Asymptotic normality of error density estimator in stationary and explosive autoregressive models

In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors.

On the Application of Mixed Models of Probability and Convex Set for Time-Variant Reliability Analysis

In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Constructing Confidence Regions for Autoregressive-Model Parameters

We discuss formulas and techniques for finding maximum-likelihood estimators of parameters of autoregressive (with particular emphasis on Markov and Yule) models, computing their asymptotic variance-covariance matrix and displaying the resulting confidence regions;Monte Carlo simulation is then used to establish the accuracy of the corresponding level of confidence. The results indicate that a direct application of the Central Limit Theorem yields errors too large to be acceptable;instead, we recommend using a technique based directly on the natural logarithm of the likelihood function, verifying its substantially higher accuracy. Our study is then extended to the case of estimating only a subset of a model’s parameters, when the remaining ones (called nuisance) are of no interest to us.

Trend Autoregressive Model Exact Run Length Evaluation on a Two-Sided Extended EWMA Chart

The Extended Exponentially Weighted Moving Average(extended EWMA)control chart is one of the control charts and can be used to quickly detect a small shift.The performance of control charts can be evaluated with the average run length(ARL).Due to the deriving explicit formulas for the ARL on a two-sided extended EWMA control chart for trend autoregressive or trend AR(p)model has not been reported previously.The aim of this study is to derive the explicit formulas for the ARL on a two-sided extended EWMA con-trol chart for the trend AR(p)model as well as the trend AR(1)and trend AR(2)models with exponential white noise.The analytical solution accuracy was obtained with the extended EWMA control chart and was compared to the numer-ical integral equation(NIE)method.The results show that the ARL obtained by the explicit formula and the NIE method is hardly different,but the explicit for-mula can help decrease the computational(CPU)time.Furthermore,this is also expanded to comparative performance with the Exponentially Weighted Moving Average(EWMA)control chart.The performance of the extended EWMA control chart is better than the EWMA control chart for all situations,both the trend AR(1)and trend AR(2)models.Finally,the analytical solution of ARL is applied to real-world data in the healthfield,such as COVID-19 data in the United Kingdom and Sweden,to demonstrate the efficacy of the proposed method.

JUMP DETECTION BY WAVELET IN NONLINEAR AUTOREGRESSIVE MODELS

Wavelets are applied to detection of the jump points of a regression function in nonlinear autoregressive model xt = T(xt-1) +∈t. By checking the empirical wavelet coefficients of the data,wllich have significantly large absolute values across fine scale levels, the number of the jump points and locations where the jumps occur are estimated.The jump heights are also estimated. All estimators are shown to be consistent.Wavelet method is also applied to the threshold AR(1) model(TAR(1)).The simple estimators of the thresholds are given,which are shown to be consistent.

SOME LEAST SQUARES ESTIMATES OF THE AUTOREGRESSIVE MODELS

In this paper, we present some iterative methods for solving lth order autoregressive models, prove global convergence for l=1 case, and the numerical results of new algorithms seem to be more efficient than the ones of Cochrane-Orcutt iterative method.

PC-VAR Estimation of Vector Autoregressive Models

In this paper PC-VAR estimation of vector autoregressive models (VAR) is proposed. The estimation strategy successfully lessens the curse of dimensionality affecting VAR models, when estimated using sample sizes typically available in quarterly studies. The procedure involves a dynamic regression using a subset of principal components extracted from a vector time series, and the recovery of the implied unrestricted VAR parameter estimates by solving a set of linear constraints. PC-VAR and OLS estimation of unrestricted VAR models show the same asymptotic properties. Monte Carlo results strongly support PC-VAR estimation, yielding gains, in terms of both lower bias and higher efficiency, relatively to OLS estimation of high dimensional unrestricted VAR models in small samples. Guidance for the selection of the number of components to be used in empirical studies is provided.

Noise reduction of acoustic Doppler velocimeter data based on Kalman filtering and autoregressive moving average models

Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations.Results show that the two methods have similar performance in ADV de-noising,and both effectively reduce noise in ADV velocities,even in cases of high noise.They eliminate the noise floor at high frequencies of the velocity spectra,leading to a longer range that effectively fits the Kolmogorov-5/3 slope at midrange frequencies.After de-noising adopting the two methods,the values of the mean velocity are almost unchanged,while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments.The Reynolds stress is also affected by high noise levels,and de-noising thus reduces uncertainties in estimating the Reynolds stress.

Asymptotic Normality of Pseudo-LS Estimator of Error Variance in Partly Linear Autoregressive Models

Consider the model Y_t=βY_t-1+g(Y_(t-2))+ε_t for 3＜=t＜=T.Here g is an unknown function,βis an unknown parameter,ε_t are i.i.d,random errors with mean 0 and varianceσ~2 and the fourth momentα_4,andε_t are independent of Y_s for all t＞=3 and s=1,2. Pseudo-LS estimators■_T^2,■4T and■_T^2 ofσ~s,α_4 and Var(ε_3~2)are respectively constructed based on piecewise polynomial approximator of g.The weak consistency of■4T and■_T^2 are proved.The asymptotic normality of■_T^2 is given,i.e.T^(1/2)(■_T^2-σ~2)/■_T converges in distribution to N(0,1).The result can be used to establish large sample interval estimates ofσ~2 or to make large sample tests forσ~2.

Analytical Modeling and Mechanism Analysis of Time-Varying Excitation for Surface Defects in Rolling Element Bearings

Surface defects,including dents,spalls,and cracks,for rolling element bearings are the most common faults in rotating machinery.The accurate model for the time-varying excitation is the basis for the vibration mechanism analysis and fault feature extraction.However,in conventional investigations,this issue is not well and fully addressed from the perspective of theoretical analysis and physical derivation.In this study,an improved analytical model for time-varying displacement excitations(TVDEs)caused by surface defects is theoretically formulated.First and foremost,the physical mechanism for the effect of defect sizes on the physical process of rolling element-defect interaction is revealed.According to the physical interaction mechanism between the rolling element and different types of defects,the relationship between time-varying displacement pulse and defect sizes is further analytically derived.With the obtained time-varying displacement pulse,the dynamic model for the deep groove bearings considering the internal excitation caused by the surface defect is established.The nonlinear vibration responses and fault features induced by surface defects are analyzed using the proposed TVDE model.The results suggest that the presence of surface defects may result in the occurrence of the dual-impulse phenomenon,which can serve as indexes for surface-defect fault diagnosis.

Time-varying gravity field model of Sichuan-Yunnan region based on the equivalent mass source model

High-precision time-varying gravity field is an effective way to study the internal mass movement and understanding the spatio-temporal evolution process of the geodynamic system.Compared to the satellite gravity measurement,the repeated terrestrial gravity observation can provide a more high-order signal related to the shallow crust and subsurface.However,the suitable and unified method for gravity model estimation is a key problem for further applications.In this study,we introduce the spherical hexahedron element to simulate the field source mass and forward model the change of gravity field located at the Sichuan-Yunnan region(99—104°E,23—29°N)in the four epochs from 2015 to 2017.Compared to the experimental results based on Slepian or spherical harmonics frequency domain method,this alternative approach is suitable for constructing the equivalent mass source model of regional-scale gravity data,by introducing the first-order smooth prior condition of gravity time-varying signal to suppress the high-frequency component of the signal.The results can provide a higher spatial resolution reference for regional gravity field modeling in the Sichuan-Yunnan region.

Empirical likelihood for first-order mixed integer-valued autoregressive model

In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.

Utilizing the Vector Autoregression Model (VAR) for Short-Term Solar Irradiance Forecasting

Forecasting solar irradiance is a critical task in the renewable energy sector, as it provides essential information regarding the potential energy production from solar panels. This study aims to utilize the Vector Autoregression (VAR) model to forecast solar irradiance levels and weather characteristics in the San Francisco Bay Area. The results demonstrate a correlation between predicted and actual solar irradiance, indicating the effectiveness of the VAR model for this task. However, the model may not be sufficient for this region due to the requirement of additional weather features to reduce disparities between predictions and actual observations. Additionally, the current lag order in the model is relatively low, limiting its ability to capture all relevant information from past observations. As a result, the model’s forecasting capability is limited to short-term horizons, with a maximum horizon of four hours.

PARTICLE FILTERING BASED AUTOREGRESSIVE CHANNEL PREDICTION MODEL

A particle filtering based AutoRegressive (AR) channel prediction model is presented for cognitive radio systems. Firstly, this paper introduces the particle filtering and the system model. Secondly, the AR model of order p is used to approximate the flat Rayleigh fading channels; its stability is discussed, and an algorithm for solving the AR model parameters is also given. Finally, an AR channel prediction model based on particle filtering and second-order AR model is presented. Simulation results show that the performance of the proposed AR channel prediction model based on particle filtering is better than that of Kalman filtering.

Study of Feature Extraction Based on Autoregressive Modeling in ECG Automatic Diagnosis

This article explores the ability of multivariate autoregressive model(MAR)and scalar AR model to extract the features from two-lead electrocardiogram signals in order to classify certain cardiac arrhythmias.The classification performance of four different ECG feature sets based on the model coefficients are shown.The data in the analysis including normal sinus rhythm, atria premature contraction,premature ventricular contraction,ventricular tachycardia,ventricular fibrillation and superventricular tachyeardia is obtained from the MIT-BIH database.The classification is performed using a quadratic diacriminant function.The results show the MAR coefficients produce the best results among the four ECG representations and the MAR modeling is a useful classification and diagnosis tool.

AUTOREGRESSIVE MODEL AND POWER SPECTRUM CHARATERISTICS OF CURRENT SIGNAL IN HIGH FREQUENCY GROUP PULSE MICRO-ELECTROCHEMICAL MACHINING

在高频率组脉搏的极间差距尺寸的鉴定(HGPECM ) 微电气化学的用机器制造主要被讨论。汽车回归(AR ) 越过阴极和阳极流动的组脉搏电流的模型与不同处理在不同状况下面被创造参数和极间差距尺寸。基于的在电流表明的 AR 模型显示 AR 模型的顺序关于不同处理条件和极间差距尺寸显然是不同的；而且，它关于动态系统的稳定性是不同的，即格林动态系统的函数的白噪音反应是多样的。另外，力量光谱方法与不同极间差距尺寸关于当前的信号在动态时间系列的分析被使用，结果证明那在那里存在一座最强壮的力量光谱山峰，典型力量光谱(每秒字符数)，到水流，与不同极间差距有关的信号在 0 应用软件公牛的范围缩放 5 kHz.Therefore ，当前的信号的每秒字符数能实现极间差距的鉴定。

Examining spatiotemporal distribution and CPUE-environment relationships for the jumbo flying squid Dosidicus gigas offshore Peru based on spatial autoregressive model

The spatiotemporal distribution and relationship between nominal catch-per-unit-ef fort(CPUE) and environment for the jumbo flying squid( Dosidicus gigas) were examined in of fshore Peruvian waters during 2009–2013. Three typical oceanographic factors aff ecting the squid habitat were investigated in this research, including sea surface temperature(SST), sea surface salinity(SSS) and sea surface height(SSH). We studied the CPUE-environment relationships for D. gigas using a spatially-lagged version of spatial autoregressive(SAR) model and a generalized additive model(GAM), with the latter for auxiliary and comparative purposes. The annual fishery centroids were distributed broadly in an area bounded by 79.5°–82.7°W and 11.9°–17.1°S, while the monthly fishery centroids were spatially close and lay in a smaller area bounded by 81.0°–81.2°W and 14.3°–15.4°S. Our results show that the preferred environmental ranges for D. gigas offshore Peru were 20.9°–21.9°C for SST, 35.16–35.32 for SSS and 27.2–31.5 cm for SSH in the areas bounded by 78°–80°W/82–84°W and 15°–18°S. Monthly spatial distributions during October to December were predicted using the calibrated GAM and SAR models and general similarities were found between the observed and predicted patterns for the nominal CPUE of D. gigas. The overall accuracies for the hotspots generated by the SAR model were much higher than those produced by the GAM model for all three months. Our results contribute to a better understanding of the spatiotemporal distributions of D. gigas off shore Peru, and off er a new SAR modeling method for advancing fishery science.

Classification of Conversational Sentences Using an Ensemble Pre-Trained Language Model with the Fine-Tuned Parameter

Sentence classification is the process of categorizing a sentence based on the context of the sentence.Sentence categorization requires more semantic highlights than other tasks,such as dependence parsing,which requires more syntactic elements.Most existing strategies focus on the general semantics of a conversation without involving the context of the sentence,recognizing the progress and comparing impacts.An ensemble pre-trained language model was taken up here to classify the conversation sentences from the conversation corpus.The conversational sentences are classified into four categories:information,question,directive,and commission.These classification label sequences are for analyzing the conversation progress and predicting the pecking order of the conversation.Ensemble of Bidirectional Encoder for Representation of Transformer(BERT),Robustly Optimized BERT pretraining Approach(RoBERTa),Generative Pre-Trained Transformer(GPT),DistilBERT and Generalized Autoregressive Pretraining for Language Understanding(XLNet)models are trained on conversation corpus with hyperparameters.Hyperparameter tuning approach is carried out for better performance on sentence classification.This Ensemble of Pre-trained Language Models with a Hyperparameter Tuning(EPLM-HT)system is trained on an annotated conversation dataset.The proposed approach outperformed compared to the base BERT,GPT,DistilBERT and XLNet transformer models.The proposed ensemble model with the fine-tuned parameters achieved an F1_score of 0.88.