Multiplicative noise removal problems have attracted much attention in recent years.Unlike additive noise,multiplicative noise destroys almost all information of the original image,especially for texture images.Motiva...Multiplicative noise removal problems have attracted much attention in recent years.Unlike additive noise,multiplicative noise destroys almost all information of the original image,especially for texture images.Motivated by the TV-Stokes model,we propose a new two-step variational model to denoise the texture images corrupted by multiplicative noise with a good geometry explanation in this paper.In the first step,we convert the multiplicative denoising problem into an additive one by the logarithm transform and propagate the isophote directions in the tangential field smoothing.Once the isophote directions are constructed,an image is restored to fit the constructed directions in the second step.The existence and uniqueness of the solution to the variational problems are proved.In these two steps,we use the gradient descent method and construct finite difference schemes to solve the problems.Especially,the augmented Lagrangian method and the fast Fourier transform are adopted to accelerate the calculation.Experimental results show that the proposed model can remove the multiplicative noise efficiently and protect the texture well.展开更多
This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a suffi...This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a sufficient condition for the exact controllability of the rational expectations model.In particular,we derive a sufficient Gramian matrix condition and a rank condition for the delay-free case.The key is the solvability of the backward stochastic difference equations with input delay which is derived from the forward and backward stochastic system.展开更多
Mononuclear macrophage infiltration in the central nervous system is a prominent feature of neuroinflammation. Recent studies on the pathogenesis and progression of multiple sclerosis have highlighted the multiple rol...Mononuclear macrophage infiltration in the central nervous system is a prominent feature of neuroinflammation. Recent studies on the pathogenesis and progression of multiple sclerosis have highlighted the multiple roles of mononuclear macrophages in the neuroinflammatory process. Monocytes play a significant role in neuroinflammation, and managing neuroinflammation by manipulating peripheral monocytes stands out as an effective strategy for the treatment of multiple sclerosis, leading to improved patient outcomes. This review outlines the steps involved in the entry of myeloid monocytes into the central nervous system that are targets for effective intervention: the activation of bone marrow hematopoiesis, migration of monocytes in the blood, and penetration of the blood–brain barrier by monocytes. Finally, we summarize the different monocyte subpopulations and their effects on the central nervous system based on phenotypic differences. As activated microglia resemble monocyte-derived macrophages, it is important to accurately identify the role of monocyte-derived macrophages in disease. Depending on the roles played by monocyte-derived macrophages at different stages of the disease, several of these processes can be interrupted to limit neuroinflammation and improve patient prognosis. Here, we discuss possible strategies to target monocytes in neurological diseases, focusing on three key aspects of monocyte infiltration into the central nervous system, to provide new ideas for the treatment of neurodegenerative diseases.展开更多
In this manuscript,we comment on a recent publication by Yuan et al.This article provides a detailed scientific diagnostic process for a multiple endocrine neo-plasia type 1 patient,thus offering strong guidance for c...In this manuscript,we comment on a recent publication by Yuan et al.This article provides a detailed scientific diagnostic process for a multiple endocrine neo-plasia type 1 patient,thus offering strong guidance for clinical practice.However,we believe that the authors should also provide information on the patient's long-term prognosis.展开更多
BACKGROUND The introduction of pegaspargase has greatly advanced the treatment of acute lymphoblastic leukemia(ALL).In the literature,only one case of pegaspargaseinduced multiple organ failure has been reported,and t...BACKGROUND The introduction of pegaspargase has greatly advanced the treatment of acute lymphoblastic leukemia(ALL).In the literature,only one case of pegaspargaseinduced multiple organ failure has been reported,and the patient died due to multiple organ failure.CASE SUMMARY Herein,we present a rare case of a 40-year-old man with ALL who developed multiple organ failure after treatment with pegaspargase.The patient had two rare phenomena reflecting poor prognosis,including the discrepancy between clinical manifestations and liver function and persistently low alpha-fetoprotein(AFP)levels from subacute liver failure.However,the patient was successfully treated using a multidisciplinary team approach.CONCLUSION This is the first case report of successful treatment of pegaspargase-induced multiple organ failure.The findings emphasize the importance of a multidisciplinary team approach in treating pegaspargase-induced multiple organ failure.展开更多
Multiple tuned mass dampers(MTMDs)reduce dynamic response with multiple specified frequencies of building structures.Many optimization algorithms for placement design exist,though they rarely conform to code-based ver...Multiple tuned mass dampers(MTMDs)reduce dynamic response with multiple specified frequencies of building structures.Many optimization algorithms for placement design exist,though they rarely conform to code-based verification nor produce high quality solutions without high computational effort and high complexity.This study proposes an inverse element exchange method(IEEM)with multi-level programming and compares it to a single tuned mass damper(STMD)and uniform distribution of multiple tuned mass dampers in the frequency and time domains.A ten-story shear building is used for the numerical case study.The results show that the proposed method can offer improvement over the STMD,uniform distribution of multiple tuned mass dampers,and distribution optimized by genetic algorithms(GA)with regard to minimizing the interstory drift ratio(IDR)in both the frequency and time domains and the time consumption for optimization.展开更多
Group decision making problems are investigated with uncertain multiplicative linguistic preference relations.An unbalanced multiplicative linguistic label set is introduced,which can be used by the experts to express...Group decision making problems are investigated with uncertain multiplicative linguistic preference relations.An unbalanced multiplicative linguistic label set is introduced,which can be used by the experts to express their linguistic preference information over alternatives.The uncertain linguistic weighted geometric mean operator is utilized to aggregate all the individual uncertain multiplicative linguistic preference relations into a collective one,and then a simple approach is developed to determine the experts' weights by utilizing the consensus degrees among the individual uncertain multiplicative linguistic preference relations and the collective uncertain multiplicative linguistic preference relations.Furthermore,a practical interactive procedure for group decision making is proposed based on uncertain multiplicative linguistic preference relations,in which a possibility degree formula and a complementary matrix are used to rank the given alternatives.Finally,the proposed procedure is applied to solve the group decision making problem of a manufacturing company searching the best global supplier for one of its most critical parts used in assembling process.展开更多
This work is aimed to show that various problems from different fields can be modeled more efficiently using multiplicative calculus, in place of Newtonian calculus. Since multiplicative calculus is still in its infan...This work is aimed to show that various problems from different fields can be modeled more efficiently using multiplicative calculus, in place of Newtonian calculus. Since multiplicative calculus is still in its infancy, some effort is put to explain its basic principles such as exponential arithmetic, multiplicative calculus, and multiplicative differential equations. Examples from finance, actuarial science, economics, and social sciences are presented with solutions using multiplicative calculus concepts. Based on the encouraging results obtained it is recommended that further research into this field be vested to exploit the applicability of multiplicative calculus in different fields as well as the development of multiplicative calculus concepts.展开更多
This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing an...This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing any bounded nonrandom subset of the phase space.展开更多
In this paper, a simulation model of bistable system subject to multiplicative and additive noise is built on the basis of the theory of stochastic resonance(SR). SR phenomenon appears in the system subject to multipl...In this paper, a simulation model of bistable system subject to multiplicative and additive noise is built on the basis of the theory of stochastic resonance(SR). SR phenomenon appears in the system subject to multiplicative and additive noise when a single signal transmits in the system. The output waveforms and the power spectrums at different frequencies are compared. The impact of the intensity of multiplicative and additive noise on the bistable system is discussed. It is found that this simulation model can upgrade the quality of the signal processing and the noise intensity can be effectively used for improving the effect of SR.展开更多
Multiplicative calculus(MUC)measures the rate of change of function in terms of ratios,which makes the exponential functions significantly linear in the framework of MUC.Therefore,a generally non-linear optimization p...Multiplicative calculus(MUC)measures the rate of change of function in terms of ratios,which makes the exponential functions significantly linear in the framework of MUC.Therefore,a generally non-linear optimization problem containing exponential functions becomes a linear problem in MUC.Taking this as motivation,this paper lays mathematical foundation of well-known classical Gauss-Newton minimization(CGNM)algorithm in the framework of MUC.This paper formulates the mathematical derivation of proposed method named as multiplicative Gauss-Newton minimization(MGNM)method along with its convergence properties.The proposed method is generalized for n number of variables,and all its theoretical concepts are authenticated by simulation results.Two case studies have been conducted incorporating multiplicatively-linear and non-linear exponential functions.From simulation results,it has been observed that proposed MGNM method converges for 12972 points,out of 19600 points considered while optimizing multiplicatively-linear exponential function,whereas CGNM and multiplicative Newton minimization methods converge for only 2111 and 9922 points,respectively.Furthermore,for a given set of initial value,the proposed MGNM converges only after 2 iterations as compared to 5 iterations taken by other methods.A similar pattern is observed for multiplicatively-non-linear exponential function.Therefore,it can be said that proposed method converges faster and for large range of initial values as compared to conventional methods.展开更多
The vibrational resonance and stochastic resonance phenomena in the FitzHugh–Nagumo(FHN)neural model,driven by a high-frequency(HF)signal and a low-frequency(LF)signal and by coupled multiplicative and additive noise...The vibrational resonance and stochastic resonance phenomena in the FitzHugh–Nagumo(FHN)neural model,driven by a high-frequency(HF)signal and a low-frequency(LF)signal and by coupled multiplicative and additive noises,is investigated.For the case that the frequency of the HF signal is much higher than that of the LF signal,under the adiabatic approximation condition,the expression of the signal-to-noise ratio(SNR)with respect to the LF signal is obtained.It is shown that the SNR is a non-monotonous function of the amplitude and frequency of the HF signal.In addition,the SNR varies non-monotonically with the increasing intensities of the multiplicative and additive noise as well as with the increasing system parameters of the FHN model.The influence of the coupling strength between the multiplicative and additive noises on the SNR is discussed.展开更多
This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam. To build such models, we f...This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam. To build such models, we follow Box-Jenkins method to construct a multiplicative seasonal ARIMA model to represent the mean component using the past values of traffic, then incorporate a GARCH model to represent its volatility. The traffic is collected from EVN Telecom mobile communication network. Diagnostic tests and examination of forecast accuracy measures indicate that the multiplicative seasonal ARIMA/GARCH model, i.e. ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) shows a good estimation when dealing with volatility clustering in the data series. This model can be considered to be a flexible model to capture well the characteristics of EVN traffic series and give reasonable forecasting results. Moreover, in such situations that the volatility is not necessary to be taken into account, i.e. short-term prediction, the multiplicative seasonal ARIMA/GARCH model still acts well with the GARCH parameters adjusted to GARCH (0, 0).展开更多
We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div(o(x)↓△u) and multiplicative noises. Under some mild conditions on the diffusion variable o(x) an...We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div(o(x)↓△u) and multiplicative noises. Under some mild conditions on the diffusion variable o(x) and without any restriction on the upper growth p of nonlinearity, except that p 〉 2, we show the existences of random attractor in D0^1,2(DN, σ) space, where DN is an arbitrary (bounded or unbounded) domain in R^N N 〉 2. For this purpose, some abstract results based on the omega-limit compactness are established.展开更多
Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitabl...Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitable for describing the multipliers on the small time scales. A new statistical distribution-symmetric Pareto distribution is introduced. It is applied instead of Gaussian for the multipliers on those scales. Based on that, the algorithm is updated so that symmetric pareto distribution and Gaussian distribution are used to model video traffic but on different time scales. The simulation results demonstrate that the algorithm could model video traffic more accurately.展开更多
Let two separate surveys collect related information on a single population U. Consider situation where we want to best combine data from the two surveys to yield a single set of estimates of a population quantity (po...Let two separate surveys collect related information on a single population U. Consider situation where we want to best combine data from the two surveys to yield a single set of estimates of a population quantity (population parameter) of interest. This Article presents a multiplicative bias reduction estimator for nonparametric regression to two sample problem in sample survey. The approach consists to apply a multiplicative bias correction to an estimator. The multiplicative bias correction method which was proposed, by Linton & Nielsen, 1994, assures a positive estimate and reduces the bias of the estimate with negligible increase in variance. Even as we apply this method to the two sample problem in sample survey, we found out through the study of it asymptotic properties that it was asymptotically unbiased, and statistically consistent. Furthermore an empirical study was carried out to compare the performance of the developed estimator with the existing ones.展开更多
The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter(FDF) as a residual generator,the design of the ...The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter(FDF) as a residual generator,the design of the FDF is formulated in the framework of H ∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati equation.The determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati equation.Numerical examples are given to illustrate the effectiveness of the proposed method.展开更多
In this paper, inspired by the multiplicative generators of overlap functions, we mainly propose the concepts of multiplicative generator pairs of n-dimensional overlap functions, in order to extend the dimensionality...In this paper, inspired by the multiplicative generators of overlap functions, we mainly propose the concepts of multiplicative generator pairs of n-dimensional overlap functions, in order to extend the dimensionality of overlap functions from 2 to n. We present the condition under which the pair (<strong>g, h</strong>) can multiplicatively generate an n-dimensional overlap function <em><strong>O</strong></em><sub><strong>g,h</strong></sub><strong>.</strong> we focus on the homogeneity and idempotency property on multiplicatively generated n-dimensional overlap functions.展开更多
文摘Multiplicative noise removal problems have attracted much attention in recent years.Unlike additive noise,multiplicative noise destroys almost all information of the original image,especially for texture images.Motivated by the TV-Stokes model,we propose a new two-step variational model to denoise the texture images corrupted by multiplicative noise with a good geometry explanation in this paper.In the first step,we convert the multiplicative denoising problem into an additive one by the logarithm transform and propagate the isophote directions in the tangential field smoothing.Once the isophote directions are constructed,an image is restored to fit the constructed directions in the second step.The existence and uniqueness of the solution to the variational problems are proved.In these two steps,we use the gradient descent method and construct finite difference schemes to solve the problems.Especially,the augmented Lagrangian method and the fast Fourier transform are adopted to accelerate the calculation.Experimental results show that the proposed model can remove the multiplicative noise efficiently and protect the texture well.
基金supported by the National Natural Science Foundation of China under Grants 61821004,62250056,62350710214,U23A20325,62350055the Natural Science Foundation of Shandong Province,China(ZR2021ZD14,ZR2021JQ24)+2 种基金High-level Talent Team Project of Qingdao West Coast New Area,China(RCTD-JC-2019-05)Key Research and Development Program of Shandong Province,China(2020CXGC01208)Science and Technology Project of Qingdao West Coast New Area,China(2019-32,2020-20,2020-1-4).
文摘This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a sufficient condition for the exact controllability of the rational expectations model.In particular,we derive a sufficient Gramian matrix condition and a rank condition for the delay-free case.The key is the solvability of the backward stochastic difference equations with input delay which is derived from the forward and backward stochastic system.
基金supported by the National Natural Science Foundation of China,Nos.82060219,82271234the Natural Science Foundation of Jiangxi Province,Nos.20212ACB216009,20212BAB216048+1 种基金Jiangxi Province Thousands of Plans,No.jxsq2019201023Youth Team Project of the Second Affiliated Hospital of Nanchang University,No.2019YNTD12003(all to FH)。
文摘Mononuclear macrophage infiltration in the central nervous system is a prominent feature of neuroinflammation. Recent studies on the pathogenesis and progression of multiple sclerosis have highlighted the multiple roles of mononuclear macrophages in the neuroinflammatory process. Monocytes play a significant role in neuroinflammation, and managing neuroinflammation by manipulating peripheral monocytes stands out as an effective strategy for the treatment of multiple sclerosis, leading to improved patient outcomes. This review outlines the steps involved in the entry of myeloid monocytes into the central nervous system that are targets for effective intervention: the activation of bone marrow hematopoiesis, migration of monocytes in the blood, and penetration of the blood–brain barrier by monocytes. Finally, we summarize the different monocyte subpopulations and their effects on the central nervous system based on phenotypic differences. As activated microglia resemble monocyte-derived macrophages, it is important to accurately identify the role of monocyte-derived macrophages in disease. Depending on the roles played by monocyte-derived macrophages at different stages of the disease, several of these processes can be interrupted to limit neuroinflammation and improve patient prognosis. Here, we discuss possible strategies to target monocytes in neurological diseases, focusing on three key aspects of monocyte infiltration into the central nervous system, to provide new ideas for the treatment of neurodegenerative diseases.
基金Supported by National Natural Science Foundation of China,No.821706751·3·5 Project for Disciplines of Excellence,West China Hospital,Sichuan University,No.ZYJC21011.
文摘In this manuscript,we comment on a recent publication by Yuan et al.This article provides a detailed scientific diagnostic process for a multiple endocrine neo-plasia type 1 patient,thus offering strong guidance for clinical practice.However,we believe that the authors should also provide information on the patient's long-term prognosis.
基金Supported by National Natural Science Foundation of China,No.82100625Zhejiang Provincial natural Science Foundation of China,No.Q20H030013.
文摘BACKGROUND The introduction of pegaspargase has greatly advanced the treatment of acute lymphoblastic leukemia(ALL).In the literature,only one case of pegaspargaseinduced multiple organ failure has been reported,and the patient died due to multiple organ failure.CASE SUMMARY Herein,we present a rare case of a 40-year-old man with ALL who developed multiple organ failure after treatment with pegaspargase.The patient had two rare phenomena reflecting poor prognosis,including the discrepancy between clinical manifestations and liver function and persistently low alpha-fetoprotein(AFP)levels from subacute liver failure.However,the patient was successfully treated using a multidisciplinary team approach.CONCLUSION This is the first case report of successful treatment of pegaspargase-induced multiple organ failure.The findings emphasize the importance of a multidisciplinary team approach in treating pegaspargase-induced multiple organ failure.
文摘Multiple tuned mass dampers(MTMDs)reduce dynamic response with multiple specified frequencies of building structures.Many optimization algorithms for placement design exist,though they rarely conform to code-based verification nor produce high quality solutions without high computational effort and high complexity.This study proposes an inverse element exchange method(IEEM)with multi-level programming and compares it to a single tuned mass damper(STMD)and uniform distribution of multiple tuned mass dampers in the frequency and time domains.A ten-story shear building is used for the numerical case study.The results show that the proposed method can offer improvement over the STMD,uniform distribution of multiple tuned mass dampers,and distribution optimized by genetic algorithms(GA)with regard to minimizing the interstory drift ratio(IDR)in both the frequency and time domains and the time consumption for optimization.
基金supported by the National Natural Science Foundation of China (70571087)the National Science Fund for Distinguished Young Scholars of China (70625005)
文摘Group decision making problems are investigated with uncertain multiplicative linguistic preference relations.An unbalanced multiplicative linguistic label set is introduced,which can be used by the experts to express their linguistic preference information over alternatives.The uncertain linguistic weighted geometric mean operator is utilized to aggregate all the individual uncertain multiplicative linguistic preference relations into a collective one,and then a simple approach is developed to determine the experts' weights by utilizing the consensus degrees among the individual uncertain multiplicative linguistic preference relations and the collective uncertain multiplicative linguistic preference relations.Furthermore,a practical interactive procedure for group decision making is proposed based on uncertain multiplicative linguistic preference relations,in which a possibility degree formula and a complementary matrix are used to rank the given alternatives.Finally,the proposed procedure is applied to solve the group decision making problem of a manufacturing company searching the best global supplier for one of its most critical parts used in assembling process.
文摘This work is aimed to show that various problems from different fields can be modeled more efficiently using multiplicative calculus, in place of Newtonian calculus. Since multiplicative calculus is still in its infancy, some effort is put to explain its basic principles such as exponential arithmetic, multiplicative calculus, and multiplicative differential equations. Examples from finance, actuarial science, economics, and social sciences are presented with solutions using multiplicative calculus concepts. Based on the encouraging results obtained it is recommended that further research into this field be vested to exploit the applicability of multiplicative calculus in different fields as well as the development of multiplicative calculus concepts.
基金Sponsored by the National NSF (10901121, 10826091,10771074, and 10771139)NSF for Postdoctors in China (20090460952)+3 种基金NSF of Zhejiang Province (Y6080077)NSF of Guangdong Province (004020077)NSF of Wenzhou University (2008YYLQ01)Zhejiang youthteacher training project and Wenzhou 551 project
文摘This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing any bounded nonrandom subset of the phase space.
文摘In this paper, a simulation model of bistable system subject to multiplicative and additive noise is built on the basis of the theory of stochastic resonance(SR). SR phenomenon appears in the system subject to multiplicative and additive noise when a single signal transmits in the system. The output waveforms and the power spectrums at different frequencies are compared. The impact of the intensity of multiplicative and additive noise on the bistable system is discussed. It is found that this simulation model can upgrade the quality of the signal processing and the noise intensity can be effectively used for improving the effect of SR.
文摘Multiplicative calculus(MUC)measures the rate of change of function in terms of ratios,which makes the exponential functions significantly linear in the framework of MUC.Therefore,a generally non-linear optimization problem containing exponential functions becomes a linear problem in MUC.Taking this as motivation,this paper lays mathematical foundation of well-known classical Gauss-Newton minimization(CGNM)algorithm in the framework of MUC.This paper formulates the mathematical derivation of proposed method named as multiplicative Gauss-Newton minimization(MGNM)method along with its convergence properties.The proposed method is generalized for n number of variables,and all its theoretical concepts are authenticated by simulation results.Two case studies have been conducted incorporating multiplicatively-linear and non-linear exponential functions.From simulation results,it has been observed that proposed MGNM method converges for 12972 points,out of 19600 points considered while optimizing multiplicatively-linear exponential function,whereas CGNM and multiplicative Newton minimization methods converge for only 2111 and 9922 points,respectively.Furthermore,for a given set of initial value,the proposed MGNM converges only after 2 iterations as compared to 5 iterations taken by other methods.A similar pattern is observed for multiplicatively-non-linear exponential function.Therefore,it can be said that proposed method converges faster and for large range of initial values as compared to conventional methods.
文摘The vibrational resonance and stochastic resonance phenomena in the FitzHugh–Nagumo(FHN)neural model,driven by a high-frequency(HF)signal and a low-frequency(LF)signal and by coupled multiplicative and additive noises,is investigated.For the case that the frequency of the HF signal is much higher than that of the LF signal,under the adiabatic approximation condition,the expression of the signal-to-noise ratio(SNR)with respect to the LF signal is obtained.It is shown that the SNR is a non-monotonous function of the amplitude and frequency of the HF signal.In addition,the SNR varies non-monotonically with the increasing intensities of the multiplicative and additive noise as well as with the increasing system parameters of the FHN model.The influence of the coupling strength between the multiplicative and additive noises on the SNR is discussed.
文摘This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam. To build such models, we follow Box-Jenkins method to construct a multiplicative seasonal ARIMA model to represent the mean component using the past values of traffic, then incorporate a GARCH model to represent its volatility. The traffic is collected from EVN Telecom mobile communication network. Diagnostic tests and examination of forecast accuracy measures indicate that the multiplicative seasonal ARIMA/GARCH model, i.e. ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) shows a good estimation when dealing with volatility clustering in the data series. This model can be considered to be a flexible model to capture well the characteristics of EVN traffic series and give reasonable forecasting results. Moreover, in such situations that the volatility is not necessary to be taken into account, i.e. short-term prediction, the multiplicative seasonal ARIMA/GARCH model still acts well with the GARCH parameters adjusted to GARCH (0, 0).
基金supported by China NSF(11271388)Scientific and Technological Research Program of Chongqing Municipal Education Commission(KJ1400430)Basis and Frontier Research Project of Chongqing(cstc2014jcyj A00035)
文摘We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div(o(x)↓△u) and multiplicative noises. Under some mild conditions on the diffusion variable o(x) and without any restriction on the upper growth p of nonlinearity, except that p 〉 2, we show the existences of random attractor in D0^1,2(DN, σ) space, where DN is an arbitrary (bounded or unbounded) domain in R^N N 〉 2. For this purpose, some abstract results based on the omega-limit compactness are established.
文摘Multiplicative multifractal process could well modal video traffic. The multiplier distributions in the multiplicatire multifractal model for video traffic are investigated and it is found that Gaussian is not suitable for describing the multipliers on the small time scales. A new statistical distribution-symmetric Pareto distribution is introduced. It is applied instead of Gaussian for the multipliers on those scales. Based on that, the algorithm is updated so that symmetric pareto distribution and Gaussian distribution are used to model video traffic but on different time scales. The simulation results demonstrate that the algorithm could model video traffic more accurately.
文摘Let two separate surveys collect related information on a single population U. Consider situation where we want to best combine data from the two surveys to yield a single set of estimates of a population quantity (population parameter) of interest. This Article presents a multiplicative bias reduction estimator for nonparametric regression to two sample problem in sample survey. The approach consists to apply a multiplicative bias correction to an estimator. The multiplicative bias correction method which was proposed, by Linton & Nielsen, 1994, assures a positive estimate and reduces the bias of the estimate with negligible increase in variance. Even as we apply this method to the two sample problem in sample survey, we found out through the study of it asymptotic properties that it was asymptotically unbiased, and statistically consistent. Furthermore an empirical study was carried out to compare the performance of the developed estimator with the existing ones.
基金supported by the National Natural Science Foundation of China (61174121,61121003)the National High Technology Researchand Development Program of China (863 Program) (2008AA121302)+1 种基金the National Basic Research Program of China (973 Program)(2009CB724000)the Research Fund for the Doctoral Program of Higher Education of China
文摘The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter(FDF) as a residual generator,the design of the FDF is formulated in the framework of H ∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati equation.The determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati equation.Numerical examples are given to illustrate the effectiveness of the proposed method.
文摘In this paper, inspired by the multiplicative generators of overlap functions, we mainly propose the concepts of multiplicative generator pairs of n-dimensional overlap functions, in order to extend the dimensionality of overlap functions from 2 to n. We present the condition under which the pair (<strong>g, h</strong>) can multiplicatively generate an n-dimensional overlap function <em><strong>O</strong></em><sub><strong>g,h</strong></sub><strong>.</strong> we focus on the homogeneity and idempotency property on multiplicatively generated n-dimensional overlap functions.