考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM...考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM)。基于此模型,提出串联电池组SOC、容量多尺度联合估计算法。该算法由2个部分组成,一是基于AR-ECM的MDM及差异化模型参数辨识策略:条件辨识策略和定频分组辨识策略;二是基于多时间尺度H无穷滤波(multi-timescale H infinity filter,Mts-HIF)的电池组SOC、容量联合估计算法。通过将所提出MDM中的自回归平均模型(autoregression mean model,AR-MM)与传统MDM中的n阶RC平均模型(nRC mean model,nRC-MM)比较,结果表明所提出的AR-MM在复杂运行工况下具有更优的动态跟随性能。依据最小化信息量准则(akaike information criterion,AIC),AR-MM具有更优的复杂度与精度的权衡。通过与基于多时间尺度扩展卡尔曼滤波(multi-timescale extended Kalman filter,Mts-EKF)联合状态估计算法比较,结果表明所提出的Mts-HIF状态估计算法具有更优的鲁棒性、精度和收敛速度。展开更多
A kind of method of modal identification subject to ambient excitation is presented. A new synthesis stationary signal based on structural response wavelet transform and wavelet coefficient processes co-integration is...A kind of method of modal identification subject to ambient excitation is presented. A new synthesis stationary signal based on structural response wavelet transform and wavelet coefficient processes co-integration is obtained. The new signal instead of structural response is used in identifying the modal parameters of a non- stationary system, combined with the method of modal identification under stationary random excitation-the NExT method and the adjusted continuous least square method. The numerical results show that the method can eliminate the non-stationarity of structural response subject to non-stationary random excitation to a great extent, and is highly precise and robust.展开更多
Based on the statistical data of Huixian from 1992 to 2010, we analyze the long-term and short-term relationship between Huixian's methane energy development and GDP by using co-integration test and error correcti...Based on the statistical data of Huixian from 1992 to 2010, we analyze the long-term and short-term relationship between Huixian's methane energy development and GDP by using co-integration test and error correction model. The empirical results show that there is a long-term equilibrium relationship between methane energy and GDP in the city of Huixian, and which is the one-way Granger causality of methane and GDP. In conclusion, the paper puts forward some steps about spurring economic growth, methane development and utilization in Huixian.展开更多
This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the em...This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the employment data from China Statistic Yearbook for the years from 1982 to 2003. Co-integration test showed that 1% increase in export value and import value of services created respectively 0.205% and 0.068 7% more job opportunities in the service sector. Both export and import of services impacted positively on employment in service industry, and export did more than import. However, in the short run, the impacts of services export and import on employment in service industry were both very small, though positive; and the impacts of employment in service industry on both export and import of services were very big, but not stable. Granger causality test indicated that employment in service industry was a Granger cause of services export. The findings highlight the importance of facilitating services import and reducing import barriers, and suggest that the competitiveness of China's labor- intensive services trade can be exploited to boost services export and help employment in service sector, and that the structure of services trade should be optimized by shifting from labor-intensive to knowledge-and technology-intensive services thus to enhance China's competitiveness of services export.展开更多
A vector autoregressive model was developed for a sample of container carrier time charter rates. Although the series of time charter rates are themselves found non-stationary, thus precluding the use of many modeling...A vector autoregressive model was developed for a sample of container carrier time charter rates. Although the series of time charter rates are themselves found non-stationary, thus precluding the use of many modeling methodologies, evidence provided by co-integration tests points to the existence of stable long-term relationships between the series. An assessment of the forecasts derived from the model suggests that the spec-ification of these long-term relationships does not improve the accuracy of long-term forecasts. These results are interpreted as a corroboration of the efficient market hypothesis.展开更多
In accordance with the economic data from Statistical Communique on National Economy and Social Development in Hubei Province in the period 1980-2009, we use co-integration analysis method to research the impact of GD...In accordance with the economic data from Statistical Communique on National Economy and Social Development in Hubei Province in the period 1980-2009, we use co-integration analysis method to research the impact of GDP growth on residents' consumer spending. Result shows that although there are differences between GDP and residents' consumer spending in the short term, the equilibrium relationship exists between them, namely, the co-integration relationship, showing consistency in trends.展开更多
Koyna region, a seismically active region, has many time series observations such as seismicity, reservoir water levels, and many bore well water levels. One of these series is used to predict others since these param...Koyna region, a seismically active region, has many time series observations such as seismicity, reservoir water levels, and many bore well water levels. One of these series is used to predict others since these parameters are interlinked. If these series were stationary, we used correlation analysis. However, it is seen that maximum of these time series are nonstationary. In this case, co-integration method is used that is extracted from econometrics and forecast is possible. We have applied this methodology to study time series of reservoir water levels of this region and we find them to be co-integrated. Therefore, forecast of water levels for one of the reservoir is done from the other as these will never drift apart too much. The outcomes demonstrate that a joint modelling of both data sets based on underlying physics resolves to be sparingly useful for understanding predictability issues in reservoir induced seismicity.展开更多
By applying co-integration analysis,the Granger causality test and an error correction model,the dependency between the energy consumption and the gross domestic product of China was examined.In a further step an anal...By applying co-integration analysis,the Granger causality test and an error correction model,the dependency between the energy consumption and the gross domestic product of China was examined.In a further step an analysis was done to establish a correlation between the economic growth of different industries and China's energy consumption.An evidence-based study showed that a co-integration relationship exists between the gross energy consumption and the GDP of China and that the two variables possess bi-directional causality.The energy consumption for the secondary industry has a markedly stimulative effect to the economic growth.This paper also uses an error correction model(ECM)to explain the short-term behavior of energy demands.展开更多
文摘考虑电池单体老化差异所致的电池组不一致性,针对串联电池组荷电状态(state of charge,SOC)、容量估计问题,提出一种基于自回归等效电路模型(autoregression equivalent circuit model,AR-ECM)的平均差异模型(mean-difference model,MDM)。基于此模型,提出串联电池组SOC、容量多尺度联合估计算法。该算法由2个部分组成,一是基于AR-ECM的MDM及差异化模型参数辨识策略:条件辨识策略和定频分组辨识策略;二是基于多时间尺度H无穷滤波(multi-timescale H infinity filter,Mts-HIF)的电池组SOC、容量联合估计算法。通过将所提出MDM中的自回归平均模型(autoregression mean model,AR-MM)与传统MDM中的n阶RC平均模型(nRC mean model,nRC-MM)比较,结果表明所提出的AR-MM在复杂运行工况下具有更优的动态跟随性能。依据最小化信息量准则(akaike information criterion,AIC),AR-MM具有更优的复杂度与精度的权衡。通过与基于多时间尺度扩展卡尔曼滤波(multi-timescale extended Kalman filter,Mts-EKF)联合状态估计算法比较,结果表明所提出的Mts-HIF状态估计算法具有更优的鲁棒性、精度和收敛速度。
基金The National Natural Science Foundation of China(No50278017)
文摘A kind of method of modal identification subject to ambient excitation is presented. A new synthesis stationary signal based on structural response wavelet transform and wavelet coefficient processes co-integration is obtained. The new signal instead of structural response is used in identifying the modal parameters of a non- stationary system, combined with the method of modal identification under stationary random excitation-the NExT method and the adjusted continuous least square method. The numerical results show that the method can eliminate the non-stationarity of structural response subject to non-stationary random excitation to a great extent, and is highly precise and robust.
文摘Based on the statistical data of Huixian from 1992 to 2010, we analyze the long-term and short-term relationship between Huixian's methane energy development and GDP by using co-integration test and error correction model. The empirical results show that there is a long-term equilibrium relationship between methane energy and GDP in the city of Huixian, and which is the one-way Granger causality of methane and GDP. In conclusion, the paper puts forward some steps about spurring economic growth, methane development and utilization in Huixian.
文摘This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the employment data from China Statistic Yearbook for the years from 1982 to 2003. Co-integration test showed that 1% increase in export value and import value of services created respectively 0.205% and 0.068 7% more job opportunities in the service sector. Both export and import of services impacted positively on employment in service industry, and export did more than import. However, in the short run, the impacts of services export and import on employment in service industry were both very small, though positive; and the impacts of employment in service industry on both export and import of services were very big, but not stable. Granger causality test indicated that employment in service industry was a Granger cause of services export. The findings highlight the importance of facilitating services import and reducing import barriers, and suggest that the competitiveness of China's labor- intensive services trade can be exploited to boost services export and help employment in service sector, and that the structure of services trade should be optimized by shifting from labor-intensive to knowledge-and technology-intensive services thus to enhance China's competitiveness of services export.
文摘A vector autoregressive model was developed for a sample of container carrier time charter rates. Although the series of time charter rates are themselves found non-stationary, thus precluding the use of many modeling methodologies, evidence provided by co-integration tests points to the existence of stable long-term relationships between the series. An assessment of the forecasts derived from the model suggests that the spec-ification of these long-term relationships does not improve the accuracy of long-term forecasts. These results are interpreted as a corroboration of the efficient market hypothesis.
基金Supported by National Natural Science Foundation (60873021/F0201)
文摘In accordance with the economic data from Statistical Communique on National Economy and Social Development in Hubei Province in the period 1980-2009, we use co-integration analysis method to research the impact of GDP growth on residents' consumer spending. Result shows that although there are differences between GDP and residents' consumer spending in the short term, the equilibrium relationship exists between them, namely, the co-integration relationship, showing consistency in trends.
文摘Koyna region, a seismically active region, has many time series observations such as seismicity, reservoir water levels, and many bore well water levels. One of these series is used to predict others since these parameters are interlinked. If these series were stationary, we used correlation analysis. However, it is seen that maximum of these time series are nonstationary. In this case, co-integration method is used that is extracted from econometrics and forecast is possible. We have applied this methodology to study time series of reservoir water levels of this region and we find them to be co-integrated. Therefore, forecast of water levels for one of the reservoir is done from the other as these will never drift apart too much. The outcomes demonstrate that a joint modelling of both data sets based on underlying physics resolves to be sparingly useful for understanding predictability issues in reservoir induced seismicity.
基金Projects TSFZLXKF2006-3 supported by the China Lixin Risk Management Research Institute Foundation of Shanghai Municipal Education Commission90210035 by the National Natural Science Foundation of China
文摘By applying co-integration analysis,the Granger causality test and an error correction model,the dependency between the energy consumption and the gross domestic product of China was examined.In a further step an analysis was done to establish a correlation between the economic growth of different industries and China's energy consumption.An evidence-based study showed that a co-integration relationship exists between the gross energy consumption and the GDP of China and that the two variables possess bi-directional causality.The energy consumption for the secondary industry has a markedly stimulative effect to the economic growth.This paper also uses an error correction model(ECM)to explain the short-term behavior of energy demands.
