ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS

This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.

A Simulation Study on Comparing General Class of Semiparametric Transformation Models for Survival Outcome with Time-Varying Coefficients and Covariates

The consideration of the time-varying covariate and time-varying coefficient effect in survival models are plausible and robust techniques. Such kind of analysis can be carried out with a general class of semiparametric transformation models. The aim of this article is to develop modified estimating equations under semiparametric transformation models of survival time with time-varying coefficient effect and time-varying continuous covariates. For this, it is important to organize the data in a counting process style and transform the time with standard transformation classes which shall be applied in this article. In the situation when the effect of coefficient and covariates change over time, the widely used maximum likelihood estimation method becomes more complex and burdensome in estimating consistent estimates. To overcome this problem, alternatively, the modified estimating equations were applied to estimate the unknown parameters and unspecified monotone transformation functions. The estimating equations were modified to incorporate the time-varying effect in both coefficient and covariates. The performance of the proposed methods is tested through a simulation study. To sum up the study, the effect of possibly time-varying covariates and time-varying coefficients was evaluated in some special cases of semiparametric transformation models. Finally, the results have shown that the role of the time-varying covariate in the semiparametric transformation models was plausible and credible.

Identifi cation of model structure parameters via combination of AFMM and ARX from seismic response data

To identify the model structure parameters in shaking table tests from seismic response, especially from time- varying response records, this paper presents a new methodology by combining the online recursive Adaptive Forgetting through Multiple Models （AFMM） and offtine Auto-Regression with eXogenous variables （ARX） model. First, the AFMM is employed to detect whether the response of model structure is time-invariant or time-varying when subjected to strong motions. Second, if the response is time-invariant, the modal parameters are identified from the entire response record, such as the acceleration time-history using the ARX model. If the response is time-varying, the acceleration record is divided into three segments according to the accurate time-varying points detected by AFMM, and parameters are identified by only using the tail segment data, which is time-invariant and suited for analysis by the ARX model. Finally, the changes in dynamic properties due to various strong motions are obtained using the presented methodology. The feasibility and advantages of the method are demonstrated by identifying the modal parameters of a 12-story reinforced concrete （RC） frame structure in a shaking table test.

基于C—D函数的变系数Leontief模型

本文将Cobb—Douglas函数应用于Leontief模型中消耗系数a(?)(t)和资本系数b(?)(t)的确定,给出了一种新的时变结构系数动态Leontief模型的建模方法.

考虑砌筑砂浆劣化的老旧砌体结构抗震性能分析

北京地区现存大量建造于1980年前后的在役老旧砌体房屋,因服役时间较长,普遍存在建筑材料劣化的现象。选取砌筑砂浆作为研究对象,通过分析冻融循环劣化过程和现场砌筑砂浆实测结果,建立北京地区实际服役环境下砂浆抗压强度劣化时变模型。通过建立典型老旧砌体结构房屋有限元模型,采用层间位移角作为评价指标,对不同建造年代的砌体房屋抗震性能进行分析研究。结果表明,随着服役时间增加,该六层砌体结构整体位移响应增大,且主要发生在服役20年之后。在7度设防地震作用时,服役超过40年的砌体房屋损伤接近严重破坏状态,难以满足抗震设防要求。在峰值加速度为200gal的地震作用时,未劣化砌体结构没有达到倒塌状态,而服役50年的劣化砌体结构进入倒塌状态指标界限内,抵抗倒塌的能力下降十分显著,显示出对多年服役劣化砌体结构进行鉴定加固的急迫性。

基于高斯过程模型的桥梁时变系统地震易损性分析

桥梁在长期服役过程中面临的氯离子侵蚀作用会导致材料性能退化,进而影响桥梁结构的抗震性能。准确评估服役桥梁的抗震性能可以有效保障和提高桥梁结构的安全性,因此开展考虑时变效应的桥梁地震易损性分析非常必要。考虑到地震易损性分析涉及大量的动力时程分析,计算效率很低,故采用高斯过程模型取代耗时的动力时程分析,旨在提高地震易损性分析效率。以一座三跨连续梁桥为例,探究氯离子侵蚀作用下桥墩材料性能的退化规律,建立纵筋、箍筋以及保护层和核心混凝土材料性能退化时变曲线;基于高斯过程模型和联合概率地震需求模型,建立桥梁系统在不同服役年限下的易损性曲线和曲面。结果表明:(1)氯离子侵蚀作用明显降低了桥墩钢筋混凝土材料的强度;(2)氯离子侵蚀作用明显提高了高等级损伤的桥梁地震易损性,结构更容易发生高等级损伤。

On time-step in structural seismic response analysis under ground displacement/acceleration

There are two models in use today to analyze structural responses when subjected to earthquake ground motions, the Displacement Input Model （DIM） and the Acceleration Input Model （AIM）. The time steps used in direct integration methods for these models are analyzed to examine the suitability of DIM. Numerical results are presented and show that the time-step for DIM is about the same as for AIM, and achieves the same accuracy. This is contrary to previous research that reported that there are several sources of numerical errors associated with the direct application of earthquake displacement loading, and a very small time step is required to define the displacement record and to integrate the dynamic equilibrium equation. It is shown in this paper that DIM is as accurate and suitable as, if not more than, AIM for analyzing the response of a structure to uniformly distributed and spatially varying ground motions.

Parameter Estimation of Varying Coefficients Structural EV Model with Time Series

In this paper, the parameters of a p-dimensional linear structural EV(error-in-variable)model are estimated when the coefficients vary with a real variable and the model error is time series.The adjust weighted least squares(AWLS) method is used to estimate the parameters. It is shown that the estimators are weakly consistent and asymptotically normal, and the optimal convergence rate is also obtained. Simulations study are undertaken to illustrate our AWLSEs have good performance.

变系数Leontief模型研究

本文从经济与技术相结合的角度,研究了Leontief模型中消耗系数a_(ij)(t)和资本系数b_(ij)(t)的确定问题,并在文献[3]方法的基础上,给出了一种更为精确的系数确定方法。

A new nonparametric stability test with an application to major Chinese macroeconomic time series

In this paper, we propose a new test for testing the stability in macroeconomic time series, based on the LASSO variable selection approach and nonparametric estimation of a time-varying model. The wild bootstrap is employed to obtain its data-dependent critical values. We apply the new method to test the stability of bivariate relations among 92 major Chinese macroeconomic time series. We find that more than 70% bivariate relations are significantly unstable.

经济政策不确定性对汇率风险传染的影响研究

伴随着汇率改制和人民币国际化进程的推进,外部冲击沿汇率渠道向中国金融市场蔓延的概率不断上升。从风险防范的角度出发,基于汇率风险传染的网络特征,采用一种融合网络结构信息的变系数模型,以人民币为代表节点研究经济政策不确定性(EPU)对汇率风险传染的影响。研究发现,EPU是影响人民币溢回效应的关键因素;全球EPU和中国相对EPU愈高,人民币受到的风险传染愈强;在EPU产生的影响中,全球EPU和风险来源市场相对EPU是矛盾的主要方面,中国相对EPU的影响相对微弱。这意味着,中国经济政策不确定性的下行尚不能成为人民币汇率日益自由化浮动下限制汇率共振的重要力量。在全球EPU呈现上升态势的世界经济环境下,人民币汇率改制仍应坚持循序渐进的原则。

中国与“一带一路”国家资本品、中间品及消费品贸易效率研究

本文分别从贸易结构以及地域差异的视角对中国与“一带一路”沿线国家贸易潜力和贸易效率进行分析,结果显示:影响贸易规模的传统因素以及影响贸易效率的人为因素对中国在资本品、中间品和消费品三类产品上的影响基本符合理论预期;从贸易结构来看,中国进出口产品贸易效率整体偏低,出口方面主要是由中间品和消费品的出口贸易效率低造成的,进口方面则主要是由于资本品和消费品的出口贸易效率低造成的;从地域差异来看,中国与北线、中线和南线三线国家在不同品类产品进出口贸易效率上表现出明显差异。基于实证结果,本文进一步从贸易结构和地域差异层面对新发展格局下中国与沿线国家的贸易效率提升及未来发展前景进行了深入探讨。

实时性改进LTV-MPC的车辆稳定性控制研究

针对车辆稳定性控制的实时性问题,在线性时变模型预测控制(LTV-MPC)方法基础上,进一步提出了处理不等式约束优化问题的一种时变权重系数改进算法。将不等式约束作为目标函数的惩罚项,并将该惩罚项的权重系数设计为随系统状态而变化,能够直接求解具有不等式约束的二次型优化问题,避免了迭代寻优过程,在简化计算的同时提高了车辆稳定性控制实时性。仿真结果表明,该改进算法既能处理不等式约束,又能提高车辆稳定性MPC控制的实时性。

基于健康监测数据和贝叶斯网络的结构失效概率评估

基于健康监测数据和贝叶斯网络(BN),提出结构体系失效概率的实时评估方法,用于结构整体安全状态的动态评价.根据结构响应监测数据建立贝叶斯动态线性模型(BDLM),估计结构荷载效应的概率分布,同时结合结构抗力分布,计算构件的时变可靠指标;根据结构主要失效模式构建贝叶斯网络,以描述构件失效与结构整体失效间的依赖关系;通过贝叶斯网络的概率递推从构件可靠指标求得结构体系失效概率,实现结构整体安全状态的量化评估.利用三杆桁架模型的数值模拟数据和某单层网壳结构静力破坏试验过程的实测数据对该方法进行验证.结果表明,所提出的结构失效概率评估方法较好地量化了结构的安全状态,并成功预警了结构体系的破坏.

线性离散时变系统的离散Walsh函数模型降阶

为解决线性离散时变系统的模型降阶问题,提出两种基于离散Walsh函数的模型降阶方法:方法1,采用递推法得到线性离散时变系统状态方程的解,并由此得到状态变量的离散Walsh函数系数矩阵,借助所得系数矩阵构造正交投影矩阵,进而得到降阶系统。方法2,将系统在离散Walsh函数所构成的空间中展开,通过求解矩阵方程得到离散Walsh函数系数矩阵,由此系数矩阵和非零初值得到正交投影矩阵并构造降阶系统。理论分析表明两种方法所得降阶系统分别能够匹配原始系统一定数目的展开系数。数值算例验证了所提方法的可行性和有效性。

基于内核时变回归模型的电能预测分析与研究

为实现“双碳”发展目标和满足新型电力系统应用需求,亟需对用电进行精准预测。为了应对周期长、变化幅度大的数据,将KTR模型应用于电能负荷预测的实际场景中。该模型在时变系数回归的方法上进行改进,能够应对较长的时间序列,避免出现过拟合的情况;以及根据不同数据变化情况自适应地使用不同的核函数,保证模型学习与数据特征匹配。实验结果表明,使用通过最佳参数构建的KTR模型进行预测,其总体的电能负荷数据预测值和原始值的SMAPE为8.46%。此外,将文中方法与Prophet和SARIMA模型预测结果进行了对比,结果表明,文中方法的预测精度比另外两种模型分别高2.57%和9.23%,验证了该方法电能预测的准确性。

函数系数协整模型局部线性估计方法的改进

函数系数协整模型可以克服非参数建模时的“维数困难”,同时体现系数的动态变化,被广泛应用于非平稳数据间复杂问题的研究。实践中经济序列常表现出时变波动方差和厚尾特征,传统核权最小二乘估计方法将不再适用。鉴于此,文章基于L1损失函数重构估计流程,选择表现稳健的局部线性核估计方法,并引入自适应方法,提出局部线性自适应最小绝对离差估计(ALADE)。模拟结果验证了所提估计方法可提升系数估计精度,优化模型整体拟合效果,同时绝对值交叉验证方法在选取最优窗宽时优势明显。实证分析发现,所提方法可识别中英两国汇率和价差间的动态协整关系,拟合系数平滑且接近理论值。

基于聚类求解TVAR模型的目标微多普勒分析

现有时频分析方法对目标进行微多普勒分析时的时频分辨率不足。针对该问题,提出了基于聚类先验求解前后向时变自回归(time-varying autoregressive,TVAR)模型的时频分析算法,来进行空间锥体目标的微多普勒分析。使用基于扩展块稀疏贝叶斯学习(extended block sparse Bayesian learning,EBSBL)的改进算法对TVAR模型的时不变块稀疏系数采用了聚类结构的先验,通过适当处理邻域的超参数来促进相邻稀疏系数之间的相关性,并结合刚体目标的时不变块稀疏系数的块边界已知的先验信息来求解时不变系数。电磁仿真和实测数据实验结果表明,所提算法在微多普勒分析时能够得到较传统方法更高的时频分辨率,时频聚集性更高,并且抗噪声性能较好。

基于时变失效的桥式起重机结构可靠性分析

为提高我国起重机产品的安全可靠性水平,用时变可靠性理论分析桥式起重机金属结构。以桥式起重机金属结构为研究对象,时变可靠性理论为基础,研究桥式起重机金属结构的载荷时变可靠性模型和抗力时变可靠性模型,建立桥式起重机金属结构失效状态的时变可靠性数学模型。通过工程算例分析,揭示金属结构抗力随时间衰减与否对可靠度与失效概率的影响,得到不同金属结构抗力衰减系数下桥式起重机主梁金属结构可靠度和失效概率。探索桥式起重机金属结构时变可靠性安全评估方法。对比金属结构抗力衰减系数分别为0.000 2和0.000 3时的分析结果,发现金属结构系统的可靠性随金属结构抗力衰减系数的增加而降低。

摩擦因数时变的节点外啮合齿轮系动力学分析

以外啮合节点后啮合单级齿轮传动系统为研究对象,建立了系统六自由度非线性动力学模型,考虑了时变啮合刚度、时变齿面摩擦、载荷在啮合区动态分配以及齿侧间隙的影响。采用能量法计算了时变啮合刚度。基于弹流润滑(Elasto-hydrodynamic lubrication,EHL)理论计算了时变摩擦因数,与库伦摩擦模型进行了对比分析,得到了齿轮副非线性振动方程,同时采用数值方法求解了系统的动力学微分方程组,得到了系统的时域动态响应和相图,并分析了系统的动力学特性。