Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA.

Asymptotics for Nonlinear Transformations of Fractionally Integrated Time Series

The asymptotic theory for nonlinear transformations of fractionally integrated time series is developed. By the use of fractional Occupation Times Formula, various nonlinear functions of fractionally integrated series such as ARFIMA time series are studied, and the asymptotic distributions of the sample moments of such functions are obtained and analyzed. The transformations considered in this paper includes a variety of functions such as regular functions, integrable functions and asymptotically homogeneous functions that are often used in practical nonlinear econometric analysis. It is shown that the asymptotic theory of nonlinear transformations of original and normalized fractionally integrated processes is diffent from that of fractionally integrated processes, but is similar to the asymptotic theory of nonlinear transformations of integrated processes.

Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention

This paper introduces the class of seasonal fractionally integrated autoregressive moving average-generalized conditional heteroskedastisticty (SARFIMA- GARCH) models, with level shift type intervention that are capable of capturing simultaneously four key features of time series: seasonality, long range dependence, volatility and level shift. The main focus is on modeling seasonal level shift (SLS) in fractionally integrated and volatile processes. A natural extension of the seasonal level shift detection test of the mean for a realization of time series satisfying SLS-SARFIMA and SLS-GARCH models was derived. Test statistics that are useful to examine if seasonal level shift in an SARFIMA-GARCH model is statistically plausible were established. Estimation of SLS-SARFIMA and SLS-GARCH parameters was also considered.

The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations

In this paper, we show the invariance principle for the partial sum processes of fractionally integrated processes, otherwise known as I(d + m) processes, where |d| < 1/2 and m is a nonnegative integer, with strong near-epoch dependent innovations. The results are applied to the test of unit root. The conditions given improve previous results in the literature concerning fractionally integrated processes.

NON-EXISTENCE FOR FRACTIONALLY DAMPED FRACTIONAL DIFFERENTIAL PROBLEMS

In this paper, we are concerned with a fractional differential inequality containing a lower order fractional derivative and a polynomial source term in the right hand side. A non-existence of non-trivial global solutions result is proved in an appropriate space by means of the test-function method. The range of blow up is found to depend only on the lower order derivative. This is in line with the well-known fact for an internally weakly damped wave equation that solutions will converge to solutions of the parabolic part.

THE FRACTIONAL TYPE MARCINKIEWICZ INTEGRALS AND COMMUTATORS ON WEIGHTED HARDY SPACES

This paper is devoted to studying the behaviors of the fractional type Marcinkiewicz integralsμΩ,βand the commutatorsμΩ,βb generated byμΩ,βwith b b∈Lloc(Rn)on weighted Hardy spaces.Under the assumption of that the homogeneous kernelΩsatisfies certain regularities,the authors obtain the boundedness ofμΩ,βfrom the weighted Hardy spaces Hωpp(Rn)to the weighted Lebesgue spaces Lωqq(Rn)for n/(n+β)≤<p≤1 with 1/q=1/p-β/n,as well as the same(Hωpp,Lωqq)-boudedness ofμΩ,βb when b belongs to BMOωp,p(Rn),which is a non-trivial subspace of BMO(Rn).

Research on Stick-Slip Vibration Suppression Method of Drill String Based on Machine Learning Optimization

During the drilling process,stick-slip vibration of the drill string is mainly caused by the nonlinear friction gen-erated by the contact between the drill bit and the rock.To eliminate the fatigue wear of downhole drilling tools caused by stick-slip vibrations,the Fractional-Order Proportional-Integral-Derivative(FOPID)controller is used to suppress stick-slip vibrations in the drill string.Although the FOPID controller can effectively suppress the drill string stick-slip vibration,its structure isflexible and parameter setting is complicated,so it needs to use the cor-responding machine learning algorithm for parameter optimization.Based on the principle of torsional vibration,a simplified model of multi-degree-of-freedom drill string is established and its block diagram is designed.The continuous nonlinear friction generated by cutting rock is described by the LuGre friction model.The adaptive learning strategy of genetic algorithm(GA),particle swarm optimization(PSO)and particle swarm optimization improved(IPSO)by arithmetic optimization(AOA)is used to optimize and adjust the controller parameters,and the drill string stick-slip vibration is suppressed to the greatest extent.The results show that:When slight drill string stick-slip vibration occurs,the FOPID controller optimized by machine learning algorithm has a good effect on suppressing drill string stick-slip vibration.However,the FOPID controller cannot get the drill string system which has fallen into serious stick-slip vibration(stuck pipe)out of trouble,and the machine learning algorithm is required to mark a large amount of data on adjacent Wells to train the model.Set a reasonable range of drilling parameters(weight on bit/drive torque)in advance to avoid severe stick-slip vibration(stuck pipe)in the drill string system.

q–differ-integral operator on p–valent functions associated with operator on Hilbert space

Making use of multivalent functions with negative coefficients of the type f (z)=z^(p)-~(∑)_(k=p+1)^(∞)a_(k)z^(k),which are analytic in the open unit disk and applying the q-derivative a q–differintegral operator is considered.Furthermore by using the familiar Riesz-Dunford integral,a linear operator on Hilbert space H is introduced.A new subclass of p-valent functions related to an operator on H is defined.Coefficient estimate,distortion bound and extreme points are obtained.The convolution-preserving property is also investigated.

A Technique for Estimation of Box Dimension about Fractional Integral

This paper discusses further the roughness of Riemann-Liouville fractional integral on an arbitrary fractal continuous functions that follows Rfs. [1]. A novel method is used to reach a similar result for an arbitrary fractal function , where is the Riemann-Liouville fractional integral. Furthermore, a general resultis arrived at for 1-dimensional fractal functions such as with unbounded variation and(or) infinite lengths, which can infer all previous studies such as [2] [3]. This paper’s estimation reveals that the fractional integral does not increase the fractal dimension of f(x), i.e. fractional integration does not increase at least the fractal roughness. And the result has partly answered the fractal calculus conjecture and completely answered this conjecture for all 1-dimensional fractal function (Xiao has not answered). It is significant with a comparison to the past researches that the box dimension connection between a fractal function and its Riemann-Liouville integral has been carried out only for Weierstrass type and Besicovitch type functions, and at most Hlder continuous. Here the proof technique for Riemann-Liouville fractional integral is possibly of methodology to other fractional integrals.

Modeling and forecasting time series of precious metals:a new approach to multifractal data

We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale.First,the long range and co-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis.Then,the multifractal behaviors of the series are verified by multifractal de-trended fluctuation analysis and its local Hurst exponents are calculated.Additionally,root mean squares of residuals at the specified scale are procured from an intermediate step during local Hurst exponent calculations.These internally calculated series have been used to estimate the process with vector autoregressive fractionally integrated moving average(VARFIMA)model and forecasted accordingly.In our study,the daily prices of gold,silver and platinum are used for assessment.The results have shown that all metals do behave in phase movement on long term periods and possess multifractal features.Furthermore,the intermediate time series obtained during local Hurst exponent calculations still appertain the co-movement as well as multifractal characteristics of the raw data and may be successfully re-scaled,modeled and forecasted by using VARFIMA model.Conclusively,VARFIMA model have notably surpassed its univariate counterpart(ARFIMA)in all efficacious trials while re-emphasizing the importance of comovement procurement in modeling.Our study’s novelty lies in using a multifractal de-trended fluctuation analysis,along with multiple wavelet coherence analysis,for forecasting purposes to an extent not seen before.The results will be of particular significance to finance researchers and practitioners.

TOEPLITZ-TYPE OPERATORS ON LEBESGUE SPACES

Let L be the infinitesimal generator of an analytic semigroup on L 2 (Rn)with Gaussian kernel bounds,and L-α/ 2 be the fractional integrals generated by L for 0< α<n.Let Tj,1 be the singular integral with nonsmooth kernel related to L,or Tj,1=I, Tj,2,Tj,4 be the linear operators,which are bounded on Lp(Rn)for 1<p<∞,and Tj,3=±I(j=1,2,···,m),where I is the identity operator.For b∈L 1 loc (Rn),denote the Toeplitz-type operator byΘαbfmj=1(Tj,1MbIαTj,2 + Tj,3MbIαTj,4),where Mb is a multiplication ope...

THE HADAMARD INEQUALITY FOR CONVEX FUNCTION VIA FRACTIONAL INTEGRALS

In this paper, we establish several inequalities for some differantiable mappings that are connected with the Riemann-Liouville fractional integrals. The analysis used in the proofs is fairly elementary.

Boundedness for multilinear fractional integral operators on Herz type spaces

In this paper the boundedness for the multilinear fractional integral operator Iα^（m） on the product of Herz spaces and Herz-Morrey spaces are founded, which improves the Hardy- Littlewood-Sobolev inequality for classical fractional integral Iα. The method given in the note is useful for more general multilinear integral operators.

A∞ weight estimates for vector-valued commutators of multilinear fractional integral

In this paper, the authors get the Coifman type weighted estimates and weak weighted LlogL estimates for vector-valued generalized commutators of multilinear fractional integral with w ∈ A∞. Furthermore, both the boundedness of vector-valued multilinear frac- tional integral and the weak weighted LlogL estimates for vector-valued multilinear fractional integral are also obtained.

Boundedness of fractional integral operators on α-modulation spaces

In this paper, we obtain the boundedness of the fractional integral operators, the bilineax fractional integral operators and the bilinear Hilbert transform on α-modulation spaces.

GENERALIZED FRACTIONAL TRACE VARIATIONAL IDENTITY AND A NEW FRACTIONAL INTEGRABLE COUPLINGS OF SOLITON HIERARCHY

Based on fractional isospectral problems and general bilinear forms, the gener-alized fractional trace identity is presented. Then, a new explicit Lie algebra is introduced for which the new fractional integrable couplings of a fractional soliton hierarchy are derived from a fractional zero-curvature equation. Finally, we obtain the fractional Hamiltonian structures of the fractional integrable couplings of the soliton hierarchy.

Some Estimates for Commutators of Fractional Integrals Associated to Operators with Gaussian Kernel Bounds on Weighted Morrey Spaces

Let L be the infinitesimal generator of an analytic semigroup on L^2 （R^n） with Gaussian kernel bound, and let L^-α/2 be the fractional integrals of L for 0 〈 α 〈 n. In this paper, we will obtain some boundedness properties of commutators [b, L^-α/2] on weighted Morrey spaces L^p,k（w） when the symbol b belongs to BMO（Rn） or the homogeneous Lipschitz space.

A NOTE ON MULTILINEAR SINGULAR INTEGRALS WITH ROUGH KERNEL

In this paper, the author gives the weighted weak Lipschitz boundedness with power weight for rough multilinear integral operators. A simple way is obtained that is closely linked with a class of rough fractional integral operators.

FRACTIONAL INTEGRALS WITH VARIABLE KERNELS ON HARDY SPACES

The fractional integral operators with variable kernels are discussed.It is proved that if the kernel satisfies the Dini-condition,then the fractional integral operators with variable kernels are bounded from Hp(Rn) into Lq(Rn) when 0<p≤1 and 1/q=1/p-α/n.The results in this paper improve the results obtained by Ding,Chen and Fan in 2002.

ENDPOINT ESTIMATES FOR FRACTIONAL INTEGRAL ASSOCIATED TO SCHRDINGER OPERATORS ON THE HEISENBERG GROUPS

Let ∠= -△Hn＋ V be the Schrdinger operator on the Heisenberg groups Hn,where V is a nonnegative function satisfying the reverse Hlder inequality. In this article, the author obtains the BMO_∠ and BLO_∠ estimates of the fractional integrals associated to ∠.