DUAL RANDOM MODEL OF INCREASING ANNUITY

The dual random models about the life insurance and social pension insurance have received considerable attention in the recent articles on actuarial theory and applications. This paper discusses a general kind of increasing annuity based on its force of interest accumulation function as a general random process. The dual random model of the present value of the benefits of the increasing annuity has been set, and their moments have been calculated under certain conditions.

Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random

In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error.

Adaptive Random Effects/Coefficients Modeling

Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using generalized linear models in fixed effects/coefficients. Correlations are modeled using random effects/coefficients. Nonlinearity is addressed using power transforms of primary (untransformed) predictors. Parameter estimation is based on extended linear mixed modeling generalizing both generalized estimating equations and linear mixed modeling. Models are evaluated using likelihood cross-validation (LCV) scores and are generated adaptively using a heuristic search controlled by LCV scores. Cases covered include linear, Poisson, logistic, exponential, and discrete regression of correlated continuous, count/rate, dichotomous, positive continuous, and discrete numeric outcomes treated as normally, Poisson, Bernoulli, exponentially, and discrete numerically distributed, respectively. Example analyses are also generated for these five cases to compare adaptive random effects/coefficients modeling of correlated outcomes to previously developed adaptive modeling based on directly specified covariance structures. Adaptive random effects/coefficients modeling substantially outperforms direct covariance modeling in the linear, exponential, and discrete regression example analyses. It generates equivalent results in the logistic regression example analyses and it is substantially outperformed in the Poisson regression case. Random effects/coefficients modeling of correlated outcomes can provide substantial improvements in model selection compared to directly specified covariance modeling. However, directly specified covariance modeling can generate competitive or substantially better results in some cases while usually requiring less computation time.

涉海产业类企业融资效率及影响因素测评研究——基于DEA-Random Effects Models的经验数据

为发展壮大涉海产业类企业并带动海洋产业发展以实现海洋强国战略,有必要对涉海产业类企业融资效率状况进行准确定位并采取相应策略。以企业融资效率理论为基础,运用DEA模型评价涉海产业类企业融资效率及并运用随机效应面板数据模型检验其影响因素。检验结果发现,2008-2013年间涉海产业类企业融资效率整体上处于低效水平,其主要影响因素有宏观经济形势、行业竞争程度、企业规模大小和公司治理机制。企业融资效率与宏观经济形势、行业竞争程度和公司治理机制显著正相关,与企业规模大小显著负相关。这说明涉海产业类企业还有大幅度提高融资效率的空间,政策建议是引导资本市场支持海洋资源开发利用,保持稳定增长的整体经济环境,促进垄断竞争性涉海产业类企业理性投融资,缓解中小型涉海产业类企业融资难困境和深化国有控股涉海产业类企业改革。

EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL

Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.

Random walk modeling of wake dispersion for the exhaust tower of an underground tunnel in urban area

In this paper, some experimental studies on the impact of effluent from an exhaust tower of an underground tunnel with special construction are reported. By measuring the flow field downstream of the tower in NJU meteorological wind tunnel, some flow characteristics in the make area were established. Based on these, an advanced random\|walk dispersion model was set up and applied successfully to the simulation of dispersion in the wake area. The modelling results were in accordance with wind tunnel measurements. The computed maximum of ground surface concentration in the building case was a factor of 3-4 higher than that in the flat case and appeared much closer to the source. The simulation indicated that random walk modelling is an effective and practical tool for the wake stream impact assessment.

A LAW OF ITERATED LOGARITHM FOR THE MLE IN A RANDOM CENSORING MODEL WITH INCOMPLETE INFORMATION

In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.

OUTLIER TEST IN RANDOMIZED LINEAR MODEL

In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.

Desertification status mapping in MuttumaWatershed by using Random Forest Model

Potential of the Random Forest Model on mapping of different desertification processes was studied in Muttuma watershed of mid-Murrumbidgee river region of New South Wales,Australia.Desertification vulnerability index was developed using climate,terrain,vegetation,soil and land quality indices to identify environmentally sensitive areas for desertification.Random Forest Model(RFM)was used to predict the different desertification processes such as soil erosion,salinization and waterlogging in the watershed and the information needed to train classification algorithms was obtained from satellite imagery interpretation and ground truth data.Climatic factors(evaporation,rainfall,temperature),terrain factors(aspect,slope,slope length,steepness,and wetness index),soil properties(pH,organic carbon,clay and sand content)and vulnerability indices were used as an explanatory variable.Classification accuracy and kappa index were calculated for training and testing datasets.We recorded an overall accuracy rate of 87.7%and 72.1%for training and testing sites,respectively.We found larger discrepancies between overall accuracy rate and kappa index for testing datasets(72.2%and 27.5%,respectively)suggesting that all the classes are not predicted well.The prediction of soil erosion and no desertification process was good and poor for salinization and water-logging process.Overall,the results observed give a new idea of using the knowledge of desertification process in training areas that can be used to predict the desertification processes at unvisited areas.

Error Threshold of Fully Random Eigen Model

Species evolution is essentially a random process of interaction between biological populations and their environ- ments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this work, two important parameters in the Eigen model, the fitness and mutation rate, are treated as Gaassian dis- tributed random variables simultaneously to examine the property of the error threshold. Numerical simulation results show that the error threshold in the fully random model appears as a crossover region instead of a phase transition point, and ＆s the fluctuation strength increases the crossover region becomes smoother and smoother. Furthermore, it is shown that the randomization of the mutation rate plays a dominant role in changing the error threshold in the fully random model, which is consistent with the existing experimental data. The implication of the threshold change due to the randomization for antiviral strategies is discussed.

A novel configuration model for random graphs with given degree sequence

Recently, random graphs in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices have attracted much attention. This paper presents a specific realization of a class of random network models in which the connection probability between two vertices （i, j） is a specific function of degrees ki and kj. In the framework of the configuration model of random graphsp we find the analytical expressions for the degree correlation and clustering as a function of the variance of the desired degree distribution. The obtained expressions are checked by means of numerical simulations. Possible applications of our model are discussed.

Optimal Credibility Estimation of Random Parameters in Hierarchical Random Effect Linear Model

In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.

Study on Optimality of Two-Stage Estimation with ARMA Model Random Bias

The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given.

Modeling random telegraph signal noise in CMOS image sensor under low light based on binomial distribution

The random telegraph signal noise in the pixel source follower MOSFET is the principle component of the noise in the CMOS image sensor under low light. In this paper, the physical and statistical model of the random telegraph signal noise in the pixel source follower based on the binomial distribution is set up. The number of electrons captured or released by the oxide traps in the unit time is described as the random variables which obey the binomial distribution. As a result,the output states and the corresponding probabilities of the first and the second samples of the correlated double sampling circuit are acquired. The standard deviation of the output states after the correlated double sampling circuit can be obtained accordingly. In the simulation section, one hundred thousand samples of the source follower MOSFET have been simulated,and the simulation results show that the proposed model has the similar statistical characteristics with the existing models under the effect of the channel length and the density of the oxide trap. Moreover, the noise histogram of the proposed model has been evaluated at different environmental temperatures.

Application of random walk model to fit temperature in 46 gamma world cities from 1901 to 1998

Very recently, we have applied the random walk model to fit the global temperature anomaly, CRUTEM3. With encouraging results, we apply the random walk model to fit the temperature walk that is the conversion of recorded tem-perature and real recorded temperature in 46 gamma world cities from 1901 to 1998 in this study. The results show that the random walk model can fit both temperature walk and real recorded temperature although the fitted results from other climate models are unavailable for comparison in these 46 cities. Therefore, the random walk model can fit not only the global temperature anomaly, but also the real recorded temperatures in various cities around the world.

Modelling of the behavior of marine oil spills: applications based on random walk techniques

A numerical model has been developed to simulate the transport and fate of oil spilled at sea. The model combines the transport and fate processes of spilled oil with the random walk technique. Oil movement under the influence of tidal currents, wind driven currents, and turbulent eddies is simulated by the PLUME RW dispersion model developed by HR Wallingford. The weathering processes in the model represent physical and chemical changes of soil slicks with time, and comprise mechanical spreading, dispersion, evaporation and emulsification. Shoreline stranding is determined approximately using a capacity method for different shoreline types. This paper presents details of the model, and describe the results of various sensitivity tests. The model is suitable for oil spill contingency planning.

Infinitesimal dividing modeling method for dual suppliers inventory model with random lead times

As one of the basic inventory cost models, the （Q, τ）inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of ＂effective lead time＂ and ＂lead time demand＂, which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise （Q, τ） inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.

Remaining useful life prediction based on nonlinear random coefficient regression model with fusing failure time data

Remaining useful life(RUL) prediction is one of the most crucial elements in prognostics and health management(PHM). Aiming at the imperfect prior information, this paper proposes an RUL prediction method based on a nonlinear random coefficient regression(RCR) model with fusing failure time data.Firstly, some interesting natures of parameters estimation based on the nonlinear RCR model are given. Based on these natures,the failure time data can be fused as the prior information reasonably. Specifically, the fixed parameters are calculated by the field degradation data of the evaluated equipment and the prior information of random coefficient is estimated with fusing the failure time data of congeneric equipment. Then, the prior information of the random coefficient is updated online under the Bayesian framework, the probability density function(PDF) of the RUL with considering the limitation of the failure threshold is performed. Finally, two case studies are used for experimental verification. Compared with the traditional Bayesian method, the proposed method can effectively reduce the influence of imperfect prior information and improve the accuracy of RUL prediction.

Model of Random Polygon Particles for Concrete and Mesh Automatic Subdivision

In order to study the constitutive behavior of concrete in mesoscopic level, a new method is proposed in this paper. This method uses random polygon particles to simulate full grading broken aggregates of concrete. Based on computational geometry, we carry out the automatic generation of the triangle finite element mesh for the model of random polygon particles of concrete. The finite element mesh generated in this paper is also applicable to many other numerical methods.

Application of Wavelet Random Coupling Model in Monthly Rainfall Prediction

A Trous algorithm of wavelet transform was used to decompose wavelet signal, and the cross-correlation analysis was used to analyze the sequence of each wavelet transform, and then the mathematical model correspond with wavelet transform sequence was established, finally wavelet random coupling model was obtained by wavelet reconstruction algorithm. Then, according to the rainfall data in crop growth period of Farm Chahayang from 1956 to 2008, the wavelet random coupling model was established to fit the model prediction test. The results showed that the prediction and fitting accuracy of the model was high, the model could reflect the rainfall variation regulation in the region, and it was a practical prediction model. It was very important for us to determine reasonably irrigation schedule and to use efficiency coefficient of precipitation resource.