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
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
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
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
-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
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
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
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
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
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
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
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
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
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
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
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
文摘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.
文摘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
文摘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
基金Supported by the Natural Science Foundation of Hebei Province under Grant No C2013202192
文摘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.
文摘-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.
文摘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.
文摘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.
基金ACKNOWLEDGEMENTS Project supported by the National Social Science Foundation of China (Grant No. 11BGL041), Ministry of Education Humanities and Social Sciences General Project (12YJA630166).
文摘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.
基金Project(P140c090303110c0904)supported by NLAIC Research Fund,ChinaProject(JY0300122503)supported by the Research Fund for the Doctoral Program of Higher Education of China+1 种基金Projects(K5051225014,K5051225004)supported by the Fundamental Research Funds for the Central Universities,ChinaProject(2010JQ8008)supported by the Natural Science Basic Research Plan in Shaanxi Province of China
文摘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.
基金support for this study from the National Science Foundation of the United States (Grant EAR 1142183)the Terrestrial Hazards Observations and Reporting Center (THOR) at the California Institute of Technology
文摘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.
文摘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.
文摘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.
基金supported by the National Natural Science Foundation of China(61503014,62073009)。
文摘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.
文摘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.
基金supported by the Leading Talent Support Program for Agricultural Talents of the Chinese Academy of Agricultural Sciences(TCS2022020)the General program of National Natural Science Foundation of China(1573263)。
文摘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.
文摘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.