In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block （a secondary tectonic unit in the North China） and approach the relation...In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block （a secondary tectonic unit in the North China） and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously correlative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction （VEC） model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes.展开更多
Objective To analyze the scale of domestic OTC drug market and its influencing factors,so as to predict its future market and provide a scientific basis for pharmaceutical enterprises to grasp the opportunities in the...Objective To analyze the scale of domestic OTC drug market and its influencing factors,so as to predict its future market and provide a scientific basis for pharmaceutical enterprises to grasp the opportunities in the market.Methods The scale of OTC drug market from 1999 to 2018 in China and its influencing factors were analyzed by unit root test,Granger causality test and co-integration test.Results and Conclusion From the perspective of the global pharmaceutical market,OTC drug market has broad prospects and great development potential.Since the influence of GDP and the number of elderly populations on the scale of OTC drug market is positive,the predicted growth rate of OTC market in the next three years is 5.82%,5.86%and 5.90%,respectively.展开更多
This paper investigates the relationship between China’s fuel ethanol promotion plan and food security based on the interactions between the crude oil market, the fuel ethanol market and the grain market. Based on th...This paper investigates the relationship between China’s fuel ethanol promotion plan and food security based on the interactions between the crude oil market, the fuel ethanol market and the grain market. Based on the US West Texas Intermediate(WTI) crude oil spot price and Chinese corn prices from January 2008 to May 2018, this paper applies Granger causality testing and a generalized impulse response function to explore the relationship between world crude oil prices and Chinese corn prices. The results show that crude oil prices are not the Granger cause of China’s corn prices, but changes in world crude oil prices will have a long-term positive impact on Chinese corn prices. Therefore, the Chinese government should pay attention to changes in crude oil prices when promoting fuel ethanol. Considering the conduction e ect between fuel ethanol and the food market, the government should also take some measures to ensure food security.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
The frequent attacks on network infrastructure, using various forms of denial of service attacks, have led to an increased need for developing new techniques for analyzing network traffic. If efficient analysis tools ...The frequent attacks on network infrastructure, using various forms of denial of service attacks, have led to an increased need for developing new techniques for analyzing network traffic. If efficient analysis tools were available, it could become possible to detect the attacks and to take action to weaken those attacks appropriately before they have had time to propagate across the network. In this paper, we propose an SNMP MIB oriented approach for detecting attacks, which is based on two-tier GCT by analyzing causal relationship between attacking variable at the attacker and abnormal variable at the target. According to the abnormal behavior at the target, GCT is executed initially to determine preliminary attacking variable, which has whole causality with abnormal variable in network behavior. Depending on behavior feature extracted from abnormal behavior, we can recognize attacking variable by using GCT again, which has local causality with abnormal variable in local behavior. Proactive detecting rules can be constructed with the causality between attacking variable and abnormal variable, which can be used to give alarms in network management system. The results of experiment showed that the approach with two-tier GCT was proved to detect attacks early, with which attack propagation could be slowed through early detection.展开更多
An integrated method for identifying the propagation of multi-loop process oscillations and their source location is proposed in this paper. Oscillatory process loop variables are automatically selected based on the c...An integrated method for identifying the propagation of multi-loop process oscillations and their source location is proposed in this paper. Oscillatory process loop variables are automatically selected based on the component-related ratio index and a mixing matrix, both of which are obtained in data preprocessing by spectral independent component analysis. The complex causality among oscillatory process variables is then revealed by Granger causality test and is visualized in the form of causality diagram. The simplification of causal connectivity in the diagram is performed according to the understanding of process knowledge and the final simplest causality diagram, which represents the main oscillation propagation paths, is achieved by the automated cutting-off thresh-old search, with which less significant causality pathways are filtered out. The source of the oscillation disturbance can be identified intuitively through the final causality diagram. Both simulated and real plant data tests are presented to demonstrate the effectiveness and feasibility of the proposed method.展开更多
基金Continuous Subject of Key Project of State Science and Technology in the Tenth Five-year Plan (2004BA601B01- 04-02)Project of Science and Technology in the Tenth Five-year Plan of Shandong Province (SD10503)
文摘In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block （a secondary tectonic unit in the North China） and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously correlative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction （VEC） model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes.
文摘Objective To analyze the scale of domestic OTC drug market and its influencing factors,so as to predict its future market and provide a scientific basis for pharmaceutical enterprises to grasp the opportunities in the market.Methods The scale of OTC drug market from 1999 to 2018 in China and its influencing factors were analyzed by unit root test,Granger causality test and co-integration test.Results and Conclusion From the perspective of the global pharmaceutical market,OTC drug market has broad prospects and great development potential.Since the influence of GDP and the number of elderly populations on the scale of OTC drug market is positive,the predicted growth rate of OTC market in the next three years is 5.82%,5.86%and 5.90%,respectively.
基金sponsored by MOE Project of Humanities and Social Sciences (Project No. 17YJC790107)sponsored by the National Social Science Foundation of China (Project No. 18BJY251)
文摘This paper investigates the relationship between China’s fuel ethanol promotion plan and food security based on the interactions between the crude oil market, the fuel ethanol market and the grain market. Based on the US West Texas Intermediate(WTI) crude oil spot price and Chinese corn prices from January 2008 to May 2018, this paper applies Granger causality testing and a generalized impulse response function to explore the relationship between world crude oil prices and Chinese corn prices. The results show that crude oil prices are not the Granger cause of China’s corn prices, but changes in world crude oil prices will have a long-term positive impact on Chinese corn prices. Therefore, the Chinese government should pay attention to changes in crude oil prices when promoting fuel ethanol. Considering the conduction e ect between fuel ethanol and the food market, the government should also take some measures to ensure food security.
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.
文摘The frequent attacks on network infrastructure, using various forms of denial of service attacks, have led to an increased need for developing new techniques for analyzing network traffic. If efficient analysis tools were available, it could become possible to detect the attacks and to take action to weaken those attacks appropriately before they have had time to propagate across the network. In this paper, we propose an SNMP MIB oriented approach for detecting attacks, which is based on two-tier GCT by analyzing causal relationship between attacking variable at the attacker and abnormal variable at the target. According to the abnormal behavior at the target, GCT is executed initially to determine preliminary attacking variable, which has whole causality with abnormal variable in network behavior. Depending on behavior feature extracted from abnormal behavior, we can recognize attacking variable by using GCT again, which has local causality with abnormal variable in local behavior. Proactive detecting rules can be constructed with the causality between attacking variable and abnormal variable, which can be used to give alarms in network management system. The results of experiment showed that the approach with two-tier GCT was proved to detect attacks early, with which attack propagation could be slowed through early detection.
基金Supported by the National Natural Science Foundation of China （60974061）.
文摘An integrated method for identifying the propagation of multi-loop process oscillations and their source location is proposed in this paper. Oscillatory process loop variables are automatically selected based on the component-related ratio index and a mixing matrix, both of which are obtained in data preprocessing by spectral independent component analysis. The complex causality among oscillatory process variables is then revealed by Granger causality test and is visualized in the form of causality diagram. The simplification of causal connectivity in the diagram is performed according to the understanding of process knowledge and the final simplest causality diagram, which represents the main oscillation propagation paths, is achieved by the automated cutting-off thresh-old search, with which less significant causality pathways are filtered out. The source of the oscillation disturbance can be identified intuitively through the final causality diagram. Both simulated and real plant data tests are presented to demonstrate the effectiveness and feasibility of the proposed method.
