Optimal zero-crossing group selection method of the absolute gravimeter based on improved auto-regressive moving average model

An absolute gravimeter is a precision instrument for measuring gravitational acceleration, which plays an important role in earthquake monitoring, crustal deformation, national defense construction, etc. The frequency of laser interference fringes of an absolute gravimeter gradually increases with the fall time. Data are sparse in the early stage and dense in the late stage. The fitting accuracy of gravitational acceleration will be affected by least-squares fitting according to the fixed number of zero-crossing groups. In response to this problem, a method based on Fourier series fitting is proposed in this paper to calculate the zero-crossing point. The whole falling process is divided into five frequency bands using the Hilbert transformation. The multiplicative auto-regressive moving average model is then trained according to the number of optimal zero-crossing groups obtained by the honey badger algorithm. Through this model, the number of optimal zero-crossing groups determined in each segment is predicted by the least-squares fitting. The mean value of gravitational acceleration in each segment is then obtained. The method can improve the accuracy of gravitational measurement by more than 25% compared to the fixed zero-crossing groups method. It provides a new way to improve the measuring accuracy of an absolute gravimeter.

Auto-regressive模型在全国婴儿死亡率拟合中的应用

目的分析我国1991～2007年的婴儿死亡率的变化规律,探讨Auto-regressive模型在非平稳时间序列数据拟合中的适用性和有效性。方法对我国婴儿死亡率数据序列的平稳性和纯随机性进行预处理,然后利用SAS程序拟合Auto-regressive模型,并根据决定系数R2评价其拟合效果。结果我国婴儿死亡率为非平稳时间序列,总体呈现随时间线性递减的长期趋势,同时又包含一定的随机信息,采用Auto-regressive模型拟合效果较好。结论 Auto-regressive模型可以用来拟合我国婴儿死亡率的数据,并可以推广应用到卫生领域中其他具有非平稳时间序列特征的数据,为相关卫生管理部门制定策略措施提供科学的理论依据。

基于(残差)Auto-Regressive模型利用MATLAB解决经济非平稳时间序列的预测分析

利用(残差)Auto—Regressive模型对我国1978年—2005年的GDP进行建模与预测,显示出该拟合模型优于ARIMA模型,并运行MATLAB软件,实现了建模仿真的全过程,显示了MATLAB的强大科学计算与可视化功能.

A multi-scale second-order autoregressive recursive filter approach for the sea ice concentration analysis

To effectively extract multi-scale information from observation data and improve computational efficiency,a multi-scale second-order autoregressive recursive filter(MSRF)method is designed.The second-order autoregressive filter used in this study has been attempted to replace the traditional first-order recursive filter used in spatial multi-scale recursive filter(SMRF)method.The experimental results indicate that the MSRF scheme successfully extracts various scale information resolved by observations.Moreover,compared with the SMRF scheme,the MSRF scheme improves computational accuracy and efficiency to some extent.The MSRF scheme can not only propagate to a longer distance without the attenuation of innovation,but also reduce the mean absolute deviation between the reconstructed sea ice concentration results and observations reduced by about 3.2%compared to the SMRF scheme.On the other hand,compared with traditional first-order recursive filters using in the SMRF scheme that multiple filters are executed,the MSRF scheme only needs to perform two filter processes in one iteration,greatly improving filtering efficiency.In the two-dimensional experiment of sea ice concentration,the calculation time of the MSRF scheme is only 1/7 of that of SMRF scheme.This means that the MSRF scheme can achieve better performance with less computational cost,which is of great significance for further application in real-time ocean or sea ice data assimilation systems in the future.

Application of Seasonal Auto-regressive Integrated Moving Average Model in Forecasting the Incidence of Hand-foot-mouth Disease in Wuhan,China

Outbreaks of hand-foot-mouth disease（HFMD） have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average（ARIMA） model for time series analysis was designed in this study. Eighty-four-month（from January 2009 to December 2015） retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination（R^2）, normalized Bayesian Information Criterion（BIC） and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as（1,0,1）（0,1,1）12, with the largest coefficient of determination（R^2=0.743） and lowest normalized BIC（BIC=3.645） value. The residuals of the model also showed non-significant autocorrelations（P_（Box-Ljung（Q））=0.299）. The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly.

CONSTRUCTION OF POLYNOMIAL MATRIX USING BLOCK COEFFICIENT MATRIX REPRESENTATION AUTO-REGRESSIVE MOVING AVERAGE MODEL FOR ACTIVELY CONTROLLED STRUCTURES

The polynomial matrix using the block coefficient matrix representation auto-regressive moving average(referred to as the PM-ARMA)model is constructed in this paper for actively controlled multi-degree-of-freedom(MDOF)structures with time-delay through equivalently transforming the preliminary state space realization into the new state space realization.The PM-ARMA model is a more general formulation with respect to the polynomial using the coefficient representation auto-regressive moving average(ARMA)model due to its capability to cope with actively controlled structures with any given structural degrees of freedom and any chosen number of sensors and actuators.(The sensors and actuators are required to maintain the identical number.)under any dimensional stationary stochastic excitation.

A Study of Wind Statistics Through Auto-Regressive and Moving-Average (ARMA) Modeling

Statistical properties of winds near the Taichung Harbour are investigated. The 26 years'incomplete data of wind speeds, measured on an hourly basis, are used as reference. The possibility of imputation using simulated results of the Auto-Regressive (AR), Moving-Average (MA), and/ or Auto-Regressive and Moving-Average (ARMA) models is studied. Predictions of the 25-year extreme wind speeds based upon the augmented data are compared with the original series. Based upon the results, predictions of the 50- and 100-year extreme wind speeds are then made.

基于Auto-Regressive的河北省旅游接待人数预测研究

旅游人数是发展旅游业的重要指标,对河北省未来接待旅游人数的预测一直受到河北省旅游局的重视。本文通过以1990年~2019年河北省旅游数据为依托,首先,从市场、景区、政策三个方面分析了河北省旅游业现状,然后进行了河北省历年来旅游接待人数数据的平稳性和白噪声检验,分别运用非平稳时间序列的两种残差自回归模型方法(因变量关于时间的回归模型和延迟因变量回归模型)对以往河北省旅游接待人数建立模型。研究结果发现,前者模型拟合效果较好,并对未来旅游人数进行短期预测。最后为促进河北省旅游业的发展提出了一些相关建议。

Parametric SNR Estimation Based on Auto-Regressive Model in AWGN Channels

Signal-to-noise ratio（SNR）estimation for signal which can be modeled by Auto-regressive（AR）process is studied in this paper.First,the conventional frequency domain method is introduced to estimate the SNR for the received signal in additive white Gauss noise（AWGN）channel.Then a parametric SNR estimation algorithm is proposed by taking advantage of the AR model information of the received signal.The simulation results show that the proposed parametric method has better performance than the conventional frequency doma in method in case of AWGN channel.

Application of Auto-regressive Linear Model in Understanding the Effect of Climate on Malaria Vectors Dynamics in the Three Gorges Reservoir

It is important to understand the dynamics of malaria vectors in implementing malaria control strategies. Six villages were selected from different sections in the Three Gorges Reservoir fc,r exploring the relationship between the climatic ｜：actors and its malaria vector density from 1997 to 2007 using the auto-regressive linear model regressi^n method. The result indicated that both temperature and precipitation were better modeled as quadratic rather than linearly related to the density of Anopheles sinensis.

山东省中医类医院卫生人力资源需求预测

目的了解山东省中医类医院卫生人力资源的现状,预测卫生人力资源未来的需求量并提出合理建议,以期为相关部门制定中医药人力资源规划提供依据和数据支持。方法运用差分自回归移动平均(auto-regressive moving average,ARIMA)模型、灰色系统预测模型(grey system forecasting model,GM)中的GM(1,1)模型以及两者的线性组合模型预测2021—2025年山东省中医类医院卫生人力资源需求量,比较不同模型预测的精准度。结果组合模型的系统误差小,预测效果最好;卫生技术人员、执业(助理)医师、中医类别执业(助理)医师、注册护士、药师(士)及中药师(士)2025年对应的人力资源预测值分别是107457人、43304人、22807人、51372人、5718人、3242人。结论山东省中医类别执业(助理)医师数量储备充足,但中药师(士)相对短缺,人才结构不合理,医护比有待优化。建议政府适当地增加中药师(士)的编制,促进执业(助理)医师与中药师(士)平衡发展;增加对中医类医院的财政拨款,加强人才引进力度,创新人才培养机制,优化山东省中医药人才结构;制定科学合理的排班制度,提高护士的社会地位,进一步优化医护比。

Nonlinear Dynamic System Identification of ARX Model for Speech Signal Identification

System Identification becomes very crucial in the field of nonlinear and dynamic systems or practical systems.As most practical systems don’t have prior information about the system behaviour thus,mathematical modelling is required.The authors have proposed a stacked Bidirectional Long-Short Term Memory(Bi-LSTM)model to handle the problem of nonlinear dynamic system identification in this paper.The proposed model has the ability of faster learning and accurate modelling as it can be trained in both forward and backward directions.The main advantage of Bi-LSTM over other algorithms is that it processes inputs in two ways:one from the past to the future,and the other from the future to the past.In this proposed model a backward-running Long-Short Term Memory(LSTM)can store information from the future along with application of two hidden states together allows for storing information from the past and future at any moment in time.The proposed model is tested with a recorded speech signal to prove its superiority with the performance being evaluated through Mean Square Error(MSE)and Root Means Square Error(RMSE).The RMSE and MSE performances obtained by the proposed model are found to be 0.0218 and 0.0162 respectively for 500 Epochs.The comparison of results and further analysis illustrates that the proposed model achieves better performance over other models and can obtain higher prediction accuracy along with faster convergence speed.

Applications of time series analysis in epidemiology: Literature review and our experience during COVID-19 pandemic

Time series analysis is a valuable tool in epidemiology that complements the classical epidemiological models in two different ways:Prediction and forecast.Prediction is related to explaining past and current data based on various internal and external influences that may or may not have a causative role.Forecasting is an exploration of the possible future values based on the predictive ability of the model and hypothesized future values of the external and/or internal influences.The time series analysis approach has the advantage of being easier to use(in the cases of more straightforward and linear models such as Auto-Regressive Integrated Moving Average).Still,it is limited in forecasting time,unlike the classical models such as Susceptible-Exposed-Infectious-Removed.Its applicability in forecasting comes from its better accuracy for short-term prediction.In its basic form,it does not assume much theoretical knowledge of the mechanisms of spreading and mutating pathogens or the reaction of people and regulatory structures(governments,companies,etc.).Instead,it estimates from the data directly.Its predictive ability allows testing hypotheses for different factors that positively or negatively contribute to the pandemic spread;be it school closures,emerging variants,etc.It can be used in mortality or hospital risk estimation from new cases,seroprevalence studies,assessing properties of emerging variants,and estimating excess mortality and its relationship with a pandemic.

关中平原渠井双灌区地下水循环对环境变化的响应

为促进陕西关中平原渠井双灌区地下水良性循环,保障灌区水资源高效安全利用,以泾惠渠灌区为例,分析了灌区多年来地下水系统外部环境因素及地下水循环要素的变化特征,基于多变量时间序列CAR(controlled auto-regressive)模型建立了地下水位动态对环境变化的响应模型,利用验证后的模型对灌区不同环境变化情景下的地下水位埋深进行了模拟。研究结果表明:降水、蒸发、渠首引水、渠井用水比例是影响灌区地下水循环的主要外部环境因素;降水量减少、蒸发量增加,地下水各项补给量减少、排泄量增加,使得地下水位逐年下降,近34 a累计下降11.8 m;在多年平均降水量情景Ⅰ下(近56 a均值:513 mm),维持灌区地下水良性循环的适宜渠井用水比例为1.53,在多年平均降水量减少5%,即降水情景Ⅱ下(487 mm),适宜渠井用水比例为1.61。环境变化下不同渠井用水方案的研究,有利于灌区地下水的良性循环,可为灌区制定高效安全用水对策提供依据。

基于广义逆矩阵的AR模型参数估计算法

AR(auto-regressive)模型是时序建模分析中常用的时间序列模型。在模型参数的最小二乘估计和定阶的过程中,要求线性方程组必须有解。针对这一问题,文中引入自相关系数矩阵对线性方程组进行化简,并提出基于广义逆矩阵理论的参数估计方法。该算法对线性方程组是否有解没有限制,无需事先判定,从而解决建模过程中线性方程组无解情况下的参数估计问题。实验证明该法可有效地对设备运行状态进行趋势预测,具有一定的工程意义。

对数回归-ARMA周期预测模型及其应用

对成都市月供水量时序进行周期分析。在利用对数变换后的回归模型基础上,建立ARMA(1,5)时间序列模型,给出了月供水量时序的预测模型,并根据此模型对2010年全年月供水量进行预测。实例表明:本文提出的基于对数回归-ARMA月供水时序周期预测模型,能更好地挖掘供水量时序的规律。

EXPERIMENTS WITH SHORT-TERM CLIMATE PREDICTION MODELS ON SSTA OVER THE NINO OCEANIC REGION

Predictions of averaged SST monthly anomalous series for Nino 1-4 regions in the context of auto-adaptive filter are made using a model combining the singular spectrum analysis (SSA) and auto-regression (AR). The results have shown that the scheme is efticient in forward forecaning of the strong ENSO event in 1997- 1998, it is of high reliability in retrospective forecasting of three corresponding historical strong ENSO events. It is seen that the scheme has stable skill and large accuracy for experiments of both independent samples and real cases.With modifications, the SSA-AR scheme is expected to become an efficient model in routine predictions of ENSO.

Multi-Purpose Forensics of Image Manipulations Using Residual-Based Feature

The multi-purpose forensics is an important tool for forge image detection.In this paper,we propose a universal feature set for the multi-purpose forensics which is capable of simultaneously identifying several typical image manipulations,including spatial low-pass Gaussian blurring,median filtering,re-sampling,and JPEG compression.To eliminate the influences caused by diverse image contents on the effectiveness and robustness of the feature,a residual group which contains several high-pass filtered residuals is introduced.The partial correlation coefficient is exploited from the residual group to purely measure neighborhood correlations in a linear way.Besides that,we also combine autoregressive coefficient and transition probability to form the proposed composite feature which is used to measure how manipulations change the neighborhood relationships in both linear and non-linear way.After a series of dimension reductions,the proposed feature set can accelerate the training and testing for the multi-purpose forensics.The proposed feature set is then fed into a multi-classifier to train a multi-purpose detector.Experimental results show that the proposed detector can identify several typical image manipulations,and is superior to the complicated deep CNN-based methods in terms of detection accuracy and time efficiency for JPEG compressed image with low resolution.

我国人寿保险收入的时间序列分析

本文选用我国人寿保险公司2005.01-2010.12期间的月度原保险收入为样本,采用ARIMA模型和Auto-Regressive模型进行了时间序列分析,结果显示模型具有较好的预测效果,可为我国人寿保险的监管和决策提供参考。

Empirical research on the international spillover effects of U.S. monetary policy and their impacts

Empirical research has shown that there were international spillover effects from the U.S. monetary policy to output level, net exports and price levels of each country, and the impact on prices in each country was of synchronous effect. The structural impulse response analysis showed that U.S. monetary policy could improve U.S. income and payment without damaging U.S. economic growth, but the shocks negatively affected the economic growth in the rest of the world. Hence, it's important to pay close attention to the moral risks of U.S. monetary policy to evade the global shocks caused by the "benefit-itself-at-the-expense-of-others" polices of the American government. Besides these findings, U.S. monetary policy shocks strongly affect China's trade surplus fluctuations. Based on this, we propose that the approaches of balancing China's current account could be explored efficiently from the perspective of monetary policy.