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TESTING THE ADEQUACY OF GARCH-TYPE MODELS IN TIME SERIES 被引量:1
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作者 吴鑑洪 朱力行 《Acta Mathematica Scientia》 SCIE CSCD 2009年第2期327-340,共14页
In this article a new approach for checking the adequacy of GARCH-type models in time series was proposed. The resulted tests involve weight functions, which provide them with the flexibility in choosing scores to enh... In this article a new approach for checking the adequacy of GARCH-type models in time series was proposed. The resulted tests involve weight functions, which provide them with the flexibility in choosing scores to enhance power performance. The choice of weight functions and the power properties of the tests are studied. For a large number of alternatives, asymptotically distribution-free maximin test is constructed. The tests are asymptotically chi-squared under the null hypothesis and easy to implement. Simulation results indicate that the tests perform well. 展开更多
关键词 GARCH-type models maximin test model diagnostic checking score type test
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Kolmogorov-Smirnov APF Test for Inhomogeneous Poisson Processes with Shift Parameter
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作者 E. D. Wandji Tanguep D. A. Njamen Njomen 《Applied Mathematics》 2021年第4期322-335,共14页
In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alter... In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alternative are composite and carry to the intensity measure of inhomogeneous Poisson process and the intensity function is regular. For this model of shift parameter, we propose test which is asymptotically partially distribution free and consistent. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameter. 展开更多
关键词 Inhomogeneous Poisson Process Kolmogorov-Smirnov Type Test Parametric Basic Hypothesis Asymptotic Parameter Free Test Shift Parameter
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Test of the Cosmic Transparency with the Baryon Acoustic Oscillation and Type Ia Supernova Data
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作者 李合昆 吴普训 余洪伟 《Chinese Physics Letters》 SCIE CAS CSCD 2016年第5期149-151,共3页
We use the latest baryon acoustic oscillation and Union 2.1 type Ia supernova data to test the cosmic opacity between different redshift regions without assuming any cosmological models. It is found that the universe ... We use the latest baryon acoustic oscillation and Union 2.1 type Ia supernova data to test the cosmic opacity between different redshift regions without assuming any cosmological models. It is found that the universe may be opaque between the redshift regions 0.35 0.44, 0.44 0.57 and 0.6-0.73 since the best fit values of cosmic opacity in these regions are positive, while a transparent universe is favored in the redshift region 0.57-0.63. However, in general, a transparent universe is still consistent with observations at the lo confidence level. 展开更多
关键词 of in Test of the Cosmic Transparency with the Baryon Acoustic Oscillation and Type Ia Supernova Data with that is
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EFFECTS OF TEXT TYPE AND TEST TYPE ON L2 READING COMPREHENSION TEST PERFORMANCE
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作者 施雅俐 陈纪梁 《Chinese Journal of Applied Linguistics》 2007年第2期16-24,125,共10页
This paper aims to investigate the effects of two components of test method facets — text type and test type on L2 reading comprehension test performance. The subjects are 30 non-English-major freshmen who were rando... This paper aims to investigate the effects of two components of test method facets — text type and test type on L2 reading comprehension test performance. The subjects are 30 non-English-major freshmen who were randomly chosen from among 150 candidates. It was found that: 1) the subjects perform significantly better in summary writing task for the narrative text than the expository one of the same difficulty level while in multiple-choice task the difference between performances for two text types is not significant; 2) for the same narrative text, summary writing task tends to elicit significantly better general test performance than the multiple-choice one while for the same expository text, there is no significant difference between the test performances elicited by the two tasks; 3)scores in the summary writing tasks for both texts are more widely distributed than those in the multiple choice ones. 展开更多
关键词 text type test type test performance L2 reading comprehension
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A Score Type Test for General Autoregressive Models in Time Series 被引量:3
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作者 Jian-hong Wu Li-xing Zhu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2007年第3期439-450,共12页
This paper is devoted to the goodness-of-fit test for the general autoregressive models in time series. By averaging for the weighted residuals, we construct a score type test which is asymptotically standard chi-squa... This paper is devoted to the goodness-of-fit test for the general autoregressive models in time series. By averaging for the weighted residuals, we construct a score type test which is asymptotically standard chi-squared under the null and has some desirable power properties under the alternatives. Specifically, the test is sensitive to alternatives and can detect the alternatives approaching, along a direction, the null at a rate that is arbitrarily close to n-1/2. Furthermore, when the alternatives are not directional, we construct asymptotically distribution-free maximin tests for a large class of alternatives. The performance of the tests is evaluated through simulation studies. 展开更多
关键词 Autoregressive model GOODNESS-OF-FIT maximin test model checking score type test time series
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Development and Tests of ZW-126/D2000-40 Vacuum Circuit Breakers with Controlled Switching Technology 被引量:2
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作者 Yu Tian Jiayuan Xu +3 位作者 Yuan Deng Yongxing Wang Enyuan Dong Jiyan Zou 《CSEE Journal of Power and Energy Systems》 SCIE EI CSCD 2022年第1期249-257,共9页
A ZW-126/D2000-40 type single-break vacuum circuit breaker(VCB)with controlled switching technology is designed and produced in this paper.The results of type tests based on IEC and GB standards are presented.A 126 kV... A ZW-126/D2000-40 type single-break vacuum circuit breaker(VCB)with controlled switching technology is designed and produced in this paper.The results of type tests based on IEC and GB standards are presented.A 126 kV singlebreak vacuum interrupter(VI)with 3/4 coil axial magnetic field(AMF)contacts is used in the VCB,which can interrupt short currents of 40 kA.The external insulation of the VI is provided by SF_(6) at 0.1 MPa.In order to match the 126 kV single-break VI and controlled switching device,a long-stroke electro-magnetic force actuator(EMFA)with 16 kN closing holding force and 3.5 m/s average opening speed is designed.Moreover,a position tracking controlled switching device based on closed-loop control using the technology of a fuzzy control algorithm and pulse width modulation is applied to the controlled switching device.This device is applied to control the coil current of EMFA and the electromagnetic force,so as to control the EMFA to follow the ideal position curve.The type tests of 126 kV VCB are all passed according to the IEC62271-100 and GB1984-2014,including dielectric tests,basic short-circuit tests,shortline fault tests,out-of-phase tests,etc.The strong capacitive current breaking capacity and mechanical strength of the VCB are proved by the capacitive current switching test of class C2,electrical endurance test of class E2 and mechanical endurance test of class M2.The electromagnetic compatibility(EMC)tests are passed according to the IEC61000-4.The controlled switching test of capacitive current was successful according to IEC62271-302 and GB/T30846-2014,and the controlled switching accuracy is less than±0.5 ms.The test results show that the VCB has excellent performance,which has broad application prospects in special occasions at a 126 kV voltage level,such as a switching capacitor and no-load transformer,etc. 展开更多
关键词 Controlled switching electro-magnetic force actuator(EMFA) single-break type test vacuum circuit breaker(VCB)
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Sign-based Test for Mean Vector in High-dimensional and Sparse Settings
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作者 Wei LIU Ying Qiu LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2020年第1期93-108,共16页
In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown ... In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests in a range of settings, especially for sparse alternatives. 展开更多
关键词 High-dimensional data maximum type test sign-based dense test sign-based sparsity test sum of squares type test testing mean vector
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Effects of Acarbose on incretins in newly diagnosed type 2 diabetic patients in different carbohydrate tolerance test 被引量:3
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作者 傅晓莹 《China Medical Abstracts(Internal Medicine)》 2017年第1期22-,共1页
Objective To evaluate the effects of Acarbose on incretin level(glucagon-like peptide 1(GLP-1)and gastric inhibitory polypeptide(GIP)of type 2 diabetes mellitus(T2DM)patients after different kinds of glucose load.Meth... Objective To evaluate the effects of Acarbose on incretin level(glucagon-like peptide 1(GLP-1)and gastric inhibitory polypeptide(GIP)of type 2 diabetes mellitus(T2DM)patients after different kinds of glucose load.Methods A total of 32 newly diagnosed T2DM patients were enrolled in this study and randomly divided into 展开更多
关键词 GIP Effects of Acarbose on incretins in newly diagnosed type 2 diabetic patients in different carbohydrate tolerance test OGTT GLP TYPE
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Prospective evaluation of gastric emptying using ^(13)C-octanoic breath test in relationship with the metabolic control in patients with type 1and type 2 diabetes
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作者 Bo Feng 《Chinese Medical Journal》 SCIE CAS CSCD 1999年第10期32-32,共1页
The aims were to prospectively evaluate the association of glycemic control (HbAlc) with gastric emptying in newly diagnosed Type 1 diabetic patients and subjects with longterm diabetes mellitus. Furthermore, the day ... The aims were to prospectively evaluate the association of glycemic control (HbAlc) with gastric emptying in newly diagnosed Type 1 diabetic patients and subjects with longterm diabetes mellitus. Furthermore, the day to day variability of gastric emptying for solids should be assessed. Methods 13 C octanoic breath tests were performed in 15 type 1 diabetic subjects on two separate days within one week. The influence of metabolic control on gastric emptying was prospectively examined over a mean of 8 months in 14 patients with newly diagnosed type 1 diabetes and 44 long term diabetic patients (type 1: n=31; type 2: n=13).Patients with longterm diabetes were stratified according to their HbA 1c at follow up (group 1: HbA 1c U7.5%, n=17; group 2 HbA 1c >7.5%, n=27). 13 C octanoic breath tests were sampled with an isotope selective non dispersive infrared spectrometer. The gastric emptying parameters were calculated using nonlinear regression analysis of the time course of 13 CO 2 exhalation:half emptying time (t 1/2 ) and lag phase (t lag ). Results The intraindividuell coefficient of variation was 17.8% for t 1/2 , and 28.2% for t lag . Mean t 1/2 and t lag in newly diagnosed type 1 diabetics were normal at baseline and were significantly increased at follow up. In patients with longterm diabetes, gastric emptying was unchanged during follow up. Gastric emptying was significant delayed in group 2 compared with group 1 at baseline and follow up respectively. There was a significant correlation between HbA 1c and t 1/2 , t lag at follow up. Conclusions 13 C octanoic breath test has a relatively good reproducibility in patients with type 1 diabetes. Gastric emptying times are already significantly increased after few months in newly diagnosed type 1 diabetes. There is a more pronounced delay of gastric emptying in longterm diabetic subjects with poor compared to patients with good metabolic control. 展开更多
关键词 TYPE TEST Prospective evaluation of gastric emptying using and type 2 diabetes C-octanoic breath test in relationship with the metabolic control in patients with type 1
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PERCENTAGE POINTS AND POWER OF AK-S TYPE TEST FOR LINEARITY IN AUTOREGRESSIVE TIME SERIES
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作者 陈敏 吴国富 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2001年第4期433-442,共10页
The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power property of the test is ... The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power property of the test is demonstrated. 展开更多
关键词 Kolmogorov-Smirnov type test LINEARITY empirical upper percentage points Monte Carlo simulations
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