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Improving the accuracy of precipitation estimates in a typical inland arid area of China using a dynamic Bayesian model averaging approach
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作者 XU Wenjie DING Jianli +2 位作者 BAO Qingling WANG Jinjie XU Kun 《Journal of Arid Land》 SCIE CSCD 2024年第3期331-354,共24页
Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating a... Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating and integrating precipitation datasets from different sources to accurately characterize precipitation patterns has become a challenge to provide more accurate and alternative precipitation information for the region,which can even improve the performance of hydrological modelling.This study evaluated the applicability of widely used five satellite-based precipitation products(Climate Hazards Group InfraRed Precipitation with Station(CHIRPS),China Meteorological Forcing Dataset(CMFD),Climate Prediction Center morphing method(CMORPH),Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Climate Data Record(PERSIANN-CDR),and Tropical Rainfall Measuring Mission Multi-satellite Precipitation Analysis(TMPA))and a reanalysis precipitation dataset(ECMWF Reanalysis v5-Land Dataset(ERA5-Land))in Xinjiang using ground-based observational precipitation data from a limited number of meteorological stations.Based on this assessment,we proposed a framework that integrated different precipitation datasets with varying spatial resolutions using a dynamic Bayesian model averaging(DBMA)approach,the expectation-maximization method,and the ordinary Kriging interpolation method.The daily precipitation data merged using the DBMA approach exhibited distinct spatiotemporal variability,with an outstanding performance,as indicated by low root mean square error(RMSE=1.40 mm/d)and high Person's correlation coefficient(CC=0.67).Compared with the traditional simple model averaging(SMA)and individual product data,although the DBMA-fused precipitation data were slightly lower than the best precipitation product(CMFD),the overall performance of DBMA was more robust.The error analysis between DBMA-fused precipitation dataset and the more advanced Integrated Multi-satellite Retrievals for Global Precipitation Measurement Final(IMERG-F)precipitation product,as well as hydrological simulations in the Ebinur Lake Basin,further demonstrated the superior performance of DBMA-fused precipitation dataset in the entire Xinjiang region.The proposed framework for solving the fusion problem of multi-source precipitation data with different spatial resolutions is feasible for application in inland arid areas,and aids in obtaining more accurate regional hydrological information and improving regional water resources management capabilities and meteorological research in these regions. 展开更多
关键词 precipitation estimates satellite-based and reanalysis precipitation dynamic Bayesian model averaging streamflow simulation Ebinur Lake Basin XINJIANG
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Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random
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作者 Huixin Li Xiuli Wang 《Journal of Applied Mathematics and Physics》 2024年第3期764-777,共14页
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 condi... 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. 展开更多
关键词 Response Missing at Random model averaging Asymptotic Optimality B-Spline Approximation
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The Empirical Analysis on the Dynamic Effect of Rural-urban Migration on the Consumption Growth of Residents in China——Based on Varying Parameter State-space Model 被引量:1
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作者 邹小芳 《Agricultural Science & Technology》 CAS 2016年第2期471-475,共5页
The research constructed varying parameter state-space model and per- formed estimation on dynamic relationship between urban-rural migration and aggre- gate consumption expenditure on basis of dual economic structure... The research constructed varying parameter state-space model and per- formed estimation on dynamic relationship between urban-rural migration and aggre- gate consumption expenditure on basis of dual economic structure. The results showed that urban consumption growth made the most contribution to aggregate consumption growth, followed by urban-rural migration caused consumption. The role of rural consumption growth kept stable, but consumption caused by population growth was decreasing. Therefore, China consumption growth mainly relies on urban consumption expenditure and urban-rural migration. 展开更多
关键词 Rural-urban migration Household consumption expenditure URBANIZATION state-space model
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Recursive State-space Model Identification of Non-uniformly Sampled Systems Using Singular Value Decomposition 被引量:2
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作者 王宏伟 刘涛 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2014年第Z1期1268-1273,共6页
In this paper a recursive state-space model identification method is proposed for non-uniformly sampled systems in industrial applications. Two cases for measuring all states and only output(s) of such a system are co... In this paper a recursive state-space model identification method is proposed for non-uniformly sampled systems in industrial applications. Two cases for measuring all states and only output(s) of such a system are considered for identification. In the case of state measurement, an identification algorithm based on the singular value decomposition(SVD) is developed to estimate the model parameter matrices by using the least-squares fitting. In the case of output measurement only, another identification algorithm is given by combining the SVD approach with a hierarchical identification strategy. An example is used to demonstrate the effectiveness of the proposed identification method. 展开更多
关键词 Non-uniformly sampling system state-space model IDENTIFICATION SINGULAR value decomposition RECURSIVE algorithm
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Response of Growing Season Gross Primary Production to El Nino in Different Phases of the Pacific Decadal Oscillation over Eastern China Based on Bayesian Model Averaging 被引量:4
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作者 Yueyue LI Li DAN +5 位作者 Jing PENG Junbang WANG Fuqiang YANG Dongdong GAO Xiujing YANG Qiang YU 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2021年第9期1580-1595,共16页
Gross primary production(GPP) plays a crucial part in the carbon cycle of terrestrial ecosystems.A set of validated monthly GPP data from 1957 to 2010 in 0.5°× 0.5° grids of China was weighted from the ... Gross primary production(GPP) plays a crucial part in the carbon cycle of terrestrial ecosystems.A set of validated monthly GPP data from 1957 to 2010 in 0.5°× 0.5° grids of China was weighted from the Multi-scale Terrestrial Model Intercomparison Project using Bayesian model averaging(BMA).The spatial anomalies of detrended BMA GPP during the growing seasons of typical El Nino years indicated that GPP response to El Nino varies with Pacific Decadal Oscillation(PDO) phases: when the PDO was in the cool phase,it was likely that GPP was greater in northern China(32°–38°N,111°–122°E) and less in the Yangtze River valley(28°–32°N,111°–122°E);in contrast,when PDO was in the warm phase,the GPP anomalies were usually reversed in these two regions.The consistent spatiotemporal pattern and high partial correlation revealed that rainfall dominated this phenomenon.The previously published findings on how El Nino during different phases of PDO affecting rainfall in eastern China make the statistical relationship between GPP and El Nino in this study theoretically credible.This paper not only introduces an effective way to use BMA in grids that have mixed plant function types,but also makes it possible to evaluate the carbon cycle in eastern China based on the prediction of El Nino and PDO. 展开更多
关键词 East China Bayesian model averaging Gross primary production El Nino Pacific Decadal Oscillation Monsoon rainfall
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Improving microwave brightness temperature predictions based on Bayesian model averaging ensemble approach 被引量:1
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作者 Binghao JIA Zhenghui XIE 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2016年第11期1501-1516,共16页
The choices of the parameterizations for each component in a microwave emission model have significant effects on the quality of brightness temperature (Tb) sim- ulation. How to reduce the uncertainty in the Tb simu... The choices of the parameterizations for each component in a microwave emission model have significant effects on the quality of brightness temperature (Tb) sim- ulation. How to reduce the uncertainty in the Tb simulation is investigated by adopting a statistical post-processing procedure with the Bayesian model averaging (BMA) ensemble approach. The simulations by the community microwave emission model (CMEM) cou- pled with the community land model version 4.5 (CLM4.5) over China's Mainland are con- ducted by the 24 configurations from four vegetation opacity parameterizations (VOPs), three soil dielectric constant parameterizations (SDCPs), and two soil roughness param- eterizations (SRPs). Compared with the simple arithmetical averaging (SAA) method, the BMA reconstructions have a higher spatial correlation coefficient (larger than 0.99) than the C-band satellite observations of the advanced microwave scanning radiometer on the Earth observing system (AMSR-E) at the vertical polarization. Moreover, the BMA product performs the best among the ensemble members for all vegetation classes, with a mean root-mean-square difference (RMSD) of 4 K and a temporal correlation coefficient of 0.64. 展开更多
关键词 Bayesian model averaging (BMA) microwave brightness temperature com-munity microwave emission model (CMEM) community land model version 4.5 (CLM4.5)
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Optimal zero-crossing group selection method of the absolute gravimeter based on improved auto-regressive moving average model
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作者 牟宗磊 韩笑 胡若 《Chinese Physics B》 SCIE EI CAS CSCD 2023年第11期347-354,共8页
An absolute gravimeter is a precision instrument for measuring gravitational acceleration, which plays an important role in earthquake monitoring, crustal deformation, national defense construction, etc. The frequency... An absolute gravimeter is a precision instrument for measuring gravitational acceleration, which plays an important role in earthquake monitoring, crustal deformation, national defense construction, etc. The frequency of laser interference fringes of an absolute gravimeter gradually increases with the fall time. Data are sparse in the early stage and dense in the late stage. The fitting accuracy of gravitational acceleration will be affected by least-squares fitting according to the fixed number of zero-crossing groups. In response to this problem, a method based on Fourier series fitting is proposed in this paper to calculate the zero-crossing point. The whole falling process is divided into five frequency bands using the Hilbert transformation. The multiplicative auto-regressive moving average model is then trained according to the number of optimal zero-crossing groups obtained by the honey badger algorithm. Through this model, the number of optimal zero-crossing groups determined in each segment is predicted by the least-squares fitting. The mean value of gravitational acceleration in each segment is then obtained. The method can improve the accuracy of gravitational measurement by more than 25% compared to the fixed zero-crossing groups method. It provides a new way to improve the measuring accuracy of an absolute gravimeter. 展开更多
关键词 absolute gravimeter laser interference fringe Fourier series fitting honey badger algorithm mul-tiplicative auto-regressive moving average(MARMA)model
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An Improved Time Domain Approach for Analysis of Floating Bridges Based on Dynamic Finite Element Method and State-Space Model 被引量:1
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作者 XIANG Sheng CHENG Bin +1 位作者 ZHANG Feng-yu TANG Miao 《China Ocean Engineering》 SCIE EI CSCD 2022年第5期682-696,共15页
The floating bridge bears the dead weight and live load with buoyancy,and has wide application prospect in deep-water transportation infrastructure.The structural analysis of floating bridge is challenging due to the ... The floating bridge bears the dead weight and live load with buoyancy,and has wide application prospect in deep-water transportation infrastructure.The structural analysis of floating bridge is challenging due to the complicated fluid-solid coupling effects of wind and wave.In this research,a novel time domain approach combining dynamic finite element method and state-space model(SSM)is established for the refined analysis of floating bridges.The dynamic coupled effects induced by wave excitation load,radiation load and buffeting load are carefully simulated.High-precision fitted SSMs for pontoons are established to enhance the calculation efficiency of hydrodynamic radiation forces in time domain.The dispersion relation is also introduced in the analysis model to appropriately consider the phase differences of wave loads on pontoons.The proposed approach is then employed to simulate the dynamic responses of a scaled floating bridge model which has been tested under real wind and wave loads in laboratory.The numerical results are found to agree well with the test data regarding the structural responses of floating bridge under the considered environmental conditions.The proposed time domain approach is considered to be accurate and effective in simulating the structural behaviors of floating bridge under typical environmental conditions. 展开更多
关键词 floating bridge time domain analysis dynamic analysis state-space model environmental load
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Climate change in the Tianshan and northern Kunlun Mountains based on GCM simulation ensemble with Bayesian model averaging 被引量:3
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作者 YANG Jing FANG Gonghuan +1 位作者 CHEN Yaning Philippe DE-MAEYER 《Journal of Arid Land》 SCIE CSCD 2017年第4期622-634,共13页
Climate change in mountainous regions has significant impacts on hydrological and ecological systems. This research studied the future temperature, precipitation and snowfall in the 21^(st) century for the Tianshan ... Climate change in mountainous regions has significant impacts on hydrological and ecological systems. This research studied the future temperature, precipitation and snowfall in the 21^(st) century for the Tianshan and northern Kunlun Mountains(TKM) based on the general circulation model(GCM) simulation ensemble from the coupled model intercomparison project phase 5(CMIP5) under the representative concentration pathway(RCP) lower emission scenario RCP4.5 and higher emission scenario RCP8.5 using the Bayesian model averaging(BMA) technique. Results show that(1) BMA significantly outperformed the simple ensemble analysis and BMA mean matches all the three observed climate variables;(2) at the end of the 21^(st) century(2070–2099) under RCP8.5, compared to the control period(1976–2005), annual mean temperature and mean annual precipitation will rise considerably by 4.8°C and 5.2%, respectively, while mean annual snowfall will dramatically decrease by 26.5%;(3) precipitation will increase in the northern Tianshan region while decrease in the Amu Darya Basin. Snowfall will significantly decrease in the western TKM. Mean annual snowfall fraction will also decrease from 0.56 of 1976–2005 to 0.42 of 2070–2099 under RCP8.5; and(4) snowfall shows a high sensitivity to temperature in autumn and spring while a low sensitivity in winter, with the highest sensitivity values occurring at the edge areas of TKM. The projections mean that flood risk will increase and solid water storage will decrease. 展开更多
关键词 climate change GCM ensemble Bayesian model averaging Tianshan and northern Kunlun Mountains
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Improving the simulation of terrestrial water storage anomalies over China using a Bayesian model averaging ensemble approach 被引量:1
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作者 LIU Jian-Guo JIA Bing-Hao +1 位作者 XIE Zheng-Hui SHI Chun-Xiang 《Atmospheric and Oceanic Science Letters》 CSCD 2018年第4期322-329,共8页
The ability to estimate terrestrial water storage(TWS)is essential for monitoring hydrological extremes(e.g.,droughts and floods)and predicting future changes in the hydrological cycle.However,inadequacies in model ph... The ability to estimate terrestrial water storage(TWS)is essential for monitoring hydrological extremes(e.g.,droughts and floods)and predicting future changes in the hydrological cycle.However,inadequacies in model physics and parameters,as well as uncertainties in meteorological forcing data,commonly limit the ability of land surface models(LSMs)to accurately simulate TWS.In this study,the authors show how simulations of TWS anomalies(TWSAs)from multiple meteorological forcings and multiple LSMs can be combined in a Bayesian model averaging(BMA)ensemble approach to improve monitoring and predictions.Simulations using three forcing datasets and two LSMs were conducted over China's Mainland for the period 1979–2008.All the simulations showed good temporal correlations with satellite observations from the Gravity Recovery and Climate Experiment during 2004–08.The correlation coefficient ranged between 0.5 and 0.8 in the humid regions(e.g.,the Yangtze river basin,Huaihe basin,and Zhujiang basin),but was much lower in the arid regions(e.g.,the Heihe basin and Tarim river basin).The BMA ensemble approach performed better than all individual member simulations.It captured the spatial distribution and temporal variations of TWSAs over China's Mainland and the eight major river basins very well;plus,it showed the highest R value(>0.5)over most basins and the lowest root-mean-square error value(<40 mm)in all basins of China.The good performance of the BMA ensemble approach shows that it is a promising way to reproduce long-term,high-resolution spatial and temporal TWSA data. 展开更多
关键词 Terrestrial water storage anomalies multi-forcing and multi-model ensemble simulation Bayesian model averaging spatiotemporal variation UNCERTAINTY
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Improving model performance in mapping cropland soil organic matter using time-series remote sensing data
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作者 Xianglin Zhang Jie Xue +5 位作者 Songchao Chen Zhiqing Zhuo Zheng Wang Xueyao Chen Yi Xiao Zhou Shi 《Journal of Integrative Agriculture》 SCIE CAS CSCD 2024年第8期2820-2841,共22页
Faced with increasing global soil degradation,spatially explicit data on cropland soil organic matter(SOM)provides crucial data for soil carbon pool accounting,cropland quality assessment and the formulation of effect... Faced with increasing global soil degradation,spatially explicit data on cropland soil organic matter(SOM)provides crucial data for soil carbon pool accounting,cropland quality assessment and the formulation of effective management policies.As a spatial information prediction technique,digital soil mapping(DSM)has been widely used to spatially map soil information at different scales.However,the accuracy of digital SOM maps for cropland is typically lower than for other land cover types due to the inherent difficulty in precisely quantifying human disturbance.To overcome this limitation,this study systematically assessed a framework of“information extractionfeature selection-model averaging”for improving model performance in mapping cropland SOM using 462 cropland soil samples collected in Guangzhou,China in 2021.The results showed that using the framework of dynamic information extraction,feature selection and model averaging could efficiently improve the accuracy of the final predictions(R^(2):0.48 to 0.53)without having obviously negative impacts on uncertainty.Quantifying the dynamic information of the environment was an efficient way to generate covariates that are linearly and nonlinearly related to SOM,which improved the R^(2)of random forest from 0.44 to 0.48 and the R^(2)of extreme gradient boosting from 0.37to 0.43.Forward recursive feature selection(FRFS)is recommended when there are relatively few environmental covariates(<200),whereas Boruta is recommended when there are many environmental covariates(>500).The Granger-Ramanathan model averaging approach could improve the prediction accuracy and average uncertainty.When the structures of initial prediction models are similar,increasing in the number of averaging models did not have significantly positive effects on the final predictions.Given the advantages of these selected strategies over information extraction,feature selection and model averaging have a great potential for high-accuracy soil mapping at any scales,so this approach can provide more reliable references for soil conservation policy-making. 展开更多
关键词 CROPLAND soil organic matter digital soil mapping machine learning feature selection model averaging
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Modeling continuous traffic flow with the average velocity effect of multiple vehicles ahead on gyroidal roads
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作者 Cong Zhai Weitiao Wu Yingping Xiao 《Digital Transportation and Safety》 2023年第2期124-138,共15页
In the future connected vehicle environment,the information of multiple vehicles ahead can be readily collected in real-time,such as the velocity or headway,which provides more opportunities for information exchange a... In the future connected vehicle environment,the information of multiple vehicles ahead can be readily collected in real-time,such as the velocity or headway,which provides more opportunities for information exchange and cooperative control.Meanwhile,gyroidal roads are one of the fundamental road patterns prevalent in mountainous areas.To effectively control the system,it is therefore significant to explore the evolution mechanism of traffic flow on gyroidal roads under a connected vehicle environment.In this paper,we present a new continuum model with the average velocity of multiple vehicles ahead on gyroidal roads.The stability criterion and KdV-Burger equation are deduced via linear and nonlinear stability analysis,respectively.Solving the above KdV-Burger equation yields the density wave solution,which explores the formation and propagation property of traffic jams near the neutral stability curve.Simulation examples verify that the model can reproduce complex phenomena,such as shock waves and rarefaction waves.The analysis of the local cluster effect shows that the number of vehicles ahead and the radius information,and the slope information of gyroidal roads can exert a great influence on traffic jams.The effect of the first and second terms are positive,while the last term is negative. 展开更多
关键词 average velocity of multiple vehicles ahead Gyroidal roads Continuum model Stability KdV-Burger equation
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A Review on High-Dimensional Frequentist Model Averaging
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作者 Peipei Fu Juming Pan 《Open Journal of Statistics》 2018年第3期513-518,共6页
Model averaging has attracted increasing attention in recent years for the analysis of high-dimensional data. By weighting several competing statistical models suitably, model averaging attempts to achieve stable and ... Model averaging has attracted increasing attention in recent years for the analysis of high-dimensional data. By weighting several competing statistical models suitably, model averaging attempts to achieve stable and improved prediction. To obtain a better understanding of the available model averaging methods, their properties and the relationships between them, this paper is devoted to make a review on some recent progresses in high-dimensional model averaging from the frequentist perspective. Some future research topics are also discussed. 展开更多
关键词 model averaging HIGH-DIMENSIONAL Regression modelS STABLE PREDICTION
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Comparison between Different ESI Methods on Refractory Epilepsy Patients Shows a High Sensitivity for Bayesian Model Averaging
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作者 Danilo Maziero Agustin Lage Castellanos +1 位作者 Carlos Ernesto Garrido Salmon Tonicarlo Rodrigues Velasco 《Journal of Biomedical Science and Engineering》 2014年第9期662-674,共13页
Electrical Source Imaging (ESI) is a non-invasive technique of reconstructing brain activities using EEG data. This technique has been applied to evaluate epilepsy patients being evaluated for epilepsy surgery, showin... Electrical Source Imaging (ESI) is a non-invasive technique of reconstructing brain activities using EEG data. This technique has been applied to evaluate epilepsy patients being evaluated for epilepsy surgery, showing encouraging results for mapping interictal epileptiform discharges (IED). However, ESI is underused in planning epilepsy surgery. This is basically due to the wide availability of methods for solving the electromagnetism inverse problem (e-IP) associated to few studies using EEG setups similar to those most commonly used in clinical setting. In this study, we applied six different methods of solving the e-IP based on IEDs of 20 focal epilepsy patients that presented abnormalities in their MRI. We compared the ESI maps obtained by each method with the location of the abnormality, calculating the Euclidian distances from the center of the lesion to the closest border of the method solution (CL-BM) and also to the solution’s maxima (CL-MM). We also applied a score system in order to allow us to evaluate the sensitivity of each method for temporal and extra temporal patients. In our patients, the Bayesian Model Averaging method had a sensitivity of 86% and the shortest CL-MM. This method also had more restricted solutions that were more representative of epileptogenic activities than those obtained by the other methods. 展开更多
关键词 EEG EPILEPSY Electrical SOURCE Imaging BAYESIAN model averaging
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Application of the Moving Averaging Technique in Surplus Production Models
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作者 WANG Yu LIU Qun 《Journal of Ocean University of China》 SCIE CAS 2014年第4期657-665,共9页
Surplus production models are the simplest analytical methods effective for fish stock assessment and fisheries management. In this paper, eight surplus production estimators(three estimation procedures) were tested o... Surplus production models are the simplest analytical methods effective for fish stock assessment and fisheries management. In this paper, eight surplus production estimators(three estimation procedures) were tested on Schaefer and Fox type simulated data in three simulated fisheries(declining, well-managed, and restoring fisheries) at two white noise levels. Monte Carlo simulation was conducted to verify the utility of moving averaging(MA), which was an important technique for reducing the effect of noise in data in these models. The relative estimation error(REE) of maximum sustainable yield(MSY) was used as an indicator for the analysis, and one-way ANOVA was applied to test the significance of the REE calculated at four levels of MA. Simulation results suggested that increasing the value of MA could significantly improve the performance of the surplus production model(low REE) in all cases when the white noise level was low(coefficient of variation(CV) = 0.02). However, when the white noise level increased(CV= 0.25), adding the value of MA could still significantly enhance the performance of most models. Our results indicated that the best model performance occurred frequently when MA was equal to 3; however, some exceptions were observed when MA was higher. 展开更多
关键词 moving averaging surplus production model Monte Carlo simulation
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Model Averaging by Stacking
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作者 Claudio Morana 《Open Journal of Statistics》 2015年第7期797-807,共11页
The paper introduces a new Frequentist model averaging estimation procedure, based on a stacked OLS estimator across models, implementable on cross-sectional, panel, as well as time series data. The proposed estimator... The paper introduces a new Frequentist model averaging estimation procedure, based on a stacked OLS estimator across models, implementable on cross-sectional, panel, as well as time series data. The proposed estimator shows the same optimal properties of the OLS estimator under the usual set of assumptions concerning the population regression model. Relatively to available alternative approaches, it has the advantage of performing model averaging exante in a single step, optimally selecting models’ weight according to the MSE metric, i.e. by minimizing the squared Euclidean distance between actual and predicted value vectors. Moreover, it is straightforward to implement, only requiring the estimation of a single OLS augmented regression. By exploiting exante a broader information set and benefiting of more degrees of freedom, the proposed approach yields more accurate and (relatively) more efficient estimation than available expost methods. 展开更多
关键词 model averaging model UNCERTAINTY
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A Mixture-Based Bayesian Model Averaging Method
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作者 Georges Nguefack-Tsague Walter Zucchini 《Open Journal of Statistics》 2016年第2期220-228,共9页
Bayesian model averaging (BMA) is a popular and powerful statistical method of taking account of uncertainty about model form or assumption. Usually the long run (frequentist) performances of the resulted estimator ar... Bayesian model averaging (BMA) is a popular and powerful statistical method of taking account of uncertainty about model form or assumption. Usually the long run (frequentist) performances of the resulted estimator are hard to derive. This paper proposes a mixture of priors and sampling distributions as a basic of a Bayes estimator. The frequentist properties of the new Bayes estimator are automatically derived from Bayesian decision theory. It is shown that if all competing models have the same parametric form, the new Bayes estimator reduces to BMA estimator. The method is applied to the daily exchange rate Euro to US Dollar. 展开更多
关键词 MIXTURE Bayesian model Selection Bayesian model averaging Bayesian Theory Frequentist Performance
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Frequentist Model Averaging and Applications to Bernoulli Trials
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作者 Georges Nguefack-Tsague Walter Zucchini Siméon Fotso 《Open Journal of Statistics》 2016年第3期545-553,共9页
In several instances of statistical practice, it is not uncommon to use the same data for both model selection and inference, without taking account of the variability induced by model selection step. This is usually ... In several instances of statistical practice, it is not uncommon to use the same data for both model selection and inference, without taking account of the variability induced by model selection step. This is usually referred to as post-model selection inference. The shortcomings of such practice are widely recognized, finding a general solution is extremely challenging. We propose a model averaging alternative consisting on taking into account model selection probability and the like-lihood in assigning the weights. The approach is applied to Bernoulli trials and outperforms Akaike weights model averaging and post-model selection estimators. 展开更多
关键词 model Selection Post-model Selection Estimator Frequentist model averaging Bernoulli Trials
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Stochastic Bifurcation of an SIS Epidemic Model with Treatment and Immigration
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作者 Weipeng Zhang Dan Gu 《Journal of Applied Mathematics and Physics》 2024年第6期2254-2280,共27页
In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochast... In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. . 展开更多
关键词 Epidemic model Stochastic averaging Method Singular Boundary Theory Stochastic Bifurcation
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Least Squares Matrix Algorithm for State-Space Modelling of Dynamic Systems
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作者 Juuso T. Olkkonen Hannu Olkkonen 《Journal of Signal and Information Processing》 2011年第4期287-291,共5页
This work presents a novel least squares matrix algorithm (LSM) for the analysis of rapidly changing systems using state-space modelling. The LSM algorithm is based on the Hankel structured data matrix representation.... This work presents a novel least squares matrix algorithm (LSM) for the analysis of rapidly changing systems using state-space modelling. The LSM algorithm is based on the Hankel structured data matrix representation. The state transition matrix is updated without the use of any forgetting function. This yields a robust estimation of model parameters in the presence of noise. The computational complexity of the LSM algorithm is comparable to the speed of the conventional recursive least squares (RLS) algorithm. The knowledge of the state transition matrix enables feasible numerical operators such as interpolation, fractional differentiation and integration. The usefulness of the LSM algorithm was proved in the analysis of the neuroelectric signal waveforms. 展开更多
关键词 state-space modelLING DYNAMIC SYSTEM Analysis EEG
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