In this study, a novel approach of the landslide numerical risk factor(LNRF) bivariate model was used in ensemble with linear multivariate regression(LMR) and boosted regression tree(BRT) models, coupled with radar re...In this study, a novel approach of the landslide numerical risk factor(LNRF) bivariate model was used in ensemble with linear multivariate regression(LMR) and boosted regression tree(BRT) models, coupled with radar remote sensing data and geographic information system(GIS), for landslide susceptibility mapping(LSM) in the Gorganroud watershed, Iran. Fifteen topographic, hydrological, geological and environmental conditioning factors and a landslide inventory(70%, or 298 landslides) were used in mapping. Phased array-type L-band synthetic aperture radar data were used to extract topographic parameters. Coefficients of tolerance and variance inflation factor were used to determine the coherence among conditioning factors. Data for the landslide inventory map were obtained from various resources, such as Iranian Landslide Working Party(ILWP), Forestry, Rangeland and Watershed Organisation(FRWO), extensive field surveys, interpretation of aerial photos and satellite images, and radar data. Of the total data, 30% were used to validate LSMs, using area under the curve(AUC), frequency ratio(FR) and seed cell area index(SCAI).Normalised difference vegetation index, land use/land cover and slope degree in BRT model elevation, rainfall and distance from stream were found to be important factors and were given the highest weightage in modelling. Validation results using AUC showed that the ensemble LNRF-BRT and LNRFLMR models(AUC = 0.912(91.2%) and 0.907(90.7%), respectively) had high predictive accuracy than the LNRF model alone(AUC = 0.855(85.5%)). The FR and SCAI analyses showed that all models divided the parameter classes with high precision. Overall, our novel approach of combining multivariate and machine learning methods with bivariate models, radar remote sensing data and GIS proved to be a powerful tool for landslide susceptibility mapping.展开更多
Testing-time when a change of a stochastic characteristic of the software failure-occurrence time or software failure-occurrence time-interval is observed is called change-point. It is said that effect of the change-p...Testing-time when a change of a stochastic characteristic of the software failure-occurrence time or software failure-occurrence time-interval is observed is called change-point. It is said that effect of the change-point on the software reliability growth process influences on accuracy for software reliability assessment based on a software reliability growth model (SRGM). We propose an SRGM with the effect of the change-point based on a bivariate SRGM, in which the software reliability growth process is assumed to depend on the testing-time and testing-effort factors simultaneously, for accurate software reliability assessment. And we discuss an optimal software release problem for deriving optimal testing-effort expenditures based on our model. Further, we show numerical examples of software reliability assessment based on our bivariate SRGM and estimation of optimal testing-effort expenditures by using actual data.展开更多
Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions. Basically, however, we restrict o...Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given.展开更多
A new covariate dependent zero-truncated bivariate Poisson model is proposed in this paper employing generalized linear model. A marginal-conditional approach is used to show the bivariate model. The proposed model wi...A new covariate dependent zero-truncated bivariate Poisson model is proposed in this paper employing generalized linear model. A marginal-conditional approach is used to show the bivariate model. The proposed model with estimation procedure and tests for goodness-of-fit and under (or over) dispersion are shown and applied to road safety data. Two correlated outcome variables considered in this study are number of cars involved in an accident and number of casualties for given number of cars.展开更多
In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator ...In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.展开更多
In this paper,we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type...In this paper,we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored scheme.These elements(X1,Y1),(X2,Y2),…,(Xk,Yk)follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy distribution.The system is regarded as operating only if at least s out of k(1≤s≤k)strength variables exceed the random stress.The multicomponent reliability of the system is given by Rs,k=P(at least s of the(Z1,…,Zk)exceed T)where Zi=min(Xi,Yi),i=1,…,k.The Bayes estimates of Rs,k have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit forms.The uniformly minimum variance unbiased and exact Bayes estimates of Rs,k are obtained analytically when the common second shape parameter is known.The asymptotic confidence interval and the highest probability density credible interval are constructed for Rs,k.The reliability estimators are compared by using the estimated risks through Monte Carlo simulations.展开更多
针对动车组车载变压器油纸绝缘剩余寿命预测中单性能退化指标难以全面反映油纸绝缘退化过程的问题,考虑车载变压器油纸绝缘退化的个体差异性及两性能指标间的相关关系,提出了基于Copula函数的两性能指标相关退化的油纸绝缘剩余寿命预测...针对动车组车载变压器油纸绝缘剩余寿命预测中单性能退化指标难以全面反映油纸绝缘退化过程的问题,考虑车载变压器油纸绝缘退化的个体差异性及两性能指标间的相关关系,提出了基于Copula函数的两性能指标相关退化的油纸绝缘剩余寿命预测方法:采用具有随机效应的维纳过程建立油纸绝缘的两性能指标相关退化模型,基于赤池信息准则(Akaike Information Criterion, AIC)选择拟合效果更优的Copula函数来描述两性能指标间的相关关系,采用最大似然估计法估计初始时刻的模型参数,基于序列贝叶斯更新方法在线更新退化模型中的漂移系数,以实现油纸绝缘剩余寿命的在线预测。最后以加速热老化试验下油纸绝缘的聚合度和抗拉强度的退化数据进行实例验证。结果表明,两性能指标相关退化模型比单性能指标退化模型的剩余寿命预测值与实际值之间的平均绝对误差更小,预测的准确性更高,且随着模型参数不断更新,剩余寿命的预测值与实际值间的绝对误差在不断减小,预测结果的准确性在不断提升。展开更多
Due to long-term human activity interference,the Hainan Tropical Rainforest National Park(HTRNP)of China has experienced ecological problems such as habitat fragmentation and biodiversity loss,and with the expanding s...Due to long-term human activity interference,the Hainan Tropical Rainforest National Park(HTRNP)of China has experienced ecological problems such as habitat fragmentation and biodiversity loss,and with the expanding scope and intensity of human activity impact,the regional ecological security is facing serious challenges.A scientific assessment of the interrelationship between human activity intensity and habitat quality in the HTRNP is a prerequisite for achieving effective management of ecological disturbances caused by human activities and can also provide scientific strategies for the sustainable development of the region.Based on the land use change data in 2000,2010,and 2020,the spatial and temporal variations and the relationship between habitat quality(HQ)and human activity intensity(HAI)in the HTRNP were explored using the integrated valuation of ecosystem services and trade-offs(InVEST)model.System dynamics and land use simulation models were also combined to conduct multi-scenario simulations of their relationships.The results showed that during 2000–2020,the habitat quality of the HTRNP improved,the intensity of human activities decreased each year,and there was a negative correlation between the two.Second,the system dynamic model could be well coupled with the land use simulation model by combining socio-economic and natural factors.The simulation scenarios of the coupling model showed that the harmonious development(HD)scenario is effective in curbing the increasing trend of human activity intensity and decreasing trend of habitat quality,with a weaker trade-off between the two compared with the baseline development(BD)and investment priority oriented(IPO)scenarios.To maintain the authenticity and integrity of the HTRNP,effective measures such as ecological corridor construction,ecological restoration,and the implementation of ecological compensation policies need to be strengthened.展开更多
目的在上海市闵行区高血压人群中,探究年龄和体重指数(body mass index,BMI)对癌症发生的共同作用。方法研究对象为2007—2015年进入上海市闵行区电子健康信息系统的未患癌症的212394名高血压患者。将年龄、BMI以平滑函数形式纳入广义加...目的在上海市闵行区高血压人群中,探究年龄和体重指数(body mass index,BMI)对癌症发生的共同作用。方法研究对象为2007—2015年进入上海市闵行区电子健康信息系统的未患癌症的212394名高血压患者。将年龄、BMI以平滑函数形式纳入广义加性Cox比例风险模型,用双变量响应模型构建曲面图使结果可视化,全面分析两者对癌症发生的联合效应。结果截至2018年12月31日,累计22141名高血压患者新发癌症。年龄与癌症发生风险整体呈线性趋势,而BMI与癌症发生风险整体呈“U”型,BMI在26 kg/m^(2)左右时癌症发生风险最低。不同BMI下,随着年龄增大,癌症发生风险均增加;不同年龄下,BMI与癌症发生风险的关联不同:青年人群(20~44岁)中BMI与癌症发生风险无明显关联,中老年人群(≥45岁)中BMI与癌症发生风险呈“U”型关联,BMI在26 kg/m^(2)左右时癌症发生风险最低。结论建议高血压人群控制BMI在合理范围内,特别是中老年人群,以减少癌症发生。展开更多
Middle censoring is an important censoring scheme,in which the actual failure data of an observation becomes unobservable if it falls into a random interval. This paper considers the statistical analysis of the depend...Middle censoring is an important censoring scheme,in which the actual failure data of an observation becomes unobservable if it falls into a random interval. This paper considers the statistical analysis of the dependent competing risks model by using the Marshall-Olkin bivariate Weibull(MOBW) distribution.The maximum likelihood estimations(MLEs), midpoint approximation(MPA) estimations and approximate confidence intervals(ACIs) of the unknown parameters are obtained. In addition, the Bayes approach is also considered based on the Gamma-Dirichlet prior of the scale parameters, with the given shape parameter.The acceptance-rejection sampling method is used to obtain the Bayes estimations and construct credible intervals(CIs). Finally,two numerical examples are used to show the performance of the proposed methods.展开更多
Present paper deals a M/M/1:(∞;GD) queueing model with interdependent controllable arrival and service rates where- in customers arrive in the system according to poisson distribution with two different arrivals rate...Present paper deals a M/M/1:(∞;GD) queueing model with interdependent controllable arrival and service rates where- in customers arrive in the system according to poisson distribution with two different arrivals rates-slower and faster as per controllable arrival policy. Keeping in view the general trend of interdependent arrival and service processes, it is presumed that random variables of arrival and service processes follow a bivariate poisson distribution and the server provides his services under general discipline of service rule in an infinitely large waiting space. In this paper, our central attention is to explore the probability generating functions using Rouche’s theorem in both cases of slower and faster arrival rates of the queueing model taken into consideration;which may be helpful for mathematicians and researchers for establishing significant performance measures of the model. Moreover, for the purpose of high-lighting the application aspect of our investigated result, very recently Maurya [1] has derived successfully the expected busy periods of the server in both cases of slower and faster arrival rates, which have also been presented by the end of this paper.展开更多
This paper discusses the model construction and the association between the Italy and the Germany's stock markets. The period of study data is from January 3, 2000 to June 30, 2008. This paper also utilizes Student'...This paper discusses the model construction and the association between the Italy and the Germany's stock markets. The period of study data is from January 3, 2000 to June 30, 2008. This paper also utilizes Student's t distribution to analyze the proposed model. The empirical results show that the two stock markets are mutually affected each other, and the dynamic conditional correlation (DCC) and the bivariate asymmetric-GARCH (1, 2) model is appropriate in evaluating the relation between them. The empirical result also indicates that Italy and Germany's stock markets show a positive relationship. The average value of correlation coefficient equals to 0.8424, which implies that the two stock markets return volatility have a synchronized influence on each other. In addition, the empirical result also shows that there is an asymmetrical effect between Italy and the Germany's stock markets, and demonstrates that the good news and bad news of the stock returns' volatility will produce the different variation risks for Italy and the Germany's stock price markets.展开更多
基金supported by the Centre for Advanced Modelling and Geospatial Information Systems(CAMGIS),UTS under grant numbers 321740.2232335,323930,and 321740.2232357
文摘In this study, a novel approach of the landslide numerical risk factor(LNRF) bivariate model was used in ensemble with linear multivariate regression(LMR) and boosted regression tree(BRT) models, coupled with radar remote sensing data and geographic information system(GIS), for landslide susceptibility mapping(LSM) in the Gorganroud watershed, Iran. Fifteen topographic, hydrological, geological and environmental conditioning factors and a landslide inventory(70%, or 298 landslides) were used in mapping. Phased array-type L-band synthetic aperture radar data were used to extract topographic parameters. Coefficients of tolerance and variance inflation factor were used to determine the coherence among conditioning factors. Data for the landslide inventory map were obtained from various resources, such as Iranian Landslide Working Party(ILWP), Forestry, Rangeland and Watershed Organisation(FRWO), extensive field surveys, interpretation of aerial photos and satellite images, and radar data. Of the total data, 30% were used to validate LSMs, using area under the curve(AUC), frequency ratio(FR) and seed cell area index(SCAI).Normalised difference vegetation index, land use/land cover and slope degree in BRT model elevation, rainfall and distance from stream were found to be important factors and were given the highest weightage in modelling. Validation results using AUC showed that the ensemble LNRF-BRT and LNRFLMR models(AUC = 0.912(91.2%) and 0.907(90.7%), respectively) had high predictive accuracy than the LNRF model alone(AUC = 0.855(85.5%)). The FR and SCAI analyses showed that all models divided the parameter classes with high precision. Overall, our novel approach of combining multivariate and machine learning methods with bivariate models, radar remote sensing data and GIS proved to be a powerful tool for landslide susceptibility mapping.
文摘Testing-time when a change of a stochastic characteristic of the software failure-occurrence time or software failure-occurrence time-interval is observed is called change-point. It is said that effect of the change-point on the software reliability growth process influences on accuracy for software reliability assessment based on a software reliability growth model (SRGM). We propose an SRGM with the effect of the change-point based on a bivariate SRGM, in which the software reliability growth process is assumed to depend on the testing-time and testing-effort factors simultaneously, for accurate software reliability assessment. And we discuss an optimal software release problem for deriving optimal testing-effort expenditures based on our model. Further, we show numerical examples of software reliability assessment based on our bivariate SRGM and estimation of optimal testing-effort expenditures by using actual data.
文摘Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given.
文摘A new covariate dependent zero-truncated bivariate Poisson model is proposed in this paper employing generalized linear model. A marginal-conditional approach is used to show the bivariate model. The proposed model with estimation procedure and tests for goodness-of-fit and under (or over) dispersion are shown and applied to road safety data. Two correlated outcome variables considered in this study are number of cars involved in an accident and number of casualties for given number of cars.
基金The NNSF(10571073)of china,and 985 project of Jilin University.
文摘In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.
基金supported by the Natural Science Foundation of Guangdong(No.2024A1515010983)the project of Guangdong Province General Colleges and Universities with Special Characteristics and Innovations(No.2022KTSCX150)+2 种基金Zhaoqing Science and Technology Innovation Guidance Project(No.2023040317006)Zhaoqing Institute of Education Development Project(No.ZQJYY2023021)Zhaoqing College Quality Project and Teaching Reform Project(No.zlgc202112).
文摘In this paper,we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored scheme.These elements(X1,Y1),(X2,Y2),…,(Xk,Yk)follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy distribution.The system is regarded as operating only if at least s out of k(1≤s≤k)strength variables exceed the random stress.The multicomponent reliability of the system is given by Rs,k=P(at least s of the(Z1,…,Zk)exceed T)where Zi=min(Xi,Yi),i=1,…,k.The Bayes estimates of Rs,k have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit forms.The uniformly minimum variance unbiased and exact Bayes estimates of Rs,k are obtained analytically when the common second shape parameter is known.The asymptotic confidence interval and the highest probability density credible interval are constructed for Rs,k.The reliability estimators are compared by using the estimated risks through Monte Carlo simulations.
文摘针对动车组车载变压器油纸绝缘剩余寿命预测中单性能退化指标难以全面反映油纸绝缘退化过程的问题,考虑车载变压器油纸绝缘退化的个体差异性及两性能指标间的相关关系,提出了基于Copula函数的两性能指标相关退化的油纸绝缘剩余寿命预测方法:采用具有随机效应的维纳过程建立油纸绝缘的两性能指标相关退化模型,基于赤池信息准则(Akaike Information Criterion, AIC)选择拟合效果更优的Copula函数来描述两性能指标间的相关关系,采用最大似然估计法估计初始时刻的模型参数,基于序列贝叶斯更新方法在线更新退化模型中的漂移系数,以实现油纸绝缘剩余寿命的在线预测。最后以加速热老化试验下油纸绝缘的聚合度和抗拉强度的退化数据进行实例验证。结果表明,两性能指标相关退化模型比单性能指标退化模型的剩余寿命预测值与实际值之间的平均绝对误差更小,预测的准确性更高,且随着模型参数不断更新,剩余寿命的预测值与实际值间的绝对误差在不断减小,预测结果的准确性在不断提升。
基金Under the auspices of the National Social Science Found of China(No.21XGL019)Hainan Provincial Natural Science Foundation of China(No.421RC1034)Professor/Doctor Research Foundation of Huizhou University(No.2022JB080)。
文摘Due to long-term human activity interference,the Hainan Tropical Rainforest National Park(HTRNP)of China has experienced ecological problems such as habitat fragmentation and biodiversity loss,and with the expanding scope and intensity of human activity impact,the regional ecological security is facing serious challenges.A scientific assessment of the interrelationship between human activity intensity and habitat quality in the HTRNP is a prerequisite for achieving effective management of ecological disturbances caused by human activities and can also provide scientific strategies for the sustainable development of the region.Based on the land use change data in 2000,2010,and 2020,the spatial and temporal variations and the relationship between habitat quality(HQ)and human activity intensity(HAI)in the HTRNP were explored using the integrated valuation of ecosystem services and trade-offs(InVEST)model.System dynamics and land use simulation models were also combined to conduct multi-scenario simulations of their relationships.The results showed that during 2000–2020,the habitat quality of the HTRNP improved,the intensity of human activities decreased each year,and there was a negative correlation between the two.Second,the system dynamic model could be well coupled with the land use simulation model by combining socio-economic and natural factors.The simulation scenarios of the coupling model showed that the harmonious development(HD)scenario is effective in curbing the increasing trend of human activity intensity and decreasing trend of habitat quality,with a weaker trade-off between the two compared with the baseline development(BD)and investment priority oriented(IPO)scenarios.To maintain the authenticity and integrity of the HTRNP,effective measures such as ecological corridor construction,ecological restoration,and the implementation of ecological compensation policies need to be strengthened.
文摘目的在上海市闵行区高血压人群中,探究年龄和体重指数(body mass index,BMI)对癌症发生的共同作用。方法研究对象为2007—2015年进入上海市闵行区电子健康信息系统的未患癌症的212394名高血压患者。将年龄、BMI以平滑函数形式纳入广义加性Cox比例风险模型,用双变量响应模型构建曲面图使结果可视化,全面分析两者对癌症发生的联合效应。结果截至2018年12月31日,累计22141名高血压患者新发癌症。年龄与癌症发生风险整体呈线性趋势,而BMI与癌症发生风险整体呈“U”型,BMI在26 kg/m^(2)左右时癌症发生风险最低。不同BMI下,随着年龄增大,癌症发生风险均增加;不同年龄下,BMI与癌症发生风险的关联不同:青年人群(20~44岁)中BMI与癌症发生风险无明显关联,中老年人群(≥45岁)中BMI与癌症发生风险呈“U”型关联,BMI在26 kg/m^(2)左右时癌症发生风险最低。结论建议高血压人群控制BMI在合理范围内,特别是中老年人群,以减少癌症发生。
基金supported by the National Natural Science Foundation of China(71571144 71401134)the Program of International Cooperation and Exchanges in Science and Technology Funded by Shaanxi Province(2016KW-033)
文摘Middle censoring is an important censoring scheme,in which the actual failure data of an observation becomes unobservable if it falls into a random interval. This paper considers the statistical analysis of the dependent competing risks model by using the Marshall-Olkin bivariate Weibull(MOBW) distribution.The maximum likelihood estimations(MLEs), midpoint approximation(MPA) estimations and approximate confidence intervals(ACIs) of the unknown parameters are obtained. In addition, the Bayes approach is also considered based on the Gamma-Dirichlet prior of the scale parameters, with the given shape parameter.The acceptance-rejection sampling method is used to obtain the Bayes estimations and construct credible intervals(CIs). Finally,two numerical examples are used to show the performance of the proposed methods.
文摘Present paper deals a M/M/1:(∞;GD) queueing model with interdependent controllable arrival and service rates where- in customers arrive in the system according to poisson distribution with two different arrivals rates-slower and faster as per controllable arrival policy. Keeping in view the general trend of interdependent arrival and service processes, it is presumed that random variables of arrival and service processes follow a bivariate poisson distribution and the server provides his services under general discipline of service rule in an infinitely large waiting space. In this paper, our central attention is to explore the probability generating functions using Rouche’s theorem in both cases of slower and faster arrival rates of the queueing model taken into consideration;which may be helpful for mathematicians and researchers for establishing significant performance measures of the model. Moreover, for the purpose of high-lighting the application aspect of our investigated result, very recently Maurya [1] has derived successfully the expected busy periods of the server in both cases of slower and faster arrival rates, which have also been presented by the end of this paper.
文摘This paper discusses the model construction and the association between the Italy and the Germany's stock markets. The period of study data is from January 3, 2000 to June 30, 2008. This paper also utilizes Student's t distribution to analyze the proposed model. The empirical results show that the two stock markets are mutually affected each other, and the dynamic conditional correlation (DCC) and the bivariate asymmetric-GARCH (1, 2) model is appropriate in evaluating the relation between them. The empirical result also indicates that Italy and Germany's stock markets show a positive relationship. The average value of correlation coefficient equals to 0.8424, which implies that the two stock markets return volatility have a synchronized influence on each other. In addition, the empirical result also shows that there is an asymmetrical effect between Italy and the Germany's stock markets, and demonstrates that the good news and bad news of the stock returns' volatility will produce the different variation risks for Italy and the Germany's stock price markets.