In this paper, we present a noise removal technique by combining the P-M model with the LLT model. The combined technique takes full use of the advantage of both filters which is able to preserve edges and simultaneou...In this paper, we present a noise removal technique by combining the P-M model with the LLT model. The combined technique takes full use of the advantage of both filters which is able to preserve edges and simultaneously overcomes the staircase effect. We use a weighting function in our model, and compare this model with the P-M model as well as other fourth-order functional both in theory and numerical experiment.展开更多
Pan and field experiments were conducted to investigate the effect of surface film on ammonia volatilization from water and paddy soil. The results showed that the addition of the surface film on floodwater reduced th...Pan and field experiments were conducted to investigate the effect of surface film on ammonia volatilization from water and paddy soil. The results showed that the addition of the surface film on floodwater reduced the rate of ammonia volatilization, however, the reduction of the latter varied greatly with its rates of addition. Jayaweera-Mikkelsen ammonia volatilization model with the introduction of a parameter Kf, a relative measure of the resistance of the surface film on ammonia volatilization, was used to elucidate the effectiveness of the surface film on lowering ammonia volatilization. The Kf value was calculated from the results ob-展开更多
The hydrologic simulation of a catchment area, described as the transformation of rainfall into runoff, generally uses hydrologic model. This work opts for the global conceptual hydrologic model GR2M, a monthly time s...The hydrologic simulation of a catchment area, described as the transformation of rainfall into runoff, generally uses hydrologic model. This work opts for the global conceptual hydrologic model GR2M, a monthly time step model, to study the Kouilou-Niari basin, the second most important ones of the Republic of Congo. This includes two parameters to model the hydrologic behavior of a catchment area. The choice of the conceptual model GR2M is justified by the reduced number of parameters and the monthly time scale. The objective of this study is to determine the characteristic parameters of the GR2M model, by a calibrating and a validating procedure. The use of these parameters enables to follow the evolution of the water resources from the climatic variables. It has been first carried out a characterization of some physical, geological and climatic factors governing the flow, by dealing with the main climatic variables which constitute the inputs of the hydrologic model. Then, a hydrologic rainfall-runoff modeling allows to calibrate and validate the model at monthly time scale. Taking into account the number of parameters involved in hydrologic processes and the complexity of the cathment area, this model gives acceptable results throughout the Kouilou-Niari basin. The values of the Nash-Sutcliffe criterion and those of the correlation coefficient obtained are greater than 80% in validation, which explains the performance and robustness of the GR2M model on this basin.展开更多
Motivated by the psychological factor of time-varying risk-return relationship, this paper studies a linear varying coefficient ARCH-M model with a latent variable. Due to the unobservable property of the latent varia...Motivated by the psychological factor of time-varying risk-return relationship, this paper studies a linear varying coefficient ARCH-M model with a latent variable. Due to the unobservable property of the latent variable, a corrected likelihood method is employed for parametric estimation. Estimators are proved to be consistent and asymptotically normal under certain regularity conditions. A simple test statistic is also proposed for testing latent variable effect. Simulation results confirm that the proposed estimators and test perform well.The model is further applied to examine whether the risk-return relationship depends on investor's sentiment in American Market and some explainable results are obtained.展开更多
Empirical likelihood inference for parametric and nonparametric parts in functional coefficient ARCH-M models is investigated in this paper. Firstly, the kernel smoothing technique is used to estimate coefficient func...Empirical likelihood inference for parametric and nonparametric parts in functional coefficient ARCH-M models is investigated in this paper. Firstly, the kernel smoothing technique is used to estimate coefficient function δ(x). In this way we obtain an estimated function with parameter β.Secondly, the empirical likelihood method is developed to estimate the parameter β. An estimated empirical log-likelohood ratio is proved to be asymptotically standard chi-squred, and the maximum empirical likelihood estimation(MELE) for β is shown to be asymptotically normal. Finally, based on the MELE of β, the empirical likelihood approach is again applied to reestimate the nonparametric part δ(x). The empirical log-likelohood ratio for δ(x) is proved to be also asymptotically standard chi-squred. Simulation study shows that the proposed method works better than the normal approximation method in terms of average areas of confidence regions for β, and the empirical likelihood confidence belt for δ(x) performs well.展开更多
The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to elimin...The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.展开更多
By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its s...By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its steady-state solution. We also show that the time-dependent queueing size at the departure point converges to the corresponding steady-state queueing size at the departure point.展开更多
文摘In this paper, we present a noise removal technique by combining the P-M model with the LLT model. The combined technique takes full use of the advantage of both filters which is able to preserve edges and simultaneously overcomes the staircase effect. We use a weighting function in our model, and compare this model with the P-M model as well as other fourth-order functional both in theory and numerical experiment.
文摘Pan and field experiments were conducted to investigate the effect of surface film on ammonia volatilization from water and paddy soil. The results showed that the addition of the surface film on floodwater reduced the rate of ammonia volatilization, however, the reduction of the latter varied greatly with its rates of addition. Jayaweera-Mikkelsen ammonia volatilization model with the introduction of a parameter Kf, a relative measure of the resistance of the surface film on ammonia volatilization, was used to elucidate the effectiveness of the surface film on lowering ammonia volatilization. The Kf value was calculated from the results ob-
文摘The hydrologic simulation of a catchment area, described as the transformation of rainfall into runoff, generally uses hydrologic model. This work opts for the global conceptual hydrologic model GR2M, a monthly time step model, to study the Kouilou-Niari basin, the second most important ones of the Republic of Congo. This includes two parameters to model the hydrologic behavior of a catchment area. The choice of the conceptual model GR2M is justified by the reduced number of parameters and the monthly time scale. The objective of this study is to determine the characteristic parameters of the GR2M model, by a calibrating and a validating procedure. The use of these parameters enables to follow the evolution of the water resources from the climatic variables. It has been first carried out a characterization of some physical, geological and climatic factors governing the flow, by dealing with the main climatic variables which constitute the inputs of the hydrologic model. Then, a hydrologic rainfall-runoff modeling allows to calibrate and validate the model at monthly time scale. Taking into account the number of parameters involved in hydrologic processes and the complexity of the cathment area, this model gives acceptable results throughout the Kouilou-Niari basin. The values of the Nash-Sutcliffe criterion and those of the correlation coefficient obtained are greater than 80% in validation, which explains the performance and robustness of the GR2M model on this basin.
基金supported by National Natural Science Foundation of China (Grant Nos. 11271095 and 11401123)the Doctoral Program of Higher Education of China (Grant No. 20124410110002)
文摘Motivated by the psychological factor of time-varying risk-return relationship, this paper studies a linear varying coefficient ARCH-M model with a latent variable. Due to the unobservable property of the latent variable, a corrected likelihood method is employed for parametric estimation. Estimators are proved to be consistent and asymptotically normal under certain regularity conditions. A simple test statistic is also proposed for testing latent variable effect. Simulation results confirm that the proposed estimators and test perform well.The model is further applied to examine whether the risk-return relationship depends on investor's sentiment in American Market and some explainable results are obtained.
基金Supported by the National Natural Science Foundation of China(Grant Nos.11571148 and 11731015)the Science and Technology Planning Project of Guangdong(Grant No.2017A030303085)the Natural Science Foundation of Guangdong(Grant No.2016A030307019)
文摘Empirical likelihood inference for parametric and nonparametric parts in functional coefficient ARCH-M models is investigated in this paper. Firstly, the kernel smoothing technique is used to estimate coefficient function δ(x). In this way we obtain an estimated function with parameter β.Secondly, the empirical likelihood method is developed to estimate the parameter β. An estimated empirical log-likelohood ratio is proved to be asymptotically standard chi-squred, and the maximum empirical likelihood estimation(MELE) for β is shown to be asymptotically normal. Finally, based on the MELE of β, the empirical likelihood approach is again applied to reestimate the nonparametric part δ(x). The empirical log-likelohood ratio for δ(x) is proved to be also asymptotically standard chi-squred. Simulation study shows that the proposed method works better than the normal approximation method in terms of average areas of confidence regions for β, and the empirical likelihood confidence belt for δ(x) performs well.
基金supported by the National Natural Science Foundation of China(71071077)the Ministry of Education Key Project of National Educational Science Planning(DFA090215)+1 种基金China Postdoctoral Science Foundation(20100481137)Funding of Jiangsu Innovation Program for Graduate Education(CXZZ11-0226)
文摘The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.
基金supported by the National Natural Science Foundation of China(11371303)Natural Science Foundation of Xinjiang(2012211A023)Science Foundation of Xinjiang University(XY110101)
文摘By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its steady-state solution. We also show that the time-dependent queueing size at the departure point converges to the corresponding steady-state queueing size at the departure point.
