A statistic-based benchmark was proposed for performance assessment and monitoring of model predic- tive control; the benchmark was straightforward and achievable by recording a set of output data only when the contro...A statistic-based benchmark was proposed for performance assessment and monitoring of model predic- tive control; the benchmark was straightforward and achievable by recording a set of output data only when the control performance was good according to the user’s selection. Principal component model was built and an auto- regressive moving average filter was identified to monitor the performance; an improved T2 statistic was selected as the performance monitor index. When performance changes were detected, diagnosis was done by model validation using recursive analysis and generalized likelihood ratio (GLR) method. This distinguished the fact that the per- formance change was due to plant model mismatch or due to disturbance term. Simulation was done about a heavy oil fractionator system and good results were obtained. The diagnosis result was helpful for the operator to improve the system performance.展开更多
Through the statistical analysis of earthquake distribution along 51 strike-sli p active fault segments on the Chinese continent, we found that strong earthquak e distribution along the seismogenic fault segments is i...Through the statistical analysis of earthquake distribution along 51 strike-sli p active fault segments on the Chinese continent, we found that strong earthquak e distribution along the seismogenic fault segments is inhomogeneous and the dis tribution probability density p(K) can be stated as p(K)=1.1206e -3.947K in which K=S/(L/2), S refers to the distance from earthquake epicenter to the center of a fault segment, L is the length of the fault segment. The above model can be utilized to modify the probability density of earthquake occurrence of t he maximum magnitude interval in a potential earthquake source. Nevertheless, it is only suitable for those potential earthquake sources delineated along a sing le seismogenic fault. This inhomogeneous model has certain effects on seismic risk assessment, especia ll y for those potential earthquake sources with higher earthquake reoccurrence rat es of the maximum magnitude interval. In general, higher reoccurrence rate of th e maximum magnitude interval and lower exceeding probability level may bring lar ger difference of the results in seismic risk analysis by adopting the inhomogen eous model, the PGA values increase inner the potential earthquake source, but r educe near the vicinity and out of the potential earthquake source. Taking the T angyin potential earthquake source as an example, with exceeding probability of 10% and 2% in 50 years, the difference of the PGA values between inhomogeneous m odel and homogenous models can reach 12%.展开更多
Random behavior of concrete C45/55 XF2 used for prefabricated pre-stressed bridge beams is described on the basis of evaluating a vast set of measurements. A detailed statistical analysis is carried out on 133 test re...Random behavior of concrete C45/55 XF2 used for prefabricated pre-stressed bridge beams is described on the basis of evaluating a vast set of measurements. A detailed statistical analysis is carried out on 133 test results of cylinders 150 ~ 300 mm in size. The tests have been running in laboratories of the Klokner Institute. A single worker took all specimens throughout the period, and the subsequent measurements of the static modulus of elasticity and the compressive strength of the concrete were performed. The measurements were made at the age of 28 days after specimens casting, and only one testing machine with the same capping method was used. Suitable theoretical models of division are determined on the basis of tests in good congruence, with the use of Z2 and the Bernstein criterion. A set of concrete compressive strength （carried out on 133 test results of cylinders 150 ~ 300 mm after test of static modulus of elasticity） shows relatively high skewness in this specific case. This cause that limited beta distribution is better than generally recommended theoretical distribution for strength the normal or lognormal. The modulus of elasticity is not significantly affected due to skewness because the design value is based on mean value.展开更多
This study investigates calendar anomalies： day-of-the-week effect and seasonal effect in the Value-at-Risk （VaR） analysis of stock returns for AAPL during the period of 1995 through 2015. The statistical propertie...This study investigates calendar anomalies： day-of-the-week effect and seasonal effect in the Value-at-Risk （VaR） analysis of stock returns for AAPL during the period of 1995 through 2015. The statistical properties are examined and a comprehensive set of diagnostic checks are made on the two decades of AAPL daily stock returns. Combing the Extreme Value Approach together with a statistical analysis, it is learnt that the lowest VaR occurs on Fridays and Mondays typically. Moreover, high Q4 and Q3 VaR are observed during the test period. These results are valuable for anyone who needs evaluation and forecasts of the risk situation in AAPL. Moreover, this methodology, which is applicable to any other stocks or portfolios, is more realistic and comprehensive than the standard normal distribution based VaR model that is commonly used.展开更多
The main goal of this research is to enhance the auditor＇s judgment ability in going concern opinion by applying bankruptcy prediction models as an analytical procedure. Data for this research have been collected thr...The main goal of this research is to enhance the auditor＇s judgment ability in going concern opinion by applying bankruptcy prediction models as an analytical procedure. Data for this research have been collected through questionnaires. The statistical population consists of auditors who are members of Iranian Association of Certified Public Accountants （IACPA）. The research results reflect that： （1） Auditors do not use statistical techniques for assessing going concern as an analytical procedure; （2） Auditors do not use these techniques as a tool to decrease the bias of judgments in assessing the going concern assumption; （3） Auditors do not use statistical techniques to assess audit risk in the planning stage; （4） Auditors do not use statistical techniques to assess audit risk in the final stage. Furthermore this research shows that auditors believe that the ＂standard concerning usage of analytical procedures needs more clarification＂ and ＂statistical bankruptcy predication models can help auditors in the planning stage＂. The other goal of this research is to show different auditor＇s judgments in assessing the going concern opinion with and without applying the bankruptcy prediction models as an analytical procedure. The result shows that the judgment of auditors toward the going concern assumption has improved by using statistical bankruptcy predication models.展开更多
AIM:To determine which features of history and demographics predict a diagnosis of malignancy or peptic stricture in patients presenting with dysphagia.METHODS:A prospective case-control study of 2000 consecutive refe...AIM:To determine which features of history and demographics predict a diagnosis of malignancy or peptic stricture in patients presenting with dysphagia.METHODS:A prospective case-control study of 2000 consecutive referrals(1031 female,age range:17-103 years) to a rapid access service for dysphagia,based in a teaching hospital within the United Kingdom,over 7 years.The service consists of a nurse-led telephone triage followed by investigation(barium swallow or gastroscopy),if appropriate,within 2 wk.Logistic regression analysis of demographic and clinical variables was performed.This includes age,sex,duration of dysphagia,whether to liquids or solids,and whether there are associated features(reflux,odynophagia,weight loss,regurgitation).We determined odds ratio(OR) for these variables for the diagnoses of malignancy and peptic stricture.We determined the value of the Edinburgh Dysphagia Score(EDS) in predicting cancer in our cohort.Multivariate logistic regression was performed and P < 0.05 considered significant.The local ethics committee confirmed ethics approval was not required(audit).RESULTS:The commonest diagnosis is gastro-esophageal reflux disease(41.3%).Malignancy(11.0%) and peptic stricture(10.0%) were also relatively common.Malignancies were diagnosed by histology(97%) or on radiological criteria,either sequential barium swallows showing progression of disease or unequivocal evidence of malignancy on computed tomography.The majority of malignancies were esophago-gastric in origin but ear,nose and throat tumors,pancreatic cancer and extrinsic compression from lung or mediastinal metastatic cancer were also found.Malignancy was statistically more frequent in older patients(aged >73 years,OR 1.1-3.3,age < 60 years 6.5%,60-73 years 11.2%,> 73 years 11.8%,P < 0.05),males(OR 2.2-4.8,males 14.5%,females 5.6%,P < 0.0005),short duration of dysphagia(≤ 8 wk,OR 4.5-20.7,16.6%,8-26 wk 14.5%,> 26 wk 2.5%,P < 0.0005),progressive symptoms(OR 1.3-2.6:progressive 14.8%,intermittent 9.3%,P < 0.001),with weight loss of ≥ 2 kg(OR 2.5-5.1,weight loss 22.1%,without weight loss 6.4%,P < 0.0005) and without reflux(OR 1.2-2.5,reflux 7.2%,no reflux 15.5%,P < 0.0005).The likelihood of malignancy was greater in those who described true dysphagia(food or drink sticking within 5 s of swallowing than those who did not(15.1%vs 5.2% respectively,P < 0.001).The sensitivity,specificity,positive predictive value and negative predictive value of the EDS were 98.4%,9.3%,11.8% and 98.0% respectively.Three patients with an EDS of 3(high risk EDS ≥ 3.5) had malignancy.Unlike the original validation cohort,there was no difference in likelihood of malignancy based on level of dysphagia(pharyngeal level dysphagia 11.9% vs mid sternal or lower sternal dysphagia 12.4%).Peptic stricture was statistically more frequent in those with longer duration of symptoms(> 6 mo,OR 1.2-2.9,≤ 8 wk 9.8%,8-26 wk 10.6%,> 26 wk 15.7%,P < 0.05) and over 60 s(OR 1.2-3.0,age < 60 years 6.2%,60-73 years 10.2%,> 73 years 10.6%,P < 0.05).CONCLUSION:Malignancy and peptic stricture are frequent findings in those referred with dysphagia.The predictive value for associated features could help determine need for fast track investigation whilst reducing service pressures.展开更多
Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.T...Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.Through statistical analysis of the time series of the LS+AR model's short-term prediction residuals,we found that there is a good correlation of model prediction residuals between adjacent terms.These indicate that the preceding model prediction residuals and experiential adjustment matrixes can be used to correct the next prediction results,thereby forming a new LS+AR model with additional error correction that applies to polar motion prediction.Simulated predictions using this new model revealed that the proposed method can improve the accuracy and reliability of polar motion prediction.In fact,the accuracies of ultra short-term and short-term predictions using the new model were equal to the international best level at present.展开更多
基金Supported by the National Natural Science Foundation of China (Nos.60474051, 60534020), the Key Technology and Devel-opment Program of Shanghai Science and Technology Department (No.04DZ11008), and the Program for New Century Ex-cellent Talents in the University of China (NCET).
文摘A statistic-based benchmark was proposed for performance assessment and monitoring of model predic- tive control; the benchmark was straightforward and achievable by recording a set of output data only when the control performance was good according to the user’s selection. Principal component model was built and an auto- regressive moving average filter was identified to monitor the performance; an improved T2 statistic was selected as the performance monitor index. When performance changes were detected, diagnosis was done by model validation using recursive analysis and generalized likelihood ratio (GLR) method. This distinguished the fact that the per- formance change was due to plant model mismatch or due to disturbance term. Simulation was done about a heavy oil fractionator system and good results were obtained. The diagnosis result was helpful for the operator to improve the system performance.
文摘Through the statistical analysis of earthquake distribution along 51 strike-sli p active fault segments on the Chinese continent, we found that strong earthquak e distribution along the seismogenic fault segments is inhomogeneous and the dis tribution probability density p(K) can be stated as p(K)=1.1206e -3.947K in which K=S/(L/2), S refers to the distance from earthquake epicenter to the center of a fault segment, L is the length of the fault segment. The above model can be utilized to modify the probability density of earthquake occurrence of t he maximum magnitude interval in a potential earthquake source. Nevertheless, it is only suitable for those potential earthquake sources delineated along a sing le seismogenic fault. This inhomogeneous model has certain effects on seismic risk assessment, especia ll y for those potential earthquake sources with higher earthquake reoccurrence rat es of the maximum magnitude interval. In general, higher reoccurrence rate of th e maximum magnitude interval and lower exceeding probability level may bring lar ger difference of the results in seismic risk analysis by adopting the inhomogen eous model, the PGA values increase inner the potential earthquake source, but r educe near the vicinity and out of the potential earthquake source. Taking the T angyin potential earthquake source as an example, with exceeding probability of 10% and 2% in 50 years, the difference of the PGA values between inhomogeneous m odel and homogenous models can reach 12%.
文摘Random behavior of concrete C45/55 XF2 used for prefabricated pre-stressed bridge beams is described on the basis of evaluating a vast set of measurements. A detailed statistical analysis is carried out on 133 test results of cylinders 150 ~ 300 mm in size. The tests have been running in laboratories of the Klokner Institute. A single worker took all specimens throughout the period, and the subsequent measurements of the static modulus of elasticity and the compressive strength of the concrete were performed. The measurements were made at the age of 28 days after specimens casting, and only one testing machine with the same capping method was used. Suitable theoretical models of division are determined on the basis of tests in good congruence, with the use of Z2 and the Bernstein criterion. A set of concrete compressive strength （carried out on 133 test results of cylinders 150 ~ 300 mm after test of static modulus of elasticity） shows relatively high skewness in this specific case. This cause that limited beta distribution is better than generally recommended theoretical distribution for strength the normal or lognormal. The modulus of elasticity is not significantly affected due to skewness because the design value is based on mean value.
文摘This study investigates calendar anomalies： day-of-the-week effect and seasonal effect in the Value-at-Risk （VaR） analysis of stock returns for AAPL during the period of 1995 through 2015. The statistical properties are examined and a comprehensive set of diagnostic checks are made on the two decades of AAPL daily stock returns. Combing the Extreme Value Approach together with a statistical analysis, it is learnt that the lowest VaR occurs on Fridays and Mondays typically. Moreover, high Q4 and Q3 VaR are observed during the test period. These results are valuable for anyone who needs evaluation and forecasts of the risk situation in AAPL. Moreover, this methodology, which is applicable to any other stocks or portfolios, is more realistic and comprehensive than the standard normal distribution based VaR model that is commonly used.
文摘The main goal of this research is to enhance the auditor＇s judgment ability in going concern opinion by applying bankruptcy prediction models as an analytical procedure. Data for this research have been collected through questionnaires. The statistical population consists of auditors who are members of Iranian Association of Certified Public Accountants （IACPA）. The research results reflect that： （1） Auditors do not use statistical techniques for assessing going concern as an analytical procedure; （2） Auditors do not use these techniques as a tool to decrease the bias of judgments in assessing the going concern assumption; （3） Auditors do not use statistical techniques to assess audit risk in the planning stage; （4） Auditors do not use statistical techniques to assess audit risk in the final stage. Furthermore this research shows that auditors believe that the ＂standard concerning usage of analytical procedures needs more clarification＂ and ＂statistical bankruptcy predication models can help auditors in the planning stage＂. The other goal of this research is to show different auditor＇s judgments in assessing the going concern opinion with and without applying the bankruptcy prediction models as an analytical procedure. The result shows that the judgment of auditors toward the going concern assumption has improved by using statistical bankruptcy predication models.
文摘AIM:To determine which features of history and demographics predict a diagnosis of malignancy or peptic stricture in patients presenting with dysphagia.METHODS:A prospective case-control study of 2000 consecutive referrals(1031 female,age range:17-103 years) to a rapid access service for dysphagia,based in a teaching hospital within the United Kingdom,over 7 years.The service consists of a nurse-led telephone triage followed by investigation(barium swallow or gastroscopy),if appropriate,within 2 wk.Logistic regression analysis of demographic and clinical variables was performed.This includes age,sex,duration of dysphagia,whether to liquids or solids,and whether there are associated features(reflux,odynophagia,weight loss,regurgitation).We determined odds ratio(OR) for these variables for the diagnoses of malignancy and peptic stricture.We determined the value of the Edinburgh Dysphagia Score(EDS) in predicting cancer in our cohort.Multivariate logistic regression was performed and P < 0.05 considered significant.The local ethics committee confirmed ethics approval was not required(audit).RESULTS:The commonest diagnosis is gastro-esophageal reflux disease(41.3%).Malignancy(11.0%) and peptic stricture(10.0%) were also relatively common.Malignancies were diagnosed by histology(97%) or on radiological criteria,either sequential barium swallows showing progression of disease or unequivocal evidence of malignancy on computed tomography.The majority of malignancies were esophago-gastric in origin but ear,nose and throat tumors,pancreatic cancer and extrinsic compression from lung or mediastinal metastatic cancer were also found.Malignancy was statistically more frequent in older patients(aged >73 years,OR 1.1-3.3,age < 60 years 6.5%,60-73 years 11.2%,> 73 years 11.8%,P < 0.05),males(OR 2.2-4.8,males 14.5%,females 5.6%,P < 0.0005),short duration of dysphagia(≤ 8 wk,OR 4.5-20.7,16.6%,8-26 wk 14.5%,> 26 wk 2.5%,P < 0.0005),progressive symptoms(OR 1.3-2.6:progressive 14.8%,intermittent 9.3%,P < 0.001),with weight loss of ≥ 2 kg(OR 2.5-5.1,weight loss 22.1%,without weight loss 6.4%,P < 0.0005) and without reflux(OR 1.2-2.5,reflux 7.2%,no reflux 15.5%,P < 0.0005).The likelihood of malignancy was greater in those who described true dysphagia(food or drink sticking within 5 s of swallowing than those who did not(15.1%vs 5.2% respectively,P < 0.001).The sensitivity,specificity,positive predictive value and negative predictive value of the EDS were 98.4%,9.3%,11.8% and 98.0% respectively.Three patients with an EDS of 3(high risk EDS ≥ 3.5) had malignancy.Unlike the original validation cohort,there was no difference in likelihood of malignancy based on level of dysphagia(pharyngeal level dysphagia 11.9% vs mid sternal or lower sternal dysphagia 12.4%).Peptic stricture was statistically more frequent in those with longer duration of symptoms(> 6 mo,OR 1.2-2.9,≤ 8 wk 9.8%,8-26 wk 10.6%,> 26 wk 15.7%,P < 0.05) and over 60 s(OR 1.2-3.0,age < 60 years 6.2%,60-73 years 10.2%,> 73 years 10.6%,P < 0.05).CONCLUSION:Malignancy and peptic stricture are frequent findings in those referred with dysphagia.The predictive value for associated features could help determine need for fast track investigation whilst reducing service pressures.
基金supported by the National Natural Science Foundation of China(Grant Nos.41021061&41174012)
文摘Polar motion depicts the slow changes in the locations of the poles due to the earth's internal instantaneous axis of rotation. The LS+AR model is recognized as one of the best models for polar motion prediction.Through statistical analysis of the time series of the LS+AR model's short-term prediction residuals,we found that there is a good correlation of model prediction residuals between adjacent terms.These indicate that the preceding model prediction residuals and experiential adjustment matrixes can be used to correct the next prediction results,thereby forming a new LS+AR model with additional error correction that applies to polar motion prediction.Simulated predictions using this new model revealed that the proposed method can improve the accuracy and reliability of polar motion prediction.In fact,the accuracies of ultra short-term and short-term predictions using the new model were equal to the international best level at present.
