Optimal Model Average Prediction in Orthogonal Kriging Models

The main objective of this paper is to consider model averaging methods for kriging models.This paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square error.Simulation studies are conducted to evaluate the performance of the proposed method and compare it with the competitors to demonstrate its superiority.The authors also analyse a real dataset for an illustration.

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.

Improving model performance in mapping cropland soil organic matter using time-series remote sensing data

Faced with increasing global soil degradation,spatially explicit data on cropland soil organic matter(SOM)provides crucial data for soil carbon pool accounting,cropland quality assessment and the formulation of effective management policies.As a spatial information prediction technique,digital soil mapping(DSM)has been widely used to spatially map soil information at different scales.However,the accuracy of digital SOM maps for cropland is typically lower than for other land cover types due to the inherent difficulty in precisely quantifying human disturbance.To overcome this limitation,this study systematically assessed a framework of“information extractionfeature selection-model averaging”for improving model performance in mapping cropland SOM using 462 cropland soil samples collected in Guangzhou,China in 2021.The results showed that using the framework of dynamic information extraction,feature selection and model averaging could efficiently improve the accuracy of the final predictions(R^(2):0.48 to 0.53)without having obviously negative impacts on uncertainty.Quantifying the dynamic information of the environment was an efficient way to generate covariates that are linearly and nonlinearly related to SOM,which improved the R^(2)of random forest from 0.44 to 0.48 and the R^(2)of extreme gradient boosting from 0.37to 0.43.Forward recursive feature selection(FRFS)is recommended when there are relatively few environmental covariates(<200),whereas Boruta is recommended when there are many environmental covariates(>500).The Granger-Ramanathan model averaging approach could improve the prediction accuracy and average uncertainty.When the structures of initial prediction models are similar,increasing in the number of averaging models did not have significantly positive effects on the final predictions.Given the advantages of these selected strategies over information extraction,feature selection and model averaging have a great potential for high-accuracy soil mapping at any scales,so this approach can provide more reliable references for soil conservation policy-making.

Improving the accuracy of precipitation estimates in a typical inland arid area of China using a dynamic Bayesian model averaging approach

Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating and integrating precipitation datasets from different sources to accurately characterize precipitation patterns has become a challenge to provide more accurate and alternative precipitation information for the region,which can even improve the performance of hydrological modelling.This study evaluated the applicability of widely used five satellite-based precipitation products(Climate Hazards Group InfraRed Precipitation with Station(CHIRPS),China Meteorological Forcing Dataset(CMFD),Climate Prediction Center morphing method(CMORPH),Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Climate Data Record(PERSIANN-CDR),and Tropical Rainfall Measuring Mission Multi-satellite Precipitation Analysis(TMPA))and a reanalysis precipitation dataset(ECMWF Reanalysis v5-Land Dataset(ERA5-Land))in Xinjiang using ground-based observational precipitation data from a limited number of meteorological stations.Based on this assessment,we proposed a framework that integrated different precipitation datasets with varying spatial resolutions using a dynamic Bayesian model averaging(DBMA)approach,the expectation-maximization method,and the ordinary Kriging interpolation method.The daily precipitation data merged using the DBMA approach exhibited distinct spatiotemporal variability,with an outstanding performance,as indicated by low root mean square error(RMSE=1.40 mm/d)and high Person's correlation coefficient(CC=0.67).Compared with the traditional simple model averaging(SMA)and individual product data,although the DBMA-fused precipitation data were slightly lower than the best precipitation product(CMFD),the overall performance of DBMA was more robust.The error analysis between DBMA-fused precipitation dataset and the more advanced Integrated Multi-satellite Retrievals for Global Precipitation Measurement Final(IMERG-F)precipitation product,as well as hydrological simulations in the Ebinur Lake Basin,further demonstrated the superior performance of DBMA-fused precipitation dataset in the entire Xinjiang region.The proposed framework for solving the fusion problem of multi-source precipitation data with different spatial resolutions is feasible for application in inland arid areas,and aids in obtaining more accurate regional hydrological information and improving regional water resources management capabilities and meteorological research in these regions.

Bayesian model averaging(BMA)for nuclear data evaluation

To ensure agreement between theoretical calculations and experimental data,parameters to selected nuclear physics models are perturbed and fine-tuned in nuclear data evaluations.This approach assumes that the chosen set of models accurately represents the‘true’distribution of considered observables.Furthermore,the models are chosen globally,indicating their applicability across the entire energy range of interest.However,this approach overlooks uncertainties inherent in the models themselves.In this work,we propose that instead of selecting globally a winning model set and proceeding with it as if it was the‘true’model set,we,instead,take a weighted average over multiple models within a Bayesian model averaging(BMA)framework,each weighted by its posterior probability.The method involves executing a set of TALYS calculations by randomly varying multiple nuclear physics models and their parameters to yield a vector of calculated observables.Next,computed likelihood function values at each incident energy point were then combined with the prior distributions to obtain updated posterior distributions for selected cross sections and the elastic angular distributions.As the cross sections and elastic angular distributions were updated locally on a per-energy-point basis,the approach typically results in discontinuities or“kinks”in the cross section curves,and these were addressed using spline interpolation.The proposed BMA method was applied to the evaluation of proton-induced reactions on ^(58)Ni between 1 and 100 MeV.The results demonstrated a favorable comparison with experimental data as well as with the TENDL-2023 evaluation.

Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random

In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error.

Deep Learning-Based Stock Price Prediction Using LSTM Model

The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.

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.

Average modeling of Single Stage Flyback PFC ＋ Flyback DC／DC converter

With the use of this novel average model for Single Stage Flyback PFC+Flyback DC/DC converter, voltage control mode, peak current control mode and average current control mode can be simulated easily by changing the model's parameters. It can be used to do various analysis not only for small signal and static behavior but also for large signal and dynamic behavior of the converter. By using this average model the simulation speed can be improved by 2 orders of magnitude above that obtained by using the conventional switched model. It can be applied to optimize the trade\|off between high power factor, voltage stress, current stress and good output performance while designing this kind of single stage PFC converter. A 60W single stage power factor corrector was built to verify the proposed model. The modeling principle can be applied to other Single Stage PFC topologies.

A Generalized State Space Average Model for Parallel DC-to-DC Converters

The high potentiality of integrating renewable energies,such as photovoltaic,into a modern electrical microgrid system,using DC-to-DC converters,raises some issues associated with controller loop design and system stability.The generalized state space average model(GSSAM)concept was consequently introduced to design a DC-to-DC converter controller in order to evaluate DC-to-DC converter performance and to conduct stability studies.This paper presents a GSSAM for parallel DC-to-DC converters,namely:buck,boost,and buck-boost converters.The rationale of this study is that modern electrical systems,such as DC networks,hybrid microgrids,and electric ships,are formed by parallel DC-to-DC converters with separate DC input sources.Therefore,this paper proposes a GSSAM for any number of parallel DC-to-DC converters.The proposed GSSAM is validated and investigated in a time-domain simulation environment,namely a MATLAB/SIMULINK.The study compares the steady-state,transient,and oscillatory performance of the state-space average model with a fully detailed switching model.

Noise reduction of acoustic Doppler velocimeter data based on Kalman filtering and autoregressive moving average models

Oceanic turbulence measurements made by an acoustic Doppler velocimeter(ADV)suffer from noise that potentially affects the estimates of turbulence statistics.This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations.Results show that the two methods have similar performance in ADV de-noising,and both effectively reduce noise in ADV velocities,even in cases of high noise.They eliminate the noise floor at high frequencies of the velocity spectra,leading to a longer range that effectively fits the Kolmogorov-5/3 slope at midrange frequencies.After de-noising adopting the two methods,the values of the mean velocity are almost unchanged,while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments.The Reynolds stress is also affected by high noise levels,and de-noising thus reduces uncertainties in estimating the Reynolds stress.

Influencing Factors and Prediction of Risk of Returning to Ecological Poverty in Liupan Mountain Region,China

China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.

Response of Growing Season Gross Primary Production to El Nino in Different Phases of the Pacific Decadal Oscillation over Eastern China Based on Bayesian Model Averaging

Gross primary production(GPP) plays a crucial part in the carbon cycle of terrestrial ecosystems.A set of validated monthly GPP data from 1957 to 2010 in 0.5°× 0.5° grids of China was weighted from the Multi-scale Terrestrial Model Intercomparison Project using Bayesian model averaging(BMA).The spatial anomalies of detrended BMA GPP during the growing seasons of typical El Nino years indicated that GPP response to El Nino varies with Pacific Decadal Oscillation(PDO) phases: when the PDO was in the cool phase,it was likely that GPP was greater in northern China(32°–38°N,111°–122°E) and less in the Yangtze River valley(28°–32°N,111°–122°E);in contrast,when PDO was in the warm phase,the GPP anomalies were usually reversed in these two regions.The consistent spatiotemporal pattern and high partial correlation revealed that rainfall dominated this phenomenon.The previously published findings on how El Nino during different phases of PDO affecting rainfall in eastern China make the statistical relationship between GPP and El Nino in this study theoretically credible.This paper not only introduces an effective way to use BMA in grids that have mixed plant function types,but also makes it possible to evaluate the carbon cycle in eastern China based on the prediction of El Nino and PDO.

Dynamic flight stability of hovering model insects:theory versus simulation using equations of motion coupled with Navier-Stokes equations

In the present paper, the longitudinal dynamic flight stability properties of two model insects are predicted by an approximate theory and computed by numerical sim- ulation. The theory is based on the averaged model （which assumes that the frequency of wingbeat is sufficiently higher than that of the body motion, so that the flapping wings＇ degrees of freedom relative to the body can be dropped and the wings can be replaced by wingbeat-cycle-average forces and moments）; the simulation solves the complete equations of motion coupled with the Navier-Stokes equations. Comparison between the theory and the simulation provides a test to the validity of the assumptions in the theory. One of the insects is a model dronefly which has relatively high wingbeat frequency （164 Hz） and the other is a model hawkmoth which has relatively low wingbeat frequency （26 Hz）. The results show that the averaged model is valid for the hawkmoth as well as for the dronefly. Since the wingbeat frequency of the hawkmoth is relatively low （the characteristic times of the natural modes of motion of the body divided by wingbeat period are relatively large） compared with many other insects, that the theory based on the averaged model is valid for the hawkmoth means that it could be valid for many insects.

Modeling and predicting dengue fever cases in key regions of the Philippines using remote sensing data

Objective: To correlate climatic and environmental factors such as land surface temperature, rainfall, humidity and normalized difference vegetation index with the incidence of dengue to develop prediction models for the Philippines using remote-sensing data.Methods: Timeseries analysis was performed using dengue cases in four regions of the Philippines and monthly climatic variables extracted from Global Satellite Mapping of Precipitation for rainfall, and MODIS for the land surface temperature and normalized difference vegetation index from 2008-2015.Consistent dataset during the period of study was utilized in Autoregressive Integrated Moving Average models to predict dengue incidence in the four regions being studied.Results: The best-fitting models were selected to characterize the relationship between dengue incidence and climate variables.The predicted cases of dengue for January to December 2015 period fitted well with the actual dengue cases of the same timeframe.It also showed significantly good linear regression with a square of correlation of 0.869 5 for the four regions combined.Conclusion: Climatic and environmental variables are positively associated with dengue incidence and suit best as predictor factors using Autoregressive Integrated Moving Average models.This finding could be a meaningful tool in developing an early warning model based on weather forecasts to deliver effective public health prevention and mitigation programs.

Improving microwave brightness temperature predictions based on Bayesian model averaging ensemble approach

The choices of the parameterizations for each component in a microwave emission model have significant effects on the quality of brightness temperature （Tb） sim- ulation. How to reduce the uncertainty in the Tb simulation is investigated by adopting a statistical post-processing procedure with the Bayesian model averaging （BMA） ensemble approach. The simulations by the community microwave emission model （CMEM） cou- pled with the community land model version 4.5 （CLM4.5） over China's Mainland are con- ducted by the 24 configurations from four vegetation opacity parameterizations （VOPs）, three soil dielectric constant parameterizations （SDCPs）, and two soil roughness param- eterizations （SRPs）. Compared with the simple arithmetical averaging （SAA） method, the BMA reconstructions have a higher spatial correlation coefficient （larger than 0.99） than the C-band satellite observations of the advanced microwave scanning radiometer on the Earth observing system （AMSR-E） at the vertical polarization. Moreover, the BMA product performs the best among the ensemble members for all vegetation classes, with a mean root-mean-square difference （RMSD） of 4 K and a temporal correlation coefficient of 0.64.

Improving the simulation of terrestrial water storage anomalies over China using a Bayesian model averaging ensemble approach

The ability to estimate terrestrial water storage(TWS)is essential for monitoring hydrological extremes(e.g.,droughts and floods)and predicting future changes in the hydrological cycle.However,inadequacies in model physics and parameters,as well as uncertainties in meteorological forcing data,commonly limit the ability of land surface models(LSMs)to accurately simulate TWS.In this study,the authors show how simulations of TWS anomalies(TWSAs)from multiple meteorological forcings and multiple LSMs can be combined in a Bayesian model averaging(BMA)ensemble approach to improve monitoring and predictions.Simulations using three forcing datasets and two LSMs were conducted over China's Mainland for the period 1979–2008.All the simulations showed good temporal correlations with satellite observations from the Gravity Recovery and Climate Experiment during 2004–08.The correlation coefficient ranged between 0.5 and 0.8 in the humid regions(e.g.,the Yangtze river basin,Huaihe basin,and Zhujiang basin),but was much lower in the arid regions(e.g.,the Heihe basin and Tarim river basin).The BMA ensemble approach performed better than all individual member simulations.It captured the spatial distribution and temporal variations of TWSAs over China's Mainland and the eight major river basins very well;plus,it showed the highest R value(>0.5)over most basins and the lowest root-mean-square error value(<40 mm)in all basins of China.The good performance of the BMA ensemble approach shows that it is a promising way to reproduce long-term,high-resolution spatial and temporal TWSA data.

Climate change in the Tianshan and northern Kunlun Mountains based on GCM simulation ensemble with Bayesian model averaging

Climate change in mountainous regions has significant impacts on hydrological and ecological systems. This research studied the future temperature, precipitation and snowfall in the 21^（st） century for the Tianshan and northern Kunlun Mountains（TKM） based on the general circulation model（GCM） simulation ensemble from the coupled model intercomparison project phase 5（CMIP5） under the representative concentration pathway（RCP） lower emission scenario RCP4.5 and higher emission scenario RCP8.5 using the Bayesian model averaging（BMA） technique. Results show that（1） BMA significantly outperformed the simple ensemble analysis and BMA mean matches all the three observed climate variables;（2） at the end of the 21^（st） century（2070–2099） under RCP8.5, compared to the control period（1976–2005）, annual mean temperature and mean annual precipitation will rise considerably by 4.8°C and 5.2%, respectively, while mean annual snowfall will dramatically decrease by 26.5%;（3） precipitation will increase in the northern Tianshan region while decrease in the Amu Darya Basin. Snowfall will significantly decrease in the western TKM. Mean annual snowfall fraction will also decrease from 0.56 of 1976–2005 to 0.42 of 2070–2099 under RCP8.5; and（4） snowfall shows a high sensitivity to temperature in autumn and spring while a low sensitivity in winter, with the highest sensitivity values occurring at the edge areas of TKM. The projections mean that flood risk will increase and solid water storage will decrease.

Cyclic moving average control approach to cylinder pressure and its experimental validation

Cyclic variability is a factor adversely affecting engine performance. In this paper a cyclic moving average regulation approach to cylinder pressure at top dead center （TDC） is proposed, where the ignition time is adopted as the control input. The dynamics from ignition time to the moving average index is described by ARMA model. With this model, a one-step ahead prediction-based minimum variance controller （MVC） is developed for regulation. The performance of the proposed controller is illustrated by experiments with a commercial car engine and experimental results show that the controller has a reliable effect on index regulation when the engine works under different fuel injection strategies, load changing and throttle opening disturbance.

BLIND AND COMPLETE MODELING OF LINEAR SYSTEMS USING THIRD ORDER CUMULANTS

This paper presents a novel approach to structure determination of linear systems along with the choice of system orders and parameters. AutoRegressive （AR）, Moving Average （MA） or AutoRegressive-Moving Average （ARMA） model structure can be extracted blindly from the Third Order Cumulants （TOC） of the system output ts, where the unknown system is driven by an unobservable stationary independent identically distributed （i.i.d.） non-Gaussian signal. By means of the system order recursion, whether the system has an AR structure or has AR part of an ARMA structure is firstly investigated. MA features in the TOC domain is then applied as a threshold to decide if the system is an MA model or has MA part of an ARMA model. Numerical simulations illustrate the generality of the proposed blind structure identification methodology that may serve as a guideline for blind, linear system modeling.