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Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution
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作者 Aliou Diop Saliou Diouf 《Applied Mathematics》 2011年第5期515-520,共6页
We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain ... We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain of attraction of double exponential distribution. If in addition, for each and where denotes the convolution of the distribution function and we determine the tail behavior of the process and give the exact values of the coefficient. 展开更多
关键词 TAIL Behavior Domain of ATTRACTION CONVOLUTION TAILS Stochastic RECURRENCE Equation threshold AUTOREGRESSIVE model
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Discussion on the paper “Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearestblock bootstrap approach”
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作者 LI W.K.& LI GuoDong Department of statistics and Actuarial Science,University of Hong Kong,Pokfulam Road,Hong Kong,China 《Science China Mathematics》 SCIE 2009年第6期1109-1110,共2页
The authors are to be congratulated for an innovative paper in terms of both modelling methodology and subject matter significance. The analysis of short time series is known to be
关键词 time Discussion on the paper A nearestblock bootstrap approach Analyzing short time series data from periodically fluctuating rodent populations by threshold models GARCH data
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Discussion on the paper “Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearestblock bootstrap approach”
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作者 HALL Peter 《Science China Mathematics》 SCIE 2009年第6期1107-1108,共2页
This is a very attractive article. It combines fascinating new methodology with a most interesting dataset, and a highly motivating presentation. However, despite the many
关键词 time A nearestblock bootstrap approach Analyzing short time series data from periodically fluctuating rodent populations by threshold models Discussion on the paper data
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Hormesis has emerged as a more common and fundamental dose-response model than the threshold or linear-no-threshold(LNT) models 被引量:6
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作者 Edward J. Calabrese Lu Rong-zhu 《毒理学杂志》 CAS CSCD 北大核心 2006年第2期117-118,共2页
在回顾传统的有阈和线性无阈的剂量-反应关系的基础上,分析此类该模型被毒理学领域认同的主要原因和其在预测低剂量效应中的缺陷,进而提出了高剂量接触呈现抑制效应,而低剂量却呈现促进或刺激作用这一全面的激效兴奋性剂量-反应关系,弥... 在回顾传统的有阈和线性无阈的剂量-反应关系的基础上,分析此类该模型被毒理学领域认同的主要原因和其在预测低剂量效应中的缺陷,进而提出了高剂量接触呈现抑制效应,而低剂量却呈现促进或刺激作用这一全面的激效兴奋性剂量-反应关系,弥补了现有模型的不足,并充分论证这种激效性剂量-反应关系在不同种属、接触因素和生物学终点中的普遍性,并探讨了不同物质的激效兴奋作用的可能机制以及激效兴奋模型的三大优点,最后提出了激效模型谋求广泛接受的现实困难和发展趋势。 展开更多
关键词 激效作用 兴奋效应 剂量-反应关系 有阈模型 线性无阈模型
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Error Threshold of Fully Random Eigen Model 被引量:1
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作者 李多芳 曹天光 +3 位作者 耿金鹏 乔丽华 顾建中 展永 《Chinese Physics Letters》 SCIE CAS CSCD 2015年第1期170-173,共4页
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 fluctuatio... 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. 展开更多
关键词 Error threshold of Fully Random Eigen model
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Threshold autoregression models for forecasting El Nino events
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作者 Pu Shuzhen and Yu Huiling First Institute of Oceanography, State Oceanic Administration, Qingdao, China 《Acta Oceanologica Sinica》 SCIE CAS CSCD 1990年第1期61-67,共7页
-In this paper, monthly mean SST data in a large area are used. After the spacial average of the data is carried out and the secular monthly means are substracted, a time series (Jan. 1951-Dec. 1985) of SST anomalies ... -In this paper, monthly mean SST data in a large area are used. After the spacial average of the data is carried out and the secular monthly means are substracted, a time series (Jan. 1951-Dec. 1985) of SST anomalies of the cold tongue water area in the eastern tropical Pacific Ocean is obtained. On the basis of the time series, an autoregression model, a self-exciting threshold autoregression model and an open loop autoregression model are developed respectively. The interannual variations are simulated by means of those models. The simulation results show that all the three models have made very good hindcasting for the nine El Nino events since 1951. In order to test the reliability of the open loop threshold model, extrapolated forecast was made for the period of Jan. 1986-Feb. 1987. It can be seen from the forecasting that the model could forecast well the beginning and strengthening stages of the recent El Nino event (1986-1987). Correlation coefficients of the estimations to observations are respectively 0. 84, 0. 88 and 0. 89. It is obvious that all the models work well and the open loop threshold one is the best. So the open loop threshold autoregression model is a useful tool for monitoring the SSTinterannual variation of the cold tongue water area in the Eastern Equatorial Pacific Ocean and for estimating the El Nino strength. 展开更多
关键词 Nino EI SSTA threshold autoregression models for forecasting El Nino events EL
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Threshold Dynamics of the Stochastic SIRC Epidemic Model 被引量:1
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作者 Guangyang Zhang 《Journal of Applied Mathematics and Physics》 2018年第12期2498-2517,共20页
In this paper, we discuss the dynamics of a stochastic SIRC epidemic model with infection rate affected by white noise. We prove that this stochastic model has a unique nonnegative solution globally. A threshold is id... In this paper, we discuss the dynamics of a stochastic SIRC epidemic model with infection rate affected by white noise. We prove that this stochastic model has a unique nonnegative solution globally. A threshold is identified. When the noise is small, the solution of the stochastic model converges to the disease-free equilibrium point of the deterministic model if , which means the basic reproductive number of the stochastic model. And if , the solution of the stochastic model fluctuates around the epidemic equilibrium of the deterministic model. When the noise is large, the disease tends to extinction. The results are illustrated by computer simulations. 展开更多
关键词 STOCHASTIC SIRC model STABILITY threshold PERSISTENCE in Mean The ENDEMIC EQUILIBRIUM
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On a Class of Dual Model with Divided Threshold 被引量:1
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作者 Yuzhen Wen 《Advances in Pure Mathematics》 2011年第3期54-58,共5页
In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends unti... In this paper, we consider the dual of the generalized Erlang (n) risk model under a threshold dividend strategy. We derive an integrodifferential equation satisfied by the expectation of the discounted dividends until ruin. The case when profits follow an exponential distribution is solved. 展开更多
关键词 threshold STRATEGY DUAL RISK model GENERALIZED ERLANG (n) RISK Process
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Empirical Study of "Double Threshold" Modified Model on New Product Diffusion
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作者 LIU Dan SHENG Qiran XIN Zhanhong CAO Jiantong 《China Communications》 SCIE CSCD 2014年第12期44-53,共10页
The innovations actually diffuse among social network nowadays.Individual heterogeneity,interactions between individuals and network topology influence a lot.We established a "double threshold" modified mode... The innovations actually diffuse among social network nowadays.Individual heterogeneity,interactions between individuals and network topology influence a lot.We established a "double threshold" modified model and took the number of neighbors,neighbors' adoption and the cost-benefit parameters as crucial influencing factors.The diffusion of DaLingTong(CDMA450)products in MeiShan city of SiChuan province during 2004 to 2007 has been used to verity the model on Matlab.The validation results fit the actual diffusion pattern of DaLingTong(CDMA450) products very well.The results indicate that there exists a "tipping point(threshold)" in the process of innovation diffusion.If the initial adoption quantity is larger than the tipping point,then the product will spread to a large portion of people,otherwise is will collapse to zero.The model can effectively predict the diffusion of new products,and can influence the diffusion process by changing the value of the parameters. 展开更多
关键词 扩散过程 修正模型 双阈值 产品 CDMA450 MATLAB 网络拓扑 相互作用
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Double-gate tunnel field-effect transistor:Gate threshold voltage modeling and extraction
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作者 李妤晨 张鹤鸣 +3 位作者 胡辉勇 张玉明 王斌 周春宇 《Journal of Central South University》 SCIE EI CAS 2014年第2期587-592,共6页
The tunnel field-effect transistor(TFET) is a potential candidate for the post-CMOS era.As one of the most important electrical parameters of a device,double gate TFET(DG-TFET) gate threshold voltage was studied.First... The tunnel field-effect transistor(TFET) is a potential candidate for the post-CMOS era.As one of the most important electrical parameters of a device,double gate TFET(DG-TFET) gate threshold voltage was studied.First,a numerical simulation study of transfer characteristic and gate threshold voltage in DG-TFET was reported.Then,a simple analytical model for DG-TFET gate threshold voltage VTG was built by solving quasi-two-dimensional Poisson equation in Si film.The model as a function of the drain voltage,the Si layer thickness,the gate length and the gate dielectric was discussed.It is shown that the proposed model is consistent with the simulation results.This model should be useful for further investigation of performance of circuits containing TFETs. 展开更多
关键词 场效应晶体管 阈值电压 栅极 隧道 提取 建模 二维泊松方程 CMOS
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The relation between a microscopic threshold-force model and macroscopic models of adhesion
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作者 Srivatsan Hulikal Kaushik Bhattacharya Nadia Lapusta 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2017年第3期508-515,共8页
This paper continues our recent work on the relationship between discrete contact interactions at the microscopic scale and continuum contact interactions at the macroscopic scale (Hulikal et al., J. Mech. Phys. Solid... This paper continues our recent work on the relationship between discrete contact interactions at the microscopic scale and continuum contact interactions at the macroscopic scale (Hulikal et al., J. Mech. Phys. Solids 76, 144-161, 2015). The focus of this work is on adhesion. We show that a collection of a large number of discrete elements governed by a threshold-force based model at the microscopic scale collectively gives rise to continuum fracture mechanics at the macroscopic scale. A key step is the introduction of an efficient numerical method that enables the computation of a large number of discrete contacts. Finally, while this work focuses on scaling laws, the methodology introduced in this paper can also be used to study rough-surface adhesion. 展开更多
关键词 ADHESION threshold-force model Johnson-Kendall-Roberts (JKR) theory FRACTURE Fast Multipole Method
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Benefit Analysis of Chemical Fertilizer Input for Staple Grain Production Based on Threshold Panel Data Model
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作者 Tengda ZUO Wan NIE 《Asian Agricultural Research》 2018年第9期1-5,8,共6页
Based on the threshold panel data model,this paper analyzed the nonlinear relationship between chemical fertilizer input and grain output. At the provincial level,from the perspective of average and marginal net benef... Based on the threshold panel data model,this paper analyzed the nonlinear relationship between chemical fertilizer input and grain output. At the provincial level,from the perspective of average and marginal net benefits,it compared the effects of chemical fertilizer input on farmers' income. It reached the conclusion that the chemical fertilizer input efficiency has deviated from the optimal level. Thus,only by increasing the marginal productivity of chemical fertilizers,may it be able to increase farmers' income. 展开更多
关键词 化肥投入 粮食产量 农业 计算方法
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Application of the Mechanical Threshold Stress Model to Large Strain Processing
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作者 Paul S. Follansbee 《Materials Sciences and Applications》 2022年第5期300-316,共17页
Large-strain deformations introduce several confounding factors that affect the application of the Mechanical Threshold Stress model. These include the decrease with the increasing stress of the normalized activation ... Large-strain deformations introduce several confounding factors that affect the application of the Mechanical Threshold Stress model. These include the decrease with the increasing stress of the normalized activation energy characterizing deformation kinetics, the tendency toward Stage IV hardening at high strains, and the influence of crystallographic texture. Minor additions to the Mechanical Threshold Stress model are introduced to account for variations of the activation energy and the addition of Stage IV hardening. Crystallographic texture cannot be modeled using an isotropic formulation, but some common trends when analyzing predominantly shear deformation followed by uniaxial deformation are described. Comparisons of model predictions with measurements in copper processed using Equal Channel Angular Pressing are described. 展开更多
关键词 Mechanical threshold Stress model Large-Strain Deformations ECAP Stress-Strain Curves Shear Deformations Activation Energy STRAIN-HARDENING
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Reliability modeling of mutual DCFP considering failure physical dependency
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作者 CHEN Ying YANG Tianyu WANG Yanfang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2023年第4期1063-1073,共11页
Degradation and overstress failures occur in many electronic systems in which the operation load and environmental conditions are complex.The dependency of them called dependent competing failure process(DCFP),has bee... Degradation and overstress failures occur in many electronic systems in which the operation load and environmental conditions are complex.The dependency of them called dependent competing failure process(DCFP),has been widely studied.Electronic system may experience mutual effects of degradation and shocks,they are considered to be interdependent.Both the degradation and the shock processes will decrease the limit of system and cause cumulative effect.Finally,the competition of hard and soft failure will cause the system failure.Based on the failure mechanism accumulation theory,this paper constructs the shock-degradation acceleration and the threshold descent model,and a system reliability model established by using these two models.The mutually DCFP effect of electronic system interaction has been decomposed into physical correlation of failure,including acceleration,accumulation and competition.As a case,a reliability of electronic system in aeronautical system has been analyzed with the proposed method.The method proposed is based on failure physical evaluation,and could provide important reference for quantitative evaluation and design improvement of the newly designed system in case of data deficiency. 展开更多
关键词 electronic system dependent competing failure process(DCFP) failure physical dependency threshold descent model competition failure modes
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数字经济对体育产业高质量发展的影响——基于中介模型和门槛模型的检验 被引量:2
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作者 苏伟洲 肖丹 +2 位作者 谭宏 李坤雨 车召丽 《上海体育大学学报》 北大核心 2024年第1期94-104,共11页
对我国19个省级行政区2012—2021年的面板数据进行实证分析,通过建立中介模型和门槛模型探究数字经济与我国体育产业高质量发展的关系。结果显示:①在固定效应模型的基础上进行实证分析发现,数字经济对体育产业高质量发展产生推动作用;... 对我国19个省级行政区2012—2021年的面板数据进行实证分析,通过建立中介模型和门槛模型探究数字经济与我国体育产业高质量发展的关系。结果显示:①在固定效应模型的基础上进行实证分析发现,数字经济对体育产业高质量发展产生推动作用;②在数字经济促进体育产业高质量发展过程中,产业结构作为中介变量、科技创新作为调节变量在其中起到相应的促进作用;③数字经济与体育产业高质量发展之间显著存在产业结构一阶门槛和科技创新二阶门槛效应。提出:应从提升数字经济发展水平、优化产业结构以及提升科技创新水平等方面促进体育产业高质量发展,推进社会主义现代化体育强国建设。 展开更多
关键词 体育产业高质量发展 数字经济 产业结构 科技创新 中介模型 门槛模型
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The Expected Discounted Tax Payments on Dual Risk Model under a Dividend Threshold 被引量:1
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作者 Zhang Liu Aili Zhang Canhua Li 《Open Journal of Statistics》 2013年第2期136-144,共9页
In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive t... In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of gδ(u) (i.e. the Laplace transform of the first upper exit time). We discuss the expected discounted tax payments for this model and obtain its corresponding integro-differential equations. Finally, for Erlang (2) inter-innovation distribution, closedform expressions for the expected discounted tax payments are given. 展开更多
关键词 DUAL Risk model EXPECTED Discounted TAX Payments DIVIDEND threshold Strategy
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知识产权国内贸易对“双循环”有效联动的影响效应 被引量:1
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作者 顾晓燕 朱玮玮 《经济问题》 北大核心 2024年第3期8-15,共8页
基于知识产权国内贸易、“双循环”有效联动的时空演化特征分析发现,二者发展变化具有显著的内在逻辑一致性。理论分析认为,知识产权国内贸易可以通过加快高水平自主创新、激发高品质消费需求等,对“双循环”有效联动产生显著的促进作... 基于知识产权国内贸易、“双循环”有效联动的时空演化特征分析发现,二者发展变化具有显著的内在逻辑一致性。理论分析认为,知识产权国内贸易可以通过加快高水平自主创新、激发高品质消费需求等,对“双循环”有效联动产生显著的促进作用。进一步利用2001—2020年中国省级面板数据开展的计量检验结果表明,第一,知识产权国内贸易对“双循环”有效联动具有积极促进作用;第二,由于知识产权国内贸易、“双循环”有效联动水平存在显著的空间溢出效应,因此,知识产权国内贸易对“双循环”有效联动的促进作用不仅发生在本地区,而且对相邻地区的“双循环”有效联动也有积极促进效应;第三,知识产权国内贸易对“双循环”有效联动的促进作用,因各地区对外开放程度、人力资本水平、城镇化水平、消费水平和知识产权保护水平的差异而存在一定的“门槛特征”。上述研究不仅有助于深化认识知识产权国内贸易对“双循环”有效联动的现实影响和作用机制,而且对于如何通过加强知识产权国内贸易推动“双循环”互促互进也有重要的政策意义。 展开更多
关键词 知识产权国内贸易 “双循环”有效联动 空间计量模型 面板门槛模型
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Impacts of agri-food e-commerce on traditional wholesale industry:Evidence from China
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作者 Ruyi Yang Jifang Liu +2 位作者 Shanshan Cao Wei Sun Fantao Kong 《Journal of Integrative Agriculture》 SCIE CAS CSCD 2024年第4期1409-1428,共20页
Rapidly expanding studies investigate the effects of e-commerce on company operations in the retail market.However,the interaction between agri-food e-commerce(AEC)and the traditional agri-food wholesale industry(AWI)... Rapidly expanding studies investigate the effects of e-commerce on company operations in the retail market.However,the interaction between agri-food e-commerce(AEC)and the traditional agri-food wholesale industry(AWI)has not received enough attention in the existing literature.Based on the provincial panel data from 2013 to 2020 in China,this paper examines the effect of AEC on AWI,comprising three dimensions:digitalization(DIGITAL),agrifood e-commerce infrastructure and supporting services(AECI),and agri-food e-commerce economy(AECE).First,AWI and AEC are measured using an entropy-based combination of indicators.The results indicate that for China as a whole,AWI has remained practically unchanged,whereas AEC exhibits a significant rising trend.Second,the findings of the fixed-effect regression reveal that DIGITAL and AECE tend to raise AWI,whereas AECI negatively affects AWI.Third,threshold regression results indicate that AECI tends to diminish AWI with three-stage inhibitory intensity,which manifests as a first increase and then a drop in the inhibition degree.These results suggest that with the introduction of e-commerce for agricultural product circulation,digital development will have catfish effects that tend to stimulate the vitality of the conventional wholesale industry and promote technical progress.Furthermore,the traditional wholesale industry benefits financially from e-commerce even while it diverts part of the traditional wholesale circulation for agricultural products. 展开更多
关键词 agri-food e-commerce traditional wholesale industry panel threshold model dual-channel circulation
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Research on the Digital Economy's Impact on China's Economic Growth:Based on the Variations in Urbanization Levels Across China's Eastern,Central,and Western Regions and Sectoral Heterogeneity
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作者 Qiu Jin Yan Hong 《Contemporary Social Sciences》 2024年第3期27-44,共18页
This paper uses inter-provincial panel data from 2011 to 2017,a linear regression model,and a threshold model to conduct empirical analyses of the impact of the digital economy on China's overall economic growth a... This paper uses inter-provincial panel data from 2011 to 2017,a linear regression model,and a threshold model to conduct empirical analyses of the impact of the digital economy on China's overall economic growth and the three main sectors of industry.The paper then investigates the impact and effects the digital economy has had on the economic growth of the three main sectors of industry in China's eastern,central,and western regions.Finally,the paper investigates the most significant differences among the various regions and the threshold effects of urbanization levels on the relationship between the digital economy and economic growth.The findings indicate a significantly positive correlation between the digital economy and regional economic growth.Moreover,geographical factors notably influence this correlation.The digital economy exerts a positive effect on all sectors of industry.It may not substantially impact industrial development in regions with highly developed infrastructure.Regarding the other regions,the digital economy exhibits varying degrees of impact due to the differences in the specific indicators.The conclusion drawn by the threshold model is that the magnitude of the threshold effect correlates with geographic factors.No threshold effect was observed in the eastern region,while the threshold effect occurred in the central region when the urbanization levels for the provinces were below 0.6645.Similarly,the threshold effect was noted in the western region when the urbanization level was below 0.3931.Considering all of this,the study also offers policy recommendations that will help balance the regional development of digital economies,accelerate the digital transformation of traditional industries,enhance digital infrastructure construction,refine the formulation and implementation of data policy,and establish relevant incentive mechanisms. 展开更多
关键词 digital economy economic growth regional differences urbanization level threshold models
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环境规制对长江经济带经济高质量发展影响的传导机制
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作者 成金华 彭昕杰 +2 位作者 李静远 张浩希 詹成 《中国人口·资源与环境》 CSCD 北大核心 2024年第5期126-136,共11页
工业发展极大地促进了中国的经济增长,但在资源和环境的双重压力下,经济高质量发展成为新时代的必然要求。在“共抓大保护,不搞大开发”的长江经济带新发展格局下,探讨环境规制对经济高质量发展影响的传导机制具有重要意义。该研究以200... 工业发展极大地促进了中国的经济增长,但在资源和环境的双重压力下,经济高质量发展成为新时代的必然要求。在“共抓大保护,不搞大开发”的长江经济带新发展格局下,探讨环境规制对经济高质量发展影响的传导机制具有重要意义。该研究以2005—2019年长江经济带108个地级及以上城市面板数据为研究对象,构建了经济高质量发展的指标体系,将技术投入和产业结构作为中介变量,使用中介效应模型验证了环境规制与经济高质量发展的中介效应,并采用动态门槛模型探讨了不同门槛变量水平下环境规制对经济高质量发展影响的差异。研究发现:①中介效应检验结果表明,技术投入和产业结构均在环境规制对经济高质量发展的影响中具有部分中介效应。环境规制有助于提升技术投入水平、促进产业结构调整,进而对经济发展质量产生正向影响。②门槛模型的结果表明,技术投入和产业结构作为环境规制的门槛变量时,环境规制对经济高质量发展存在门槛效应。在高技术投入、产业结构落后的区域,环境规制可以更好地促进经济高质量发展。③门槛效应异质性结果表明,技术投入和产业结构变量的门槛效应存在时间异质性,技术投入政策导向和产业结构刚性等因素会影响环境规制政策的实施效果。基于以上结论,提出以下政策建议:①制定差异化的环境规制政策,推动环境规制政策的有效实施。②提高技术投入水平,为经济高质量发展提供新动能。③优化产业结构,推动产业绿色化转型升级。④明确环境补偿和专项治理机制,促进区域经济和环境规制协同发展。 展开更多
关键词 环境规制 经济高质量发展 门槛模型 长江经济带
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