In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independentl...In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common deterministic and stochastic factors. Monte Carlo results strongly support the proposed methodology, validating its use also for relatively small cross-sectional and temporal samples.展开更多
Non-stationary time series could be divided into piecewise stationary stochastic signal. However, the number and locations of breakpoints, as well as the approximation function of the respective segment signal are unk...Non-stationary time series could be divided into piecewise stationary stochastic signal. However, the number and locations of breakpoints, as well as the approximation function of the respective segment signal are unknown. To solve this problem, a novel on-line structural breaks estimation algorithm based on piecewise autoregressive processes is proposed. In order to find the "best" combination of the number, lengths, and orders of the piecewise autoregressive (AR) processes, the Akaikes Information Criterion (AIC) and Yule-Walker equations are applied to estimate an AR model fit to the data. Numerical results demonstrate that the proposed estimation algorithm is suitable for different data series. Furthermore, the algorithm is used in a clinical study of electroencephalogram (EEG) with satisfactory results, and the ability to deal with real-time data is the most outstanding characteristic of on-line structural breaks estimation algorithm proposed.展开更多
To study ice-induced vibration of a compliant conical structure, a series of model tests were performed from 2004 to 2005. In the tests, the ice sheet before the compliant conical structure was found to fail in two-ti...To study ice-induced vibration of a compliant conical structure, a series of model tests were performed from 2004 to 2005. In the tests, the ice sheet before the compliant conical structure was found to fail in two-time breaking. From 2005 to 2006, this type of ice failure was studied through more groups of tests. The tests show that two-time breaking is the typical failure of ice before steep conical structures, and is controlled by other factors at the same time, such as ice speed and the angle of the cone.展开更多
For the study on the ice-induced vibration of a compliant mono-cone structure,a series of model tests were performed from 2004 to 2006.In these tests,the ice sheet before the compliant conical structure was found to b...For the study on the ice-induced vibration of a compliant mono-cone structure,a series of model tests were performed from 2004 to 2006.In these tests,the ice sheet before the compliant conical structure was found to be failed in two-time breaking.Based on this important finding,model tests study of the ice force on a compliant multi-cone structure were performed from 2006 to 2007.In these tests,the ice sheet broke before each single cone non-simultaneously.The exciting energy of the total ice force was found to be in a wide range of frequencies,and the structure can be easily excited with nonlinear resonance.展开更多
Based on the characteristics of urban-rural dual economic structure in China,we build a dynamic endogenous urban-rural dual economic model closely linked to China's reality,and carry out mathematical economics ana...Based on the characteristics of urban-rural dual economic structure in China,we build a dynamic endogenous urban-rural dual economic model closely linked to China's reality,and carry out mathematical economics analysis of optimized conditions for urban and rural sectors. The main results show that:(i) The labor growth rate of urban-rural sectors must be greater than the time discount rate,or else there would be a vicious cycle of diminishing returns in the sectors;(ii) The accumulation rate of physical capital and human capital of urban-rural sectors,and the rate of technological progress,need to be greater than the corresponding depreciation rate plus the time discount rate,otherwise there would be a vicious cycle of diminishing returns in the sectors;(iii) The low accumulation rate in the rural sector,and the occurrence of labor outflow,human capital loss and lack of investment,will expand income gap between urban and rural areas,which is a reason for solidification of urban-rural dual economic structure.展开更多
The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simu...The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simultaneously. Therefore, it is of great significance to accurately predict the demand for electricity consumption for the production planning of electricity and the normal operation of the society. In this paper, a hybrid model is constructed to predict the electricity consumption in China. The structural breaks test of monthly electricity consumption in China from January 2010 to December 2016 is carried out by using the structural breaks unit root test. Based on the existence of structura breaks, the electricity consumption data are decomposed into low-frequency and high-frequency components by wavelet model, and the separated low frequency signal and high frequency signal are predicted by autoregressive integrated moving average(ARIMA) and nonlinear autoregressive neural network(NAR), respectively. Therefore the wavelet-ARIMA-NAR hybrid model is constructed. In order to compare the effect of the hybrid model, the structural time series(STS) model is applied to predicting the electricity consumption. The results of prediction error test show that the hybrid model is more accurate for electricity consumption prediction.展开更多
文摘In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common deterministic and stochastic factors. Monte Carlo results strongly support the proposed methodology, validating its use also for relatively small cross-sectional and temporal samples.
基金supported by Fund of National Science & Technology monumental projects under Grants No. 2012ZX03005012, 2011ZX03005-004-03, 2009ZX03003-007
文摘Non-stationary time series could be divided into piecewise stationary stochastic signal. However, the number and locations of breakpoints, as well as the approximation function of the respective segment signal are unknown. To solve this problem, a novel on-line structural breaks estimation algorithm based on piecewise autoregressive processes is proposed. In order to find the "best" combination of the number, lengths, and orders of the piecewise autoregressive (AR) processes, the Akaikes Information Criterion (AIC) and Yule-Walker equations are applied to estimate an AR model fit to the data. Numerical results demonstrate that the proposed estimation algorithm is suitable for different data series. Furthermore, the algorithm is used in a clinical study of electroencephalogram (EEG) with satisfactory results, and the ability to deal with real-time data is the most outstanding characteristic of on-line structural breaks estimation algorithm proposed.
基金This project is financially supported by the National High Technology Research Development Program of China(863Program) by the National Natural Science Foundation of China(Grant No.50609015)
文摘To study ice-induced vibration of a compliant conical structure, a series of model tests were performed from 2004 to 2005. In the tests, the ice sheet before the compliant conical structure was found to fail in two-time breaking. From 2005 to 2006, this type of ice failure was studied through more groups of tests. The tests show that two-time breaking is the typical failure of ice before steep conical structures, and is controlled by other factors at the same time, such as ice speed and the angle of the cone.
基金supported bythe National High Technology Research and Development Program of China(863Program,Grant No.2003AA602150-3)the National Natural Science Foundation of China(Grant No.50609015)
文摘For the study on the ice-induced vibration of a compliant mono-cone structure,a series of model tests were performed from 2004 to 2006.In these tests,the ice sheet before the compliant conical structure was found to be failed in two-time breaking.Based on this important finding,model tests study of the ice force on a compliant multi-cone structure were performed from 2006 to 2007.In these tests,the ice sheet broke before each single cone non-simultaneously.The exciting energy of the total ice force was found to be in a wide range of frequencies,and the structure can be easily excited with nonlinear resonance.
基金Supported by Chongqing Social Science Planning Project(2010YBJJ13)the Fundamental Research Funds for the Central Universities(XDJK2010C103)+1 种基金Humanities and Social Sciences Youth Project,the Ministry of Education(10YJC630205)Chongqing Key Humanities and Social Sciences Project(SWU 0810026)
文摘Based on the characteristics of urban-rural dual economic structure in China,we build a dynamic endogenous urban-rural dual economic model closely linked to China's reality,and carry out mathematical economics analysis of optimized conditions for urban and rural sectors. The main results show that:(i) The labor growth rate of urban-rural sectors must be greater than the time discount rate,or else there would be a vicious cycle of diminishing returns in the sectors;(ii) The accumulation rate of physical capital and human capital of urban-rural sectors,and the rate of technological progress,need to be greater than the corresponding depreciation rate plus the time discount rate,otherwise there would be a vicious cycle of diminishing returns in the sectors;(iii) The low accumulation rate in the rural sector,and the occurrence of labor outflow,human capital loss and lack of investment,will expand income gap between urban and rural areas,which is a reason for solidification of urban-rural dual economic structure.
基金National Social Science Foundation of China(No.18AGL028)Social Science Foundation of the Higher Education Institutions of Jiangsu Province,China(No.2018SJZDI070)Social Science Foundations of the Jiangsu Province,China(Nos.16ZZB004,17ZTB005)
文摘The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simultaneously. Therefore, it is of great significance to accurately predict the demand for electricity consumption for the production planning of electricity and the normal operation of the society. In this paper, a hybrid model is constructed to predict the electricity consumption in China. The structural breaks test of monthly electricity consumption in China from January 2010 to December 2016 is carried out by using the structural breaks unit root test. Based on the existence of structura breaks, the electricity consumption data are decomposed into low-frequency and high-frequency components by wavelet model, and the separated low frequency signal and high frequency signal are predicted by autoregressive integrated moving average(ARIMA) and nonlinear autoregressive neural network(NAR), respectively. Therefore the wavelet-ARIMA-NAR hybrid model is constructed. In order to compare the effect of the hybrid model, the structural time series(STS) model is applied to predicting the electricity consumption. The results of prediction error test show that the hybrid model is more accurate for electricity consumption prediction.
