We investigate an N-unit series system with finite number of vacations. By analyzing the spectral distribution of the system operator and taking into account the irreducibility of the semigroup generated by the system...We investigate an N-unit series system with finite number of vacations. By analyzing the spectral distribution of the system operator and taking into account the irreducibility of the semigroup generated by the system operator we prove that the dynamic solution converges strongly to the steady state solution. Thus we obtain asymptotic stability of the dynamic solution of the system.展开更多
We investigate the solution of an N-unit series system with finite number of vacations. By using C0-semigroup theory of linear operators, we prove well-posedness and the existence of the unique positive dynamic soluti...We investigate the solution of an N-unit series system with finite number of vacations. By using C0-semigroup theory of linear operators, we prove well-posedness and the existence of the unique positive dynamic solution of the system.展开更多
Certain locally optimal tests for deterministic components in vector time series have associated sampling distributions determined by a linear combination of Beta variates. Such distributions are nonstandard and must ...Certain locally optimal tests for deterministic components in vector time series have associated sampling distributions determined by a linear combination of Beta variates. Such distributions are nonstandard and must be tabulated by Monte Carlo simulation. In this paper, we provide closed form expressions for the mean and variance of several multivariate test statistics, moments that can be used to approximate unknown distributions. In particular, we find that the two-moment Inverse Gaussian approximation provides a simple and fast method to compute accurate quantiles and p-values in small and asymptotic samples. To illustrate the scope of this approximation we review some standard tests for deterministic trends and/or seasonal patterns in VARIMA and structural time series models.展开更多
Mortality time series display time-varying volatility. The utility of statistical estimators from the financial time-series paradigm, which account for this characteristic, has not been addressed for high-frequency mo...Mortality time series display time-varying volatility. The utility of statistical estimators from the financial time-series paradigm, which account for this characteristic, has not been addressed for high-frequency mortality series. Using daily mean-mortality series of an exemplar intensive care unit (ICU) from the Australian and New Zealand Intensive Care Society adult patient database, joint estimation of a mean and conditional variance (volatility) model for a stationary series was undertaken via univariate autoregressive moving average (ARMA, lags (p, q)), GARCH (Generalised Autoregressive Conditional Heteroscedasticity, lags (p, q)). The temporal dynamics of the conditional variance and correlations of multiple provider series, from rural/ regional, metropolitan, tertiary and private ICUs, were estimated utilising multivariate GARCH models. For the stationary first differenced series, an asymmetric power GARCH model (lags (1, 1)) with t distribution (degrees-of- freedom, 11.6) and ARMA (7,0) for the mean-model, was the best-fitting. The four multivariate component series demonstrated varying trend mortality decline and persistent autocorrelation. Within each MGARCH series no model specification dominated. The conditional correlations were surprisingly low (<0.1) between tertiary series and substantial (0.4 - 0.6) between rural-regional and private series. The conditional-variances of both the univariate and multivariate series demonstrated a slow rate of time decline from periods of early volatility and volatility spikes.展开更多
This paper explores urban temperature in Hong Kong using long-term time series. In particular, the characterization of the urban temperature trend was investigated using the seasonal unit root analysis of monthly mean...This paper explores urban temperature in Hong Kong using long-term time series. In particular, the characterization of the urban temperature trend was investigated using the seasonal unit root analysis of monthly mean air temperature data over the period January 1970 to December 2013. The seasonal unit root test makes it possible to determine the stochastic trend of monthly temperatures using an autoregressive model. The test results showed that mean air temperature has increased by 0.169~ C (10 yr) - 1 over the past four decades. The model of monthly temperature obtained from the seasonal unit root analysis was able to explain 95.9% of the variance in the measured monthly data -- much higher than the variance explained by the ordinary least-squares model using annual mean air temperature data and other studies alike. The model accurately predicted monthly mean air temperatures between January 2014 and December 2015 with a root-mean-square percentage error of 4.2%. The correlation between the predicted and the measured monthly mean air temperatures was 0.989. By analyzing the monthly air temperatures recorded at an urban site and a rural site, it was found that the urban heat island effect led to the urban site being on average 0.865~C warmer than the rural site over the past two decades. Besides, the results of correlation analysis showed that the increase in annual mean air temperature was significantly associated with the increase in population, gross domestic product, urban land use, and energy use, with the R2 values ranging from 0.37 to 0.43.展开更多
为了提高光伏发电功率预测精度,提出了一种基于长短期时序数据融合的Transformer生成式预测模型:LSTformer,能准确有效地预测光伏发电功率。LSTformer创新性地提出了时序分析模块(time series analysis,TSA)、时序特征融合模块(time ser...为了提高光伏发电功率预测精度,提出了一种基于长短期时序数据融合的Transformer生成式预测模型:LSTformer,能准确有效地预测光伏发电功率。LSTformer创新性地提出了时序分析模块(time series analysis,TSA)、时序特征融合模块(time series feature fusion,TSFF)和多周期嵌入模块(cycleEmbed),利用数据融合解决难以提取多时间尺度时序特征问题。设计时间卷积前馈(time convolution feedforward,TCNforward)单元,在编解码的过程中进一步提取时序特征。利用某光伏电站实际历史发电数据,通过实验验证LSTformer模型在光伏发电功率预测领域得到最低的均方误差(mean squared error,MSE)、平均绝对误差(mean absolute error,MAE),并通过消融实验验证了各模块的有效性。展开更多
In order to improve the performance degradation prediction accuracy of proton exchange membrane fuel cell(PEMFC),a fusion prediction method(CKDG)based on adaptive noise complete ensemble empirical mode decomposition(C...In order to improve the performance degradation prediction accuracy of proton exchange membrane fuel cell(PEMFC),a fusion prediction method(CKDG)based on adaptive noise complete ensemble empirical mode decomposition(CEEMDAN),kernel principal component analysis(KPCA)and dual attention mechanism gated recurrent unit neural network(DA-GRU)was proposed.CEEMDAN and KPCA were used to extract the input feature data sequence,reduce the influence of random factors,and capture essential feature components to reduce the model complexity.The DA-GRU network helps to learn the feature mapping relationship of data in long time series and predict the changing trend of performance degradation data more accurately.The actual aging experimental data verify the performance of the CKDG method.The results show that under the steady-state condition of 20%training data prediction,the CKDA method can reduce the root mean square error(RMSE)by 52.7%and 34.6%,respectively,compared with the traditional LSTM and GRU neural networks.Compared with the simple DA-GRU network,RMSE is reduced by 15%,and the degree of over-fitting is reduced,which has higher accuracy.It also shows excellent prediction performance under the dynamic condition data set and has good universality.展开更多
文摘We investigate an N-unit series system with finite number of vacations. By analyzing the spectral distribution of the system operator and taking into account the irreducibility of the semigroup generated by the system operator we prove that the dynamic solution converges strongly to the steady state solution. Thus we obtain asymptotic stability of the dynamic solution of the system.
文摘We investigate the solution of an N-unit series system with finite number of vacations. By using C0-semigroup theory of linear operators, we prove well-posedness and the existence of the unique positive dynamic solution of the system.
文摘Certain locally optimal tests for deterministic components in vector time series have associated sampling distributions determined by a linear combination of Beta variates. Such distributions are nonstandard and must be tabulated by Monte Carlo simulation. In this paper, we provide closed form expressions for the mean and variance of several multivariate test statistics, moments that can be used to approximate unknown distributions. In particular, we find that the two-moment Inverse Gaussian approximation provides a simple and fast method to compute accurate quantiles and p-values in small and asymptotic samples. To illustrate the scope of this approximation we review some standard tests for deterministic trends and/or seasonal patterns in VARIMA and structural time series models.
文摘Mortality time series display time-varying volatility. The utility of statistical estimators from the financial time-series paradigm, which account for this characteristic, has not been addressed for high-frequency mortality series. Using daily mean-mortality series of an exemplar intensive care unit (ICU) from the Australian and New Zealand Intensive Care Society adult patient database, joint estimation of a mean and conditional variance (volatility) model for a stationary series was undertaken via univariate autoregressive moving average (ARMA, lags (p, q)), GARCH (Generalised Autoregressive Conditional Heteroscedasticity, lags (p, q)). The temporal dynamics of the conditional variance and correlations of multiple provider series, from rural/ regional, metropolitan, tertiary and private ICUs, were estimated utilising multivariate GARCH models. For the stationary first differenced series, an asymmetric power GARCH model (lags (1, 1)) with t distribution (degrees-of- freedom, 11.6) and ARMA (7,0) for the mean-model, was the best-fitting. The four multivariate component series demonstrated varying trend mortality decline and persistent autocorrelation. Within each MGARCH series no model specification dominated. The conditional correlations were surprisingly low (<0.1) between tertiary series and substantial (0.4 - 0.6) between rural-regional and private series. The conditional-variances of both the univariate and multivariate series demonstrated a slow rate of time decline from periods of early volatility and volatility spikes.
文摘This paper explores urban temperature in Hong Kong using long-term time series. In particular, the characterization of the urban temperature trend was investigated using the seasonal unit root analysis of monthly mean air temperature data over the period January 1970 to December 2013. The seasonal unit root test makes it possible to determine the stochastic trend of monthly temperatures using an autoregressive model. The test results showed that mean air temperature has increased by 0.169~ C (10 yr) - 1 over the past four decades. The model of monthly temperature obtained from the seasonal unit root analysis was able to explain 95.9% of the variance in the measured monthly data -- much higher than the variance explained by the ordinary least-squares model using annual mean air temperature data and other studies alike. The model accurately predicted monthly mean air temperatures between January 2014 and December 2015 with a root-mean-square percentage error of 4.2%. The correlation between the predicted and the measured monthly mean air temperatures was 0.989. By analyzing the monthly air temperatures recorded at an urban site and a rural site, it was found that the urban heat island effect led to the urban site being on average 0.865~C warmer than the rural site over the past two decades. Besides, the results of correlation analysis showed that the increase in annual mean air temperature was significantly associated with the increase in population, gross domestic product, urban land use, and energy use, with the R2 values ranging from 0.37 to 0.43.
基金funded by Shaanxi Province Key Industrial Chain Project(2023-ZDLGY-24)Industrialization Project of Shaanxi Provincial Education Department(21JC018)+1 种基金Shaanxi Province Key Research and Development Program(2021ZDLGY13-02)the Open Foundation of State Key Laboratory for Advanced Metals and Materials(2022-Z01).
文摘In order to improve the performance degradation prediction accuracy of proton exchange membrane fuel cell(PEMFC),a fusion prediction method(CKDG)based on adaptive noise complete ensemble empirical mode decomposition(CEEMDAN),kernel principal component analysis(KPCA)and dual attention mechanism gated recurrent unit neural network(DA-GRU)was proposed.CEEMDAN and KPCA were used to extract the input feature data sequence,reduce the influence of random factors,and capture essential feature components to reduce the model complexity.The DA-GRU network helps to learn the feature mapping relationship of data in long time series and predict the changing trend of performance degradation data more accurately.The actual aging experimental data verify the performance of the CKDG method.The results show that under the steady-state condition of 20%training data prediction,the CKDA method can reduce the root mean square error(RMSE)by 52.7%and 34.6%,respectively,compared with the traditional LSTM and GRU neural networks.Compared with the simple DA-GRU network,RMSE is reduced by 15%,and the degree of over-fitting is reduced,which has higher accuracy.It also shows excellent prediction performance under the dynamic condition data set and has good universality.