This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The margin...This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.展开更多
Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate b...Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.展开更多
In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems...In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.展开更多
Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteris...Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion.展开更多
This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Bas...This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Based on material deterioration mechanisms and incremental dynamic analysis, the time-evolving seismic demands of components were obtained in the form of marginal probability distributions. The time-varying dependences among bridge components were then captured with the best fitting copula function, which was selected from the commonly used copula classes by the empirical distribution based analysis method. The system time-variant fragility curves at different damage states were developed and the effects of time-varying dependences among components on the bridge system fragility were investigated. The results indicate the time-varying dependence among components significantly affects the time-variant fragility of the bridge system. The copula technique captures the nonlinear dependence among component seismic demands accurately and easily by separating the marginal distributions and the dependence among them.展开更多
In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN mod...In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN models are developed for modeling of path loss together with shadow fading(SF)and joint small scale channel parameters.The NN models can predict path loss plus SF and small scale channel parameters accurately compared with measurement at 26 GHz performed in an outdoor microcell.The time-varying path loss and small scale channel parameters generated by the NN models are proposed to replace the empirical path loss and channel parameter random numbers in GBSM-based framework to playback the measured channel and match with its environment.Moreover,the sparse feature of clusters,delay and angular spread,channel capacity are investigated by a virtual array measurement at 28 GHz in a large waiting hall.展开更多
A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for produc...A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.展开更多
The current research of reliability allocation of CNC lathes always treat CNC lathes as independent series systems. However, CNC lathes are complex systems in the actual situation. Failure correlation is rarely consid...The current research of reliability allocation of CNC lathes always treat CNC lathes as independent series systems. However, CNC lathes are complex systems in the actual situation. Failure correlation is rarely considered when reliabil?ity allocation is conducted. In this paper, drawbacks of reliability model based on failure independence assumption are illustrated, after which, reliability model of CNC lathes considering failure correlation of subsystems is established based on Copula theory, which is an improvement of traditional reliability model of series systems. As the failure time of CNC lathes often obeys Weibull or exponential distribution, Gumbel Copula is selected to build correlation model. After that, a reliability allocation method considering failure correlation is analyzed based on the model established before. Reliability goal is set first and then failure rates are allocated to subsystems according to the allocation vector through solving the correlation model. Reliability allocation is conducted for t = 1. A real case of a CNC lathe and a numerical case are presented together to illustrate the advantages of the reliability model established consider?ing failure correlation and the corresponding allocation method. It shows that the model accords to facts and real working condition more, and failure rates allocated to all the subsystems are increased to some extent. This research proposes a reliability allocation method which takes failure correlation among subsystems of CNC lathes into consid?eration, and costs for design and manufacture could be decreased.展开更多
The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedbac...The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.展开更多
Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Meth...Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Methods:A retrospective study was conducted from 2014 to 2019 among 453 patients who were admitted to Hospital Sultanah Bahiyah,Kedah and Hospital Tuanku Fauziah,Perlis in Northern Malaysia due to confirmed-cultured melioidosis.The prognostic factors of mortality from melioidosis were obtained from AFT survival analysis,and Cox’s models and the findings were compared by using the goodness of fit methods.The analyses were done by using Stata SE version 14.0.Results:A total of 242 patients(53.4%)survived.In this study,the median survival time of melioidosis patients was 30.0 days(95%CI 0.0-60.9).Six significant prognostic factors were identified in the Cox PH model and Cox PH-TVC model.In AFT survival analysis,a total of seven significant prognostic factors were identified.The results were found to be only a slight difference between the identified prognostic factors among the models.AFT survival showed better results compared to Cox's models,with the lowest Akaike information criteria and best fitted Cox-snell residuals.Conclusions:AFT survival analysis provides more reliable results and can be used as an alternative statistical analysis for determining the prognostic factors of mortality in melioidosis patients in certain situations.展开更多
For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed...For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed to model the time-varying channel,which converts the channel estimation into the estimation of the basis coefficient.Specifically,the initial basis coefficients are firstly used to train the neural network in an offline manner,and then the high-precision channel estimation can be obtained by small number of inputs.Moreover,the linear minimum mean square error(LMMSE) estimated channel is considered for the loss function in training phase,which makes the proposed method more practical.Simulation results show that the proposed method has a better performance and lower computational complexity compared with the available schemes,and it is robust to the fast time-varying channel in the high-speed mobile scenarios.展开更多
Background: A novel approach to modelling individual tree growth dynamics is proposed. The approach combines multiple imputation and copula sampling to produce a stochastic individual tree growth and yield projection...Background: A novel approach to modelling individual tree growth dynamics is proposed. The approach combines multiple imputation and copula sampling to produce a stochastic individual tree growth and yield projection system. Methods: The Nova Scotia, Canada permanent sample plot network is used as a case study to develop and test the modelling approach. Predictions from this model are compared to predictions from the Acadian variant of the Forest Vegetation Simulator, a widely used statistical individual tree growth and yield model. Results: Diameter and height growth rates were predicted with error rates consistent with those produced using statistical models. Mortality and ingrowth error rates were higher than those observed for diameter and height, but also were within the bounds produced by traditional approaches for predicting these rates. Ingrowth species composition was very poorly predicted. The model was capable of reproducing a wide range of stand dynamic trajectories and in some cases reproduced trajectories that the statistical model was incapable of reproducing. Conclusions: The model has potential to be used as a benchmarking tool for evaluating statistical and process models and may provide a mechanism to separate signal from noise and improve our ability to analyze and learn from large regional datasets that often have underlying flaws in sample design.展开更多
Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechani...Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechanism analysis and fault feature extraction.However,in conventional investigations,this issue is not well and fully addressed from the perspective of theoretical analysis and physical derivation.In this study,an improved analytical model for time-varying displacement excitations(TVDEs)caused by surface defects is theoretically formulated.First and foremost,the physical mechanism for the effect of defect sizes on the physical process of rolling element-defect interaction is revealed.According to the physical interaction mechanism between the rolling element and different types of defects,the relationship between time-varying displacement pulse and defect sizes is further analytically derived.With the obtained time-varying displacement pulse,the dynamic model for the deep groove bearings considering the internal excitation caused by the surface defect is established.The nonlinear vibration responses and fault features induced by surface defects are analyzed using the proposed TVDE model.The results suggest that the presence of surface defects may result in the occurrence of the dual-impulse phenomenon,which can serve as indexes for surface-defect fault diagnosis.展开更多
High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity meas...High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity measurement,the repeated terrestrial gravity observation can provide a more high-order signal related to the shallow crust and subsurface.However,the suitable and unified method for gravity model estimation is a key problem for further applications.In this study,we introduce the spherical hexahedron element to simulate the field source mass and forward model the change of gravity field located at the Sichuan-Yunnan region(99—104°E,23—29°N)in the four epochs from 2015 to 2017.Compared to the experimental results based on Slepian or spherical harmonics frequency domain method,this alternative approach is suitable for constructing the equivalent mass source model of regional-scale gravity data,by introducing the first-order smooth prior condition of gravity time-varying signal to suppress the high-frequency component of the signal.The results can provide a higher spatial resolution reference for regional gravity field modeling in the Sichuan-Yunnan region.展开更多
Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on...Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on raceways and reduce the precision and reliability of bearing or even machinery.Lubrication could relieve the wear to some degree,which is benefit to prolong the bearing’s life.Thus,investigation on the vibration responses under the influence of oil film is of great significance.However,for mechanism analysis,how to include the oil film into the bearing dynamic model affects the result and efficiency of solution.To address this problem,this study proposed a fast algorithm through load distribution and interpolation when calculating oil film stiffness and thickness during the solution of bearing vibration model.Analysis of oil film on vibration is carried out and a bearing test rig is designed to verify the proposed model.Numerical simulation result shows that rotational speed and load have vital effect on oil film and vibration.The experimental result is consistent with the simulation,which shows that the proposed model has a better performance on modeling bearing vibration and the method of considering oil film is reasonable.展开更多
Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality amo...Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality among variables might be time-varying. A time-varying linear causal model with non-Gaussian noise is considered and the estimation of the causal model from observational data is focused. Firstly, an independent component analysis(ICA) based two stage method is proposed to estimate the time-varying causal coefficients. It shows that, under appropriate assumptions, the time varying coefficients in the proposed model can be estimated by the proposed approach, and results of experiment on artificial data show the effectiveness of the proposed approach. And then, the granger causality test is used to ascertain the causal direction among the variables. Finally, the new approach is applied to the real stock data to identify the causality among three stock indices and the result is consistent with common sense.展开更多
This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-sco...This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.展开更多
文摘This paper proposes a Markov-switching copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC countries. The marginal distributions are assumed to follow a long-memory model while the copula parameters are supposed to evolve according to the Markov-switching process. Furthermore, we estimate the Value-at-Risk (VaR) based on the proposed approach. The empirical results provide evidence of three regime changes, representing precrisis, financial crisis and post-crisis, in the dependence structure between energy and GCC stock markets. In particular, in the pre- and post-crisis regimes, there is no dependence, while in the crisis regime, there is significant tail dependence. For OPEC countries, we find lower tail dependence whereas in non-OPEC countries, we see upper tail dependence. VaR experiments show that the Markov-switching time- varying copula model performs better than the time-varying copula model.
基金supported by the National Natural Science Foundation of China(Grant No.52109010)the Postdoctoral Science Foundation of China(Grant No.2021M701047)the China National Postdoctoral Program for Innovative Talents(Grant No.BX20200113).
文摘Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.
基金partially supported by the National Natural Science Foundation of China(52375238)Science and Technology Program of Guangzhou(202201020213,202201020193,202201010399)GZHU-HKUST Joint Research Fund(YH202109).
文摘In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.
基金supported by the National Natural Science Foundation of China(grant no.52075414).
文摘Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion.
基金Natural Science Foundation of China under Grant No.51808376
文摘This paper presents a copula technique to develop time-variant seismic fragility curves for corroded bridges at the system level and considers the realistic time-varying dependence among component seismic demands. Based on material deterioration mechanisms and incremental dynamic analysis, the time-evolving seismic demands of components were obtained in the form of marginal probability distributions. The time-varying dependences among bridge components were then captured with the best fitting copula function, which was selected from the commonly used copula classes by the empirical distribution based analysis method. The system time-variant fragility curves at different damage states were developed and the effects of time-varying dependences among components on the bridge system fragility were investigated. The results indicate the time-varying dependence among components significantly affects the time-variant fragility of the bridge system. The copula technique captures the nonlinear dependence among component seismic demands accurately and easily by separating the marginal distributions and the dependence among them.
基金supported by the National Nature Science Foundation of China(NSFC)under grant No.61771194supported by Key Program of Beijing Municipal Natural Science Foundation with No.17L20052
文摘In this work,a frame work for time-varying channel modeling and simulation is proposed by using neural network(NN)to overcome the shortcomings in geometry based stochastic model(GBSM)and simulation approach.Two NN models are developed for modeling of path loss together with shadow fading(SF)and joint small scale channel parameters.The NN models can predict path loss plus SF and small scale channel parameters accurately compared with measurement at 26 GHz performed in an outdoor microcell.The time-varying path loss and small scale channel parameters generated by the NN models are proposed to replace the empirical path loss and channel parameter random numbers in GBSM-based framework to playback the measured channel and match with its environment.Moreover,the sparse feature of clusters,delay and angular spread,channel capacity are investigated by a virtual array measurement at 28 GHz in a large waiting hall.
基金Supported by the National Natural Science Foundation of China (60404012, 60674064), UK EPSRC (GR/N13319 and GR/R10875), the National High Technology Research and Development Program of China (2007AA04Z193), New Star of Science and Technology of Beijing City (2006A62), and IBM China Research Lab 2007 UR-Program.
文摘A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.
基金National Natural Science Foundation of China(Grant Nos.51135003,U1234208)National Basic Research Program of China(973 Program,Grant No.2014CB046303)+3 种基金High-class CNC Machine Tools and Basic Manufacturing Equipment of Important National Science and Technology Specific Projects(Grant No.2013ZX04011-011)National Key Laboratory of Mechanical System and Vibration Project(Grant No.MSV201402)Scientific Research Business Fund of Central Colleges and Universities(Grant No.N150304006)Excellent Talents Support Program for Colleges and Universities in Liaoning Province of China(Grant No.LJQ2014030)
文摘The current research of reliability allocation of CNC lathes always treat CNC lathes as independent series systems. However, CNC lathes are complex systems in the actual situation. Failure correlation is rarely considered when reliabil?ity allocation is conducted. In this paper, drawbacks of reliability model based on failure independence assumption are illustrated, after which, reliability model of CNC lathes considering failure correlation of subsystems is established based on Copula theory, which is an improvement of traditional reliability model of series systems. As the failure time of CNC lathes often obeys Weibull or exponential distribution, Gumbel Copula is selected to build correlation model. After that, a reliability allocation method considering failure correlation is analyzed based on the model established before. Reliability goal is set first and then failure rates are allocated to subsystems according to the allocation vector through solving the correlation model. Reliability allocation is conducted for t = 1. A real case of a CNC lathe and a numerical case are presented together to illustrate the advantages of the reliability model established consider?ing failure correlation and the corresponding allocation method. It shows that the model accords to facts and real working condition more, and failure rates allocated to all the subsystems are increased to some extent. This research proposes a reliability allocation method which takes failure correlation among subsystems of CNC lathes into consid?eration, and costs for design and manufacture could be decreased.
文摘The auto-regressive moving-average (ARMA) model with time-varying parameters is analyzed. The time-varying parameters are assumed to be a linear combination of a set of basis time-varying functions, and the feedback linear estimation algorithm is used to estimate the time-varying parameters of the ARMA model. This algorithm includes 2 linear least squares estimations and a linear filter. The influence of the order of basis time-(varying) functions on parameters estimation is analyzed. The method has the advantage of simple, saving computation time and storage space. Theoretical analysis and experimental results show the validity of this method.
文摘Objective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Methods:A retrospective study was conducted from 2014 to 2019 among 453 patients who were admitted to Hospital Sultanah Bahiyah,Kedah and Hospital Tuanku Fauziah,Perlis in Northern Malaysia due to confirmed-cultured melioidosis.The prognostic factors of mortality from melioidosis were obtained from AFT survival analysis,and Cox’s models and the findings were compared by using the goodness of fit methods.The analyses were done by using Stata SE version 14.0.Results:A total of 242 patients(53.4%)survived.In this study,the median survival time of melioidosis patients was 30.0 days(95%CI 0.0-60.9).Six significant prognostic factors were identified in the Cox PH model and Cox PH-TVC model.In AFT survival analysis,a total of seven significant prognostic factors were identified.The results were found to be only a slight difference between the identified prognostic factors among the models.AFT survival showed better results compared to Cox's models,with the lowest Akaike information criteria and best fitted Cox-snell residuals.Conclusions:AFT survival analysis provides more reliable results and can be used as an alternative statistical analysis for determining the prognostic factors of mortality in melioidosis patients in certain situations.
基金Supported by the National Science Foundation Program of Jiangsu Province (No.BK20191378)the National Science Research Project of Jiangsu Higher Education Institutions (No.18KJB510034)+2 种基金China Postdoctoral Science Fund Special Funding Project (No.2018T110530)the Key Technologies R&D Program of Jiangsu Province (No.BE2022067,BE2022067-2)Major Research Program Key Project(No.92067201)。
文摘For high-speed mobile MIMO-OFDM system,a low-complexity deep learning(DL) based timevarying channel estimation scheme is proposed.To reduce the number of estimated parameters,the basis expansion model(BEM) is employed to model the time-varying channel,which converts the channel estimation into the estimation of the basis coefficient.Specifically,the initial basis coefficients are firstly used to train the neural network in an offline manner,and then the high-precision channel estimation can be obtained by small number of inputs.Moreover,the linear minimum mean square error(LMMSE) estimated channel is considered for the loss function in training phase,which makes the proposed method more practical.Simulation results show that the proposed method has a better performance and lower computational complexity compared with the available schemes,and it is robust to the fast time-varying channel in the high-speed mobile scenarios.
文摘Background: A novel approach to modelling individual tree growth dynamics is proposed. The approach combines multiple imputation and copula sampling to produce a stochastic individual tree growth and yield projection system. Methods: The Nova Scotia, Canada permanent sample plot network is used as a case study to develop and test the modelling approach. Predictions from this model are compared to predictions from the Acadian variant of the Forest Vegetation Simulator, a widely used statistical individual tree growth and yield model. Results: Diameter and height growth rates were predicted with error rates consistent with those produced using statistical models. Mortality and ingrowth error rates were higher than those observed for diameter and height, but also were within the bounds produced by traditional approaches for predicting these rates. Ingrowth species composition was very poorly predicted. The model was capable of reproducing a wide range of stand dynamic trajectories and in some cases reproduced trajectories that the statistical model was incapable of reproducing. Conclusions: The model has potential to be used as a benchmarking tool for evaluating statistical and process models and may provide a mechanism to separate signal from noise and improve our ability to analyze and learn from large regional datasets that often have underlying flaws in sample design.
基金This work is sponsored by the National Natural Science Foundation of China(Nos.52105117&52105118).
文摘Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechanism analysis and fault feature extraction.However,in conventional investigations,this issue is not well and fully addressed from the perspective of theoretical analysis and physical derivation.In this study,an improved analytical model for time-varying displacement excitations(TVDEs)caused by surface defects is theoretically formulated.First and foremost,the physical mechanism for the effect of defect sizes on the physical process of rolling element-defect interaction is revealed.According to the physical interaction mechanism between the rolling element and different types of defects,the relationship between time-varying displacement pulse and defect sizes is further analytically derived.With the obtained time-varying displacement pulse,the dynamic model for the deep groove bearings considering the internal excitation caused by the surface defect is established.The nonlinear vibration responses and fault features induced by surface defects are analyzed using the proposed TVDE model.The results suggest that the presence of surface defects may result in the occurrence of the dual-impulse phenomenon,which can serve as indexes for surface-defect fault diagnosis.
基金funded by National Natural Science Foundation of China(U1839207,U1939205)the earthquake tracking directional work task of China Earthquake Administration(No.DZ2022010214)+1 种基金Key project of Spark Program of Seismic Science and Technology of China Earthquake Administration(No.XH20008)S&T Program of Hebei(21375411D)。
文摘High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity measurement,the repeated terrestrial gravity observation can provide a more high-order signal related to the shallow crust and subsurface.However,the suitable and unified method for gravity model estimation is a key problem for further applications.In this study,we introduce the spherical hexahedron element to simulate the field source mass and forward model the change of gravity field located at the Sichuan-Yunnan region(99—104°E,23—29°N)in the four epochs from 2015 to 2017.Compared to the experimental results based on Slepian or spherical harmonics frequency domain method,this alternative approach is suitable for constructing the equivalent mass source model of regional-scale gravity data,by introducing the first-order smooth prior condition of gravity time-varying signal to suppress the high-frequency component of the signal.The results can provide a higher spatial resolution reference for regional gravity field modeling in the Sichuan-Yunnan region.
基金supported by Key Program of National Natural Science Foundation of China (52035002)National Natural Science Foundation of China (51805353).
文摘Bearings are key components in rotating machinery,which is widely used in many fields,such as CNC machines,wind turbines and induction machines.The increasingly harsh operation environment can lead to wear and tear on raceways and reduce the precision and reliability of bearing or even machinery.Lubrication could relieve the wear to some degree,which is benefit to prolong the bearing’s life.Thus,investigation on the vibration responses under the influence of oil film is of great significance.However,for mechanism analysis,how to include the oil film into the bearing dynamic model affects the result and efficiency of solution.To address this problem,this study proposed a fast algorithm through load distribution and interpolation when calculating oil film stiffness and thickness during the solution of bearing vibration model.Analysis of oil film on vibration is carried out and a bearing test rig is designed to verify the proposed model.Numerical simulation result shows that rotational speed and load have vital effect on oil film and vibration.The experimental result is consistent with the simulation,which shows that the proposed model has a better performance on modeling bearing vibration and the method of considering oil film is reasonable.
基金Sponsored by the National Natural Science Foundation of China(Grant No.61573014)
文摘Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality among variables might be time-varying. A time-varying linear causal model with non-Gaussian noise is considered and the estimation of the causal model from observational data is focused. Firstly, an independent component analysis(ICA) based two stage method is proposed to estimate the time-varying causal coefficients. It shows that, under appropriate assumptions, the time varying coefficients in the proposed model can be estimated by the proposed approach, and results of experiment on artificial data show the effectiveness of the proposed approach. And then, the granger causality test is used to ascertain the causal direction among the variables. Finally, the new approach is applied to the real stock data to identify the causality among three stock indices and the result is consistent with common sense.
基金supported by the Fundamental Research Funds for the Central Universities (QN0914)
文摘This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.