳健货币政策约束下,对引发国内房价阶段性上涨的原因进行分析,并基于2012—2018年相关变量时间序列数据,运用Bayesian VAR模型,实证分析东部、中部、西部地区房价变动存在的差异性。研究结果表明:由于广义货币供给量增速与GDP、CPI... 在稳健货币政策约束下,对引发国内房价阶段性上涨的原因进行分析,并基于2012—2018年相关变量时间序列数据,运用Bayesian VAR模型,实证分析东部、中部、西部地区房价变动存在的差异性。研究结果表明:由于广义货币供给量增速与GDP、CPI增速之和已基本一致,在市场流动性偏紧条件下,货币供给已无法推动房价上涨。在此背景下,商业银行利用住房抵押贷款调节不良资产率,防范和化解金融风险,成为国内房价整体出现阶段性上涨的重要原因。与此同时,我国不同地区房价上涨存在差异性,东部地区房价上涨的主要原因在于市场刚性需求的增强;中部地区房价上涨的主要动力来源于土地财政的加深和商业银行对不良资产的调节;西部地区房价上涨的原因在于商业银行对不良资产的调节和市场预期的增强。房价调控应坚持因地施策的政策导向,在坚决抑制房价上涨的同时,进一步加快经济结构调整步伐,为房价合理回归奠定基础。 展开更多
关键词 货币政策 房价 bayesianvar模型 经济增长
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